We are live on
!
Find out more
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
-1.47%
1 Year Est. Return
+90.85%
3 Year Est. Return
+227.35%
5 Year Est. Return
+202.98%
10 Year Est. Return
–
AUM
$2.28B
AUM Growth
-$1.07B
(-32%)
Cap. Flow
-$255M
Cap. Flow
% of AUM
-11.16%
Top 10 Holdings %
Top 10 Hldgs %
70.11%
Holding
93
New
19
Increased
7
Reduced
15
Closed
34
Avg Time Held Equity + Options
1.8
quarters
Top 10 Avg Time Held Equity + Options
0.9
quarters
Top 20 Avg Time Held Equity + Options
1.4
quarters
Avg Time Held Equity only
1.9
quarters
Top 10 Avg Time Held Equity only
1.2
quarters
Top 20 Avg Time Held Equity only
1
quarter
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$198M |
| 2 |
Elanco Animal Health
ELAN
|
+$43.3M |
| 3 |
EQRX
EQRx, Inc. Common Stock
EQRX
|
+$31M |
| 4 |
Intellia Therapeutics
NTLA
|
+$25.5M |
| 5 |
New Fortress Energy
NFE
|
+$19.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Bank of America
BAC
|
+$79.4M |
| 2 |
Southwestern Energy Company
SWN
|
+$68.7M |
| 3 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$54M |
| 4 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$44M |
| 5 |
NVIDIA
NVDA
|
+$40M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 71.99% |
| 2 | Healthcare | 9.98% |
| 3 | Technology | 9.02% |
| 4 | Energy | 6.3% |
| 5 | Communication Services | 0.74% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
PUT
Invesco QQQ Trust
QQQ
$507B
| $425M | 18.63% |
1,597,500
| – | – |
2022 Q2
2 quarters
|
|
2
CALL
iShares MSCI Emerging Markets ETF
EEM
$31B
| $326M | 14.26% |
+8,590,000
| New | +$317M |
2022 Q4
0 quarters
|
|
|
3
Invesco QQQ Trust
QQQ
$507B
| $192M | 8.42% |
727,607
+717,607
| +7,176% | +$198M |
2022 Q2
2 quarters
|
|
4
Microsoft
MSFT
$3.97T
| $151M | 6.64% |
636,533
-25,970
| -4% | -$6.23M |
2022 Q1
3 quarters
|
|
5
CALL
iShares China Large-Cap ETF
FXI
$3.95B
| $125M | 5.45% |
4,400,000
+1,400,000
| +47% | +$36.2M |
2022 Q1
3 quarters
|
|
|
6
State Street Energy Select Sector SPDR ETF
XLE
$41.3B
| $116M | 5.08% |
2,663,942
-1,010,446
| -27% | -$44M |
2022 Q2
2 quarters
|
|
7
CALL
Pinterest
PINS
$12.1B
| $97.1M | 4.25% |
4,000,000
| – | – |
2021 Q2
6 quarters
|
|
8
EQT Corp
EQT
$33B
| $66.1M | 2.9% |
1,958,995
-80,811
| -4% | -$3.24M |
2022 Q2
2 quarters
|
|
|
9
DELISTED
Southwestern Energy Company
SWN
| $52.8M | 2.31% |
9,105,860
-10,445,728
| -53% | -$68.7M |
2022 Q2
2 quarters
|
|
10
PUT
Apple
AAPL
$4.91T
| $49.4M | 2.16% |
+380,000
| New | +$54.3M |
2022 Q4
0 quarters
|
|
|
11
Elanco Animal Health
ELAN
$11.5B
| $48.8M | 2.14% |
4,019,540
+3,474,101
| +637% | +$43.3M |
2022 Q1
3 quarters
|
|
|
12
PUT
Microsoft
MSFT
$3.97T
| $43.2M | 1.89% |
180,000
| – | – |
2022 Q1
3 quarters
|
|
|
13
State Street Financial Select Sector SPDR ETF
XLF
$51.2B
| $40.8M | 1.79% |
1,192,942
