0001666335-22-000011.txt : 20221114
0001666335-22-000011.hdr.sgml : 20221114
20221114090730
ACCESSION NUMBER: 0001666335-22-000011
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20220930
FILED AS OF DATE: 20221114
DATE AS OF CHANGE: 20221114
EFFECTIVENESS DATE: 20221114
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: 221380947
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
09-30-2022
09-30-2022
Rokos Capital Management LLP
23 SAVILE ROW
LONDON
X0
W1S 2ET
13F HOLDINGS REPORT
028-19229
Y
For the quarter ending on September 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 September 30, 2022, are aggregated under the designation of "shared-other" (OTR) in the Form 14F Information Table, in accordance with the Answer to Question 47 in SEC Division of Investment Management: Frequently Asked Question 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.
Nikolas Holttum
Head of Compliance
44 20 3906 4796
Nikolas Holttum
London
X0
11-14-2022
1
75
3355944
false
1
0001827377
Rokos Capital Management (US) LP
INFORMATION TABLE
2
13f_submission_202209.xml
APPLE INC
COM
037833100
36179
254242
SH
OTR
1
0
254242
0
ABBVIE INC
COM
00287Y109
46974
350000
SH
Put
OTR
1
0
350000
0
ANALOG DEVICES INC
COM
032654105
20362
143500
SH
OTR
1
0
143500
0
ADVANCED MICRO DEVICES INC
COM
007903107
11070
168955
SH
OTR
1
0
168955
0
ALTUS POWER INC
COM CL A
02217A102
572
50000
SH
OTR
1
0
50000
0
AMAZON COM INC
COM
023135106
11300
100000
SH
Call
OTR
1
0
100000
0
ANTERO RESOURCES CORP
COM
03674X106
8009
263533
SH
OTR
1
0
263533
0
ARROWHEAD PHARMACEUTICALS IN
COM
04280A100
13976
400922
SH
OTR
1
0
400922
0
BK OF AMERICA CORP
COM
060505104
79357
2561972
SH
OTR
1
0
2561972
0
BABYLON HLDGS LTD
CL A SHS
G07031100
1466
2715000
SH
OTR
1
0
2715000
0
BUNGE LIMITED
COM
G16962105
4530
54721
SH
OTR
1
0
54721
0
BAUSCH HEALTH COS INC
COM
071734107
7335
1028019
SH
OTR
1
0
1028019
0
COREBRIDGE FINL INC
COM
21871X109
20108
1050000
SH
OTR
1
0
1050000
0
CARIBOU BIOSCIENCES INC
COM
142038108
20811
1907509
SH
OTR
1
0
1907509
0
SALESFORCE COM INC
COM
79466L302
29398
199820
SH
OTR
1
0
199820
0
SALESFORCE COM INC
COM
79466L302
50022
340000
SH
Call
OTR
1
0
340000
0
CRISPR THERAPEUTICS AG
NAMEN AKT
H17182108
5868
87500
SH
OTR
1
0
87500
0
CROWDSTRIKE HLDGS INC
CL A
22788C105
6191
36297
SH
OTR
1
0
36297
0
DATADOG INC
CL A COM
23804L103
23154
255736
SH
OTR
1
0
255736
0
DENBURY INC
COM
24790A101
23118
271132
SH
OTR
1
0
271132
0
ELANCO ANIMAL HEALTH
COM
28414H103
7061
545439
SH
OTR
1
0
545439
0
EQRX INC
COM
26886C107
26995
5196394
SH
OTR
1
0
5196394
0
EQT CORP
COM
26884L109
81755
2039806
SH
OTR
1
0
2039806
0
EQT CORP
COM
26884L109
69739
1740000
SH
Put
OTR
1
0
1740000
0
ISHARES INC
MSCI BRAZIL ETF
464286400
35556
1200000
SH
Call
OTR
1
0
1200000
0
EXPEDIA GROUP INC
COM NEW
30212P303
15409
159587
SH
OTR
1
0
159587
0
FORTINET INC
COM
34959E109
27646
549294
SH
OTR
1
0
549294
0
ISHARES TR
CHINA LG-CAP ETF
464287184
77580
3000000
SH
Call
OTR
1
0
3000000
0
GENMAB A/S
SPONSORED ADS
372303206
889
27447
SH
OTR
1
0
27447
0
ALPHABET INC
CAP STK CL C
02079K107
18982
192140
SH
OTR
1
0
192140
0
HAYWARD HLDGS INC
COM
421298100
2243
250000
SH
OTR
1
0
250000
0
