ROKOS CAPITAL MANAGEMENT LLP
Q4 2022 Form 13-F
LONDON
CIK 0001666335
· CRD 281215
· SEC-registered investment adviser
Consolidated report · includes
1 manager
since Q4 2020
$2.3B Reported Value Total
ROKOS CAPITAL MANAGEMENT LLP reports 1 total accounts under management (AUM). There are 1 discretionary accounts valued at $138,426,265,424, and 0 non-discretionary accounts.
Source: Form ADV filed * Note that certain holdings are exempt from Form 13-F reporting, so the AUM totals may be greater than the Form 13-F total.
Private funds (Form ADV)
2 funds
· $219.4B gross asset value
Hedge Fund: $219.4B
Source: Form ADV filed 2026-10-20
Reported value
$2.3B
Quarter over quarter
-1.2%
Holdings
44
Top-10 concentration
70.1%
Filing Structure
Reports holdings for
- Rokos Capital Management US LP · File #028-20930 · since Q4 2020
Key People
Form ADV owners & control persons
Christopher Charles Rokos
LIMITED PARTNER
Paul Andrew Squarcia
MANAGING MEMBER/CHIEF COMPLIANCE OFFICER
Pamela Anne Desmarais
CHIEF OPERATING OFFICER, CLIENT SERVICES
Filing Navigation
13F Metrics
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Q4 2022 13F record
Q4 2022 13F filing summary
| Period of report | December 31, 2022 |
|---|---|
| Filed | February 14, 2023 |
| Form | 13F-HR |
| Reported value | $2.3B |
| Positions | 44 |
| Change in reported value | -32.0% |
| New positions | 14 |
| Exited positions | 25 |
| Position turnover | 56.5% |
| Top-10 concentration | 70.1% |
13F filings by quarter
| Quarter | Positions | Value |
|---|---|---|
|
Q2 2026 13F
Filed Aug 14, 2026
|
134 | $26.8B |
|
Q1 2026 13F
Filed May 15, 2026
|
126 | $13.2B |
|
Q4 2025 13F
Filed Feb 13, 2026
|
87 | $25.7B |
|
Q3 2025 13F
Filed Nov 14, 2025
|
81 | $23.3B |
|
Q2 2025 13F
Filed Aug 14, 2025
|
92 | $23.0B |
|
Q1 2025 13F
Filed May 15, 2025
|
66 | $9.7B |
|
Q4 2024 13F
Filed Feb 14, 2025
|
62 | $10.0B |
|
Q3 2024 13F
Filed Nov 14, 2024
|
58 | $6.2B |
|
Q2 2024 13F
Filed Aug 14, 2024
|
75 | $16.0B |
|
Q1 2024 13F
Filed May 15, 2024
|
70 | $19.0B |
|
Q4 2023 13F
Filed Feb 14, 2024
|
50 | $11.5B |
|
Q3 2023 13F
Filed Nov 14, 2023
|
77 | $13.8B |
|
Q2 2023 13F
Filed Aug 14, 2023
|
77 | $10.3B |
|
Q1 2023 13F
Filed May 15, 2023
|
53 | $1.4B |
|
Q4 2022 13F
Filed Feb 14, 2023
|
44 | $2.3B |
|
Q3 2022 13F
Filed Nov 14, 2022
|
55 | $3.4B |
|
Q2 2022 13F
Filed Aug 15, 2022
|
54 | $3.4B |
|
Q1 2022 13F
Filed May 16, 2022
|
66 | $2.6B |
|
Q4 2021 13F
Filed Feb 14, 2022
|
48 | $1.7B |
|
Q3 2021 13F
Filed Nov 15, 2021
|
77 | $4.7B |
11 earlier quarters on file — choose one from the quarter menu above.
Top 20 holdings · Q4 2022
| # | Holding | Reported value | % of portfolio |
|---|---|---|---|
| 1 | QQQ P INVESCO QQQ TR | $425.4M | 18.63% |
| 2 | EEM C ISHARES TR | $325.6M | 14.26% |
| 3 | QQQ INVESCO QQQ TR | $192.1M | 8.42% |
| 4 | MSFT MICROSOFT CORP | $151.5M | 6.64% |
| 5 | FXI C ISHARES TR | $124.5M | 5.45% |
| 6 | XLE SELECT SECTOR SPDR TR | $115.9M | 5.08% |
| 7 | PINS C PINTEREST INC | $97.1M | 4.25% |
| 8 | EQT EQT CORP | $66.1M | 2.9% |
| 9 | SWN SOUTHWESTERN ENERGY CO | $52.8M | 2.31% |
| 10 | AAPL P APPLE INC | $49.4M | 2.16% |
| 11 | ELAN ELANCO ANIMAL HEALTH INC | $48.8M | 2.14% |
| 12 | MSFT P MICROSOFT CORP | $43.2M | 1.89% |
| 13 | XLF SELECT SECTOR SPDR TR | $40.8M | 1.79% |
| 14 | FEZ P SPDR INDEX SHS FDS | $38.7M | 1.7% |
| 15 | DB P DEUTSCHE BANK A G | $36.3M | 1.59% |
| 16 | EWZ C ISHARES INC | $33.6M | 1.47% |
| 17 | EQRX EQRX INC | $32.3M | 1.42% |
| 18 | NTLA INTELLIA THERAPEUTICS INC | $28.4M | 1.24% |
| 19 | NOW P SERVICENOW INC | $27.6M | 1.21% |
| 20 | INTC C INTEL CORP | $26.4M | 1.16% |
Values as reported on the Q4 2022 Form 13F. Every position is in the holdings table below.