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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
Cap. Flow
+$176M
Cap. Flow %
1.54%
Top 10 Hldgs %
78.32%
Holding
130
New
26
Increased
16
Reduced
19
Closed
62
Avg Time Held Equity + Options
1.9 quarters
Top 10 Avg Time Held Equity + Options
0.9 quarters
Top 20 Avg Time Held Equity + Options
1.1 quarters
Avg Time Held Equity only
2.2 quarters
Top 10 Avg Time Held Equity only
1.3 quarters
Top 20 Avg Time Held Equity only
1.6 quarters

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$564M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$563M
3
AAPL icon
Apple
AAPL
+$266M
4
NVDA icon
NVIDIA
NVDA
+$118M
5
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$109M

Top Sells

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$230M
2
GOOG icon
Alphabet (Google) Class C
GOOG
+$191M
3
AMZN icon
Amazon
AMZN
+$126M
4
QCOM icon
Qualcomm
QCOM
+$95.9M
5
AMD icon
Advanced Micro Devices
AMD
+$93.6M

Sector Composition

Rank Sector Weight
1 Miscellaneous 87.29%
2 Technology 7.6%
3 Financials 2.65%
4 Consumer Discretionary 0.98%
5 Healthcare 0.9%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow Held Since
QQQ icon
1
PUT
Invesco QQQ Trust
QQQ
$502B
$2.29B 20%
5,600,000
-3,925,000
-41% -$1.49B
2023 Q2
2 quarters
IWM icon
2
PUT
iShares Russell 2000 ETF
IWM
$78.5B
$1.63B 14.19%
8,100,000
+2,200,000
+37% +$394M
2023 Q3
1 quarter
IWM icon
3
CALL
iShares Russell 2000 ETF
IWM
$78.5B
$1.37B 11.91%
6,800,000
+3,000,000
+79% +$537M
2023 Q2
2 quarters
QQQ icon
4
Invesco QQQ Trust
QQQ
$502B
$752M 6.56%
1,836,287
+1,484,000
+421% +$563M
2022 Q2
6 quarters
IWM icon
5
iShares Russell 2000 ETF
IWM
$78.5B
$708M 6.18%
3,527,599
+3,149,594
+833% +$564M
2023 Q3
1 quarter
QQQ icon
6
CALL
Invesco QQQ Trust
QQQ
$502B
$688M 6%
1,680,000
-6,170,000
-79% -$2.34B
2023 Q2
2 quarters
GLD icon
7
CALL
SPDR Gold Trust
GLD
$142B
$486M 4.24%
2,540,333
– –
2023 Q2
2 quarters
AAPL icon
8
PUT
Apple
AAPL
$4.91T
$441M 3.85%
2,290,700
+1,438,500
+169% +$266M
2023 Q3
1 quarter
GDXJ icon
9
CALL
VanEck Junior Gold Miners ETF
GDXJ
$8.48B
$341M 2.98%
+9,000,000
New +$318M
2023 Q4
0 quarters
AAPL icon
10
Apple
AAPL
$4.91T
$277M 2.42%
+1,439,540
New +$266M
2023 Q4
0 quarters
XLI icon
11
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$30.9B
$273M 2.39%
+2,400,000
New +$252M
2023 Q4
0 quarters
UBS icon
12
CALL
UBS Group
UBS
$147B
$162M 1.42%
5,200,000
– –
2023 Q2
2 quarters
EWZ icon
13
iShares MSCI Brazil ETF
EWZ
$12.1B
$159M 1.39%
4,560,579
+3,360,144
+280% +$109M
2023 Q3
1 quarter
EWZ icon
14
PUT
iShares MSCI Brazil ETF
EWZ
$12.1B
$143M 1.25%
+4,100,000
New +$133M
2023 Q4
0 quarters
CB icon
15
Chubb
CB
$132B
$139M 1.21%
614,437
+369,363
+151% +$80.8M
2023 Q3
1 quarter
NVDA icon
16
NVIDIA
NVDA
$5.54T
$126M 1.1%
+2,544,810
New +$118M
2023 Q4
0 quarters
XLE icon
17
State Street Energy Select Sector SPDR ETF
XLE
$41.9B
$112M 0.97%
2,663,942
-68,200
-2% -$2.92M
2022 Q2
6 quarters
XLP icon
18
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$13.9B
$86.4M 0.75%
+1,200,000
New +$83.1M
2023 Q4
0 quarters
MRVL icon
19
Marvell Technology
MRVL
$247B
$76.2M 0.67%
1,263,999
-193,045
-13% -$10.4M
2022 Q1
7 quarters
EWW icon
20
CALL
iShares MSCI Mexico ETF
EWW
$1.5B
$70.8M 0.62%
1,044,000
+829,000
+386% +$50.1M
2023 Q3
1 quarter
EWW icon
21
PUT
iShares MSCI Mexico ETF
EWW
$1.5B
$70.8M 0.62%
1,044,000
+829,000
+386% +$50.1M
2023 Q3
1 quarter
MPWR icon
22
Monolithic Power Systems
MPWR
$68.1B
$69.9M 0.61%
110,821
-90,521
-45% -$47.3M
2023 Q2
2 quarters
UBS icon
23
PUT
UBS Group
UBS
$147B
$68.7M 0.6%
2,200,000
– –
2023 Q2
2 quarters
AMZN icon
24
Amazon
AMZN
$2.83T
$65.7M 0.57%
432,382
-898,946
-68% -$126M
2022 Q4
4 quarters
MSFT icon
25
Microsoft
MSFT
$3.97T
$60M 0.52%
159,696
-647,440
-80% -$230M
2022 Q1
7 quarters
1
2 3 4 5

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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)'s Q4 2023 filing shows 26 new, 16 increased, 19 reduced and 62 closed positions. Its largest new stake was Apple: 1,439,540 shares worth $277M. The largest sale was Microsoft, an estimated $230M.

By sector, the portfolio is most concentrated in Miscellaneous at 87% of assets, up from 84% a quarter earlier, followed by Technology and Financials.

  • 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.