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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
(+167%)
Cap. Flow
+$113M
Cap. Flow
% of AUM
25.33%
Top 10 Holdings %
Top 10 Hldgs %
100%
Holding
15
New
6
Increased
1
Reduced
–
Closed
6
Avg Time Held Equity + Options
0.7
quarters
Top 10 Avg Time Held Equity + Options
0.7
quarters
Top 20 Avg Time Held Equity + Options
0.7
quarters
Avg Time Held Equity only
1.3
quarters
Top 10 Avg Time Held Equity only
1.3
quarters
Top 20 Avg Time Held Equity only
1.3
quarters
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Brazil ETF
EWZ
|
+$96.2M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$29.4M |
| 3 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$2.56M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
AGN
Allergan plc
AGN
|
+$6.75M |
| 2 |
State Street SPDR S&P Regional Banking ETF
KRE
|
+$3.31M |
| 3 |
SPDR Gold Trust
GLD
|
+$2.79M |
| 4 |
iShares MSCI Mexico ETF
EWW
|
+$1.71M |
| 5 |
Baidu
BIDU
|
+$103K |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 100% |
| 2 | Communication Services | 0% |
| 3 | Healthcare | 0% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
iShares MSCI Brazil ETF
EWZ
$12.1B
| $104M | 23.15% |
+2,196,400
| New | +$96.2M |
2019 Q4
0 quarters
|
|
|
2
iShares MSCI Emerging Markets ETF
EEM
$30.7B
| $61.5M | 13.75% |
1,376,339
+684,000
| +99% | +$29.4M |
2018 Q4
4 quarters
|
|
3
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$44.3B
| $54.5M | 12.18% |
538,000
| – | – |
2019 Q3
1 quarter
|
|
|
4
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$44.3B
| $54.5M | 12.18% |
538,000
| – | – |
2019 Q3
1 quarter
|
|
5
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.1B
| $51.2M | 11.44% |
+820,000
| New | +$49.9M |
2019 Q4
0 quarters
|
|
|
6
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.1B
| $51.2M | 11.44% |
+820,000
| New | +$49.9M |
2019 Q4
0 quarters
|
|
7
PUT
iShares Morningstar Value ETF
ILCV
$1.37B
| $47.2M | 10.54% |
+2,000,000
| New | +$114M |
2019 Q4
0 quarters
|
|
|
8
CALL
iShares Morningstar Value ETF
ILCV
$1.37B
| $21.2M | 4.74% |
+900,000
| New | +$51.1M |
2019 Q4
0 quarters
|
|
|
9
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14B
| $2.6M | 0.58% |
+41,500
| New | +$2.56M |
2019 Q4
0 quarters
|
|
|
10
Baidu
BIDU
$28.7B
| – | – |
-1,000
| Closed | -$103K | – |
|
|
11
iShares MSCI Mexico ETF
EWW
$1.44B
| – | – |
-40,000
| Closed | -$1.71M | – |
|
|
12
CALL
SPDR Gold Trust
GLD
$141B
| – | – |
-200,000
| Closed | -$27.9M | – |
|
|
13
SPDR Gold Trust
GLD
$141B
| – | – |
-20,000
| Closed | -$2.79M | – |
|
|
14
State Street SPDR S&P Regional Banking ETF
KRE
$3.31B
| – | – |
-62,500
| Closed | -$3.31M | – |
|
|
AGN
15
DELISTED
Allergan plc
AGN
| – | – |
-40,000
| Closed | -$6.75M | – |
|
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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 $113M 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 Miscellaneous at 100% of assets, up from 96% a quarter earlier, followed by Communication Services and 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.