Rokos Capital Management LLP

CIK 0001666335 · Q1 2026

13F Equity AUM

$11.0B

-38.2% QoQ

Positions

140

+31 QoQ

AUM Rank

#608

Top 5%

Skill Alpha (FF)

-12.8%/yr^ns

No Clear Edge

Rank #8,053 · Top 98%

vs S&P -14.1%/yr (unadj.)

Quarters Tracked

~7 years

Portfolio Concentration

Top 5: 50.1%Top 10: 61.1%Top 20: 71.9%

NDQ22.2%

GOOGL8.6%

META8.5%

NVDA5.8%

EEM5.1%

AAPL3.5%

ORCL2.2%

KRE2.0%

XLP1.9%

TSM1.4%

Others (130)38.9%

HHI (Herfindahl-Hirschman Index) measures portfolio concentration. Low (<1500) = diversified, Moderate (1500-2500), High (>2500) = concentrated bets.

Sector Allocation

Financial Services39.5%

Technology24.1%

Communication Services17.9%

Industrials6.0%

Energy4.3%

Utilities2.1%

Other6.2%

Portfolio weight by GICS sector based on latest 13F filing. Sectors below 2% are grouped as “Other.”

Position Sizing

Positions: 140Median: 0.21%Avg: 0.71%

0–0.5%

105(18.1%)

0.5–1%

18(12.8%)

1–3%

11(15.5%)

3–5%

1(3.5%)

5%+

5(50.1%)

Count of positions per weight bucket — (%) = combined portfolio weight

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Portfolio Overlap

Shared: 140Unique: 0vs 20 funds

1.9%Low

140

Fund positions

7,299

Consensus CUSIPs

Jaccard similarity of this fund’s portfolio vs the consensus of top 20 funds by AUM. Low (<15%) = contrarian, Moderate (15-40%), High (>40%) = follows the crowd.

Most Similar Funds

Top 9 benchmark funds with highest portfolio overlap (Jaccard similarity)

MORGAN STANLEY

2.7%

JPMORGAN CHASE & CO

2.9%

BANK OF AMERICA CORP /DE/

BlackRock, Inc.

3.5%

FMR LLC

4.5%

STATE STREET CORP

3.7%

VANGUARD CAPITAL MANAGEMENT LLC

3.7%

GEODE CAPITAL MANAGEMENT, LLC

3.6%

VANGUARD PORTFOLIO MANAGEMENT LLC

4.2%

Jaccard similarity per fund: shared CUSIPs / (fund A + fund B − shared). Higher values indicate more similar portfolios.

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Position Changes This Quarter

New78Increased16Decreased36Exited47

New Positions

KRE2.0%

+3.4M

TSM1.4%

+454K

RSP1.2%

+702K

TSLA1.0%

+308K

HON0.8%

+415K

PLTR0.8%

+606K

GLNG0.6%

+1.2M

LMT0.6%

+103K

XLY0.6%

+558K

LHX0.5%

+173K

Increased

EEM5.1%

+9.8M(+139914%)

XLP1.9%

+2.2M(+500%)

META8.5%

+1.4M(+606%)

AAPL3.5%

+869K(+135%)

STUB0.1%

+617K(+40%)

RTX1.0%

+495K(+804%)

SATS1.0%

+309K(+48%)

XLB0.1%

+199K(+178%)

BABA0.7%

+183K(+41%)

MP0.3%

+133K(+24%)

Decreased

EWZ1.2%

-24,416,451(-88%)

NDQ22.2%

-6,806,656(-62%)

GOOGL8.6%

-2,826,302(-46%)

PCG0.5%

-1,964,703(-39%)

XBI0.4%

-1,676,960(-84%)

AMZN0.1%

-1,421,810(-97%)

NVDA5.8%

-1,388,238(-28%)

AVGO0.7%

-1,143,096(-83%)

MU0.9%

-964,504(-77%)

IWM0.1%

-939,300(-94%)

Exited

-1,889,877

-2,350,000

-2,370,000

-955,468

-1,082,175

-131,234

-226,654

ALAB

-273,694

MLB1

-21,684

CRDO

-305,631

Quarter-over-quarter changes compared to prior 13F filing. New = first appearance; Exited = no longer held.

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Holdings

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