-1,595,536
| -57% | -$54M |
2021 Q4
4 quarters
|
|
14
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.17B
| $38.7M | 1.7% |
+1,000,800
| New | +$36.6M |
2022 Q4
0 quarters
|
|
15
PUT
Deutsche Bank
DB
$63.3B
| $36.3M | 1.59% |
+3,200,000
| New | +$31.6M |
2022 Q4
0 quarters
|
|
16
CALL
iShares MSCI Brazil ETF
EWZ
$10.2B
| $33.6M | 1.47% |
1,200,000
| – | – |
2022 Q2
2 quarters
|
|
|
EQRX
17
DELISTED
EQRx, Inc. Common Stock
EQRX
| $32.3M | 1.42% |
13,064,438
+7,868,044
| +151% | +$31M |
2022 Q1
3 quarters
|
|
|
18
Intellia Therapeutics
NTLA
$1.83B
| $28.4M | 1.24% |
826,063
+535,535
| +184% | +$25.5M |
2022 Q1
3 quarters
|
|
19
PUT
ServiceNow
NOW
$146B
| $27.6M | 1.21% |
+355,655
| New | +$27.8M |
2022 Q4
0 quarters
|
|
20
CALL
Intel
INTC
$553B
| $26.4M | 1.16% |
1,000,000
| – | – |
2022 Q1
3 quarters
|
|
21
DELISTED
Splunk Inc
SPLK
| $23.6M | 1.03% |
274,537
-59,248
| -18% | -$4.78M |
2022 Q1
3 quarters
|
|
22
CALL
Salesforce
CRM
$189B
| $22.5M | 0.99% |
170,000
-170,000
| -50% | -$24.8M |
2022 Q2
2 quarters
|
|
23
CALL
Meta Platforms (Facebook)
META
$1.83T
| $20.5M | 0.9% |
170,000
| – | – |
2022 Q3
1 quarter
|
|
24
Royalty Pharma
RPRX
$25.3B
| $19.3M | 0.85% |
492,228
| – | – |
2022 Q2
2 quarters
|
|
25
Zoetis
ZTS
$30.9B
| $18.1M | 0.79% |
124,052
| – | – |
2022 Q2
2 quarters
|
|
Similar funds
LP
SC
SO
MCM
SAM
NIM
RG
Rokos Capital Management (UK)'s Q4 2022 Portfolio in Review
As of Q4 2022, Rokos Capital Management (UK) held 93 positions worth $2.28B, down 32% from $3.36B the previous quarter. Its ten largest holdings account for 70% of the portfolio.
Rokos Capital Management (UK) withdrew a net $255M in Q4 2022, closing 34 positions and reducing 15 holdings. Its most notable exit was Bank of America, an estimated $79.4M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 72% of assets, up from 69% a quarter earlier, followed by Healthcare and Technology.
Against the trend, Rokos Capital Management (UK) opened a new position in New Fortress Energy worth $16.8M.
- Rokos Capital Management (UK)'s largest Q4 2022 buy was New Fortress Energy: 8,000 shares worth $16.8M.
- Rokos Capital Management (UK) added most to Invesco QQQ Trust in Q4 2022, an estimated $198M increase.
- Rokos Capital Management (UK)'s biggest Q4 2022 reduction was Southwestern Energy Company, cutting an estimated $68.7M.
- Rokos Capital Management (UK) fully exited Bank of America in Q4 2022, selling an estimated $79.4M.
- Rokos Capital Management (UK)'s ten largest holdings make up 70% of its $2.28B portfolio in Q4 2022.
- Rokos Capital Management (UK) opened 19 new positions and closed 34 in Q4 2022.
- Rokos Capital Management (UK)'s portfolio value fell 32% quarter-over-quarter to $2.28B.
Based on Rokos Capital Management (UK)'s 13F filing for Q4 2022, filed 14 Feb 2023.