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 | $6,164,137,918 |
| Change This QTR | +0.39% |
| No. | Security | Ticker | Shares | Value | Activity | % Port | History |
|---|---|---|---|---|---|---|---|
| 1. | IEF | 5,000,000 | $1,104,250,000 | 17.91% | |||
| 2. | Ishares TrustCALL | IEF | 4,512,000 | $996,475,200 | +39% | 16.16% | |
| 3. | MSFT | 793,365 | $340,706,632 | +42% | 5.52% | ||
| 4. | AMZN | 1,166,141 | $217,042,162 | -40% | 3.52% | ||
| 5. | AVGO | 1,185,511 | $204,399,879 | -19% | 3.31% |
