RLRokos Capital Management LLP
Institutional investor · Portfolio as of Q1 2020
SEC EDGAR SourceSEC Filings
Rokos Capital Management LLP manages $1.2B across 7 positions as of Q1 2020. Top holdings: LQD (80.4%), XLU (4.9%), XLV (3.9%). Fund DNA: Momentum Trader. HoldingsIntel Rating: 1.5/5.0.
Q1 2020 Summary
Added 1 new position, exited 2. Top move: XLU (NEW, conviction 85). Portfolio: $1.2B across 7 positions.
Top holdings by portfolio weight
XLU4.89%
XLP0.19%
EWZ0.00%
EEM0.00%
Portfolio allocation by GICS sector
Unknown100.00%
Behavioral investing profile
7-dimension quality assessment
Below Average(1.5 / 5.0)
Position Outcomes
Best and worst performing positions by estimated return
Top Losers
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View plansCost basis estimates based on full filing history using quarter-end prices. Actual transaction prices are not disclosed in 13F filings.
Holdings7 positions
Activity:
Stock | Shares | Value | Weight | Avg Buy | Est. P&L | Held | Conviction |
|---|---|---|---|---|---|---|---|
ISHARES TR | 7.9M | $980.7M | 80.4% | — | — | — | — |
SELECT SECTOR SPDR TR | 1.1M | $59.6M | 4.9% | $24.17 | 0.00% | 1 qtr | New 85 |
SELECT SECTOR SPDR TR | 538,000 | $47.6M | 3.9% | — | — | — | — |
SELECT SECTOR SPDR TR | 538,000 | $47.6M | 3.9% | — | — | — | — |
SELECT SECTOR SPDR TR | 410,000 | $40.9M | 3.4% | — | — | — | — |
SELECT SECTOR SPDR TR | 410,000 | $40.9M | 3.4% | — | — | — | — |
SELECT SECTOR SPDR TR | 41,500 | $2.3M | 0.2% | $53.66 | -11.13% | 2 qtrssince 2019-Q4 | Unchanged 0 |
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Accumulation Streaks
Positions with 2+ consecutive quarters of increases - persistent directional conviction.
No active accumulation streaks detected for this filer.
Streaks require 2+ consecutive quarters of increased positions in the most recent period.
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Data sourced from SEC EDGAR 13F filings. Not financial advice. Full disclaimer