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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
+9.97%
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
Cap. Flow
-$1.3B
Cap. Flow %
-28.43%
Top 10 Hldgs %
66.95%
Holding
54
New
32
Increased
3
Reduced
4
Closed
11

Top Buys

Rank Stock Value
1
AMZN icon
Amazon
AMZN
+$374M
2
EQIX icon
Equinix
EQIX
+$207M
3
AAPL icon
Apple
AAPL
+$154M
4
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$133M
5
MSFT icon
Microsoft
MSFT
+$68.7M

Top Sells

Rank Stock Value
1
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$1.18B
2
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$105M
3
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$57.7M
4
BABA icon
Alibaba
BABA
+$40.4M
5
TIF
Tiffany & Co.
TIF
+$22.2M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 10.79%
2 Technology 7.68%
3 Communication Services 4.65%
4 Real Estate 4.28%
5 Financials 2.63%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BABA icon
1
CALL
Alibaba
BABA
$285B
$1.07B 23.56%
4,575,000
+1,420,000
+45% +$394M
AMZN icon
2
Amazon
AMZN
$2.82T
$383M 8.39%
+2,344,660
New +$374M
AMZN icon
3
PUT
Amazon
AMZN
$2.82T
$366M 8.02%
+2,241,280
New +$358M
AAPL icon
4
PUT
Apple
AAPL
$4.52T
$220M 4.82%
1,650,000
-1,809,762
-52% -$218M
BABA icon
5
PUT
Alibaba
BABA
$285B
$202M 4.44%
861,157
– –
EQIX icon
6
Equinix
EQIX
$105B
$195M 4.28%
+278,057
New +$207M
AAPL icon
7
Apple
AAPL
$4.52T
$170M 3.73%
+1,278,533
New +$154M
XLV icon
8
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$45.4B
$151M 3.32%
1,350,000
+812,000
+151% +$88.6M
GOOG icon
9
PUT
Alphabet (Google) Class C
GOOG
$4.21T
$149M 3.26%
+1,700,000
New +$143M
GOOG icon
10
Alphabet (Google) Class C
GOOG
$4.21T
$142M 3.12%
1,626,480
+247,160
+18% +$20.9M
XLV icon
11
State Street Health Care Select Sector SPDR ETF
XLV
$45.4B
$136M 2.99%
+1,214,948
New +$133M
CCL icon
12
CALL
Carnival Corporation Ltd
CCL
$35.7B
$121M 2.66%
+5,600,000
New +$99.6M
QCOM icon
13
Qualcomm
QCOM
$168B
$81.4M 1.79%
534,001
– –
XLU icon
14
State Street Utilities Select Sector SPDR ETF
XLU
$22.2B
$81.4M 1.79%
2,634,216
-3,322,164
-56% -$105M
XOP icon
15
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.75B
$72.5M 1.59%
+1,240,000
New +$62.8M
CVX icon
16
CALL
Chevron
CVX
$395B
$70.6M 1.55%
+836,000
New +$67.7M
XLE icon
17
CALL
State Street Energy Select Sector SPDR ETF
XLE
$41.2B
$70.6M 1.55%
+3,723,008
New +$64.2M
MSFT icon
18
Microsoft
MSFT
$3.62T
$70.5M 1.55%
+319,688
New +$68.7M
XLY icon
19
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.3B
$65.9M 1.44%
820,000
– –
MGM icon
20
CALL
MGM Resorts International
MGM
$10.9B
$63.1M 1.38%
+2,000,000
New +$51.5M
XLY icon
21
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.3B
$61.2M 1.34%
+762,600
New +$58.8M
MA icon
22
Mastercard
MA
$524B
$61.1M 1.34%
+172,040
New +$57.2M
XLV icon
23
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$45.4B
$60.3M 1.32%
538,000
– –
V icon
24
Visa
V
$714B
$58.9M 1.29%
+271,105
New +$55.5M
JD icon
25
PUT
JD.com
JD
$39.5B
$52.7M 1.16%
+600,000
New +$50.1M
1
2 3

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SC
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SO
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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) withdrew a net $1.3B in Q4 2020, closing 11 positions and reducing 4 holdings. Its most notable exit was iShares iBoxx $ Investment Grade Corporate Bond ETF, an estimated $1.18B position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 11% of assets, up from 1.7% a quarter earlier, followed by Technology and Communication Services.

Against the trend, Rokos Capital Management (UK) opened a new position in Amazon worth $383M.

  • 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.