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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
+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
Cap. Flow
+$3.44B
Cap. Flow %
58.19%
Top 10 Hldgs %
92.66%
Holding
23
New
13
Increased
1
Reduced
1
Closed
1

Top Buys

Rank Stock Value
1
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$1.2B
2
GOOG icon
Alphabet (Google) Class C
GOOG
+$105M
3
QCOM icon
Qualcomm
QCOM
+$57M
4
TIF
Tiffany & Co.
TIF
+$23.2M
5
PLTR icon
Palantir
PLTR
+$19M

Top Sells

Rank Stock Value
1
BABA icon
Alibaba
BABA
+$556M

Sector Composition

Rank Sector Weight
1 Communication Services 1.73%
2 Technology 1.71%
3 Consumer Discretionary 1.65%
4 Utilities 0.12%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
QQQ icon
1
PUT
Invesco QQQ Trust
QQQ
$485B
$1.79B 30.22%
+6,438,100
New +$1.75B
LQD icon
2
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$33B
$1.18B 20%
+8,800,000
New +$1.2B
BABA icon
3
CALL
Alibaba
BABA
$285B
$916M 15.48%
3,155,000
– –
AAPL icon
4
PUT
Apple
AAPL
$4.52T
$402M 6.79%
+3,459,762
New +$378M
ADBE icon
5
PUT
Adobe
ADBE
$108B
$301M 5.09%
+612,000
New +$285M
XLF icon
6
CALL
State Street Financial Select Sector SPDR ETF
XLF
$56.6B
$301M 5.08%
+12,500,000
New +$304M
BABA icon
7
PUT
Alibaba
BABA
$285B
$250M 4.22%
+861,157
New +$227M
XLU icon
8
State Street Utilities Select Sector SPDR ETF
XLU
$22.2B
$176M 2.98%
5,956,380
– –
GOOG icon
9
Alphabet (Google) Class C
GOOG
$4.21T
$102M 1.73%
+1,379,320
New +$105M
QCOM icon
10
Qualcomm
QCOM
$168B
$63.5M 1.07%
+534,001
New +$57M
XLY icon
11
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.3B
$60.6M 1.02%
820,000
– –
XLY icon
12
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.3B
$60.6M 1.02%
820,000
– –
XLP icon
13
State Street Consumer Staples Select Sector SPDR ETF
XLP
$15B
$57.7M 0.98%
903,568
– –
XLV icon
14
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$45.4B
$56.4M 0.95%
538,000
– –
XLV icon
15
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$45.4B
$56.4M 0.95%
538,000
– –
BABA icon
16
Alibaba
BABA
$285B
$52M 0.88%
179,052
-2,110,187
-92% -$556M
DADA
17
DELISTED
Dada Nexus
DADA
$23.6M 0.4%
862,568
+346,292
+67% +$9.03M
TIF
18
DELISTED
Tiffany & Co.
TIF
$22.2M 0.37%
+190,964
New +$23.2M
PLTR icon
19
Palantir
PLTR
$423B
$19M 0.32%
+2,000,000
New +$19M
ADBE icon
20
Adobe
ADBE
$108B
$15.5M 0.26%
+31,494
New +$14.7M
NEE icon
21
NextEra Energy
NEE
$175B
$7.2M 0.12%
+105,520
New +$7.28M
SNOW icon
22
Snowflake
SNOW
$111B
$3.23M 0.05%
+12,230
New +$2.91M
EMB icon
23
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
– –
-3,450,042
Closed -$377M

Similar funds

LP
LMR Partners London, United Kingdom $26.8B AUM 68.38% 1-Year Est. Return
SC
Scotia Capital Toronto, Ontario, Canada $26.8B AUM 33.07% 1-Year Est. Return
SO
STRS Ohio Columbus, Ohio $26.7B AUM 43.32% 1-Year Est. Return
Sands Capital Management
Sands Capital Management Arlington, Virginia $26.9B AUM 34.44% 1-Year Est. Return
MCM
MAI Capital Management Independence, Ohio $26.6B AUM 22.97% 1-Year Est. Return
SAM
SEB Asset Management Stockholm $26.6B AUM
NIM
NEOS Investment Management Westport, Connecticut $27.1B AUM 57.21% 1-Year Est. Return
RG
Rathbones Group Liverpool, United Kingdom $27.1B AUM 20.2% 1-Year Est. Return

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 $3.44B 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 Communication Services at 1.7% of assets, followed by Technology and Consumer Discretionary.

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.