SEC holdings report of an institutional investment manager

What does Rokos Capital Management LLP report holding?

Rokos Capital Management LLP reported holdings of $26.79 billion on Form 13F for the quarter ended 30 June 2026, ranked 283rd of 8,857 managers by reported value. The report was filed on .

The ten largest holdings of Rokos Capital Management LLP, quarter ended 30 June 2026

The largest first, each bar from zeroAs filed with the SEC

The ten largest holdings of Rokos Capital Management LLP, quarter ended 30 June 2026 INVESCO QQQ TR (put): $12.5B; INVESCO QQQ TR: $4.21B; NVIDIA CORPORATION (put): $569M; ISHARES TR (call): $547M; META PLATFORMS INC (put): $471M; APPLE INC (call): $469M; GE AEROSPACE (put): $448M; INVESCO QQQ TR (call): $411M; ALPHABET INC (put): $364M; GE AEROSPACE (call): $299M INVESCO QQQ TR (put) $12.5B INVESCO QQQ TR $4.21B NVIDIA CORPORATION (put) $569M ISHARES TR (call) $547M META PLATFORMS INC (put) $471M APPLE INC (call) $469M GE AEROSPACE (put) $448M INVESCO QQQ TR (call) $411M ALPHABET INC (put) $364M GE AEROSPACE (call) $299M The ten largest holdings of Rokos Capital Management LLP, quarter ended 30 June 2026 INVESCO QQQ TR (put): $12.5B; INVESCO QQQ TR: $4.21B; NVIDIA CORPORATION (put): $569M; ISHARES TR (call): $547M; META PLATFORMS INC (put): $471M; APPLE INC (call): $469M; GE AEROSPACE (put): $448M; INVESCO QQQ TR (call): $411M; ALPHABET INC (put): $364M; GE AEROSPACE (call): $299M INVESCO QQQ TR (put) $12.5B INVESCO QQQ TR $4.21B NVIDIA CORPORATION (put) $569M ISHARES TR (call) $547M META PLATFORMS INC (put) $471M APPLE INC (call) $469M GE AEROSPACE (put) $448M INVESCO QQQ TR (call) $411M ALPHABET INC (put) $364M GE AEROSPACE (call) $299M

Each bar is the value of one position, as Rokos Capital Management LLP filed it for the quarter ended 30 June 2026. The 25 largest positions are under "The numbers behind the chart".

Observed .

Reported value

Rokos Capital Management LLP reported holdings of $26.79 billion on Form 13F for the quarter ended 30 June 2026, ranked 283rd of 8,857 managers by reported value.

In the quarter before, the quarter ended 31 March 2026, it reported $13.23 billion, so the value is up from then (+102.6%).

Its table has 254 entries, which make 194 positions when the lines of a security are summed.

See its reports by quarter

The filing

Filed on for the quarter ended 30 June 2026; the manager is in LONDON, X0.

The SEC's accession number of the filing is 0001666335-26-000007. The filing is the manager's own. This page shows the value it states for its table and the lines of the table, summed.

As filed

Facts as filed with the SEC, and our arithmetic on them. Not investment advice.

Understanding the report of Rokos Capital Management LLP

Where it stands today

Rokos Capital Management LLP reported $26.8 billion for the quarter ended 30 June 2026, ranked 283rd of 8,857 managers.

Where do these numbers come from?

An institutional investment manager that holds 100 million dollars or more of the securities Form 13F covers files a report with the SEC every quarter. This page shows the report of Rokos Capital Management LLP for the quarter ended 30 June 2026.

Read more

The rank counts every manager that filed a holdings report for the quarter, by the total value its table states, the largest first.

