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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
+4.31%
1 Year Est. Return
+90.85%
3 Year Est. Return
+227.35%
5 Year Est. Return
+202.98%
10 Year Est. Return
–
AUM
$6.16B
AUM Growth
-$9.81B
(-61%)
Cap. Flow
-$1.66B
Cap. Flow
% of AUM
-26.98%
Top 10 Holdings %
Top 10 Hldgs %
58.72%
Holding
131
New
32
Increased
14
Reduced
15
Closed
57
Avg Time Held Equity + Options
1.8
quarters
Top 10 Avg Time Held Equity + Options
1.3
quarters
Top 20 Avg Time Held Equity + Options
1
quarter
Avg Time Held Equity only
1.8
quarters
Top 10 Avg Time Held Equity only
0.9
quarters
Top 20 Avg Time Held Equity only
1.6
quarters
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Adobe
ADBE
|
+$105M |
| 2 |
Microsoft
MSFT
|
+$99.1M |
| 3 |
Alphabet (Google) Class A
GOOGL
|
+$94.2M |
| 4 |
VanEck Semiconductor ETF
SMH
|
+$63.3M |
| 5 |
Eli Lilly
LLY
|
+$60.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Micron Technology
MU
|
+$300M |
| 2 |
Bank of America
BAC
|
+$229M |
| 3 |
Wells Fargo
WFC
|
+$173M |
| 4 |
Salesforce
CRM
|
+$169M |
| 5 |
Meta Platforms (Facebook)
META
|
+$156M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 56.92% |
| 2 | Technology | 26.6% |
| 3 | Consumer Discretionary | 4.51% |
| 4 | Communication Services | 3.24% |
| 5 | Utilities | 2.74% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
PUT
iShares Russell 2000 ETF
IWM
$78.5B
| $1.1B | 17.91% |
5,000,000
| – | – |
2023 Q3
4 quarters
|
|
|
2
CALL
iShares Russell 2000 ETF
IWM
$78.5B
| $996M | 16.17% |
4,512,000
+1,250,000
| +38% | +$267M |
2023 Q2
5 quarters
|
|
|
3
Microsoft
MSFT
$3.97T
| $341M | 5.53% |
793,365
+231,739
| +41% | +$99.1M |
2022 Q1
10 quarters
|
|
4
Amazon
AMZN
$2.83T
| $217M | 3.52% |
1,166,141
-755,165
| -39% | -$138M |
2022 Q4
7 quarters
|
|
5
Broadcom
AVGO
$1.73T
| $204M | 3.32% |
1,185,511
-270,199
| -19% | -$43.3M |
2024 Q2
1 quarter
|
|
6
PUT
State Street Energy Select Sector SPDR ETF
XLE
$41.9B
| $162M | 2.62% |
3,680,000
+1,680,000
| +84% | +$75.1M |
2024 Q1
2 quarters
|
|
7
Advanced Micro Devices
AMD
$993B
| $156M | 2.54% |
953,747
-209,859
| -18% | -$31.9M |
2024 Q1
2 quarters
|
|
8
PUT
State Street Financial Select Sector SPDR ETF
XLF
$50.9B
| $156M | 2.53% |
3,447,300
+2,197,300
| +176% | +$95.9M |
2024 Q1
2 quarters
|
|
9
NVIDIA
NVDA
$5.54T
| $146M | 2.36% |
1,202,783
-522,027
| -30% | -$61.7M |
2023 Q4
3 quarters
|
|
|
10
CALL
State Street Energy Select Sector SPDR ETF
XLE
$41.9B
| $137M | 2.22% |
3,120,000
+1,120,000
| +56% | +$50.1M |
2024 Q1
2 quarters
|
|
|
11
CALL
VanEck Semiconductor ETF
SMH
$73.5B
| $135M | 2.19% |
550,000
+160,000
| +41% | +$38.9M |
2024 Q2
1 quarter
|
|
12
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$3.59B
| $132M | 2.14% |
+2,330,000
| New | +$128M |
2024 Q3
0 quarters
|
|
|
13
Alphabet (Google) Class A
