RCM
Rokos Capital Management Portfolio holdings
AUM
$5.98B
This Quarter Return
-0.72%
1 Year Return
+10.29%
3 Year Return
+29.47%
5 Year Return
+32.03%
10 Year Return
–
AUM
$61.9M
AUM Growth
+$61.9M
(-63%)
Cap. Flow
-$106M
Cap. Flow
% of AUM
-170.41%
Top 10 Holdings %
Top 10 Hldgs %
100%
Holding
8
New
1
Increased
–
Reduced
–
Closed
2
Top Buys
| 1 |
Utilities Select Sector SPDR Fund
XLU
|
$59.6M |
Top Sells
| 1 |
iShares MSCI Brazil ETF
EWZ
|
$104M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
$61.6M |
Sector Composition
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
Utilities Select Sector SPDR Fund
XLU
$20.9B
| $59.6M | 4.89% |
+1,060,670
| New | +$59.6M |
|
2
Consumers Staples Select Sector SPDR Fund
XLP
$15.8B
| $2.3M | 0.19% |
41,500
| – | – |
|
|
3
iShares MSCI Emerging Markets ETF
EEM
$19B
| – | – |
-1,376,339
| Closed | -$61.6M |
|
|
4
iShares MSCI Brazil ETF
EWZ
$5.45B
| – | – |
-2,196,400
| Closed | -$104M |
|
5
iShares Morningstar Value ETF
ILCV
$1.09B
| – | – |
0
| – | – |
|
6
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$29.5B
| – | – |
0
| – | – |
|
7
Health Care Select Sector SPDR Fund
XLV
$33.9B
| – | – |
0
| – | – |
|
8
Consumer Discretionary Select Sector SPDR Fund
XLY
$23.2B
| – | – |
0
| – | – |
|