RLRokos Capital Management LLP
Institutional investor · Portfolio as of Q3 2020
Top Holdings22 positions
Invesco QQQ Trust Series 1 | 6.4M | $1.8B | 30.2% | — | — | — | New — |
iShares iBoxx $ Investment Grade Corporate Bond ET | 8.8M | $1.2B | 20.0% | $110.71 | -7.50% | 1 qtr | New 100 |
Alibaba Group Holding Ltd | 3.2M | $916.2M | 15.5% | — | — | — | Unchanged — |
Apple Inc | 3.5M | $401.9M | 6.8% | — | — | — | New — |
Adobe Systems Inc | 612,000 | $301.1M | 5.1% | — | — | — | New — |
Financial Select Sector SPDR Fund | 12.5M | $300.9M | 5.1% | — | — | — | New — |
Alibaba Group Holding Ltd | 861,157 | $250.1M | 4.2% | — | — | — | New — |
Utilities Select Sector SPDR Fund | 3M | $176.2M | 3.0% | $23.89 | +4.91% | 3 qtrssince 2020-Q1 | Unchanged 0 |
Alphabet Inc | 68,966 | $102.2M | 1.7% | $72.79 | 0.00% | 1 qtr | New 71 |
QUALCOMM Inc | 534,001 | $63.5M | 1.1% | $104.94 | 0.00% | 1 qtr | New 70 |
Consumer Discretionary Select Sector SPDR Fund | 410,000 | $60.6M | 1.0% | — | — | — | Unchanged — |
Consumer Discretionary Select Sector SPDR Fund | 410,000 | $60.6M | 1.0% | — | — | — | Unchanged — |
State Street ETF/USA | 903,568 | $57.7M | 1.0% | $49.87 | +9.66% | 4 qtrssince 2019-Q4 | Unchanged 0 |
Health Care Select Sector SPDR Fund | 538,000 | $56.4M | 1.0% | — | — | — | Unchanged — |
Health Care Select Sector SPDR Fund | 538,000 | $56.4M | 1.0% | — | — | — | Unchanged — |
Alibaba Group Holding Ltd | 179,052 | $52M | 0.9% | $202.99 | +36.29% | 2 qtrssince 2020-Q2 | Decreased 0 |
DADA NEXUS LTD | 862,568 | $23.6M | 0.4% | — | — | 2 qtrssince 2020-Q2 | Increased 53 |
Tiffany & Co | 190,964 | $22.2M | 0.4% | — | — | 1 qtr | New 50 |
Palantir Technologies Inc | 2M | $19M | 0.3% | $9.50 | 0.00% | 1 qtr | New 50 |
Adobe Systems Inc | 31,494 | $15.5M | 0.3% | $489.33 | 0.00% | 1 qtr | New 50 |
Rokos Capital Management LLP manages $5.9B across 22 positions as of Q3 2020. Top holdings: QQQ puts (30.2%), LQD (20.0%), BABA calls (15.5%). Fund DNA: Momentum Trader. HoldingsIntel Score: 1.5/5.0.
Active quarter - 8 new positions, 0 exits, 1 increased. Top move: LQD (NEW, conviction 100). Portfolio: $5.9B across 22 positions.
Top holdings by portfolio weight
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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