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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
+4.24%
1 Year Est. Return
+90.85%
3 Year Est. Return
+227.35%
5 Year Est. Return
+202.98%
10 Year Est. Return
–
AUM
$16B
AUM Growth
-$3.02B
Cap. Flow
+$249M
Cap. Flow %
1.56%
Top 10 Hldgs %
73.87%
Holding
131
New
41
Increased
24
Reduced
22
Closed
31
Avg Time Held Equity + Options
1.8 quarters
Top 10 Avg Time Held Equity + Options
1.6 quarters
Top 20 Avg Time Held Equity + Options
1.6 quarters
Avg Time Held Equity only
1.9 quarters
Top 10 Avg Time Held Equity only
0.5 quarters
Top 20 Avg Time Held Equity only
1.9 quarters

Top Buys

Rank Stock Value
1
AMZN icon
Amazon
AMZN
+$238M
2
AVGO icon
Broadcom
AVGO
+$204M
3
CRM icon
Salesforce
CRM
+$187M
4
BAC icon
Bank of America
BAC
+$183M
5
MU icon
Micron Technology
MU
+$183M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$313M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$264M
3
GOOG icon
Alphabet (Google) Class C
GOOG
+$223M
4
AAPL icon
Apple
AAPL
+$165M
5
CB icon
Chubb
CB
+$115M

Sector Composition

Rank Sector Weight
1 Miscellaneous 74.88%
2 Technology 12.77%
3 Financials 4.8%
4 Consumer Discretionary 3.52%
5 Communication Services 1.54%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow Held Since
QQQ icon
1
CALL
Invesco QQQ Trust
QQQ
$507B
$5.06B 31.69%
10,570,000
-70,000
-0.7% -$31.5M
2023 Q2
4 quarters
QQQ icon
2
PUT
Invesco QQQ Trust
QQQ
$507B
$2.85B 17.84%
5,950,000
-10,480,000
-64% -$4.71B
2023 Q2
4 quarters
IWM icon
3
PUT
iShares Russell 2000 ETF
IWM
$77.4B
$1.01B 6.35%
5,000,000
+1,300,000
+35% +$263M
2023 Q3
3 quarters
EEM icon
4
CALL
iShares MSCI Emerging Markets ETF
EEM
$31B
$745M 4.67%
+17,500,000
New +$734M
2024 Q2
0 quarters
IWM icon
5
CALL
iShares Russell 2000 ETF
IWM
$77.4B
$661M 4.14%
3,262,000
-2,600,000
-44% -$525M
2023 Q2
4 quarters
AMZN icon
6
Amazon
AMZN
$2.83T
$371M 2.33%
1,921,306
+1,294,750
+207% +$238M
2022 Q4
6 quarters
BAC icon
7
Bank of America
BAC
$380B
$310M 1.94%
7,802,884
+4,771,593
+157% +$183M
2024 Q1
1 quarter
MU icon
8
Micron Technology
MU
$1.16T
$300M 1.88%
2,280,431
+1,449,535
+174% +$183M
2023 Q1
5 quarters
MSFT icon
9
Microsoft
MSFT
$3.97T
$251M 1.57%
561,626
+127,698
+29% +$53.9M
2022 Q1
9 quarters
AVGO icon
10
Broadcom
AVGO
$1.73T
$234M 1.46%
+1,455,710
New +$204M
2024 Q2
0 quarters
META icon
11
Meta Platforms (Facebook)
META
$1.83T
$218M 1.36%
431,927
+54,376
+14% +$26.4M
2024 Q1
1 quarter
NVDA icon
12
NVIDIA
NVDA
$5.54T
$213M 1.33%
1,724,810
+234,530
+16% +$23.7M
2023 Q4
2 quarters
CRM icon
13
Salesforce
CRM
$189B
$203M 1.27%
789,760
+699,093
+771% +$187M
2021 Q3
11 quarters
FXI icon
14
PUT
iShares China Large-Cap ETF
FXI
$3.95B
$201M 1.26%
+7,600,000
New +$200M
2024 Q2
0 quarters
PDD icon
15
PUT
Pinduoduo
PDD
$116B
$192M 1.2%
1,425,000
– –
2024 Q1
1 quarter
AMD icon
16
Advanced Micro Devices
AMD
$993B
$189M 1.18%
1,163,606
+1,023,871
+733% +$165M
2024 Q1
1 quarter
WFC icon
17
Wells Fargo
WFC
$253B
$173M 1.08%
2,917,449
+296,581
+11% +$17.5M
2023 Q4
2 quarters
MRVL icon
18
Marvell Technology
MRVL
$247B
$151M 0.95%
2,161,109
+246,240
+13% +$17.3M
2022 Q1
9 quarters
XLE icon
19
State Street Energy Select Sector SPDR ETF
XLE
$41.3B
$120M 0.75%
2,639,942
– –
2022 Q2
8 quarters
MU icon
20
CALL
Micron Technology
MU
$1.16T
$107M 0.67%
+815,000
New +$103M
2024 Q2
0 quarters
SMH icon
21
CALL
VanEck Semiconductor ETF
SMH
$74B
$102M 0.64%
+390,000
New +$91.5M
2024 Q2
0 quarters
CIEN icon
22
Ciena
CIEN
$63.8B
$98.1M 0.61%
2,037,123
+512,791
+34% +$24.3M
2023 Q2
4 quarters
UBS icon
23
CALL
UBS Group
UBS
$147B
$97.5M 0.61%
3,300,000
– –
2023 Q2
4 quarters
EWZ icon
24
CALL
iShares MSCI Brazil ETF
EWZ
$10.2B
$94.2M 0.59%
+3,450,000
New +$105M
2024 Q2
0 quarters
XLE icon
25
CALL
State Street Energy Select Sector SPDR ETF
XLE
$41.3B
$91.2M 0.57%
2,000,000
-1,200,000
-38% -$55.9M
2024 Q1
1 quarter
1
2 3 4 5

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Rokos Capital Management (UK)'s Q2 2024 Portfolio in Review

As of Q2 2024, Rokos Capital Management (UK) held 131 positions worth $16B, down 16% from $19B the previous quarter. Its ten largest holdings account for 74% of the portfolio.

Rokos Capital Management (UK)'s Q2 2024 filing shows 41 new, 24 increased, 22 reduced and 31 closed positions. Its largest new stake was Broadcom: 1,455,710 shares worth $234M. The largest sale was iShares Russell 2000 ETF, an estimated $313M.

By sector, the portfolio is most concentrated in Miscellaneous at 75% of assets, down from 84% a quarter earlier, followed by Technology and Financials.

  • Rokos Capital Management (UK)'s largest Q2 2024 buy was Broadcom: 1,455,710 shares worth $234M.
  • Rokos Capital Management (UK) added most to Amazon in Q2 2024, an estimated $238M increase.
  • Rokos Capital Management (UK)'s biggest Q2 2024 reduction was Intel, cutting an estimated $37.5M.
  • Rokos Capital Management (UK) fully exited iShares Russell 2000 ETF in Q2 2024, selling an estimated $313M.
  • Rokos Capital Management (UK)'s ten largest holdings make up 74% of its $16B portfolio in Q2 2024.
  • Rokos Capital Management (UK) opened 41 new positions and closed 31 in Q2 2024.
  • Rokos Capital Management (UK)'s portfolio value fell 16% quarter-over-quarter to $16B.

Based on Rokos Capital Management (UK)'s 13F filing for Q2 2024, filed 14 Aug 2024.