13F value (AUM)
$26.8B
RO
Rokos Capital Management
ROKOS CAPITAL MANAGEMENT LLP
$26.8B
13F long value · 2026-Q2Positions194
CategoryAsset Manager
Quarters tracked8
● #284 of 581 by 13F value
Size rank 6/10
18 NEW11 ADD11 2×+21 TRIM11 NEAR EXIT27 EXIT
Snapshot
Rokos Capital Management's 13F portfolio at a glance — size, concentration and this quarter's activity.
Positions
194 (18 unmapped)
Top 100 weight
98.3%
Quarters tracked
8
Latest 13F filed
Aug 14, 2026
New positions
18
Exits / near-exits
38
13F value by quarter
Total reported long value each quarter — fund flows plus market moves.
Top holdings — 2026-Q2
The fund's largest reported positions (PUT/CALL rows are option positions, reported separately). The 100 shown cover 98.3% of the portfolio.
| Ticker | Issuer | Weight | Value | Shares | Since 2026-Q2 |
|---|---|---|---|---|---|
| QQQ PUT | INVESCO QQQ TR | 46.6% | $12.5B | 17.0M | — |
| QQQ | INVESCO QQQ TR | 15.7% | $4.2B | 5.7M | +2.1% |
| NVDA PUT | NVIDIA CORPORATION | 2.1% | $568.9M | 2.8M | — |
| IWM CALL | ISHARES TR | 2.0% | $547.1M | 1.8M | — |
| META PUT | META PLATFORMS INC | 1.8% | $471.5M | 837.0K | — |
| AAPL CALL | APPLE INC | 1.7% | $468.7M | 1.6M | — |
| GE PUT | GE AEROSPACE | 1.7% | $448.0M | 1.2M | — |
| QQQ CALL | INVESCO QQQ TR | 1.5% | $411.0M | 558.4K | — |
| GOOGL PUT | ALPHABET INC | 1.4% | $364.4M | 1.0M | — |
| GE CALL | GE AEROSPACE | 1.1% | $298.7M | 800.0K | — |
| GOOG CALL | ALPHABET INC | 1.1% | $282.7M | 800.0K | — |
| GS CALL | GOLDMAN SACHS GROUP INC | 0.9% | $248.8M | 246.0K | — |
| ORCL CALL | ORACLE CORP | 0.9% | $243.0M | 1.7M | — |
| ORCL PUT | ORACLE CORP | 0.9% | $243.0M | 1.7M | — |
| AMD CALL | ADVANCED MICRO DEVICES INC | 0.8% | $217.6M | 374.9K | — |
Option positions — 2026-Q2
$14.9B across 23 put positions vs $3.9B across 37 call positions — put/call ratio 3.78. Values are notional — the market value of the shares the options reference.
| Type | Ticker | Issuer | Underlying shares | Notional value | % of 13F value |
|---|---|---|---|---|---|
| PUT | QQQ | INVESCO QQQ TR | 17.0M | $12.5B | 46.6% |
| PUT | NVDA | NVIDIA CORPORATION | 2.8M | $568.9M | 2.1% |
| CALL | IWM | ISHARES TR | 1.8M | $547.1M | 2.0% |
| PUT | META | META PLATFORMS INC | 837.0K | $471.5M | 1.8% |
| CALL | AAPL | APPLE INC | 1.6M | $468.7M | 1.7% |
| PUT | GE | GE AEROSPACE | 1.2M | $448.0M | 1.7% |
| CALL | QQQ | INVESCO QQQ TR | 558.4K | $411.0M | 1.5% |
| PUT | GOOGL | ALPHABET INC | 1.0M | $364.4M | 1.4% |
| CALL | GE | GE AEROSPACE | 800.0K | $298.7M | 1.1% |
| CALL | GOOG | ALPHABET INC | 800.0K | $282.7M | 1.1% |
Quarterly changes — 2026-Q2
What Rokos Capital Management opened, added, trimmed and exited this quarter, largest dollar moves first.
| Action | Ticker | Issuer | Prev shares | Curr shares | Change | Value Δ |
|---|---|---|---|---|---|---|
| NEW | QQQ | INVESCO QQQ TR | — | 5.7M | — | +$4.2B |
| NEAR EXIT | GOOGL | ALPHABET INC | 3.3M | 557.7K | -83.0% | -$741.9M |
| TRIM | AAPL | APPLE INC | 1.5M | 468.6K | -69.0% | -$248.3M |
| EXIT | XLV | SELECT SECTOR SPDR TR | 1.0M | 0 | -100.0% | -$151.9M |
| EXIT | RSP | INVESCO EXCHANGE TRADED FD T | 701.8K | 0 | -100.0% | -$134.7M |
| TRIM | NVDA | NVIDIA CORPORATION | 1.9M | 949.1K | -48.9% | -$134.2M |
| ADD | SNDK | SANDISK CORP | 57.1K | 72.8K | +27.5% | +$128.9M |
| NEAR EXIT | ECHO | ECHOSTAR CORP | 956.5K | 17.1K | -98.2% | -$110.2M |
| NEAR EXIT | RTX | RTX CORPORATION | 556.2K | 11.3K | -98.0% | -$105.1M |
| EXIT | CRWD | CROWDSTRIKE HLDGS INC | 267.1K | 0 | -100.0% | -$104.3M |
Conviction over time
Portfolio weight of the current top long holdings, quarter by quarter — rising weight = growing conviction.