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 | $15,970,332,716 |
| Change This QTR | +0.84% |
| No. | Security | Ticker | Shares | Value | Activity | % Port | History |
|---|---|---|---|---|---|---|---|
| 1. | Invesco Qqq TrCALLCALL | 10,570,000 | $5,061,623,784 | -1% | 31.69% | ||
| 2. | Invesco Qqq TrPUTPUT | 5,950,000 | $2,849,258,423 | -64% | 17.84% | ||
| 3. | IEF | 5,000,000 | $1,013,700,426 | +36% | 6.34% | ||
| 4. | Ishares TrustCALL | IEF | 17,500,000 | $745,412,500 | NEW | 4.66% | |
| 5. | Ishares TrustCALL | IEF | 3,262,000 | $661,338,157 | -45% | 4.14% |
