0001666335-24-000002.txt : 20240214 0001666335-24-000002.hdr.sgml : 20240214 20240214130507 ACCESSION NUMBER: 0001666335-24-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20231231 FILED AS OF DATE: 20240214 DATE AS OF CHANGE: 20240214 EFFECTIVENESS DATE: 20240214 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Rokos Capital Management LLP CENTRAL INDEX KEY: 0001666335 ORGANIZATION NAME: IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-19229 FILM NUMBER: 24635310 BUSINESS ADDRESS: STREET 1: 23 SAVILE ROW CITY: LONDON STATE: X0 ZIP: W1S 2ET BUSINESS PHONE: 02036689000 MAIL ADDRESS: STREET 1: 23 SAVILE ROW CITY: LONDON STATE: X0 ZIP: W1S 2ET 13F-HR 1 primary_doc.xml X0202 13F-HR LIVE false true false 0001666335 XXXXXXXX 12-31-2023 12-31-2023 Rokos Capital Management LLP

23 SAVILE ROW LONDON X0 W1S 2ET

13F HOLDINGS REPORT 028-19229 000281215 801-126230 Y For the quarter ending on December 31, 2023, Rokos Capital Management LLP ("RCM UK") has delegated investment discretion to Rokos Capital Management (US) LP ("RCM US") with respect to certain Section 13(f) securities. Positions over which RCM UK and RCM US shared investment discretion on December 31, 2023, are aggregated under the designation of "shared-other" (OTHER) in the Form 13F information Table. In accordance with the Answer to Question 47 in SEC Division of Investment Management: Frequently Asked Questions about 13F. RCM US may have shared investment discretion over only a portion of such positions. The designation of RCM UK's investment discretion as "sole" (SOLE) in the Form 13F Information Table applies to a position in a Section 13(f)security of which RCM US had no discretion. Richard Nikolas Holttum 00442039064796 Richard Nikolas Holttum London X0 02-14-2024 1 90 11463119640 false 1 0001827377 028-20930 000306046 801-119331 Rokos Capital Management (US) LP INFORMATION TABLE 2 13f_submission_202312.xml CARGO THERAPEUTICS INC COM 14179K101 2313500 100000 SH OTR 1 0 100000 0 HAMILTON INSURANCE GROUP LTD CL B G42706104 3740000 250000 SH OTR 1 0 250000 0 BIRKENSTOCK HOLDING PLC COM SHS M2029K104 974500 20000 SH OTR 1 0 20000 0 ATLASSIAN CORPORATION CL A 049468101 6974856 29332 SH OTR 1 0 29332 0 VIVID SEATS INC COM CL A 92854T100 1581250 250000 SH OTR 1 0 250000 0 CIENA CORP COM NEW 171779309 31367585 696980 SH OTR 1 0 696980 0 CORE & MAIN INC CL A 21874C102 8082000 200000 SH OTR 1 0 200000 0 BAUSCH HEALTH COS INC COM 071734107 12037500 1500000 SH OTR 1 0 1500000 0 CLEARWATER ANALYTICS HLDGS I CL A 185123106 7010500 350000 SH OTR 1 0 350000 0 GATES INDL CORP PLC ORD SHS G39108108 3356250 250000 SH OTR 1 0 250000 0 CARIBOU BIOSCIENCES INC COM 142038108 4804200 840630 SH OTR 1 0 840630 0 INTEGRAL AD SCIENCE HLDNG CO COM 45828L108 3598750 250000 SH OTR 1 0 250000 0 MONGODB INC CL A 60937P106 18510370 45277 SH OTR 1 0 45277 0 AERSALE CORPORATION COM 00810F106 1586875 