The numbers behind the chart

What are the largest holdings of Rokos Capital Management LLP?25 positions
Rokos Capital Management LLP: largest positions for the quarter ended 30 June 2026, the largest first (dollars as filed)
Issuer, as filedClassValueShare of its valueSharesChange from 31 March 2026
INVESCO QQQ TRUNIT SER 1, put$12.5B47%17.0M+468.8%
INVESCO QQQ TRUNIT SER 1$4.21B16%5.72MNew
NVIDIA CORPORATIONCOM, put$569M2.1%2.85M−7.6%
ISHARES TRRUSSELL 2000 ETF, call$547M2.0%1.82M+2899.5%
META PLATFORMS INCCL A, put$471M1.8%837K−36.7%
APPLE INCCOM, call$469M1.7%1.62MNew
GE AEROSPACECOM NEW, put$448M1.7%1.20MNew
INVESCO QQQ TRUNIT SER 1, call$411M1.5%558K−81.7%
ALPHABET INCCAP STK CL A, put$364M1.4%1.02MNew
GE AEROSPACECOM NEW, call$299M1.1%800KNew
ALPHABET INCCAP STK CL C, call$283M1.1%800KNew
GOLDMAN SACHS GROUP INCCOM, call$249M0.93%246KNew
ORACLE CORPCOM, call$243M0.91%1.66M0.0%
ORACLE CORPCOM, put$243M0.91%1.66M0.0%
ADVANCED MICRO DEVICES INCCOM, call$218M0.81%375KNew
ALPHABET INCCAP STK CL A, call$214M0.80%600KNew
ALPHABET INCCAP STK CL A$199M0.74%558K−83.0%
CAPITAL ONE FINL CORPCOM, call$193M0.72%960KNew
NVIDIA CORPORATIONCOM$190M0.71%949K−48.9%
SANDISK CORPCOM$165M0.62%72.8K+27.5%
CITIGROUP INCCOM NEW$152M0.57%1.09M+2.9%
APPLE INCCOM$136M0.51%469K−69.0%
META PLATFORMS INCCL A$113M0.42%201K−35.0%
APPLIED MATLS INCCOM$106M0.39%146K+8.2%
CITIGROUP INCCOM NEW, call$105M0.39%750KNew

The table scrolls sideways; the first column stays in place.

Which positions are new in the quarter ended 30 June 2026?10 positions, the largest first
Rokos Capital Management LLP: positions with no line in the table for the quarter before, the largest first (dollars as filed)
Issuer, as filedClassValue
INVESCO QQQ TRUNIT SER 1$4.21B
APPLE INCCOM, call$469M
GE AEROSPACECOM NEW, put$448M
ALPHABET INCCAP STK CL A, put$364M
GE AEROSPACECOM NEW, call$299M
ALPHABET INCCAP STK CL C, call$283M
GOLDMAN SACHS GROUP INCCOM, call$249M
ADVANCED MICRO DEVICES INCCOM, call$218M
ALPHABET INCCAP STK CL A, call$214M
CAPITAL ONE FINL CORPCOM, call$193M
Which positions were sold out since the quarter ended 31 March 2026?10 positions, the largest first
Rokos Capital Management LLP: positions in the table for the quarter before with no line now, the largest first (dollars as filed, in the quarter before)
Issuer, as filedClassValue then
ISHARES TRMSCI EMG MKT ETF, put$511M
SPDR SERIES TRUSTSTATE STREET SPD, call$332M
SELECT SECTOR SPDR TRSTATE STREET HEA$152M
INVESCO EXCHANGE TRADED FD T[index name] EQL WGT$135M
ISHARES INCMSCI BRAZIL ETF, call$130M
TAIWAN SEMICONDUCTOR MANUFACSPONSORED ADS, put$127M
SELECT SECTOR SPDR TRSTATE STREET CON, put$123M
CROWDSTRIKE HLDGS INCCL A$104M
SELECT SECTOR SPDR TRSTATE STREET ENE, call$97.4M
HONEYWELL INTL INCCOM$93.8M
What did Rokos Capital Management LLP report in each quarter?8 quarters
Rokos Capital Management LLP: reports by quarter, newest first (dollars as filed)
Quarter endedFiledValue reportedEntriesRank
$26.8B254283
$13.2B221393
$25.7B234257
$23.3B253267
$23.0B353251
$9.67B180414
$10.0B138409
$6.16B92567

The table scrolls sideways; the first column stays in place.

What do these figures leave out, and where are they from?Limits and source

What this number cannot tell you

  • A manager reports the value of its holdings on the last day of a quarter, within 45 days after it. A report that the manager amended is shown with the amendments applied.
  • Values are as filed, in dollars. A manager that files a combination report includes the holdings of the managers it names, so the same holding can be in two reports.
  • Only holdings that Form 13F covers are reported: US exchange-traded stocks and some funds, options and convertible bonds. Cash, most bonds and holdings abroad are not in a report.
  • The table lists a position once for each security, class, and put or call: the lines of the manager's table are summed. A line for a put or call states the value of the shares the option covers, not what the option costs or is worth.
  • A share is the value of a position as a part of the value of all the lines of the manager's table.
  • Where a name as filed includes the trademarked name of a stock index, the page shows [index name] in its place.
  • A position is new when the manager's table for the quarter before has no line for the security, and sold out when its table for this quarter has none. It says nothing about when a position was bought or sold: only the quarter ends are compared.
  • A manager can ask the SEC to keep some of its holdings confidential for a time; those holdings are missing from its report until it discloses them.

Observed .

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