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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
(-1.7%)
Cap. Flow
+$59.7M
Cap. Flow
% of AUM
1.78%
Top 10 Holdings %
Top 10 Hldgs %
62.23%
Holding
94
New
24
Increased
8
Reduced
21
Closed
20
Avg Time Held Equity + Options
1.4
quarters
Top 10 Avg Time Held Equity + Options
0.4
quarters
Top 20 Avg Time Held Equity + Options
1.2
quarters
Avg Time Held Equity only
1.6
quarters
Top 10 Avg Time Held Equity only
1
quarter
Top 20 Avg Time Held Equity only
1.4
quarters
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$105M |
| 2 |
Southwestern Energy Company
SWN
|
+$84.6M |
| 3 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$46.1M |
| 4 |
MongoDB
MDB
|
+$40.6M |
| 5 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$37.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
EQT Corp
EQT
|
+$66.5M |
| 2 |
Bank of America
BAC
|
+$54.6M |
| 3 |
Apple
AAPL
|
+$40.5M |
| 4 |
ASML
ASML
|
+$34.5M |
| 5 |
Advanced Micro Devices
AMD
|
+$31.4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 68.75% |
| 2 | Technology | 14.16% |
| 3 | Energy | 7.21% |
| 4 | Healthcare | 4.9% |
| 5 | Financials | 3.55% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
CALL
State Street Financial Select Sector SPDR ETF
XLF
$51.2B
| $774M | 23.07% |
+25,100,000
| New | +$830M |
2022 Q3
0 quarters
|
|
2
PUT
Invesco QQQ Trust
QQQ
$507B
| $438M | 13.04% |
1,597,500
| – | – |
2022 Q2
1 quarter
|
|
|
3
Microsoft
MSFT
$3.97T
| $158M | 4.72% |
662,503
+396,969
| +149% | +$105M |
2022 Q1
2 quarters
|
|
4
State Street Energy Select Sector SPDR ETF
XLE
$41.3B
| $133M | 3.98% |
3,674,388
+827,448
| +29% | +$31.3M |
2022 Q2
1 quarter
|
|
|
5
PUT
State Street Financial Select Sector SPDR ETF
XLF
$51.2B
| $123M | 3.68% |
+4,000,000
| New | +$132M |
2022 Q3
0 quarters
|
|
|
6
DELISTED
Southwestern Energy Company
SWN
| $121M | 3.62% |
19,551,588
+12,235,264
| +167% | +$84.6M |
2022 Q2
1 quarter
|
|
7
CALL
Pinterest
PINS
$12.1B
| $93.2M | 2.78% |
4,000,000
| – | – |
2021 Q2
5 quarters
|
|
|
8
State Street Financial Select Sector SPDR ETF
XLF
$51.2B
| $86M | 2.56% |
2,788,478
+1,396,212
| +100% | +$46.1M |
2021 Q4
3 quarters
|
|
|
9
EQT Corp
EQT
$33B
| $81.8M | 2.44% |
2,039,806
-1,533,560
| -43% | -$66.5M |
2022 Q2
1 quarter
|
|
|
10
Bank of America
BAC
$380B
| $79.4M | 2.36% |
2,561,972
-1,633,911
| -39% | -$54.6M |
2022 Q2
1 quarter
|
|
11
CALL
iShares China Large-Cap ETF
FXI
$3.95B
| $77.6M | 2.31% |
3,000,000
-2,200,000
| -42% | -$65.9M |
2022 Q1
2 quarters
|
|
|
12
PUT
EQT Corp
EQT
$33B
| $69.7M | 2.08% |
+1,740,000
| New | +$75.5M |
2022 Q3
0 quarters
|
|
13
PUT
TSMC
TSM
$2.35T
| $68.6M | 2.04% |
1,000,000
| – | – |
2022 Q1
2 quarters
|
|
14
PUT
Eli Lilly
LLY
$1.05T
| $59.8M | 1.78% |
+185,000
| New | +$58.6M |
2022 Q3
0 quarters
|
|
15
CALL
Salesforce
CRM
$189B
| $50M | 1.49% |
340,000
-1,460,000
| -81% | -$248M |
2022 Q2
1 quarter
|
|
16
PUT
AbbVie
ABBV
$489B
| $47M | 1.4% |
+350,000
| New | +$50.2M |
2022 Q3
0 quarters
|
|
17
PUT
Merck
MRK
$359B
| $43.1M | 1.28% |
+500,000
| New | +$44.6M |
2022 Q3
0 quarters
|
|
|
18
PUT
Microsoft
MSFT
$3.97T
| $43M | 1.28% |
180,000
| – | – |
2022 Q1
2 quarters
|
|
19
NVIDIA
NVDA
$5.54T
| $40M | 1.19% |
3,178,430
+1,741,690
| +121% | +$27.5M |
2021 Q4
3 quarters
|
|
|
20
Apple
AAPL
$4.91T
| $36.2M | 1.08% |
254,242
-257,861
| -50% | -$40.5M |
2022 Q1
2 quarters
|
|
|
21
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.3B
| $36M | 1.07% |
+500,000
| New | +$37.8M |
2022 Q3
0 quarters
|
|
22
CALL
iShares MSCI Brazil ETF
EWZ
$10.2B
| $35.6M | 1.06% |
1,200,000
-1,800,000
| -60% | -$53.1M |
2022 Q2
1 quarter
|
|
23
PUT
Wynn Resorts
WYNN
$7.74B
| $31.5M | 0.94% |
+500,000
| New | +$31.2M |
2022 Q3
0 quarters
|
|
|
24
Salesforce
CRM
$189B
| $29.4M | 0.88% |
199,820
+12,006
| +6% | +$2.04M |
2021 Q3
4 quarters
|
|
|
25
MongoDB
MDB
$31.1B
| $29.1M | 0.87% |
+139,088
| New | +$40.6M |
2022 Q3
0 quarters
|
|
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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 Miscellaneous at 69% of assets, up from 68% a quarter earlier, followed by Technology and Energy.
- 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.