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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
-3.16%
1 Year Est. Return
+90.85%
3 Year Est. Return
+227.35%
5 Year Est. Return
+202.98%
10 Year Est. Return
–
AUM
$13.8B
AUM Growth
+$3.44B
(+33%)
Cap. Flow
+$3.82B
Cap. Flow
% of AUM
27.72%
Top 10 Holdings %
Top 10 Hldgs %
75%
Holding
135
New
42
Increased
25
Reduced
15
Closed
31
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Qualcomm
QCOM
|
+$99.7M |
| 2 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$93.3M |
| 3 |
Microsoft
MSFT
|
+$78.6M |
| 4 |
iShares Russell 2000 ETF
IWM
|
+$71M |
| 5 |
Monolithic Power Systems
MPWR
|
+$59M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$2.71B |
| 2 |
EQT Corp
EQT
|
+$68.8M |
| 3 |
Norfolk Southern
NSC
|
+$66.7M |
| 4 |
State Street SPDR S&P Regional Banking ETF
KRE
|
+$65.9M |
| 5 |
SWN
Southwestern Energy Company
SWN
|
+$54.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 8.64% |
| 2 | Consumer Discretionary | 2.33% |
| 3 | Healthcare | 2.08% |
| 4 | Communication Services | 1.44% |
| 5 | Financials | 0.76% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
PUT
Invesco QQQ Trust
QQQ
$483B
| $3.44B | 24.99% |
9,525,000
+1,738,130
| +22% | +$645M |
|
|
2
CALL
Invesco QQQ Trust
QQQ
$483B
| $2.84B | 20.6% |
7,850,000
+5,950,000
| +313% | +$2.21B |
|
|
3
PUT
iShares Russell 2000 ETF
IWM
$81.4B
| $1.05B | 7.63% |
+5,900,000
| New | +$1.11B |
|
4
CALL
iShares China Large-Cap ETF
FXI
$4.24B
| $782M | 5.68% |
+29,500,000
| New | +$814M |
|
|
5
CALL
iShares Russell 2000 ETF
IWM
$81.4B
| $677M | 4.91% |
3,800,000
+800,000
| +27% | +$150M |
|
6
CALL
SPDR Gold Trust
GLD
$155B
| $439M | 3.18% |
2,540,333
| – | – |
|
7
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.6B
| $438M | 3.18% |
+5,911,500
| New | +$441M |
|
|
8
Microsoft
MSFT
$3.62T
| $256M | 1.86% |
807,136
+237,817
| +42% | +$78.6M |
|
|
9
CALL
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
| $204M | 1.48% |
+6,100,000
| New | +$210M |
|
|
10
PUT
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
| $204M | 1.48% |
+6,100,000
| New | +$210M |
|
11
Alphabet (Google) Class C
GOOG
$4.21T
| $191M | 1.39% |
1,430,753
+233,747
| +20% | +$30.4M |
|
12
Amazon
AMZN
$2.83T
| $171M | 1.24% |
1,331,328
+61,285
| +5% | +$8.21M |
|
13
PUT
Apple
AAPL
$4.53T
| $147M | 1.07% |
+852,200
| New | +$156M |
|
14
CALL
UBS Group
UBS
$164B
| $129M | 0.94% |
5,200,000
| – | – |
|
|
15
Invesco QQQ Trust
QQQ
$483B
| $127M | 0.92% |
352,287
-7,319,713
| -95% | -$2.71B |
|
16
State Street Energy Select Sector SPDR ETF
XLE
$41.5B
| $124M | 0.9% |
2,732,142
+40,400
| +2% | +$1.77M |
|
17
CALL
iShares MSCI EAFE ETF
EFA
$79.9B
| $104M | 0.76% |
+1,500,000
| New | +$107M |
|
|
18
Qualcomm
QCOM
$166B
| $95.9M | 0.7% |
+859,150
| New | +$99.7M |
|
19
Advanced Micro Devices
AMD
$746B
| $93.6M | 0.68% |
901,690
+328,817
| +57% | +$35.7M |
|
|
20
Monolithic Power Systems
MPWR
$63.2B
| $93.2M | 0.68% |
201,342
+115,250
| +134% | +$59M |
|
|
21
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
| $92.5M | 0.67% |
2,762,286
+2,708,586
| +5,044% | +$93.3M |
|
22
Micron Technology
MU
$1.03T
| $91.4M | 0.66% |
1,339,083
+269,630
| +25% | +$18.1M |
|
23
PUT
KB Home
KBH
$3.41B
| $89M | 0.65% |
1,900,000
| – | – |
|
24
CALL
TSMC
TSM
$2.13T
| $86.9M | 0.63% |
+1,000,000
| New | +$94.6M |
|
|
25
PUT
TSMC
TSM
$2.13T
| $86.9M | 0.63% |
+1,000,000
| New | +$94.6M |
|
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Rokos Capital Management (UK)'s Q3 2023 Portfolio in Review
As of Q3 2023, Rokos Capital Management (UK) held 135 positions worth $13.8B, up 33% from $10.3B the previous quarter. Its ten largest holdings account for 75% of the portfolio.
Rokos Capital Management (UK) deployed $3.82B of net new capital in Q3 2023, opening 42 new positions and adding to 25 existing holdings. Its largest new stake was Qualcomm: 859,150 shares worth $95.9M.
By sector, the portfolio is most concentrated in Technology at 8.6% of assets, down from 8.9% a quarter earlier, followed by Consumer Discretionary and Healthcare.
On the sell side, the largest reduction was Invesco QQQ Trust, an estimated $2.71B trimmed.
- Rokos Capital Management (UK)'s largest Q3 2023 buy was Qualcomm: 859,150 shares worth $95.9M.
- Rokos Capital Management (UK) added most to State Street Financial Select Sector SPDR ETF in Q3 2023, an estimated $93.3M increase.
- Rokos Capital Management (UK)'s biggest Q3 2023 reduction was Invesco QQQ Trust, cutting an estimated $2.71B.
- Rokos Capital Management (UK) fully exited EQT Corp in Q3 2023, selling an estimated $68.8M.
- Rokos Capital Management (UK)'s ten largest holdings make up 75% of its $13.8B portfolio in Q3 2023.
- Rokos Capital Management (UK) opened 42 new positions and closed 31 in Q3 2023.
- Rokos Capital Management (UK)'s portfolio value rose 33% quarter-over-quarter to $13.8B.
Based on Rokos Capital Management (UK)'s 13F filing for Q3 2023, filed 14 Nov 2023.