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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
-14.21%
1 Year Est. Return
+90.85%
3 Year Est. Return
+227.35%
5 Year Est. Return
+202.98%
10 Year Est. Return
–
AUM
$1.22B
AUM Growth
+$772M
Cap. Flow
+$846M
Cap. Flow %
69.36%
Top 10 Hldgs %
100%
Holding
11
New
2
Increased
–
Reduced
–
Closed
4

Top Buys

Rank Stock Value
1
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$67.8M

Top Sells

Rank Stock Value
1
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$104M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$61.5M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LQD icon
1
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$33B
$981M 80.4%
+7,940,300
New +$1.01B
XLU icon
2
State Street Utilities Select Sector SPDR ETF
XLU
$22.2B
$59.6M 4.89%
+2,121,340
New +$67.8M
XLV icon
3
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$45.4B
$47.6M 3.91%
538,000
– –
XLV icon
4
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$45.4B
$47.6M 3.91%
538,000
– –
XLY icon
5
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.3B
$40.9M 3.36%
820,000
– –
XLY icon
6
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.3B
$40.9M 3.36%
820,000
– –
XLP icon
7
State Street Consumer Staples Select Sector SPDR ETF
XLP
$15B
$2.29M 0.19%
41,500
– –
EEM icon
8
iShares MSCI Emerging Markets ETF
EEM
$31.1B
– –
-1,376,339
Closed -$61.5M
EWZ icon
9
iShares MSCI Brazil ETF
EWZ
$8.06B
– –
-2,196,400
Closed -$104M
ILCV icon
10
CALL
iShares Morningstar Value ETF
ILCV
$1.35B
– –
-900,000
Closed -$21.2M
ILCV icon
11
PUT
iShares Morningstar Value ETF
ILCV
$1.35B
– –
-2,000,000
Closed -$47.2M

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SC
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SO
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Sands Capital Management
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MCM
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SAM
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NIM
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RG
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Rokos Capital Management (UK)'s Q1 2020 Portfolio in Review

As of Q1 2020, Rokos Capital Management (UK) held 11 positions worth $1.22B, up 172% from $448M the previous quarter. Its ten largest holdings account for 100% of the portfolio.

Rokos Capital Management (UK) deployed $846M of net new capital in Q1 2020, opening 2 new positions. Its largest new stake was State Street Utilities Select Sector SPDR ETF: 2,121,340 shares worth $59.6M.

On the sell side, the most notable exit was iShares MSCI Brazil ETF, an estimated $104M sold.

  • Rokos Capital Management (UK)'s largest Q1 2020 buy was State Street Utilities Select Sector SPDR ETF: 2,121,340 shares worth $59.6M.
  • Rokos Capital Management (UK) fully exited iShares MSCI Brazil ETF in Q1 2020, selling an estimated $104M.
  • Rokos Capital Management (UK)'s ten largest holdings make up 100% of its $1.22B portfolio in Q1 2020.
  • Rokos Capital Management (UK) opened 2 new positions and closed 4 in Q1 2020.
  • Rokos Capital Management (UK)'s portfolio value rose 172% quarter-over-quarter to $1.22B.

Based on Rokos Capital Management (UK)'s 13F filing for Q1 2020, filed 14 May 2020.