Rokos Capital Management LLP
CIK 0001666335 · LONDON, X0 · Quarter end: 2026-06-30 · Filed on: 2026-08-14 · Open the SEC source ↗
Portfolio Value (AUM)Total value of the fund's US stock portfolio reported to the SEC.
$26.79B
2026 Q2
Positions
194
Top-10 ConcentrationHow much of the portfolio sits in the 10 largest holdings. High = concentrated bets.
75.6%
Est. Net Flow (Q)
—
2026 Q2
Portfolio Composition
Sector Allocation
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Option Positions
PUT 53.5%CALL 6.4%
| Symbol | Company | Type | Notional Value | % Port. |
|---|---|---|---|---|
| QQQ | INVESCO QQQ TR | PUT | $12.48B | 46.57% |
| NVDA | NVIDIA CORPORATION | PUT | $568.9M | 2.12% |
| IWM | ISHARES TR | CALL | $547.1M | 2.04% |
| META | META PLATFORMS INC | PUT | $471.5M | 1.76% |
| AAPL | APPLE INC | CALL | $468.7M | 1.75% |
| GE | GE AEROSPACE | PUT | $448.0M | 1.67% |
| QQQ | INVESCO QQQ TR | CALL | $411.0M | 1.53% |
| GOOGL | ALPHABET INC | PUT | $364.4M | 1.36% |
| GE | GE AEROSPACE | CALL | $298.7M | 1.11% |
13F reports options at notional share-equivalent value; premium cost and strikes are not disclosed.
Read the 2026-Q2 quarterly report · 13F Filing Calendar
13F data shows quarter-end positions, is delayed by up to 45 days and covers only long positions in US-listed securities; short positions, most derivatives and non-US assets are not reported.