RLRokos Capital Management LLP
Institutional investor · Portfolio as of Q1 2020
Top Holdings7 positions
Stock | Shares | Value | Weight | Avg Buy | Est. P&L | Held | Conviction |
|---|---|---|---|---|---|---|---|
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 SPDR | 538,000 | $47.6M | 3.9% | — | — | — | New — |
HEALTH CARE SELECT SECTOR SPDR | 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% | $53.66 | -11.13% | 2 qtrssince 2019-Q4 | Unchanged 0 |
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: 1/5.0.
Added 1 new position, exited 2. Top move: XLU (NEW, conviction 85). Portfolio: $1.2B across 7 positions.
Top holdings by portfolio weight
Portfolio allocation by GICS sector
Behavioral investing profile
Position Outcomes
Best and worst performing positions by estimated return
Top Losers
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