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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
+9.97%
1 Year Est. Return
+90.85%
3 Year Est. Return
+227.35%
5 Year Est. Return
+202.98%
10 Year Est. Return
–
AUM
$4.56B
AUM Growth
-$1.36B
(-23%)
Cap. Flow
-$101M
Cap. Flow
% of AUM
-2.21%
Top 10 Holdings %
Top 10 Hldgs %
66.95%
Holding
54
New
32
Increased
3
Reduced
4
Closed
11
Avg Time Held Equity + Options
0.2
years
Top 10 Avg Time Held Equity + Options
0.1
years
Top 20 Avg Time Held Equity + Options
0.2
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 |
Amazon
AMZN
|
+$374M |
| 2 |
Equinix
EQIX
|
+$207M |
| 3 |
Apple
AAPL
|
+$154M |
| 4 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$133M |
| 5 |
Microsoft
MSFT
|
+$68.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$1.18B |
| 2 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$105M |
| 3 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$57.7M |
| 4 |
Alibaba
BABA
|
+$40.4M |
| 5 |
TIF
Tiffany & Co.
TIF
|
+$22.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 68.86% |
| 2 | Consumer Discretionary | 10.79% |
| 3 | Technology | 7.68% |
| 4 | Communication Services | 4.65% |
| 5 | Real Estate | 4.28% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
CALL
Alibaba
BABA
$274B
| $1.07B | 23.56% |
4,575,000
+1,420,000
| +45% | +$394M |
2020 Q2
2 quarters
|
|
|
2
Amazon
AMZN
$2.69T
| $383M | 8.39% |
+2,344,660
| New | +$374M |
2020 Q4
0 quarters
|
|
|
3
PUT
Amazon
AMZN
$2.69T
| $366M | 8.02% |
+2,241,280
| New | +$358M |
2020 Q4
0 quarters
|
|
|
4
PUT
Apple
AAPL
$5.01T
| $220M | 4.82% |
1,650,000
-1,809,762
| -52% | -$218M |
2020 Q3
1 quarter
|
|
|
5
PUT
Alibaba
BABA
$274B
| $202M | 4.44% |
861,157
| – | – |
2020 Q3
1 quarter
|
|
|
6
Equinix
EQIX
$96.5B
| $195M | 4.28% |
+278,057
| New | +$207M |
2020 Q4
0 quarters
|
|
|
7
Apple
AAPL
$5.01T
| $170M | 3.73% |
+1,278,533
| New | +$154M |
2020 Q4
0 quarters
|
|
|
8
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$45.8B
| $151M | 3.32% |
1,350,000
+812,000
| +151% | +$88.6M |
2019 Q3
5 quarters
|
|
9
PUT
Alphabet (Google) Class C
GOOG
$4.14T
| $149M | 3.26% |
+1,700,000
| New | +$143M |
2020 Q4
0 quarters
|
|
|
10
Alphabet (Google) Class C
GOOG
$4.14T
| $142M | 3.12% |
1,626,480
+247,160
| +18% | +$20.9M |
2020 Q3
1 quarter
|
|
|
11
State Street Health Care Select Sector SPDR ETF
XLV
$45.8B
| $136M | 2.99% |
+1,214,948
| New | +$133M |
2020 Q4
0 quarters
|
|
12
CALL
Carnival Corporation Ltd
CCL
$35B
| $121M | 2.66% |
+5,600,000
| New | +$99.6M |
2020 Q4
0 quarters
|
|
13
Qualcomm
QCOM
$186B
| $81.4M | 1.79% |
534,001
| – | – |
2020 Q3
1 quarter
|
|
|
14
State Street Utilities Select Sector SPDR ETF
XLU
$24.5B
| $81.4M | 1.79% |
2,634,216
-3,322,164
| -56% | -$105M |
2020 Q1
3 quarters
|
|
15
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.3B
| $72.5M | 1.59% |
+1,240,000
| New | +$62.8M |
2020 Q4
0 quarters
|
|
16
CALL
Chevron
CVX
$440B
| $70.6M | 1.55% |
+836,000
| New | +$67.7M |
2020 Q4
0 quarters
|
|
17
CALL
State Street Energy Select Sector SPDR ETF
XLE
$43.8B
| $70.6M | 1.55% |
+3,723,008
| New | +$64.2M |
2020 Q4
0 quarters
|
|
|
18
Microsoft
MSFT
$3.92T
| $70.5M | 1.55% |
+319,688
| New | +$68.7M |
2020 Q4
0 quarters
|
|
19
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22B
| $65.9M | 1.44% |
820,000
| – | – |
2019 Q4
4 quarters
|
|
20
CALL
MGM Resorts International
MGM
$7.26B
| $63.1M | 1.38% |
+2,000,000
| New | +$51.5M |
2020 Q4
0 quarters
|
|
|
21
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22B
| $61.2M | 1.34% |
+762,600
| New | +$58.8M |
2020 Q4
0 quarters
|
|
22
Mastercard
MA
$539B
| $61.1M | 1.34% |
+172,040
| New | +$57.2M |
2020 Q4
0 quarters
|
|
|
23
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$45.8B
| $60.3M | 1.32% |
538,000
| – | – |
2019 Q3
5 quarters
|
|
24
Visa
V
$754B
| $58.9M | 1.29% |
+271,105
| New | +$55.5M |
2020 Q4
0 quarters
|
|
25
PUT
JD.com
JD
$36.5B
| $52.7M | 1.16% |
+600,000
| New | +$50.1M |
2020 Q4
0 quarters
|
|
Similar funds
Rokos Capital Management (UK)'s Q4 2020 Portfolio in Review
As of Q4 2020, Rokos Capital Management (UK) held 54 positions worth $4.56B, down 23% from $5.92B the previous quarter. Its ten largest holdings account for 67% of the portfolio.
Rokos Capital Management (UK)'s Q4 2020 filing shows 32 new, 3 increased, 4 reduced and 11 closed positions. Its largest new stake was Amazon: 2,344,660 shares worth $383M. The largest sale was iShares iBoxx $ Investment Grade Corporate Bond ETF, an estimated $1.18B.
By sector, the portfolio is most concentrated in Miscellaneous at 69% of assets, down from 95% a quarter earlier, followed by Consumer Discretionary and Technology.
- Rokos Capital Management (UK)'s largest Q4 2020 buy was Amazon: 2,344,660 shares worth $383M.
- Rokos Capital Management (UK) added most to Alphabet (Google) Class C in Q4 2020, an estimated $20.9M increase.
- Rokos Capital Management (UK)'s biggest Q4 2020 reduction was State Street Utilities Select Sector SPDR ETF, cutting an estimated $105M.
- Rokos Capital Management (UK) fully exited iShares iBoxx $ Investment Grade Corporate Bond ETF in Q4 2020, selling an estimated $1.18B.
- Rokos Capital Management (UK)'s ten largest holdings make up 67% of its $4.56B portfolio in Q4 2020.
- Rokos Capital Management (UK) opened 32 new positions and closed 11 in Q4 2020.
- Rokos Capital Management (UK)'s portfolio value fell 23% quarter-over-quarter to $4.56B.
Based on Rokos Capital Management (UK)'s 13F filing for Q4 2020, filed 16 Feb 2021.