ISHARES TR
IBOXX HI YD ETF
464288513
35998
500000
SH
OTR
1
0
500000
0
INTEL CORP
COM
458140100
25770
1000000
SH
Call
OTR
1
0
1000000
0
KLA CORP
COM NEW
482480100
6344
20471
SH
OTR
1
0
20471
0
LILLY ELI & CO
COM
532457108
59820
185000
SH
Put
OTR
1
0
185000
0
MONGODB INC
CL A
60937P106
29076
139088
SH
OTR
1
0
139088
0
META PLATFORMS INC
CL A
30303M102
23066
170000
SH
Call
OTR
1
0
170000
0
MERCK & CO INC
COM
58933Y105
43060
500000
SH
Put
OTR
1
0
500000
0
MARVELL TECHNOLOGY INC
COM
573874104
7342
166489
SH
OTR
1
0
166489
0
MICROSOFT CORP
COM
594918104
158320
662503
SH
OTR
1
0
662503
0
MICROSOFT CORP
COM
594918104
43015
180000
SH
Put
OTR
1
0
180000
0
MICRON TECHNOLOGY INC
COM
595112103
10798
208940
SH
OTR
1
0
208940
0
SERVICENOW INC
COM
81762P102
9061
22995
SH
OTR
1
0
22995
0
INTELLIA THERAPEUTICS INC
COM
45826J105
16723
290528
SH
OTR
1
0
290528
0
NVIDIA CORPORATION
COM
67066G104
40004
317843
SH
OTR
1
0
317843
0
OKTA INC
CL A
679295105
803
13500
SH
OTR
1
0
13500
0
PALO ALTO NETWORKS INC
COM
697435105
18860
112743
SH
OTR
1
0
112743
0
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR
71654V408
7416
608892
SH
OTR
1
0
608892
0
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR
71654V408
17538
1440000
SH
Call
OTR
1
0
1440000
0
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR
71654V408
17538
1440000
SH
Put
OTR
1
0
1440000
0
PROFRAC HLDG CORP
CLASS A COM
74319N100
341
22500
SH
OTR
1
0
22500
0
PINTEREST INC
CL A
72352L106
93200
4000000
SH
Call
OTR
1
0
4000000
0
PAYPAL HLDGS INC
COM
70450Y103
9657
108300
SH
OTR
1
0
108300
0
INVESCO QQQ TR
UNIT SER 1
46090E103
2739
10000
SH
OTR
1
0
10000
0
INVESCO QQQ TR
UNIT SER 1
46090E103
437555
1597500
SH
Put
OTR
1
0
1597500
0
THE REALREAL INC
COM
88339P101
1702
1108723
SH
OTR
1
0
1108723
0
ROYALTY PHARMA PLC
SHS CLASS A
G7709Q104
19901
492228
SH
OTR
1
0
492228
0
SANGAMO THERAPEUTICS INC
COM
800677106
15403
3026210
SH
OTR
1
0
3026210
0
SNOWFLAKE INC
CL A
833445109
11036
62189
SH
OTR
1
0
62189
0
SPLUNK INC
COM
848637104
26329
333785
SH
OTR
1
0
333785
0
SOUTHWESTERN ENERGY CO
COM
845467109
121318
19551588
SH
OTR
1
0
19551588
0
TELADOC HEALTH INC
COM
87918A105
3752
140000
SH
OTR
1
0
140000
0
BIO-TECHNE CORP
COM
09073M104
5529
18900
SH
OTR
1
0
18900
0
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED ADS
874039100
68560
1000000
SH
Put
OTR
1
0
1000000
0
VISA INC
COM CL A
92826C839
10039
55242
SH
OTR
1
0
55242
0
WESTERN DIGITAL CORP.
COM
958102105
375
11136
SH
OTR
1
0
11136
0
WYNN RESORTS LTD
COM
983134107
31515
500000
SH
Put
OTR
1
0
500000
0
SELECT SECTOR SPDR TR
ENERGY
81369Y506
133417
1837194
SH
OTR
1
0
1837194
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
85997
2788478
SH
OTR
1
0
2788478
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
650727
21100000
SH
Call
OTR
1
0
21100000
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
123360
4000000
SH
Call
OTR
1
0
4000000
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
123360
4000000
SH
Put
OTR
1
0
4000000
0
ZIM INTEGRATED SHIPPING SERV
SHS
M9T951109
4169
175000
SH
OTR
1
0
175000
0
ZSCALER INC
COM
98980G102
3020
17658
SH
OTR
1
0
17658
0
ZOETIS INC
COM
98978V103
18786
124052
SH
OTR
1
0
124052
0