Pseudo-polyrotaxanes (PPRs) are supramolecular host-guest complexes constituted by the reversible threading of a macrocycle along a polymer chain. The resuting dynamic "molecular necklaces" offer potential applications in nanotechnology, drug delivery, and biomaterials. We report the formation of PPRs by threading of cyclodextrins (CDs), cyclic oligosaccharides, onto X-shaped PEO-PPO block copolymers with two opposite presentation of their hydrophobic and hydrophilic blocks: Tetronic 904 (T904) and its reverse counterpart Tetronic 90R4 (T90R4). We assess the effects that relative block position on the polymeric surfactants and cavity size of CD have on the composition, morphology, thermodynamics, and kinetics of PPRs by using a combination of X-ray diffraction, scanning electron microscopy, NMR, UV-vis spectroscopy, and time-resolved small-angle neutron scattering (TR-SANS). Solid PPRs with lamellar microstructure and crystalline channel-like structures are obtained with native CDs and both Tetronics above a threshold concentration of the macrocycle, which varies with the type of CD and surfactant. While gamma-CD can form PPRs with both Tetronics, alpha-CD only forms a PPR with T90R4 at high concentrations. The results can be explained in terms of the preferential complexation of alpha-CD with EO and gamma-CD with PO monomers, which also has a direct impact on the kinetics of PPR formation. Thermodynamic parameters of the reaction were obtained from the analysis of the stoichiometries and threading times as a function of temperature by using a model based on the Eyring equation. Negative enthalpies and positive entropies are obtained in all cases, and reactions are thermodynamically most favorable in the case of alpha-CD with T904 and gamma-CD with T90R4. TR-SANS experiments reveal an increase in the radius of gyration of the unimers over time, consistent with CD threading and further expansion of the PPR Above the CMT, alpha-CD threads the unimers to form the PPR, with no effect on the structure of T904 micelles, whose volume fraction decreases due to the shift of micellization equilibrium.