Rokos Capital Management (UK) Portfolio holdings
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$374M |
| 2 |
Equinix
EQIX
|
+$207M |
| 3 |
Apple
AAPL
|
+$154M |
| 4 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$133M |
| 5 |
Microsoft
MSFT
|
+$68.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$1.18B |
| 2 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$105M |
| 3 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$57.7M |
| 4 |
Alibaba
BABA
|
+$40.4M |
| 5 |
TIF
Tiffany & Co.
TIF
|
+$22.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 10.79% |
| 2 | Technology | 7.68% |
| 3 | Communication Services | 4.65% |
| 4 | Real Estate | 4.28% |
| 5 | Financials | 2.63% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
51
CALL
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
| – | – |
-12,500,000
| Closed | -$301M |
|
|
52
State Street Consumer Staples Select Sector SPDR ETF
XLP
$15B
| – | – |
-903,568
| Closed | -$57.7M |
|
53
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.3B
| – | – |
-820,000
| Closed | -$60.6M |
|
|
TIF
54
DELISTED
Tiffany & Co.
TIF
| – | – |
-190,964
| Closed | -$22.2M |
|
Similar funds
Rokos Capital Management (UK)'s Q4 2020 Portfolio in Review
As of Q4 2020, Rokos Capital Management (UK) held 54 positions worth $4.56B, down 23% from $5.92B the previous quarter. Its ten largest holdings account for 67% of the portfolio.
Rokos Capital Management (UK) withdrew a net $1.3B in Q4 2020, closing 11 positions and reducing 4 holdings. Its most notable exit was iShares iBoxx $ Investment Grade Corporate Bond ETF, an estimated $1.18B position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 11% of assets, up from 1.7% a quarter earlier, followed by Technology and Communication Services.
Against the trend, Rokos Capital Management (UK) opened a new position in Amazon worth $383M.
- Rokos Capital Management (UK)'s largest Q4 2020 buy was Amazon: 2,344,660 shares worth $383M.
- Rokos Capital Management (UK) added most to Alphabet (Google) Class C in Q4 2020, an estimated $20.9M increase.
- Rokos Capital Management (UK)'s biggest Q4 2020 reduction was State Street Utilities Select Sector SPDR ETF, cutting an estimated $105M.
- Rokos Capital Management (UK) fully exited iShares iBoxx $ Investment Grade Corporate Bond ETF in Q4 2020, selling an estimated $1.18B.
- Rokos Capital Management (UK)'s ten largest holdings make up 67% of its $4.56B portfolio in Q4 2020.
- Rokos Capital Management (UK) opened 32 new positions and closed 11 in Q4 2020.
- Rokos Capital Management (UK)'s portfolio value fell 23% quarter-over-quarter to $4.56B.
Based on Rokos Capital Management (UK)'s 13F filing for Q4 2020, filed 16 Feb 2021.