RLRokos Capital Management LLP
Institutional investor · Portfolio as of Q4 2023
Top Holdings68 positions
Stock | Shares | Value | Weight | Avg Buy | Est. P&L | Held | Conviction |
|---|---|---|---|---|---|---|---|
INVESCO QQQ TRUST SERIES 1 CL USD INC | 5.6M | $2.3B | 20.0% | — | — | — | Decreased — |
ISHARES RUSSELL 2000 ETF ETF | 8.1M | $1.6B | 14.2% | — | — | — | Increased — |
ISHARES RUSSELL 2000 ETF ETF | 6.8M | $1.4B | 11.9% | — | — | — | Increased — |
INVESCO QQQ TRUST SERIES 1 CL USD INC | 1.8M | $751.8M | 6.6% | $395.54 | +2.40% | 7 qtrssince 2022-Q2 | Increased 99 |
ISHARES RUSSELL 2000 ETF ETF | 3.5M | $708.2M | 6.2% | $193.59 | +1.33% | 2 qtrssince 2023-Q3 | Increased 99 |
INVESCO QQQ TRUST SERIES 1 CL USD INC | 1.7M | $687.9M | 6.0% | — | — | — | Decreased — |
SPDR GOLD TRUST | 2.5M | $485.7M | 4.2% | — | — | — | Unchanged — |
APPLE INC | 2.3M | $441.2M | 3.8% | — | — | — | Increased — |
VANECK ETF TRUST | 9M | $341.2M | 3.0% | — | — | — | New — |
APPLE INC | 1.4M | $277.3M | 2.4% | $190.21 | 0.00% | 1 qtr | New 80 |
INDUSTRIAL SELECT SECT SPDR | 2.4M | $273.5M | 2.4% | — | — | — | New — |
UBS GROUP AG- REG | 5.2M | $162.5M | 1.4% | — | — | — | Unchanged — |
ISHARES MSCI BRAZIL ETF | 4.6M | $159.4M | 1.4% | $29.45 | +4.19% | 2 qtrssince 2023-Q3 | Increased 77 |
ISHARES MSCI BRAZIL ETF | 4.1M | $143.3M | 1.2% | — | — | — | New — |
CHUBB LTD | 614,437 | $138.9M | 1.2% | $214.30 | +3.40% | 2 qtrssince 2023-Q3 | Increased 77 |
NVIDIA CORP | 254,481 | $126M | 1.1% | $49.49 | 0.00% | 1 qtr | New 69 |
ENERGY SELECT SECTOR SPDR | 1.3M | $111.6M | 1.0% | $32.61 | +20.41% | 7 qtrssince 2022-Q2 | Decreased 0 |
CONSUMER STAPLES SPDR | 1.2M | $86.4M | 0.8% | — | — | — | New — |
MARVELL TECHNOLOGY INC | 1.3M | $76.2M | 0.7% | $50.40 | +18.80% | 8 qtrssince 2022-Q1 | Decreased 0 |
ISHARES INC | 1M | $70.8M | 0.6% | — | — | — | Increased — |
Rokos Capital Management LLP manages $11.5B across 68 positions as of Q4 2023. Top holdings: QQQ (20.0%), IWM (14.2%), IWM (11.9%). Fund DNA: Momentum Trader. HoldingsIntel Rating: 1/5.0.
Active quarter - 21 new positions, 48 exits, 12 increased. Top move: QQQ (INCREASED, conviction 99). Portfolio: $11.5B across 68 positions.
Top holdings by portfolio weight
Portfolio allocation by GICS sector
Behavioral investing profile
Position Outcomes
Best and worst performing positions by estimated return
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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