Filed: 11/14/2023ACC: 0001666335-23-000008
📋 What this filing means
ROKOS CAPITAL MANAGEMENT LLP filed this quarterly 13F‑HR report disclosing 89 equity positions with a total reported market value of $13.77B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.
89
Positions
$13.77B
Total AUM (reported)
207.25M
Total Shares
Allocation by class
UNIT SER 1$6.40B46.5%
RUSSELL 2000 ETF$1.79B13.0%
COM$1.76B12.8%
CHINA LG-CAP ETF$785.87M5.7%
FINANCIAL$501.16M3.6%
GOLD SHS$438.52M3.2%
IBOXX HI YD ETF$437.78M3.2%
Portfolio Concentration
Top 3$8.99B65.3%
4–10$2.26B16.4%
11–25$1.42B10.3%
Rest$1.10B8.0%
Top 3 weight
65.3%
Top 10 weight
81.6%
Voting Authority Distribution
Total shares with voting rights: 207.25M
Sole
Full voting authority
0.00
shares
% of voting shares0.0%
Shared
Joint voting authority
207.25M
shares
% of voting shares100.0%
None
No voting authority
0.00
shares
% of voting shares0.0%
Investment Discretion (by position count)
Sole0
Shared0
Other89
Dominant voting typeShared · 100.0% of voting shares
Institutional Holdings89
Rows:
INVESCO QQQ TR
OTRShares17.73M
TypeSH
Market value$6.40B
46.51%
Sole
0.00
Shared
17.73M
None
0.00
ISHARES TR
OTRShares10.08M
TypeSH
Market value$1.79B
13.03%
Sole
0.00
Shared
10.08M
None
0.00
ISHARES TR
OTRShares29.66M
TypeSH
Market value$785.87M
5.71%
Sole
0.00
Shared
29.66M
None
0.00
SELECT SECTOR SPDR TR
OTRShares14.96M
TypeSH
Market value$501.16M
3.64%
Sole
0.00
Shared
14.96M
None
0.00
SPDR GOLD TR
OTRShares2.54M
TypeSH
Market value$438.52M
3.18%
Sole
0.00
Shared
2.54M
None
0.00
ISHARES TR
OTRShares5.91M
TypeSH
Market value$437.78M
3.18%
Sole
0.00
Shared
5.91M
None
0.00
MICROSOFT CORP
OTRShares807.14K
TypeSH
Market value$256.26M
1.86%
Sole
0.00
Shared
807.14K
None
0.00
TAIWAN SEMICONDUCTOR MFG LTD
OTRShares2.86M
TypeSH
Market value$248.72M
1.81%
Sole
0.00
Shared
2.86M
None
0.00
ALPHABET INC
OTRShares1.43M
TypeSH
Market value$191.28M
1.39%
Sole
0.00
Shared
1.43M
None
0.00
UBS GROUP AG
OTRShares7.40M
TypeSH
Market value$183.35M
1.33%
Sole
0.00
Shared
7.40M
None
0.00
AMAZON COM INC
OTRShares1.33M
TypeSH
Market value$170.80M
1.24%
Sole
0.00
Shared
1.33M
None
0.00
APPLE INC
OTRShares852.20K
TypeSH
Market value$146.95M
1.07%
Sole
0.00
Shared
852.20K
None
0.00
SELECT SECTOR SPDR TR
OTRShares1.37M
TypeSH
Market value$123.64M
0.90%
Sole
0.00
Shared
1.37M
None
0.00
ISHARES TR
OTRShares1.50M
TypeSH
Market value$104.00M
0.76%
Sole
0.00
Shared
1.50M
None
0.00
QUALCOMM INC
OTRShares859.15K
TypeSH
Market value$95.92M
0.70%
Sole
0.00
Shared
859.15K
None
0.00
ADVANCED MICRO DEVICES INC
OTRShares901.69K
TypeSH
Market value$93.59M
0.68%
Sole
0.00
Shared
901.69K
None
0.00
MONOLITHIC PWR SYS INC
OTRShares201.34K
TypeSH
Market value$93.22M
0.68%
Sole
0.00
Shared
201.34K
None
0.00
MICRON TECHNOLOGY INC
OTRShares1.34M
TypeSH
Market value$91.42M
0.66%
Sole
0.00
Shared
1.34M
None
0.00
KB HOME
OTRShares1.90M
TypeSH
Market value$88.99M
0.65%
Sole
0.00
