RLRokos Capital Management LLP
Institutional investor · Portfolio as of Q3 2019
SEC EDGAR SourceSEC Filings
Rokos Capital Management LLP manages $167.8M across 9 positions as of Q3 2019. Top holdings: SELECT SECTOR SPDR TR (28.9%), SELECT SECTOR SPDR TR (28.9%), EEM (16.9%). Fund DNA: Momentum Trader. HoldingsIntel Rating: 1.5/5.0.
Q3 2019 Summary
Added 3 new positions, exited 2, increased 1. Top move: EEM (INCREASED, conviction 93). Portfolio: $168M across 9 positions.
Top holdings by portfolio weight
EEM16.92%
AGN4.02%
KRE1.97%
GLD1.66%
EWW1.02%
BIDU0.06%
FXI0.00%
AABA0.00%
Portfolio allocation by GICS sector
Unknown99.76%
Communication Services0.24%
Behavioral investing profile
7-dimension quality assessment
Below Average(1.5 / 5.0)
Position Outcomes
Best and worst performing positions by estimated return
Top Winners
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.
Holdings9 positions
Activity:
Stock | Shares | Value | Weight | Avg Buy | Est. P&L | Held | Conviction |
|---|---|---|---|---|---|---|---|
| 538,000 | $48.4M | 28.9% | — | — | — | New — | |
| 538,000 | $48.4M | 28.9% | — | — | — | New — | |
ISHARES TR | 692,339 | $28.4M | 16.9% | $34.44 | +1.17% | 4 qtrssince 2018-Q4 | Increased 93 |
| 200,000 | $27.9M | 16.6% | — | — | — | New — | |
ALLERGAN PLC | 40,000 | $6.8M | 4.0% | — | — | 1 qtr | New 79 |
SPDR SERIES TRUST | 62,500 | $3.3M | 2.0% | $42.40 | +4.74% | 3 qtrssince 2019-Q1 | Unchanged 0 |
SPDR GOLD TR | 20,000 | $2.8M | 1.7% | $141.06 | +195.82% | 1 qtr | New 63 |
ISHARES MSCI | 40,000 | $1.7M | 1.0% | $35.50 | 0.00% | 1 qtr | New 62 |
BAIDU INC | 1,000 | $103,000 | 0.1% | $162.17 | -37.59% | 4 qtrssince 2018-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