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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
-1.51%
1 Year Est. Return
+90.85%
3 Year Est. Return
+227.35%
5 Year Est. Return
+202.98%
10 Year Est. Return
–
AUM
$3.36B
AUM Growth
-$57.5M
Cap. Flow
+$74.9M
Cap. Flow %
2.23%
Top 10 Hldgs %
62.23%
Holding
94
New
24
Increased
8
Reduced
21
Closed
20

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$105M
2
SWN
Southwestern Energy Company
SWN
+$84.6M
3
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$46.1M
4
MDB icon
MongoDB
MDB
+$40.6M
5
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$37.8M

Top Sells

Rank Stock Value
1
EQT icon
EQT Corp
EQT
+$66.5M
2
BAC icon
Bank of America
BAC
+$54.6M
3
AAPL icon
Apple
AAPL
+$40.5M
4
ASML icon
ASML
ASML
+$34.5M
5
AMD icon
Advanced Micro Devices
AMD
+$31.4M

Sector Composition

Rank Sector Weight
1 Technology 14.16%
2 Energy 7.21%
3 Healthcare 4.9%
4 Financials 3.55%
5 Communication Services 0.57%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XLF icon
1
CALL
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
$774M 23.07%
+25,100,000
New +$830M
QQQ icon
2
PUT
Invesco QQQ Trust
QQQ
$483B
$438M 13.04%
1,597,500
– –
MSFT icon
3
Microsoft
MSFT
$3.62T
$158M 4.72%
662,503
+396,969
+149% +$105M
XLE icon
4
State Street Energy Select Sector SPDR ETF
XLE
$41.5B
$133M 3.98%
3,674,388
+827,448
+29% +$31.3M
XLF icon
5
PUT
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
$123M 3.68%
+4,000,000
New +$132M
SWN
6
DELISTED
Southwestern Energy Company
SWN
$121M 3.62%
19,551,588
+12,235,264
+167% +$84.6M
PINS icon
7
CALL
Pinterest
PINS
$13.3B
$93.2M 2.78%
4,000,000
– –
XLF icon
8
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
$86M 2.56%
2,788,478
+1,396,212
+100% +$46.1M
EQT icon
9
EQT Corp
EQT
$33.6B
$81.8M 2.44%
2,039,806
-1,533,560
-43% -$66.5M
BAC icon
10
Bank of America
BAC
$436B
$79.4M 2.36%
2,561,972
-1,633,911
-39% -$54.6M
FXI icon
11
CALL
iShares China Large-Cap ETF
FXI
$4.24B
$77.6M 2.31%
3,000,000
-2,200,000
-42% -$65.9M
EQT icon
12
PUT
EQT Corp
EQT
$33.6B
$69.7M 2.08%
+1,740,000
New +$75.5M
TSM icon
13
PUT
TSMC
TSM
$2.13T
$68.6M 2.04%
1,000,000
– –
LLY icon
14
PUT
Eli Lilly
LLY
$1.11T
$59.8M 1.78%
+185,000
New +$58.6M
CRM icon
15
CALL
Salesforce
CRM
$171B
$50M 1.49%
340,000
-1,460,000
-81% -$248M
ABBV icon
16
PUT
AbbVie
ABBV
$467B
$47M 1.4%
+350,000
New +$50.2M
MRK icon
17
PUT
Merck
MRK
$372B
$43.1M 1.28%
+500,000
New +$44.6M
MSFT icon
18
PUT
Microsoft
MSFT
$3.62T
$43M 1.28%
180,000
– –
NVDA icon
19
NVIDIA
NVDA
$5.05T
$40M 1.19%
3,178,430
+1,741,690
+121% +$27.5M
AAPL icon
20
Apple
AAPL
$4.53T
$36.2M 1.08%
254,242
-257,861
-50% -$40.5M
HYG icon
21
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.6B
$36M 1.07%
+500,000
New +$37.8M
EWZ icon
22
CALL
iShares MSCI Brazil ETF
EWZ
$8.07B
$35.6M 1.06%
1,200,000
-1,800,000
-60% -$53.1M
WYNN icon
23
PUT
Wynn Resorts
WYNN
$10.2B
$31.5M 0.94%
+500,000
New +$31.2M
CRM icon
24
Salesforce
CRM
$171B
$29.4M 0.88%
199,820
+12,006
+6% +$2.04M
MDB icon
25
MongoDB
MDB
$32.4B
$29.1M 0.87%
+139,088
New +$40.6M
1
2 3 4

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Rokos Capital Management (UK)'s Q3 2022 Portfolio in Review

As of Q3 2022, Rokos Capital Management (UK) held 94 positions worth $3.36B, down 1.7% from $3.41B the previous quarter. Its ten largest holdings account for 62% of the portfolio.

Rokos Capital Management (UK)'s Q3 2022 filing shows 24 new, 8 increased, 21 reduced and 20 closed positions. Its largest new stake was MongoDB: 139,088 shares worth $29.1M. The largest sale was EQT Corp, an estimated $66.5M.

By sector, the portfolio is most concentrated in Technology at 14% of assets, up from 12% a quarter earlier, followed by Energy and Healthcare.

  • Rokos Capital Management (UK)'s largest Q3 2022 buy was MongoDB: 139,088 shares worth $29.1M.
  • Rokos Capital Management (UK) added most to Microsoft in Q3 2022, an estimated $105M increase.
  • Rokos Capital Management (UK)'s biggest Q3 2022 reduction was EQT Corp, cutting an estimated $66.5M.
  • Rokos Capital Management (UK) fully exited ASML in Q3 2022, selling an estimated $34.5M.
  • Rokos Capital Management (UK)'s ten largest holdings make up 62% of its $3.36B portfolio in Q3 2022.
  • Rokos Capital Management (UK) opened 24 new positions and closed 20 in Q3 2022.
  • Rokos Capital Management (UK)'s portfolio value fell 1.7% quarter-over-quarter to $3.36B.

Based on Rokos Capital Management (UK)'s 13F filing for Q3 2022, filed 14 Nov 2022.