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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
+0.93%
1 Year Est. Return
+90.85%
3 Year Est. Return
+227.35%
5 Year Est. Return
+202.98%
10 Year Est. Return
–
AUM
$4.68B
AUM Growth
-$333M
(-6.6%)
Cap. Flow
-$1.24B
Cap. Flow
% of AUM
-26.58%
Top 10 Holdings %
Top 10 Hldgs %
63.26%
Holding
193
New
58
Increased
8
Reduced
16
Closed
95
Avg Time Held Equity + Options
0.9
quarters
Top 10 Avg Time Held Equity + Options
1.5
quarters
Top 20 Avg Time Held Equity + Options
1.8
quarters
Avg Time Held Equity only
0.6
quarters
Top 10 Avg Time Held Equity only
0.2
quarters
Top 20 Avg Time Held Equity only
0.3
quarters
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Mastercard
MA
|
+$73.6M |
| 2 |
Salesforce
CRM
|
+$60.9M |
| 3 |
Lam Research
LRCX
|
+$50.3M |
| 4 |
Palo Alto Networks
PANW
|
+$28.8M |
| 5 |
Visa
V
|
+$24.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$415M |
| 2 |
Apple
AAPL
|
+$117M |
| 3 |
NVIDIA
NVDA
|
+$89.3M |
| 4 |
Alibaba
BABA
|
+$81.9M |
| 5 |
Bristol-Myers Squibb
BMY
|
+$76.6M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 87.06% |
| 2 | Technology | 6.13% |
| 3 | Financials | 2.11% |
| 4 | Consumer Discretionary | 1.32% |
| 5 | Utilities | 1.03% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
CALL
Alibaba
BABA
$277B
| $745M | 15.91% |
5,030,000
+455,000
| +10% | +$82.8M |
2020 Q2
5 quarters
|
|
2
CALL
Microsoft
MSFT
$3.97T
| $476M | 10.18% |
+1,690,000
| New | +$492M |
2021 Q3
0 quarters
|
|
3
CALL
Pinterest
PINS
$12.1B
| $448M | 9.58% |
8,800,000
+6,800,000
| +340% | +$418M |
2021 Q2
1 quarter
|
|
4
PUT
Amazon
AMZN
$2.83T
| $256M | 5.46% |
1,549,520
-300,000
| -16% | -$51.7M |
2020 Q4
3 quarters
|
|
5
PUT
TSMC
TSM
$2.35T
| $207M | 4.41% |
+1,840,000
| New | +$216M |
2021 Q3
0 quarters
|
|
6
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$12.9B
| $196M | 4.18% |
+1,778,571
| New | +$200M |
2021 Q3
0 quarters
|
|
|
7
PUT
Alibaba
BABA
$277B
| $175M | 3.73% |
1,180,359
| – | – |
2020 Q3
4 quarters
|
|
8
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.9B
| $172M | 3.67% |
1,350,000
| – | – |
2019 Q3
8 quarters
|
|
|
9
PUT
Visa
V
$724B
| $147M | 3.15% |
+653,372
| New | +$153M |
2021 Q3
0 quarters
|
|
10
CALL
Carnival Corporation Ltd
CCL
$35.4B
| $140M | 2.99% |
5,600,000
| – | – |
2020 Q4
3 quarters
|
|
|
11
PUT
Salesforce
CRM
$189B
| $128M | 2.73% |
+470,500
| New | +$119M |
2021 Q3
0 quarters
|
|
|
12
CALL
Salesforce
CRM
$189B
| $128M | 2.73% |
469,500
| – | – |
2021 Q1
2 quarters
|
|
13
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.96B
| $120M | 2.56% |
1,240,000
| – | – |
2020 Q4
3 quarters
|
|
|
14
PUT
Apple
AAPL
$4.91T
| $113M | 2.41% |
797,766
| – | – |
2021 Q2
1 quarter
|
|
15
CALL
Wells Fargo
WFC
$253B
| $103M | 2.2% |
+2,220,000
| New | +$103M |
2021 Q3
0 quarters
|
|
|
16
PUT
Wells Fargo
WFC
$253B
| $103M | 2.2% |
+2,220,000
| New | +$103M |
2021 Q3
0 quarters
|
|
17
CALL
State Street Energy Select Sector SPDR ETF
XLE
$41.3B
| $97M | 2.07% |
3,723,008
| – | – |
2020 Q4
3 quarters
|
|
18
CALL
Baidu
BIDU
$29B
| $87.6M | 1.87% |
+570,000
| New | +$93.6M |
2021 Q3
0 quarters
|
|
19
CALL
Chevron
CVX
$416B
| $84.8M | 1.81% |
836,000
| – | – |
2020 Q4
3 quarters
|
|
|
20
TSMC
TSM
$2.35T
| $83.2M | 1.78% |
741,100
+30,407
| +4% | +$3.57M |
2021 Q1
2 quarters
|
|
|
21
Mastercard
MA
$516B
| $71.4M | 1.53% |
+202,304
| New | +$73.6M |
2021 Q3
0 quarters
|
|
|
22
Salesforce
CRM
$189B
| $65.3M | 1.39% |
+239,895
| New | +$60.9M |
2021 Q3
0 quarters
|
|
23
CALL
Stellantis
STLA
$13B
| $48.9M | 1.05% |
2,962,106
| – | – |
2021 Q1
2 quarters
|
|
24
PG&E
PCG
$39.4B
| $48.4M | 1.03% |
5,045,854
| – | – |
2021 Q2
1 quarter
|
|
|
25
Lam Research
LRCX
$399B
| $47.4M | 1.01% |
+827,150
| New | +$50.3M |
2021 Q3
0 quarters
|
|
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Rokos Capital Management (UK)'s Q3 2021 Portfolio in Review
As of Q3 2021, Rokos Capital Management (UK) held 193 positions worth $4.68B, down 6.6% from $5.01B the previous quarter. Its ten largest holdings account for 63% of the portfolio.
Rokos Capital Management (UK) withdrew a net $1.24B in Q3 2021, closing 95 positions and reducing 16 holdings. Its most notable exit was State Street Financial Select Sector SPDR ETF, an estimated $415M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 87% of assets, up from 72% a quarter earlier, followed by Technology and Financials.
Against the trend, Rokos Capital Management (UK) opened a new position in Mastercard worth $71.4M.
- Rokos Capital Management (UK)'s largest Q3 2021 buy was Mastercard: 202,304 shares worth $71.4M.
- Rokos Capital Management (UK) added most to Visa in Q3 2021, an estimated $24.7M increase.
- Rokos Capital Management (UK)'s biggest Q3 2021 reduction was JD.com, cutting an estimated $15.3M.
- Rokos Capital Management (UK) fully exited State Street Financial Select Sector SPDR ETF in Q3 2021, selling an estimated $415M.
- Rokos Capital Management (UK)'s ten largest holdings make up 63% of its $4.68B portfolio in Q3 2021.
- Rokos Capital Management (UK) opened 58 new positions and closed 95 in Q3 2021.
- Rokos Capital Management (UK)'s portfolio value fell 6.6% quarter-over-quarter to $4.68B.
Based on Rokos Capital Management (UK)'s 13F filing for Q3 2021, filed 15 Nov 2021.