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RCMU

Rokos Capital Management (UK) Portfolio holdings

AUM $26.8B
1-Year Est. Return 90.85%
This Fund
S&P 500
This Quarter Est. Return
+11.43%
1 Year Est. Return
+90.85%
3 Year Est. Return
+227.35%
5 Year Est. Return
+202.98%
10 Year Est. Return
–
AUM
$448M
AUM Growth
+$280M
Cap. Flow
+$350M
Cap. Flow %
78.17%
Top 10 Hldgs %
100%
Holding
15
New
6
Increased
1
Reduced
–
Closed
6

Top Buys

Rank Stock Value
1
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$96.2M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$29.4M
3
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$2.56M

Top Sells

Rank Stock Value
1
AGN
Allergan plc
AGN
+$6.75M
2
KRE icon
State Street SPDR S&P Regional Banking ETF
KRE
+$3.31M
3
GLD icon
SPDR Gold Trust
GLD
+$2.79M
4
EWW icon
iShares MSCI Mexico ETF
EWW
+$1.71M
5
BIDU icon
Baidu
BIDU
+$103K

Sector Composition

Rank Sector Weight
1 Communication Services 0%
2 Healthcare 0%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EWZ icon
1
iShares MSCI Brazil ETF
EWZ
$8.08B
$104M 23.15%
+2,196,400
New +$96.2M
EEM icon
2
iShares MSCI Emerging Markets ETF
EEM
$31.1B
$61.5M 13.75%
1,376,339
+684,000
+99% +$29.4M
XLV icon
3
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$45.4B
$54.5M 12.18%
538,000
– –
XLV icon
4
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$45.4B
$54.5M 12.18%
538,000
– –
XLY icon
5
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.2B
$51.2M 11.44%
+820,000
New +$49.9M
XLY icon
6
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.2B
$51.2M 11.44%
+820,000
New +$49.9M
ILCV icon
7
PUT
iShares Morningstar Value ETF
ILCV
$1.35B
$47.2M 10.54%
+2,000,000
New +$114M
ILCV icon
8
CALL
iShares Morningstar Value ETF
ILCV
$1.35B
$21.2M 4.74%
+900,000
New +$51.1M
XLP icon
9
State Street Consumer Staples Select Sector SPDR ETF
XLP
$15B
$2.6M 0.58%
+41,500
New +$2.56M
BIDU icon
10
Baidu
BIDU
$31.4B
– –
-1,000
Closed -$103K
EWW icon
11
iShares MSCI Mexico ETF
EWW
$1.79B
– –
-40,000
Closed -$1.71M
GLD icon
12
CALL
SPDR Gold Trust
GLD
$155B
– –
-200,000
Closed -$27.9M
GLD icon
13
SPDR Gold Trust
GLD
$155B
– –
-20,000
Closed -$2.79M
KRE icon
14
State Street SPDR S&P Regional Banking ETF
KRE
$4.04B
– –
-62,500
Closed -$3.31M
AGN
15
DELISTED
Allergan plc
AGN
– –
-40,000
Closed -$6.75M

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SO
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Rokos Capital Management (UK)'s Q4 2019 Portfolio in Review

As of Q4 2019, Rokos Capital Management (UK) held 15 positions worth $448M, up 167% from $168M the previous quarter. Its ten largest holdings account for 100% of the portfolio.

Rokos Capital Management (UK) deployed $350M of net new capital in Q4 2019, opening 6 new positions and adding to 1 existing holding. Its largest new stake was iShares MSCI Brazil ETF: 2,196,400 shares worth $104M.

By sector, the portfolio is most concentrated in Communication Services at 0% of assets, down from 0.06% a quarter earlier, followed by Healthcare.

On the sell side, the most notable exit was Allergan plc, an estimated $6.75M sold.

  • Rokos Capital Management (UK)'s largest Q4 2019 buy was iShares MSCI Brazil ETF: 2,196,400 shares worth $104M.
  • Rokos Capital Management (UK) added most to iShares MSCI Emerging Markets ETF in Q4 2019, an estimated $29.4M increase.
  • Rokos Capital Management (UK) fully exited Allergan plc in Q4 2019, selling an estimated $6.75M.
  • Rokos Capital Management (UK)'s ten largest holdings make up 100% of its $448M portfolio in Q4 2019.
  • Rokos Capital Management (UK) opened 6 new positions and closed 6 in Q4 2019.
  • Rokos Capital Management (UK)'s portfolio value rose 167% quarter-over-quarter to $448M.

Based on Rokos Capital Management (UK)'s 13F filing for Q4 2019, filed 13 Feb 2020.