125000 SH OTR 1 0 125000 0 MARVELL TECHNOLOGY INC COM 573874104 76225460 1263999 SH OTR 1 0 1263999 0 PERMIAN RESOURCES CORP CLASS A COM 71424F105 4754750 350000 SH OTR 1 0 350000 0 SUN CTRY AIRLS HLDGS INC COM 866683105 3144000 200000 SH OTR 1 0 200000 0 MONOLITHIC PWR SYS INC COM 609839105 69917523 110821 SH OTR 1 0 110821 0 SNOWFLAKE INC CL A 833445109 21450641 107803 SH OTR 1 0 107803 0 WORKDAY INC CL A 98138H101 21263071 77015 SH OTR 1 0 77015 0 LATTICE SEMICONDUCTOR CORP COM 518415104 4943354 71648 SH OTR 1 0 71648 0 INTELLIA THERAPEUTICS INC COM 45826J105 44611442 1463630 SH OTR 1 0 1463630 0 CABALETTA BIO INC COM 12674W109 1824006 80335 SH OTR 1 0 80335 0 ARROWHEAD PHARMACEUTICALS IN COM 04280A100 37630366 1229148 SH OTR 1 0 1229148 0 FORTINET INC COM 34959E109 38884449 664294 SH OTR 1 0 664294 0 OREILLY AUTOMOTIVE INC COM 67103H107 9857582 10374 SH OTR 1 0 10374 0 PAYPAL HLDGS INC COM 70450Y103 30695000 500000 SH OTR 1 0 500000 0 CONSTELLATION BRANDS INC CL A 21036P108 30952618 127988 SH OTR 1 0 127988 0 MASTERCARD INCORPORATED CL A 57636Q104 37135504 87053 SH OTR 1 0 87053 0 MICRON TECHNOLOGY INC COM 595112103 43572136 510601 SH OTR 1 0 510601 0 WELLS FARGO CO NEW COM 949746101 53384298 1084716 SH OTR 1 0 1084716 0 AMAZON COM INC COM 023135106 65702607 432382 SH OTR 1 0 432382 0 CHUBB LIMITED COM H1467J104 138902700 614437 SH OTR 1 0 614437 0 PG&E CORP COM 69331C108 3156125 175000 SH OTR 1 0 175000 0 MICROSOFT CORP COM 594918104 60049688 159696 SH OTR 1 0 159696 0 S&P GLOBAL INC COM 78409V104 34162745 77514 SH OTR 1 0 77514 0 LOWES COS INC COM 548661107 25091874 112775 SH OTR 1 0 112775 0 SALESFORCE INC COM 79466L302 13883016 52735 SH OTR 1 0 52735 0 MARRIOTT INTL INC NEW CL A 571903202 10332370 45831 SH OTR 1 0 45831 0 NVIDIA CORPORATION COM 67066G104 126018991 254481 SH OTR 1 0 254481 0 APPLE INC COM 037833100 277255404 1439540 SH OTR 1 0 1439540 0 APPLE INC COM 037833100 277055100 1438500 SH Put OTR 1 0 1438500 0 APPLE INC COM 037833100 164133720 852200 SH Put OTR 1 0 852200 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 54021879 519666 SH OTR 1 0 519666 0 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 6332196 368258 SH OTR 1 0 368258 0 GRUPO FINANCIERO GALICIA S.A SPONSORED ADR 399909100 6230628 360882 SH OTR 1 0 360882 0 VANECK ETF TRUST GOLD MINERS ETF 92189F106 10853885 349956 SH OTR 1 0 349956 0 VANECK ETF TRUST JUNIOR GOLD MINE 92189F791 170617500 4500000 SH Call OTR 1 0 4500000 0 VANECK ETF TRUST JUNIOR GOLD MINE 92189F791 170617500 4500000 SH Call OTR 1 0 4500000 0 ISHARES INC MSCI BRAZIL ETF 464286400 159369433 4560579 SH OTR 1 0 4560579 0 ISHARES INC MSCI MEXICO ETF 464286822 46232936 681349 SH OTR 1 0 681349 0 ISHARES INC MSCI MEXICO ETF 464286822 15878070 234000 SH Put OTR 1 0 234000 0 ISHARES INC MSCI MEXICO ETF 464286822 15878070 234000 SH Call OTR 1 0 234000 0 ISHARES INC MSCI BRAZIL ETF 464286400 