Rokos Capital Management LLP
CIK:0001666335
Hedge Fund
$16B AUM
195 holdings
London, United Kingdom
Rokos Capital Management LLP is a London-based hedge fund founded in 2015 by Chris Rokos. The firm operates as a limited liability partnership and specializes in global macro investing. It is known for managing significant assets and employing an experienced team of professionals to serve institutional and other sophisticated investors.
Investment Strategy
Rokos Capital Management employs a global macro investment strategy, seeking to generate returns through directional and relative value investments across foreign exchange, interest rates, equities, and commodities. The firm leverages macroeconomic research and market insights to identify investment opportunities with a focus on risk management and liquidity.
Top Buys
Q
QQQINVESCO QQQ TR+$511.3M
M
MSFTMICROSOFT CORP+$424.8M
C
COFCAPITAL ONE FINL CORP+$310.4M
M
METAMETA PLATFORMS INC+$208.5M
A
AMZNAMAZON COM INC+$131.6M
Top Sells
A
AAPLAPPLE INC-$349.8M
D
DFSDISCOVER FINL SVCS-$292.5M
G
GOOGLALPHABET INC-$117.6M
T
TLNTALEN ENERGY CORP-$30.1M
R
RTXRTX CORPORATION-$24.5M
Top Holdings
M
MSFTMICROSOFT CORP+3.3%$760.6M
Q
QQQINVESCO QQQ TR+2.2%$511.3M
A
AMZNAMAZON COM INC+1.9%$446.4M
G
GSGOLDMAN SACHS GROUP INC+1.6%$365.5M
M
METAMETA PLATFORMS INC+1.5%$353.4M
Equity Positions (92)
| Ticker | Security | Weight | Market Value | Shares | Avg Cost | Price | Change (QoQ) |
|---|---|---|---|---|---|---|---|
M MSFT | MICROSOFT CORP | 3.31% | $760.6M | 1,529,027 | $438.04 | $497.41 | +$424.8M |
Q QQQ | INVESCO QQQ TR | 2.22% | $511.3M | 926,750 | $551.64 | $551.64 | +$511.3M |
A AMZN | AMAZON COM INC | 1.94% | $446.4M | 2,034,764 | $190.76 | $219.39 | +$131.6M |
G GS | GOLDMAN SACHS GROUP INC | 1.59% | $365.5M | 516,385 | $577.41 | $707.75 | +$102.6M |
M META | META PLATFORMS INC | 1.54% | $353.4M | 478,707 | $644.52 | $738.09 | +$208.5M |
Options Positions (10)
| Ticker | Security | Action | Type | Notional Value | Contracts | Underlying Price | Premium Paid | Change (Contracts) | Change (Value) |
|---|---|---|---|---|---|---|---|---|---|
I IWM | ISHARES TR | Bought | Call | $5.05B | 233,958 | $215.79 | $212.79 | +189,758 | +$4.17B |
I IWM | ISHARES TR | Bought | Put | $3.04B | 140,958 | $215.79 | $208.64 | +86,258 | +$1.95B |
Q QQQ | INVESCO QQQ TR | Bought | Put | $2.70B | 49,000 | $551.64 | $538.44 | +33,000 | +$1.95B |
N NVDA | NVIDIA CORPORATION | Bought | Call | $1.05B | 66,627 | $157.99 | $140.20 | +33,023 | +$689.2M |
M MSFT | MICROSOFT CORP | New | Put | $570.3M | 11,464 | $497.41 | $497.41 | +11,464 | +$570.3M |
Industry Allocation
SEMICONDUCTORS & RELATED DEVICES
+13.3%
SERVICES-PREPACKAGED SOFTWARE
+9.3%
NATIONAL COMMERCIAL BANKS
+3.1%
SECURITY BROKERS, DEALERS & FLOTATION COMPANIES
+2.8%
SERVICES-COMPUTER PROGRAMMING, DATA PROCESSING, ETC.
+2.7%