RLRokos Capital Management LLP
Institutional investor · Portfolio as of Q1 2020
Top Holdings7 positions
ISHARES IBOXX INVESTMENT GRA | 7.9M | $980.7M | 80.4% | — | — | — | New — |
UTILITIES SELECT SECTOR SPDR | 1.1M | $59.6M | 4.9% | $24.17 | 0.00% | 1 qtr | New 85 |
HEALTH CARE SELECT SECTOR | 538,000 | $47.6M | 3.9% | — | — | — | New — |
HEALTH CARE SELECT SECTOR | 538,000 | $47.6M | 3.9% | — | — | — | New — |
CONSUMER DISCRETIONARY SELT | 410,000 | $40.9M | 3.4% | — | — | — | New — |
CONSUMER DISCRETIONARY SELT | 410,000 | $40.9M | 3.4% | — | — | — | New — |
CONSUMER STAPLES SPDR | 41,500 | $2.3M | 0.2% | $52.70 | -13.02% | 2 qtrssince 2019-Q4 | Unchanged 0 |
Rokos Capital Management LLP manages $1.2B across 7 positions as of Q1 2020. Top holdings: LQD calls (80.4%), XLU (4.9%), XLV calls (3.9%). Fund DNA: Momentum Trader. HoldingsIntel Score: 1.5/5.0.
Added 1 new position, exited 2. Top move: XLU (NEW, conviction 85). Portfolio: $1.2B across 7 positions.
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Portfolio allocation by GICS sector
Behavioral investing profile
Position Outcomes
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Cost basis estimates based on full filing history using quarter-end prices. Actual transaction prices are not disclosed in 13F filings.
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Data sourced from SEC EDGAR 13F filings. Not financial advice. Full disclaimer
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