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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
+3.71%
1 Year Est. Return
+90.85%
3 Year Est. Return
+227.35%
5 Year Est. Return
+202.98%
10 Year Est. Return
–
AUM
$5.92B
AUM Growth
+$3.93B
(+197%)
Cap. Flow
+$882M
Cap. Flow
% of AUM
14.9%
Top 10 Holdings %
Top 10 Hldgs %
92.66%
Holding
23
New
13
Increased
1
Reduced
1
Closed
1
Avg Time Held Equity + Options
0.3
years
Top 10 Avg Time Held Equity + Options
0.1
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
0.2
years
Top 20 Avg Time Held Equity only
0.1
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$1.2B |
| 2 |
Alphabet (Google) Class C
GOOG
|
+$105M |
| 3 |
Qualcomm
QCOM
|
+$57M |
| 4 |
TIF
Tiffany & Co.
TIF
|
+$23.2M |
| 5 |
Palantir
PLTR
|
+$19M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alibaba
BABA
|
+$556M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 94.79% |
| 2 | Communication Services | 1.73% |
| 3 | Technology | 1.71% |
| 4 | Consumer Discretionary | 1.65% |
| 5 | Utilities | 0.12% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
PUT
Invesco QQQ Trust
QQQ
$473B
| $1.79B | 30.22% |
+6,438,100
| New | +$1.75B |
2020 Q3
0 quarters
|
|
|
2
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$29.4B
| $1.18B | 20% |
+8,800,000
| New | +$1.2B |
2020 Q3
0 quarters
|
|
|
3
CALL
Alibaba
BABA
$271B
| $916M | 15.48% |
3,155,000
| – | – |
2020 Q2
1 quarter
|
|
4
PUT
Apple
AAPL
$4.98T
| $402M | 6.79% |
+3,459,762
| New | +$378M |
2020 Q3
0 quarters
|
|
5
PUT
Adobe
ADBE
$95.2B
| $301M | 5.09% |
+612,000
| New | +$285M |
2020 Q3
0 quarters
|
|
6
CALL
State Street Financial Select Sector SPDR ETF
XLF
$51.4B
| $301M | 5.08% |
+12,500,000
| New | +$304M |
2020 Q3
0 quarters
|
|
|
7
PUT
Alibaba
BABA
$271B
| $250M | 4.22% |
+861,157
| New | +$227M |
2020 Q3
0 quarters
|
|
8
State Street Utilities Select Sector SPDR ETF
XLU
$24.4B
| $176M | 2.98% |
5,956,380
| – | – |
2020 Q1
2 quarters
|
|
|
9
Alphabet (Google) Class C
GOOG
$4.1T
| $102M | 1.73% |
+1,379,320
| New | +$105M |
2020 Q3
0 quarters
|
|
|
10
Qualcomm
QCOM
$184B
| $63.5M | 1.07% |
+534,001
| New | +$57M |
2020 Q3
0 quarters
|
|
11
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
| $60.6M | 1.02% |
820,000
| – | – |
2019 Q4
3 quarters
|
|
|
12
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
| $60.6M | 1.02% |
820,000
| – | – |
2019 Q4
3 quarters
|
|
13
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
| $57.7M | 0.98% |
903,568
| – | – |
2019 Q4
3 quarters
|
|
14
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$45.7B
| $56.4M | 0.95% |
538,000
| – | – |
2019 Q3
4 quarters
|
|
|
15
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$45.7B
| $56.4M | 0.95% |
538,000
| – | – |
2019 Q3
4 quarters
|
|
|
16
Alibaba
BABA
$271B
| $52M | 0.88% |
179,052
-2,110,187
| -92% | -$556M |
2020 Q2
1 quarter
|
|
|
DADA
17
DELISTED
Dada Nexus
DADA
| $23.6M | 0.4% |
862,568
+346,292
| +67% | +$9.03M |
2020 Q2
1 quarter
|
|
|
TIF
18
DELISTED
Tiffany & Co.
TIF
| $22.2M | 0.37% |
+190,964
| New | +$23.2M |
2020 Q3
0 quarters
|
|
|
19
Palantir
PLTR
$444B
| $19M | 0.32% |
+2,000,000
| New | +$19M |
2020 Q3
0 quarters
|
|
|
20
Adobe
ADBE
$95.2B
| $15.5M | 0.26% |
+31,494
| New | +$14.7M |
2020 Q3
0 quarters
|
|
21
NextEra Energy
NEE
$167B
| $7.2M | 0.12% |
+105,520
| New | +$7.28M |
2020 Q3
0 quarters
|
|
22
Snowflake
SNOW
$108B
| $3.23M | 0.05% |
+12,230
| New | +$2.91M |
2020 Q3
0 quarters
|
|
23
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$13.1B
| – | – |
-3,450,042
| Closed | -$377M | – |
|
Similar funds
Rokos Capital Management (UK)'s Q3 2020 Portfolio in Review
As of Q3 2020, Rokos Capital Management (UK) held 23 positions worth $5.92B, up 197% from $1.99B the previous quarter. Its ten largest holdings account for 93% of the portfolio.
Rokos Capital Management (UK) deployed $882M of net new capital in Q3 2020, opening 13 new positions and adding to 1 existing holding. Its largest new stake was iShares iBoxx $ Investment Grade Corporate Bond ETF: 8,800,000 shares worth $1.18B.
By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, up from 75% a quarter earlier, followed by Communication Services and Technology.
On the sell side, the largest reduction was Alibaba, an estimated $556M trimmed.
- Rokos Capital Management (UK)'s largest Q3 2020 buy was iShares iBoxx $ Investment Grade Corporate Bond ETF: 8,800,000 shares worth $1.18B.
- Rokos Capital Management (UK) added most to Dada Nexus in Q3 2020, an estimated $9.03M increase.
- Rokos Capital Management (UK)'s biggest Q3 2020 reduction was Alibaba, cutting an estimated $556M.
- Rokos Capital Management (UK)'s ten largest holdings make up 93% of its $5.92B portfolio in Q3 2020.
- Rokos Capital Management (UK) opened 13 new positions and closed 1 in Q3 2020.
- Rokos Capital Management (UK)'s portfolio value rose 197% quarter-over-quarter to $5.92B.
Based on Rokos Capital Management (UK)'s 13F filing for Q3 2020, filed 13 Nov 2020.