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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
+9.01%
1 Year Est. Return
+90.85%
3 Year Est. Return
+227.35%
5 Year Est. Return
+202.98%
10 Year Est. Return
–
AUM
$1.99B
AUM Growth
+$772M
(+63%)
Cap. Flow
+$648M
Cap. Flow
% of AUM
32.51%
Top 10 Holdings %
Top 10 Hldgs %
100%
Holding
11
New
4
Increased
2
Reduced
–
Closed
1
Avg Time Held Equity + Options
1.3
quarters
Top 10 Avg Time Held Equity + Options
1.3
quarters
Top 20 Avg Time Held Equity + Options
1.3
quarters
Avg Time Held Equity only
0.8
quarters
Top 10 Avg Time Held Equity only
0.8
quarters
Top 20 Avg Time Held Equity only
0.8
quarters
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alibaba
BABA
|
+$477M |
| 2 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$111M |
| 3 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$50.3M |
| 4 |
DADA
Dada Nexus
DADA
|
+$9.93M |
Top Sells
No sells this quarter
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 74.76% |
| 2 | Consumer Discretionary | 25.24% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
CALL
Alibaba
BABA
$277B
| $681M | 34.17% |
+3,155,000
| New | +$657M |
2020 Q2
0 quarters
|
|
|
2
Alibaba
BABA
$277B
| $491M | 24.66% |
+2,289,239
| New | +$477M |
2020 Q2
0 quarters
|
|
3
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$12.9B
| $377M | 18.92% |
+3,450,042
| New | +$357M |
2020 Q2
0 quarters
|
|
|
4
State Street Utilities Select Sector SPDR ETF
XLU
$23.1B
| $169M | 8.46% |
5,956,380
+3,835,040
| +181% | +$111M |
2020 Q1
1 quarter
|
|
5
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.9B
| $53.1M | 2.67% |
538,000
| – | – |
2019 Q3
3 quarters
|
|
|
6
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.9B
| $53.1M | 2.67% |
538,000
| – | – |
2019 Q3
3 quarters
|
|
|
7
State Street Consumer Staples Select Sector SPDR ETF
XLP
$13.7B
| $52.9M | 2.66% |
903,568
+862,068
| +2,077% | +$50.3M |
2019 Q4
2 quarters
|
|
8
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22B
| $52.1M | 2.61% |
820,000
| – | – |
2019 Q4
2 quarters
|
|
|
9
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22B
| $52.1M | 2.61% |
820,000
| – | – |
2019 Q4
2 quarters
|
|
|
DADA
10
DELISTED
Dada Nexus
DADA
| $11.4M | 0.57% |
+516,276
| New | +$9.93M |
2020 Q2
0 quarters
|
|
11
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$27.6B
| – | – |
-7,940,300
| Closed | -$981M | – |
|
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Rokos Capital Management (UK)'s Q2 2020 Portfolio in Review
As of Q2 2020, Rokos Capital Management (UK) held 11 positions worth $1.99B, up 63% from $1.22B the previous quarter. Its ten largest holdings account for 100% of the portfolio.
Rokos Capital Management (UK) deployed $648M of net new capital in Q2 2020, opening 4 new positions and adding to 2 existing holdings. Its largest new stake was Alibaba: 2,289,239 shares worth $491M.
By sector, the portfolio is most concentrated in Miscellaneous at 75% of assets, followed by Consumer Discretionary.
- Rokos Capital Management (UK)'s largest Q2 2020 buy was Alibaba: 2,289,239 shares worth $491M.
- Rokos Capital Management (UK) added most to State Street Utilities Select Sector SPDR ETF in Q2 2020, an estimated $111M increase.
- Rokos Capital Management (UK)'s ten largest holdings make up 100% of its $1.99B portfolio in Q2 2020.
- Rokos Capital Management (UK) opened 4 new positions and closed 1 in Q2 2020.
- Rokos Capital Management (UK)'s portfolio value rose 63% quarter-over-quarter to $1.99B.
Based on Rokos Capital Management (UK)'s 13F filing for Q2 2020, filed 14 Aug 2020.