Shared
1.90M
None
0.00
MARVELL TECHNOLOGY INC
OTRShares1.46M
TypeSH
Market value$79.98M
0.58%
Sole
0.00
Shared
1.46M
None
0.00
SPLUNK INC
OTRShares528.11K
TypeSH
Market value$77.45M
0.56%
Sole
0.00
Shared
528.11K
None
0.00
ISHARES INC
OTRShares2.40M
TypeSH
Market value$73.97M
0.54%
Sole
0.00
Shared
2.40M
None
0.00
ALIBABA GROUP HLDG LTD
OTRShares750K
TypeSH
Market value$65.06M
0.47%
Sole
0.00
Shared
750K
None
0.00
ELANCO ANIMAL HEALTH INC
OTRShares5.33M
TypeSH
Market value$60.54M
0.44%
Sole
0.00
Shared
5.33M
None
0.00
ON HLDG AG
OTRShares2.08M
TypeSH
Market value$58.27M
0.42%
Sole
0.00
Shared
2.08M
None
0.00
| Issuer | Class | Shares | Type | Value / Portfolio % | Voting — Sole | Shared | None |
|---|---|---|---|---|---|---|---|
INVESCO QQQ TROTR | UNIT SER 1 | 17.73M | SH | $6.40B 46.51% | 0.00 | 17.73M | 0.00 |
ISHARES TROTR | RUSSELL 2000 ETF | 10.08M | SH | $1.79B 13.03% | 0.00 | 10.08M | 0.00 |
ISHARES TROTR | CHINA LG-CAP ETF | 29.66M | SH | $785.87M 5.71% | 0.00 | 29.66M | 0.00 |
SELECT SECTOR SPDR TROTR | FINANCIAL | 14.96M | SH | $501.16M 3.64% | 0.00 | 14.96M | 0.00 |
SPDR GOLD TROTR | GOLD SHS | 2.54M | SH | $438.52M 3.18% | 0.00 | 2.54M | 0.00 |
ISHARES TROTR | IBOXX HI YD ETF | 5.91M | SH | $437.78M 3.18% | 0.00 | 5.91M | 0.00 |
MICROSOFT CORPOTR | COM | 807.14K | SH | $256.26M 1.86% | 0.00 | 807.14K | 0.00 |
TAIWAN SEMICONDUCTOR MFG LTDOTR | SPONSORED ADS | 2.86M | SH | $248.72M 1.81% | 0.00 | 2.86M | 0.00 |
ALPHABET INCOTR | CAP STK CL C | 1.43M | SH | $191.28M 1.39% | 0.00 | 1.43M | 0.00 |
UBS GROUP AGOTR | SHS | 7.40M | SH | $183.35M 1.33% | 0.00 | 7.40M | 0.00 |
AMAZON COM INCOTR | COM | 1.33M | SH | $170.80M 1.24% | 0.00 | 1.33M | 0.00 |
APPLE INCOTR | COM | 852.20K | SH | $146.95M 1.07% | 0.00 | 852.20K | 0.00 |
SELECT SECTOR SPDR TROTR | ENERGY | 1.37M | SH | $123.64M 0.90% | 0.00 | 1.37M | 0.00 |
ISHARES TROTR | MSCI EAFE ETF | 1.50M | SH | $104.00M 0.76% | 0.00 | 1.50M | 0.00 |
QUALCOMM INCOTR | COM | 859.15K | SH | $95.92M 0.70% | 0.00 | 859.15K | 0.00 |
ADVANCED MICRO DEVICES INCOTR | COM | 901.69K | SH | $93.59M 0.68% | 0.00 | 901.69K | 0.00 |
MONOLITHIC PWR SYS INCOTR | COM | 201.34K | SH | $93.22M 0.68% | 0.00 | 201.34K | 0.00 |
MICRON TECHNOLOGY INCOTR | COM | 1.34M | SH | $91.42M 0.66% | 0.00 | 1.34M | 0.00 |
KB HOMEOTR | COM | 1.90M | SH | $88.99M 0.65% | 0.00 | 1.90M | 0.00 |
MARVELL TECHNOLOGY INCOTR | COM | 1.46M | SH | $79.98M 0.58% | 0.00 | 1.46M | 0.00 |
SPLUNK INCOTR | COM | 528.11K | SH | $77.45M 0.56% | 0.00 | 528.11K | 0.00 |
ISHARES INCOTR | MSCI BRAZIL ETF | 2.40M | SH | $73.97M 0.54% | 0.00 | 2.40M | 0.00 |
ALIBABA GROUP HLDG LTDOTR | SPONSORED ADS | 750K | SH | $65.06M 0.47% | 0.00 | 750K | 0.00 |
ELANCO ANIMAL HEALTH INCOTR | COM | 5.33M | SH | $60.54M 0.44% | 0.00 | 5.33M | 0.00 |
ON HLDG AGOTR | NAMEN AKT A | 2.08M | SH | $58.27M 0.42% | 0.00 | 2.08M | 0.00 |
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