0001666335-22-000008.txt : 20220815 0001666335-22-000008.hdr.sgml : 20220815 20220815073056 ACCESSION NUMBER: 0001666335-22-000008 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220630 FILED AS OF DATE: 20220815 DATE AS OF CHANGE: 20220815 EFFECTIVENESS DATE: 20220815 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Rokos Capital Management LLP CENTRAL INDEX KEY: 0001666335 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-19229 FILM NUMBER: 221162333 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 13F-HR LIVE false true false 0001666335 XXXXXXXX 06-30-2022 06-30-2022 Rokos Capital Management LLP

23 SAVILE ROW LONDON X0 W1S 2ET

13F HOLDINGS REPORT 028-19229 Y For the quarter ending on June 30, 2022, 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 June 30, 2022, are aggregated under the designation "shared-other" (OTR) in the Form 13F Information Table, in accordance with the Answer to Question 47 in SEC Division of Investment Management: Frequently Asked Questions About Form 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 over which RCM US had no discretion. Neil Cheng 442036689000 Neil Cheng London X0 08-11-2022 1 72 3413472 false 1 0001827377 Rokos Capital Management (US) LP INFORMATION TABLE 2 13f_submission_202206.xml APPLE INC COM 037833100 69381 512103 SH OTR 1 0 512103 0 ALBERTSONS COS INC COMMON STOCK 013091103 9329 350000 SH OTR 1 0 350000 0 ANALOG DEVICES INC COM 032654105 20849 143500 SH OTR 1 0 143500 0 ADVANCED MICRO DEVICES INC COM 007903107 41068 537959 SH OTR 1 0 537959 0 AMAZON COM INC COM 023135106 8082 77200 SH OTR 1 0 77200 0 AMAZON COM INC COM 023135106 20938 200000 SH Call OTR 1 0 200000 0 ANTERO RESOURCES CORP COM 03674X106 8571 263533 SH OTR 1 0 263533 0 ASML HOLDING N V N Y REGISTRY SHS N07059210 34453 72783 SH OTR 1 0 72783 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 22698 201168 SH OTR 1 0 201168 0 BK OF AMERICA CORP COM 060505104 130303 4195883 SH OTR 1 0 4195883 0 BUNGE LIMITED COM G16962105 14986 164150 SH OTR 1 0 164150 0 BAUSCH PLUS LOMB CORP COMMON SHARES 071705107 2634 175000 SH OTR 1 0 175000 0 BRISTOL MYERS SQUIBB CO COM 110122108 13720 178400 SH OTR 1 0 178400 0 CALLON PETE CO DEL COM 13123X508 4021 100630 SH OTR 1 0 100630 0 CARIBOU BIOSCIENCES INC COM 142038108 10602 1907509 SH OTR 1 0 1907509 0 SALESFORCE COM INC COM 79466L302 30797 187814 SH OTR 1 0 187814 0 SALESFORCE COM INC COM 79466L302 295157 1800000 SH Call OTR 1 0 1800000 0 CRISPR THERAPEUTICS AG NAMEN AKT H17182108 5499 87500 SH OTR 1 0 87500 0 CROWDSTRIKE HLDGS INC CL A 22788C105 15003 89747 SH OTR 1 0 89747 0 DATADOG INC CL A COM 23804L103 22648 238170 SH OTR 1 0 238170 0 DATADOG INC CL A COM 23804L103 95092 1000000 SH Call OTR 1 0 1000000 0 DENBURY INC COM 24790A101 35619 592565 SH OTR 1 0 592565 0 EXCELERATE ENERGY INC CL A COM 30069T101 981 50000 SH OTR 1 0 50000 0 ELANCO ANIMAL HEALTH COM 28414H103 10621 545439 SH OTR 1 0 545439 0 EQRX INC COM 26886C107 24137 5196394 SH OTR 1 0 5196394 0 EQT CORP COM 26884L109 130964 3573366 SH OTR 1 0 3573366 0 EQT CORP COM 26884L109 19792 540000 SH Call OTR 1 0 540000 0 ISHARES INC MSCI BRAZIL