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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
Cap. Flow
+$681M
Cap. Flow %
34.18%
Top 10 Hldgs %
100%
Holding
11
New
4
Increased
2
Reduced
–
Closed
1

Top Buys

Rank Stock Value
1
BABA icon
Alibaba
BABA
+$477M
2
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$111M
3
XLP icon
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 Consumer Discretionary 25.24%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BABA icon
1
CALL
Alibaba
BABA
$285B
$681M 34.17%
+3,155,000
New +$657M
BABA icon
2
Alibaba
BABA
$285B
$491M 24.66%
+2,289,239
New +$477M
EMB icon
3
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$377M 18.92%
+3,450,042
New +$357M
XLU icon
4
State Street Utilities Select Sector SPDR ETF
XLU
$22.2B
$169M 8.46%
5,956,380
+3,835,040
+181% +$111M
XLV icon
5
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$45.4B
$53.1M 2.67%
538,000
– –
XLV icon
6
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$45.4B
$53.1M 2.67%
538,000
– –
XLP icon
7
State Street Consumer Staples Select Sector SPDR ETF
XLP
$15B
$52.9M 2.66%
903,568
+862,068
+2,077% +$50.3M
XLY icon
8
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.2B
$52.1M 2.61%
820,000
– –
XLY icon
9
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.2B
$52.1M 2.61%
820,000
– –
DADA
10
DELISTED
Dada Nexus
DADA
$11.4M 0.57%
+516,276
New +$9.93M
LQD icon
11
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$33B
– –
-7,940,300
Closed -$981M

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SO
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MCM
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NIM
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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 $681M 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 Consumer Discretionary at 25% of assets.

  • 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.