Founded in 2015, Rokos Capital Management is a London-based alternative hedge fund manager. It specializes in blending relative value and directional trading strategies across global macro asset classes to generate uncorrelated returns.
Chris Rokos founded Rokos Capital Management, a London-based hedge fund firm, in 2015. Specializing in macro investments, Rokos trades currencies, interest rates, commodities, and equities. The firm currently manages over $12 billion in assets and employs more than 200 people. Previously a founding partner at Brevan Howard Asset Management, Rokos departed following a disagreement with his partner, Alan Howard.
Rokos Capital Management LLP manages discretionary assets totaling $172,454,217,111 for one client, as reported in their Form ADV on March 2024. Their Q1 2024 13F filing disclosed holdings of $18,987,033,237 in managed 13F securities, with a top 10 holdings concentration of 80.96%. The firm's largest holding is Invesco QQQ Trust, Series 1, with 16,430,000 shares held.
| Fund Name: | Rokos Capital Management |
| Manager | Chris Rokos |
| Portfolio Value | $18,987,033,237 |
| Change This QTR | +1.66% |
| No. | Security | Ticker | Shares | Value | Activity | % Port | History |
|---|---|---|---|---|---|---|---|
| 1. | Invesco Qqq TrPUTPUT | 16,430,000 | $7,295,412,900 | +194% | 38.42% | ||
| 2. | Invesco Qqq TrCALLCALL | 10,640,000 | $4,724,479,200 | +534% | 24.88% | ||
| 3. | Ishares TrustCALL | IEF | 5,862,000 | $1,233,013,080 | -14% | 6.49% | |
| 4. | IEF | 3,700,000 | $778,258,000 | -55% | 4.09% | ||
| 5. | IEF | 1,547,584 | $325,518,819 | -57% | 1.71% |