ETF 464286400 82170 3000000 SH Call OTR 1 0 3000000 0 ISHARES INC MSCI BRAZIL ETF 464286400 82170 3000000 SH Put OTR 1 0 3000000 0 EXPEDIA GROUP INC COM NEW 30212P303 14613 159587 SH OTR 1 0 159587 0 ISHARES TR CHINA LG-CAP ETF 464287184 67820 2000000 SH Call OTR 1 0 2000000 0 ISHARES TR CHINA LG-CAP ETF 464287184 108512 3200000 SH Call OTR 1 0 3200000 0 VANECK ETF TRUST GOLD MINERS ETF 92189F106 27380 1000000 SH Call OTR 1 0 1000000 0 GAMING & LEISURE PPTYS INC COM 36467J108 1368 30000 SH OTR 1 0 30000 0 GENMAB A/S SPONSORED ADS 372303206 886 27447 SH OTR 1 0 27447 0 ALPHABET INC CAP STK CL C 02079K107 39582 18127 SH OTR 1 0 18127 0 INTEL CORP COM 458140100 37410 1000000 SH Call OTR 1 0 1000000 0 KLA CORP COM NEW 482480100 15051 47259 SH OTR 1 0 47259 0 LIBERTY OILFIELD SVCS INC COM CL A 53115L104 2562 200000 SH OTR 1 0 200000 0 MERCADOLIBRE INC COM 58733R102 9461 15000 SH OTR 1 0 15000 0 MAGNOLIA OIL & GAS CORP CL A 559663109 8688 400000 SH OTR 1 0 400000 0 MARVELL TECHNOLOGY INC COM 573874104 14242 329896 SH OTR 1 0 329896 0 MICROSOFT CORP COM 594918104 68183 265534 SH OTR 1 0 265534 0 MICROSOFT CORP COM 594918104 46220 180000 SH Put OTR 1 0 180000 0 INTELLIA THERAPEUTICS INC COM 45826J105 16839 332384 SH OTR 1 0 332384 0 NVIDIA CORPORATION COM 67066G104 21669 143674 SH OTR 1 0 143674 0 OKTA INC CL A 679295105 3306 36712 SH OTR 1 0 36712 0 PALO ALTO NETWORKS INC COM 697435105 18421 37581 SH OTR 1 0 37581 0 PROFRAC HLDG CORP CLASS A COM 74319N100 4115 225000 SH OTR 1 0 225000 0 PINTEREST INC CL A 72352L106 72640 4000000 SH Call OTR 1 0 4000000 0 PAYPAL HLDGS INC COM 70450Y103 7486 108300 SH OTR 1 0 108300 0 INVESCO QQQ TR UNIT SER 1 46090E103 24660 88371 SH OTR 1 0 88371 0 INVESCO QQQ TR UNIT SER 1 46090E103 445784 1597500 SH Call OTR 1 0 1597500 0 INVESCO QQQ TR UNIT SER 1 46090E103 445784 1597500 SH Put OTR 1 0 1597500 0 THE REALREAL INC COM 88339P101 2894 1108723 SH OTR 1 0 1108723 0 ROYALTY PHARMA PLC SHS CLASS A G7709Q104 20604 492228 SH OTR 1 0 492228 0 SANGAMO THERAPEUTICS INC COM 800677106 12468 3026210 SH OTR 1 0 3026210 0 SNOWFLAKE INC CL A 833445109 16333 116492 SH OTR 1 0 116492 0 SNOWFLAKE INC CL A 833445109 168248 1200000 SH Call OTR 1 0 1200000 0 SPLUNK INC COM 848637104 14979 169191 SH OTR 1 0 169191 0 SOUTHWESTERN ENERGY CO COM 845467109 47739 7316324 SH OTR 1 0 7316324 0 TELADOC HEALTH INC COM 87918A105 4655 140000 SH OTR 1 0 140000 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 81750 1000000 SH Put OTR 1 0 1000000 0 VISA INC COM CL A 92826C839 20005 102155 SH OTR 1 0 102155 0 SPDR SER TR S&P HOMEBUILD 78464A888 27355 500000 SH Call OTR 1 0 500000 0 SPDR SER TR S&P HOMEBUILD 78464A888 27355 500000 SH Call OTR 1 0 500000 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 102476 1423470 SH OTR 1 0 1423470 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 43529 1392266 SH OTR 1 0 1392266 0 ZIM INTEGRATED SHIPPING SERV SHS M9T951109 8057 175000 SH OTR 1 0 175000 0 ZSCALER INC COM 98980G102 8232 55136 SH OTR 1 0 55136 0 ZOETIS INC COM 98978V103 21228 124052 SH OTR 1 0 124052 0 LUFAX HOLDING LTD ADS REP SHS CL A 54975P102 598 100000 SH OTR 1 0 100000 0