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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
+13.13%
1 Year Est. Return
+90.85%
3 Year Est. Return
+227.35%
5 Year Est. Return
+202.98%
10 Year Est. Return
–
AUM
$11.5B
AUM Growth
-$2.31B
(-17%)
Cap. Flow
-$3.75B
Cap. Flow
% of AUM
-32.73%
Top 10 Holdings %
Top 10 Hldgs %
78.32%
Holding
130
New
26
Increased
16
Reduced
19
Closed
62
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$564M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$563M |
| 3 |
Apple
AAPL
|
+$266M |
| 4 |
NVIDIA
NVDA
|
+$118M |
| 5 |
iShares MSCI Brazil ETF
EWZ
|
+$109M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$230M |
| 2 |
Alphabet (Google) Class C
GOOG
|
+$191M |
| 3 |
Amazon
AMZN
|
+$126M |
| 4 |
Qualcomm
QCOM
|
+$95.9M |
| 5 |
Advanced Micro Devices
AMD
|
+$93.6M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 7.6% |
| 2 | Financials | 2.65% |
| 3 | Consumer Discretionary | 0.98% |
| 4 | Healthcare | 0.9% |
| 5 | Consumer Staples | 0.27% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
PUT
Invesco QQQ Trust
QQQ
$483B
| $2.29B | 20% |
5,600,000
-3,925,000
| -41% | -$1.49B |
|
|
2
PUT
iShares Russell 2000 ETF
IWM
$81.4B
| $1.63B | 14.19% |
8,100,000
+2,200,000
| +37% | +$394M |
|
|
3
CALL
iShares Russell 2000 ETF
IWM
$81.4B
| $1.37B | 11.91% |
6,800,000
+3,000,000
| +79% | +$537M |
|
|
4
Invesco QQQ Trust
QQQ
$483B
| $752M | 6.56% |
1,836,287
+1,484,000
| +421% | +$563M |
|
|
5
iShares Russell 2000 ETF
IWM
$81.4B
| $708M | 6.18% |
3,527,599
+3,149,594
| +833% | +$564M |
|
|
6
CALL
Invesco QQQ Trust
QQQ
$483B
| $688M | 6% |
1,680,000
-6,170,000
| -79% | -$2.34B |
|
7
CALL
SPDR Gold Trust
GLD
$155B
| $486M | 4.24% |
2,540,333
| – | – |
|
|
8
PUT
Apple
AAPL
$4.53T
| $441M | 3.85% |
2,290,700
+1,438,500
| +169% | +$266M |
|
9
CALL
VanEck Junior Gold Miners ETF
GDXJ
$9.83B
| $341M | 2.98% |
+9,000,000
| New | +$318M |
|
|
10
Apple
AAPL
$4.53T
| $277M | 2.42% |
+1,439,540
| New | +$266M |
|
11
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.2B
| $273M | 2.39% |
+2,400,000
| New | +$252M |
|
12
CALL
UBS Group
UBS
$164B
| $162M | 1.42% |
5,200,000
| – | – |
|
|
13
iShares MSCI Brazil ETF
EWZ
$8.07B
| $159M | 1.39% |
4,560,579
+3,360,144
| +280% | +$109M |
|
|
14
PUT
iShares MSCI Brazil ETF
EWZ
$8.07B
| $143M | 1.25% |
+4,100,000
| New | +$133M |
|
15
Chubb
CB
$133B
| $139M | 1.21% |
614,437
+369,363
| +151% | +$80.8M |
|
|
16
NVIDIA
NVDA
$5.05T
| $126M | 1.1% |
+2,544,810
| New | +$118M |
|
17
State Street Energy Select Sector SPDR ETF
XLE
$41.5B
| $112M | 0.97% |
2,663,942
-68,200
| -2% | -$2.92M |
|
18
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$15.2B
| $86.4M | 0.75% |
+1,200,000
| New | +$83.1M |
|
19
Marvell Technology
MRVL
$206B
| $76.2M | 0.67% |
1,263,999
-193,045
| -13% | -$10.4M |
|
20
CALL
iShares MSCI Mexico ETF
EWW
$1.79B
| $70.8M | 0.62% |
1,044,000
+829,000
| +386% | +$50.1M |
|
|
21
PUT
iShares MSCI Mexico ETF
EWW
$1.79B
| $70.8M | 0.62% |
1,044,000
+829,000
| +386% | +$50.1M |
|
22
Monolithic Power Systems
MPWR
$63.2B
| $69.9M | 0.61% |
110,821
-90,521
| -45% | -$47.3M |
|
|
23
PUT
UBS Group
UBS
$164B
| $68.7M | 0.6% |
2,200,000
| – | – |
|
|
24
Amazon
AMZN
$2.83T
| $65.7M | 0.57% |
432,382
-898,946
| -68% | -$126M |
|
|
25
Microsoft
MSFT
$3.62T
| $60M | 0.52% |
159,696
-647,440
| -80% | -$230M |
|
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Rokos Capital Management (UK)'s Q4 2023 Portfolio in Review
As of Q4 2023, Rokos Capital Management (UK) held 130 positions worth $11.5B, down 17% from $13.8B the previous quarter. Its ten largest holdings account for 78% of the portfolio.
Rokos Capital Management (UK) withdrew a net $3.75B in Q4 2023, closing 62 positions and reducing 19 holdings. Its most notable exit was Alphabet (Google) Class C, an estimated $191M position sold in full.
By sector, the portfolio is most concentrated in Technology at 7.6% of assets, down from 8.6% a quarter earlier, followed by Financials and Consumer Discretionary.
Against the trend, Rokos Capital Management (UK) opened a new position in Apple worth $277M.
- Rokos Capital Management (UK)'s largest Q4 2023 buy was Apple: 1,439,540 shares worth $277M.
- Rokos Capital Management (UK) added most to iShares Russell 2000 ETF in Q4 2023, an estimated $564M increase.
- Rokos Capital Management (UK)'s biggest Q4 2023 reduction was Microsoft, cutting an estimated $230M.
- Rokos Capital Management (UK) fully exited Alphabet (Google) Class C in Q4 2023, selling an estimated $191M.
- Rokos Capital Management (UK)'s ten largest holdings make up 78% of its $11.5B portfolio in Q4 2023.
- Rokos Capital Management (UK) opened 26 new positions and closed 62 in Q4 2023.
- Rokos Capital Management (UK)'s portfolio value fell 17% quarter-over-quarter to $11.5B.
Based on Rokos Capital Management (UK)'s 13F filing for Q4 2023, filed 14 Feb 2024.