GOOGL
$4.3T
| $119M | 1.93% |
719,330
+561,359
| +355% | +$94.2M |
2024 Q2
1 quarter
|
|
|
14
CALL
State Street Financial Select Sector SPDR ETF
XLF
$50.9B
| $102M | 1.65% |
2,250,000
+1,000,000
| +80% | +$43.6M |
2024 Q2
1 quarter
|
|
15
CALL
UBS Group
UBS
$147B
| $102M | 1.65% |
3,300,000
| – | – |
2023 Q2
5 quarters
|
|
|
16
Adobe
ADBE
$94.3B
| $99M | 1.61% |
+191,447
| New | +$105M |
2024 Q3
0 quarters
|
|
|
17
PUT
VanEck Semiconductor ETF
SMH
$73.5B
| $98.1M | 1.59% |
+400,000
| New | +$97.3M |
2024 Q3
0 quarters
|
|
|
18
Bank of America
BAC
$380B
| $82.6M | 1.34% |
2,080,355
-5,722,529
| -73% | -$229M |
2024 Q1
2 quarters
|
|
19
Workday
WDAY
$45B
| $80.6M | 1.31% |
329,839
+43,524
| +15% | +$10.3M |
2023 Q3
4 quarters
|
|
|
20
Meta Platforms (Facebook)
META
$1.83T
| $73.8M | 1.2% |
129,095
-302,832
| -70% | -$156M |
2024 Q1
2 quarters
|
|
21
Vistra
VST
$54.2B
| $71.3M | 1.16% |
601,604
| – | – |
2024 Q2
1 quarter
|
|
22
Ciena
CIEN
$63.8B
| $70.8M | 1.15% |
1,149,777
-887,346
| -44% | -$46.8M |
2023 Q2
5 quarters
|
|
23
Monolithic Power Systems
MPWR
$68.1B
| $70.8M | 1.15% |
76,518
+43,189
| +130% | +$37.3M |
2023 Q2
5 quarters
|
|
24
CALL
iShares China Large-Cap ETF
FXI
$3.94B
| $69.9M | 1.13% |
+2,200,000
| New | +$58.2M |
2024 Q3
0 quarters
|
|
|
25
PUT
UBS Group
UBS
$147B
| $67.9M | 1.1% |
2,200,000
| – | – |
2023 Q2
5 quarters
|
|
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Rokos Capital Management (UK)'s Q3 2024 Portfolio in Review
As of Q3 2024, Rokos Capital Management (UK) held 131 positions worth $6.16B, down 61% from $16B the previous quarter. Its ten largest holdings account for 59% of the portfolio.
Rokos Capital Management (UK) withdrew a net $1.66B in Q3 2024, closing 57 positions and reducing 15 holdings. Its most notable exit was Micron Technology, an estimated $300M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 57% of assets, down from 75% a quarter earlier, followed by Technology and Consumer Discretionary.
Against the trend, Rokos Capital Management (UK) opened a new position in Adobe worth $99M.
- Rokos Capital Management (UK)'s largest Q3 2024 buy was Adobe: 191,447 shares worth $99M.
- Rokos Capital Management (UK) added most to Microsoft in Q3 2024, an estimated $99.1M increase.
- Rokos Capital Management (UK)'s biggest Q3 2024 reduction was Bank of America, cutting an estimated $229M.
- Rokos Capital Management (UK) fully exited Micron Technology in Q3 2024, selling an estimated $300M.
- Rokos Capital Management (UK)'s ten largest holdings make up 59% of its $6.16B portfolio in Q3 2024.
- Rokos Capital Management (UK) opened 32 new positions and closed 57 in Q3 2024.
- Rokos Capital Management (UK)'s portfolio value fell 61% quarter-over-quarter to $6.16B.
Based on Rokos Capital Management (UK)'s 13F filing for Q3 2024, filed 14 Nov 2024.