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Rokos Capital Management (UK)

Rokos Capital Management (UK) Portfolio holdings

AUM $26.8B Turnover 63.33%
1-Year Est. Return 90.85%
This Fund
S&P 500
This Quarter Est. Return
+12.33%
1 Year Est. Return
+90.85%
3 Year Est. Return
+227.35%
5 Year Est. Return
+202.98%
10 Year Est. Return
–
AUM
$19B
AUM Growth
+$7.52B
Cap. Flow
+$262M
Cap. Flow %
1.38%
Top 10 Hldgs %
80.96%
Holding
116
New
49
Increased
16
Reduced
17
Closed
27
Avg Time Held Equity + Options
0.4 years
Top 10 Avg Time Held Equity + Options
0.3 years
Top 20 Avg Time Held Equity + Options
0.4 years
Avg Time Held Equity only
0.5 years
Top 10 Avg Time Held Equity only
0.4 years
Top 20 Avg Time Held Equity only
0.4 years

Sector Composition

Rank Sector Weight
1 Miscellaneous 84.47%
2 Technology 7.55%
3 Financials 3.27%
4 Communication Services 2.17%
5 Consumer Discretionary 1.14%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow Held Since
QQQ icon
1
PUT
Invesco QQQ Trust
QQQ
$487B
$7.3B 38.42%
16,430,000
+10,830,000
+193% +$4.64B
2023 Q2
3 quarters
QQQ icon
2
CALL
Invesco QQQ Trust
QQQ
$487B
$4.72B 24.88%
10,640,000
+8,960,000
+533% +$3.84B
2023 Q2
3 quarters
IWM icon
3
CALL
iShares Russell 2000 ETF
IWM
$77.5B
$1.23B 6.49%
5,862,000
-938,000
-14% -$187M
2023 Q2
3 quarters
IWM icon
4
PUT
iShares Russell 2000 ETF
IWM
$77.5B
$778M 4.1%
3,700,000
-4,400,000
-54% -$878M
2023 Q3
2 quarters
IWM icon
5
iShares Russell 2000 ETF
IWM
$77.5B
$326M 1.71%
1,547,584
-1,980,015
-56% -$395M
2023 Q3
2 quarters
QQQ icon
6
Invesco QQQ Trust
QQQ
$487B
$261M 1.37%
587,600
-1,248,687
-68% -$535M
2022 Q2
7 quarters
GOOG icon
7
Alphabet (Google) Class C
GOOG
$4.22T
$223M 1.18%
+1,467,127
New +$212M
2024 Q1
0 quarters
META icon
8
Meta Platforms (Facebook)
META
$1.88T
$183M 0.97%
+377,551
New +$168M
2024 Q1
0 quarters
MSFT icon
9
Microsoft
MSFT
$4.01T
$182M 0.96%
433,928
+274,232
+172% +$111M
2022 Q1
8 quarters
PDD icon
10
PUT
Pinduoduo
PDD
$117B
$166M 0.87%
+1,425,000
New +$187M
2024 Q1
0 quarters
AAPL icon
11
Apple
AAPL
$4.99T
$165M 0.87%
961,403
-478,137
-33% -$86.9M
2023 Q4
1 quarter
WFC icon
12
Wells Fargo
WFC
$248B
$152M 0.8%
2,620,868
+1,536,152
+142% +$80.4M
2023 Q4
1 quarter
XLE icon
13
CALL
State Street Energy Select Sector SPDR ETF
XLE
$42.8B
$151M 0.8%
+3,200,000
New +$137M
2024 Q1
0 quarters
ITB icon
14
PUT
iShares US Home Construction ETF
ITB
$2.42B
$145M 0.76%
+1,250,000
New +$131M
2024 Q1
0 quarters
MRVL icon
15
Marvell Technology
MRVL
$217B
$136M 0.72%
1,914,869
+650,870
+51% +$44.6M
2022 Q1
8 quarters
NVDA icon
16
NVIDIA
NVDA
$5.25T
$135M 0.71%
1,490,280
-1,054,530
-41% -$76.4M
2023 Q4
1 quarter
XLE icon
17
State Street Energy Select Sector SPDR ETF
XLE
$42.8B
$125M 0.66%
2,639,942
-24,000
-0.9% -$1.03M
2022 Q2
7 quarters
XLF icon
18
PUT
State Street Financial Select Sector SPDR ETF
XLF
$51.4B
$118M 0.62%
+2,800,000
New +$111M
2024 Q1
0 quarters
CB icon
19
Chubb
CB
$136B
$115M 0.61%
444,758
-169,679
-28% -$41.7M
2023 Q3
2 quarters
BAC icon
20
Bank of America
BAC
$362B
$115M 0.61%
+3,031,291
New +$104M
2024 Q1
0 quarters
AMZN icon
21
Amazon
AMZN
$2.75T
$113M 0.59%
626,556
+194,174
+45% +$32.4M
2022 Q4
5 quarters
UBS icon
22
CALL
UBS Group
UBS
$146B
$103M 0.54%
3,300,000
-1,900,000
-37% -$56.1M
2023 Q2
3 quarters
INTC icon
23
Intel
INTC
$504B
$100M 0.53%
+2,275,318
New +$101M
2024 Q1
0 quarters
MU icon
24
Micron Technology
MU
$1.05T
$98M 0.52%
830,896
+320,295
+63% +$29M
2023 Q1
4 quarters
LSCC icon
25
Lattice Semiconductor
LSCC
$15.2B
$94.9M 0.5%
1,212,878
+1,141,230
+1,593% +$81.7M
2023 Q4
1 quarter

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Rokos Capital Management (UK)'s Q1 2024 Portfolio in Review

As of Q1 2024, Rokos Capital Management (UK) held 116 positions worth $19B, up 66% from $11.5B the previous quarter. Its ten largest holdings account for 81% of the portfolio.

Rokos Capital Management (UK)'s Q1 2024 filing shows 49 new, 16 increased, 17 reduced and 27 closed positions. Its largest new stake was Alphabet (Google) Class C: 1,467,127 shares worth $223M. The largest sale was Invesco QQQ Trust, an estimated $535M.

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

  • Rokos Capital Management (UK)'s largest Q1 2024 buy was Alphabet (Google) Class C: 1,467,127 shares worth $223M.
  • Rokos Capital Management (UK) added most to Microsoft in Q1 2024, an estimated $111M increase.
  • Rokos Capital Management (UK)'s biggest Q1 2024 reduction was Invesco QQQ Trust, cutting an estimated $535M.
  • Rokos Capital Management (UK) fully exited TSMC in Q1 2024, selling an estimated $54M.
  • Rokos Capital Management (UK)'s ten largest holdings make up 81% of its $19B portfolio in Q1 2024.
  • Rokos Capital Management (UK) opened 49 new positions and closed 27 in Q1 2024.
  • Rokos Capital Management (UK)'s portfolio value rose 66% quarter-over-quarter to $19B.

Based on Rokos Capital Management (UK)'s 13F filing for Q1 2024, filed 15 May 2024.