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Rokos Capital Management (UK)

Rokos Capital Management (UK) Portfolio holdings

AUM $26.8B Turnover 63.33%
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
-$97.3M
Cap. Flow %
-7.98%
Top 10 Hldgs %
100%
Holding
11
New
2
Increased
–
Reduced
–
Closed
4
Avg Time Held Equity + Options
0.3 years
Top 10 Avg Time Held Equity + Options
0.3 years
Top 20 Avg Time Held Equity + Options
0.3 years
Avg Time Held Equity only
0.1 years
Top 10 Avg Time Held Equity only
0.1 years
Top 20 Avg Time Held Equity only
0.1 years

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 Held Since
LQD icon
1
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$29.4B
$981M 80.4%
+7,940,300
New +$1.01B
2020 Q1
0 quarters
XLU icon
2
State Street Utilities Select Sector SPDR ETF
XLU
$24.5B
$59.6M 4.89%
+2,121,340
New +$67.8M
2020 Q1
0 quarters
XLV icon
3
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$45.8B
$47.6M 3.91%
538,000
– –
2019 Q3
2 quarters
XLV icon
4
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$45.8B
$47.6M 3.91%
538,000
– –
2019 Q3
2 quarters
XLY icon
5
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22B
$40.9M 3.36%
820,000
– –
2019 Q4
1 quarter
XLY icon
6
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22B
$40.9M 3.36%
820,000
– –
2019 Q4
1 quarter
XLP icon
7
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$2.29M 0.19%
41,500
– –
2019 Q4
1 quarter
EEM icon
8
iShares MSCI Emerging Markets ETF
EEM
$29.1B
– –
-1,376,339
Closed -$61.5M –
EWZ icon
9
iShares MSCI Brazil ETF
EWZ
$11.6B
– –
-2,196,400
Closed -$104M –
ILCV icon
10
CALL
iShares Morningstar Value ETF
ILCV
$1.37B
– –
-900,000
Closed -$21.2M –
ILCV icon
11
PUT
iShares Morningstar Value ETF
ILCV
$1.37B
– –
-2,000,000
Closed -$47.2M –

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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) withdrew a net $97.3M in Q1 2020, closing 4 positions. Its most notable exit was iShares MSCI Brazil ETF, an estimated $104M position sold in full.

Against the trend, Rokos Capital Management (UK) opened a new position in State Street Utilities Select Sector SPDR ETF worth $59.6M.

  • 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.