Stocks/Funds/CIK 1666335

Rokos Capital Management LLP

Quarterly 13F filings · Latest period 2026-03-31 · CIK 1666335
Assets
$5.60B
+57.4% YoY
Holdings
125
Lifetime alpha vs market
+4.95% annual
Average hold time
0.9 yr
median 0.5 yr

Quarterly history

Cum return +85% vs S&P +52% · α +32% lifetimeAUM $5.6B · peak $7.9BFlow $-1.9B (-29%)2018-122020-032021-062022-092023-122025-032026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-17.96%
trims when stocks drop
when a holding falls −10%+
Middle response
-8.27%
baseline attrition
Rally response
-26.48%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
GOOGLAlphabet Inc.$941M16.8%2.0 yr
AAPLApple Inc.$384M6.9%+14.7%3.3 yr
NVDANVIDIA Corporation$324M5.8%+60.9%4.3 yr
METAMeta Platforms, Inc.$177M3.2%-0.4%2.8 yr
XLVState Street Health Care$152M2.7%1.0 yr
RSPInvesco S&P 500 Equal We$135M2.4%0.8 yr
CCitigroup Inc.$120M2.1%+63.9%1.5 yr
SATSEchoStar Corporation$112M2.0%+357.7%1.5 yr
EQTEQT Corporation$111M2.0%+20.5%2.0 yr
RTXRTX Corporation$107M1.9%+48.1%1.0 yr
CRWDCrowdStrike Holdings, In$104M1.9%+10.7%3.0 yr
EXEExpand Energy Corporatio$95M1.7%+1.7%0.5 yr
HONHoneywell International $94M1.7%+9.0%0.3 yr
XLPState Street Consumer St$91M1.6%2.0 yr
LITELumentum Holdings Inc.$81M1.4%+1027.3%1.3 yr

Portfolio composition (YoY)

Industry mix
Internet Content & Information21.0%+12.8pp$1.18B
Semiconductors12.3%-3.2pp$692M
Asset Management9.6%+7.9pp$540M
Consumer Electronics6.9%-3.0pp$384M
Aerospace & Defense5.5%+0.4pp$309M
Hardware, Equipment & Parts4.5%+3.3pp$250M
Communication Equipment3.9%+3.4pp$219M
Oil & Gas Exploration & Production3.7%$209M
Software - Infrastructure2.4%-9.1pp$134M
Banks - Diversified2.1%-2.5pp$120M
Country
US91.8%-5.4pp
BM1.1%
IE1.0%
SG0.9%
LU0.8%
IL0.7%
CN0.7%
CA0.7%+0.0pp
Top 5: 35.3% · Top 10: 45.7% · Top 25: 65.1%

Winners

TickerPrev $PnLYoY %
MU$52M+0.15B289.6%
GS$263M+0.15B58.1%
NVDA$220M+0.13B60.9%
AVGO$138M+0.12B86.0%
COHR$40M+0.11B266.8%

Losers

TickerPrev $PnLYoY %
META$145M-0.00B-0.4%

Top buys this quarter · 15

AAPL Apple Inc.+$221M
NVDA NVIDIA Corporation+$138M
HON Honeywell International Inc.new+$94M
SATS EchoStar Corporation+$71M
GLNG Golar LNG Limitednew+$63M
META Meta Platforms, Inc.+$58M
LHX L3Harris Technologies, Inc.+$46M
VLO Valero Energy Corporationnew+$46M
JCI Johnson Controls Internationalnew+$46M
RAL Ralliant Corp.new+$42M

Top sells this quarter · 15

GOOG Alphabet Inc.$407M
AMZN Amazon.com, Inc.$287M
AVGO Broadcom Inc.$280M
MSFT Microsoft Corporation$217M
WDC Western Digital Corporation$182M
MU Micron Technology, Inc.$127M
CVX Chevron Corporation$88M
CLS Celestica Inc.$76M
AMAT Applied Materials, Inc.$75M
ATI ATI Inc.$65M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$5.60B125+68.84%+17.59%+51.24%-1.93B
2025-12-31$6.73B87+40.45%+17.72%+22.73%-1.85B
2025-09-30$7.90B82+33.83%+17.52%+16.31%+1.29B
2025-06-30$5.89B95+24.72%+14.94%+9.78%+1.49B
2025-03-31$3.56B69+1.50%+8.30%-6.81%-0.62B
2024-12-31$4.49B64+24.38%+24.89%-0.51%+1.65B
2024-09-30$2.75B58+38.59%+36.04%+2.55%-1.67B
2024-06-30$4.23B75+25.87%+24.49%+1.38%+0.37B
2024-03-31$3.83B70+39.24%+29.62%+9.62%+0.13B
2023-12-31$3.25B50+28.27%+26.18%+2.09%+0.13B
2023-09-30$2.70B77+6.08%+21.57%-15.48%-2.03B
2023-06-30$4.98B77+10.96%+19.42%-8.47%+3.70B
2023-03-31$1.15B51-22.63%-7.82%-14.81%+0.10B
2022-12-31$993M44-4.61%+7.56%-12.17%-0.25B
2022-09-30$1.31B55-0.69%-4.93%+4.24%+0.05B
2022-06-30$1.26B54-22.34%-16.11%-6.23%+0.32B