SEC 13F Intelligence

Managers / Q4 2023 · view latest →

Rokos Capital Management LLP

CIK 0001666335 · 23 SAVILE ROW, LONDON, X0, W1S 2ET · 02036689000

Reported Value
$11.5B
Q4 2023
Positions
90
Filings on Record
35
2019–present window
Filed
Feb 14, 2024
original filing

Summary

Rokos Capital Management Llp reported $11.5B in U.S.-listed holdings across 90 positions for Q4 2023.

Its largest position, NDQ, represents 6.6% of the portfolio.

Compared with Q3 2023, the fund opened 24 new positions and exited 54.

Reported Value by Quarter

13F Reported Value
Q4 ’18: $36MQ4 ’18Q1 ’19: $122MQ2 ’19: $23MQ3 ’19: $168MQ4 ’19: $448MQ4 ’19Q1 ’20: $1.2BQ2 ’20: $2.0BQ3 ’20: $5.9BQ4 ’20: $4.6BQ4 ’20Q1 ’21: $6.7BQ2 ’21: $5.0BQ3 ’21: $4.7BQ4 ’21: $1.7BQ4 ’21Q1 ’22: $2.2BQ2 ’22: $3.4BQ3 ’22: $3.4BQ4 ’22: $2.28TQ4 ’22Q1 ’23: $1.4BQ2 ’23: $10.3BQ3 ’23: $13.8BQ4 ’23: $11.5BQ4 ’23Q1 ’24: $19.0BQ2 ’24: $16.0BQ3 ’24: $6.2BQ4 ’24: $10.0BQ4 ’24Q1 ’25: $9.7BQ2 ’25: $23.0BQ3 ’25: $23.3BQ4 ’25: $25.7BQ4 ’25Q1 ’26: $13.2Bfilingsflow.com

Portfolio Composition

By security type

Composition data arrives with ticker enrichment.

Quarter-over-Quarter Changes full breakdown →

Holdings — Q4 2023

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Filing History

QuarterReported ValuePositionsFiledTypeLinks
Q1 2026$13.2B221May 15, 202613F-HRchanges · EDGAR ↗
Q4 2025$25.7B234Feb 13, 202613F-HRchanges · EDGAR ↗
Q3 2025$23.3B253Nov 14, 202513F-HRchanges · EDGAR ↗
Q2 2025$23.0B353Aug 14, 202513F-HRchanges · EDGAR ↗
Q1 2025$9.7B180May 15, 202513F-HRchanges · EDGAR ↗
Q4 2024$10.0B138Feb 14, 202513F-HRchanges · EDGAR ↗
Q3 2024$6.2B92Nov 14, 202413F-HRchanges · EDGAR ↗
Q2 2024$16.0B124Aug 14, 202413F-HRchanges · EDGAR ↗
Q1 2024$19.0B114May 17, 2024RESTATEMENTchanges · EDGAR ↗
Q4 2023$11.5B90Feb 14, 202413F-HRchanges · EDGAR ↗
Q3 2023$13.8B131Nov 14, 202313F-HRchanges · EDGAR ↗
Q2 2023$10.3B103Aug 15, 2023RESTATEMENTchanges · EDGAR ↗
Q1 2023$1.4B59May 15, 202313F-HRchanges · EDGAR ↗
Q4 2022$2.28T59Feb 14, 202313F-HRchanges · EDGAR ↗
Q3 2022$3.4B75Nov 14, 202213F-HRchanges · EDGAR ↗
Q2 2022$3.4B72Aug 15, 202213F-HRchanges · EDGAR ↗
Q1 2022$2.2B68May 16, 2022RESTATEMENTchanges · EDGAR ↗
Q4 2021$1.7B52Feb 14, 202213F-HRchanges · EDGAR ↗
Q3 2021$4.7B99Nov 15, 202113F-HRchanges · EDGAR ↗
Q2 2021$5.0B135Aug 16, 202113F-HRchanges · EDGAR ↗
Q1 2021$6.7B112May 13, 202113F-HRchanges · EDGAR ↗
Q4 2020$4.6B43Feb 16, 202113F-HRchanges · EDGAR ↗
Q3 2020$5.9B22Nov 13, 202013F-HRchanges · EDGAR ↗
Q2 2020$2.0B10Aug 14, 202013F-HRchanges · EDGAR ↗
Q1 2020$1.2B7May 14, 2020RESTATEMENTchanges · EDGAR ↗
Q4 2019$448M9Feb 13, 202013F-HRchanges · EDGAR ↗
Q3 2019$168M9Nov 14, 201913F-HRchanges · EDGAR ↗
Q2 2019$23M5Aug 13, 201913F-HRchanges · EDGAR ↗
Q1 2019$122M24May 14, 201913F-HRchanges · EDGAR ↗
Q4 2018$36M10Feb 14, 201913F-HRchanges · 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 ↗.