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Rokos Capital Management LLP

CIK:0001666335
Hedge Fund
$16B AUM
195 holdings
London, United Kingdom
Founded:2015
200 employees
Latest filing:Jun 30, 2025

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.

Latest 13F Filing Activity

Rokos Capital Management LLP filed their most recent 13F report on Jun 30, 2025 disclosing 92 equity positions and 95 options positions with a total 13F market value of $23B. The fund increased holdings in Invesco QQQ TR, Microsoft Corp., Capital One Finl Corp. among other positions. Rokos Capital Management LLP reduced exposure to Apple Inc., Discover Finl SVCS, Alphabet Inc. among others.

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)

TickerSecurityWeightMarket ValueSharesAvg CostPriceChange (QoQ)
MICROSOFT CORP3.31%$760.6M1,529,027$438.04$497.41+$424.8M
INVESCO QQQ TR2.22%$511.3M926,750$551.64$551.64+$511.3M
AMAZON COM INC1.94%$446.4M2,034,764$190.76$219.39+$131.6M
GOLDMAN SACHS GROUP INC1.59%$365.5M516,385$577.41$707.75+$102.6M
META PLATFORMS INC1.54%$353.4M478,707$644.52$738.09+$208.5M

Options Positions (10)

TickerSecurityActionTypeNotional ValueContractsUnderlying PricePremium PaidChange (Contracts)Change (Value)
ISHARES TRBought
Call
$5.05B233,958$215.79$212.79+189,758+$4.17B
ISHARES TRBought
Put
$3.04B140,958$215.79$208.64+86,258+$1.95B
INVESCO QQQ TRBought
Put
$2.70B49,000$551.64$538.44+33,000+$1.95B
NVIDIA CORPORATIONBought
Call
$1.05B66,627$157.99$140.20+33,023+$689.2M
MICROSOFT CORPNew
Put
$570.3M11,464$497.41$497.41+11,464+$570.3M

Industry Allocation

SEMICONDUCTORS & RELATED DEVICES
+13.3%
SERVICES-PREPACKAGED SOFTWARE
+9.8%
SERVICES-COMPUTER PROGRAMMING, DATA PROCESSING, ETC.
+7.1%
RETAIL-CATALOG & MAIL-ORDER HOUSES
+3.5%
COMPUTER STORAGE DEVICES
+2.5%