Managers / Q2 2023 · view latest →
Rokos Capital Management LLP
CIK 0001666335 · 23 SAVILE ROW, LONDON, X0, W1S 2ET · 02036689000
Reported Value
$10.3B
Q2 2023
Positions
103
Filings on Record
35
2019–present window
Filed
Aug 15, 2023
amendment (RESTATEMENT)
Summary
Rokos Capital Management Llp reported $10.3B in U.S.-listed holdings across 103 positions for Q2 2023.
The portfolio is heavily concentrated: NDQ alone accounts for 27.4% of reported value.
Compared with Q1 2023, the fund opened 47 new positions and exited 20.
Reported Value by Quarter
13F Reported Value
Portfolio Composition
By security type
- ETP · 76.9% · $7.9B
- Common Stock · 18.4% · $1.9B
- Other · 3.4% · $349M
- ADR · 1.3% · $134M
Quarter-over-Quarter Changes full breakdown →
Holdings — Q2 2023
Filing History
| Quarter | Reported Value | Positions | Filed | Type | Links |
|---|---|---|---|---|---|
| Q1 2026 | $13.2B | 221 | May 15, 2026 | 13F-HR | changes · EDGAR ↗ |
| Q4 2025 | $25.7B | 234 | Feb 13, 2026 | 13F-HR | changes · EDGAR ↗ |
| Q3 2025 | $23.3B | 253 | Nov 14, 2025 | 13F-HR | changes · EDGAR ↗ |
| Q2 2025 | $23.0B | 353 | Aug 14, 2025 | 13F-HR | changes · EDGAR ↗ |
| Q1 2025 | $9.7B | 180 | May 15, 2025 | 13F-HR | changes · EDGAR ↗ |
| Q4 2024 | $10.0B | 138 | Feb 14, 2025 | 13F-HR | changes · EDGAR ↗ |
| Q3 2024 | $6.2B | 92 | Nov 14, 2024 | 13F-HR | changes · EDGAR ↗ |
| Q2 2024 | $16.0B | 124 | Aug 14, 2024 | 13F-HR | changes · EDGAR ↗ |
| Q1 2024 | $19.0B | 114 | May 17, 2024 | RESTATEMENT | changes · EDGAR ↗ |
| Q4 2023 | $11.5B | 90 | Feb 14, 2024 | 13F-HR | changes · EDGAR ↗ |
| Q3 2023 | $13.8B | 131 | Nov 14, 2023 | 13F-HR | changes · EDGAR ↗ |
| Q2 2023 | $10.3B | 103 | Aug 15, 2023 | RESTATEMENT | changes · EDGAR ↗ |
| Q1 2023 | $1.4B | 59 | May 15, 2023 | 13F-HR | changes · EDGAR ↗ |
| Q4 2022 | $2.28T | 59 | Feb 14, 2023 | 13F-HR | changes · EDGAR ↗ |
| Q3 2022 | $3.4B | 75 | Nov 14, 2022 | 13F-HR | changes · EDGAR ↗ |
| Q2 2022 | $3.4B | 72 | Aug 15, 2022 | 13F-HR | changes · EDGAR ↗ |
| Q1 2022 | $2.2B | 68 | May 16, 2022 | RESTATEMENT | changes · EDGAR ↗ |
| Q4 2021 | $1.7B | 52 | Feb 14, 2022 | 13F-HR | changes · EDGAR ↗ |
| Q3 2021 | $4.7B | 99 | Nov 15, 2021 | 13F-HR | changes · EDGAR ↗ |
| Q2 2021 | $5.0B | 135 | Aug 16, 2021 | 13F-HR | changes · EDGAR ↗ |
| Q1 2021 | $6.7B | 112 | May 13, 2021 | 13F-HR | changes · EDGAR ↗ |
| Q4 2020 | $4.6B | 43 | Feb 16, 2021 | 13F-HR | changes · EDGAR ↗ |
| Q3 2020 | $5.9B | 22 | Nov 13, 2020 | 13F-HR | changes · EDGAR ↗ |
| Q2 2020 | $2.0B | 10 | Aug 14, 2020 | 13F-HR | changes · EDGAR ↗ |
| Q1 2020 | $1.2B | 7 | May 14, 2020 | RESTATEMENT | changes · EDGAR ↗ |
| Q4 2019 | $448M | 9 | Feb 13, 2020 | 13F-HR | changes · EDGAR ↗ |
| Q3 2019 | $168M | 9 | Nov 14, 2019 | 13F-HR | changes · EDGAR ↗ |
| Q2 2019 | $23M | 5 | Aug 13, 2019 | 13F-HR | changes · EDGAR ↗ |
| Q1 2019 | $122M | 24 | May 14, 2019 | 13F-HR | changes · EDGAR ↗ |
| Q4 2018 | $36M | 10 | Feb 14, 2019 | 13F-HR | changes · EDGAR ↗ |
Other Included Managers
This filing reports holdings on behalf of 1 additional manager.
- Rokos Capital Management (US) LP028-20930
13F filings are due up to 45 days after quarter end, so holdings shown here lag the fund’s current book. Source: original SEC filing on EDGAR ↗.