104835000 3000000 SH Put OTR 1 0 3000000 0 ISHARES INC MSCI BRAZIL ETF 464286400 38439500 1100000 SH Put OTR 1 0 1100000 0 ISHARES INC MSCI MEXICO ETF 464286822 24427800 360000 SH Put OTR 1 0 360000 0 ISHARES INC MSCI MEXICO ETF 464286822 24427800 360000 SH Call OTR 1 0 360000 0 ISHARES INC MSCI MEXICO ETF 464286822 30534750 450000 SH Put OTR 1 0 450000 0 ISHARES INC MSCI MEXICO ETF 464286822 30534750 450000 SH Call OTR 1 0 450000 0 ISHARES TR RUSSELL 2000 ETF 464287655 708200775 3527599 SH OTR 1 0 3527599 0 ISHARES TR RUSSELL 2000 ETF 464287655 321216000 1600000 SH Put OTR 1 0 1600000 0 ISHARES TR RUSSELL 2000 ETF 464287655 200760000 1000000 SH Call OTR 1 0 1000000 0 ISHARES TR RUSSELL 2000 ETF 464287655 200760000 1000000 SH Put OTR 1 0 1000000 0 ISHARES TR RUSSELL 2000 ETF 464287655 301140000 1500000 SH Put OTR 1 0 1500000 0 ISHARES TR RUSSELL 2000 ETF 464287655 301140000 1500000 SH Call OTR 1 0 1500000 0 ISHARES TR RUSSELL 2000 ETF 464287655 803040000 4000000 SH Put OTR 1 0 4000000 0 ISHARES TR RUSSELL 2000 ETF 464287655 501900000 2500000 SH Call OTR 1 0 2500000 0 ISHARES TR RUSSELL 2000 ETF 464287655 180684000 900000 SH Call OTR 1 0 900000 0 ISHARES TR RUSSELL 2000 ETF 464287655 180684000 900000 SH Call OTR 1 0 900000 0 INVESCO QQQ TR UNIT SER 1 46090E103 751849349 1836287 SH OTR 1 0 1836287 0 INVESCO QQQ TR UNIT SER 1 46090E103 1146432000 2800000 SH Put OTR 1 0 2800000 0 INVESCO QQQ TR UNIT SER 1 46090E103 1146432000 2800000 SH Put OTR 1 0 2800000 0 INVESCO QQQ TR UNIT SER 1 46090E103 327552000 800000 SH Call OTR 1 0 800000 0 INVESCO QQQ TR UNIT SER 1 46090E103 360307200 880000 SH Call OTR 1 0 880000 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 111639149 1331971 SH OTR 1 0 1331971 0 SELECT SECTOR SPDR TR INDL 81369Y704 218774400 1920000 SH Put OTR 1 0 1920000 0 SELECT SECTOR SPDR TR INDL 81369Y704 54693600 480000 SH Put OTR 1 0 480000 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 86418000 1200000 SH Call OTR 1 0 1200000 0 UBS GROUP AG SHS H42097107 59361659 1900000 SH Call OTR 1 0 1900000 0 UBS GROUP AG SHS H42097107 68734553 2200000 SH Put OTR 1 0 2200000 0 UBS GROUP AG SHS H42097107 43740170 1400000 SH Call OTR 1 0 1400000 0 UBS GROUP AG SHS H42097107 37491574 1200000 SH Call OTR 1 0 1200000 0 UBS GROUP AG SHS H42097107 21870085 700000 SH Call OTR 1 0 700000 0 LENNAR CORP CL A 526057104 14902000 100000 SH Put OTR 1 0 100000 0 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 47825000 1000000 SH Call OTR 1 0 1000000 0 SPDR GOLD TR GOLD SHS 78463V107 51715543 270500 SH Call OTR 1 0 270500 0 SPDR GOLD TR GOLD SHS 78463V107 382370000 2000000 SH Call OTR 1 0 2000000 0 SPDR GOLD TR GOLD SHS 78463V107 51588022 269833 SH Call OTR 1 0 269833 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 11084788 17665000 PRN OTR 1 0 17665000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 27653400 51210000 PRN OTR 1 0 51210000 0