0001666335-23-000003.txt : 20230214 0001666335-23-000003.hdr.sgml : 20230214 20230214140954 ACCESSION NUMBER: 0001666335-23-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20221231 FILED AS OF DATE: 20230214 DATE AS OF CHANGE: 20230214 EFFECTIVENESS DATE: 20230214 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: 23626931 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 12-31-2022 12-31-2022 Rokos Capital Management LLP

23 SAVILE ROW LONDON X0 W1S 2ET

13F HOLDINGS REPORT 028-19229 Y For the quarter ending on December 31, 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 December 31, 2022, 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 02-14-2023 1 59 2282725570 false 1 0001827377 002820930 Rokos Capital Management (US) LP INFORMATION TABLE 2 13f_submission_202212.xml APPLE INC COM 037833100 49373400 380000 SH Put OTR 1 0 380000 0 AMERISOURCEBERGEN CORP COM 03073E105 16493000 100000 SH OTR 1 0 100000 0 ANALOG DEVICES INC COM 032654105 3551829 21848 SH OTR 1 0 21848 0 ALIGHT INC COM CL A 01626W101 5206250 625000 SH OTR 1 0 625000 0 AMAZON COM INC COM 023135106 8308400 100000 SH OTR 1 0 100000 0 ANTERO RESOURCES CORP COM 03674X106 8058839 263533 SH OTR 1 0 263533 0 ARROWHEAD PHARMACEUTICALS IN COM 04280A100 16018839 400922 SH OTR 1 0 400922 0 BBLN BABYLON HLDGS LTD CL A SHS G07031209 706986 108600 SH OTR 1 0 108600 0 BUNGE LIMITED COM G16962105 5426408 54721 SH OTR 1 0 54721 0 BAUSCH HEALTH COS INC COM 071734107 6461099 1028019 SH OTR 1 0 1028019 0 COREBRIDGE FINL INC COM 21871X109 3637033 182582 SH OTR 1 0 182582 0 CARIBOU BIOSCIENCES INC COM 142038108 17290191 2748139 SH OTR 1 0 2748139 0 SALESFORCE INC COM 79466L302 22540300 170000 SH Call OTR 1 0 170000 0 SALESFORCE INC COM 79466L302 1845718 14083 SH OTR 1 0 14083 0 CRISPR THERAPEUTICS AG NAMEN AKT H17182108 3485125 87500 SH OTR 1 0 87500 0 CROWDSTRIKE HLDGS INC CL A 22788C105 2786914 26513 SH OTR 1 0 26513 0 DEUTSCHE BANK A G NAMEN AKT D18190898 36290592 3200000 SH Put OTR 1 0 3200000 0 ISHARES TR MSCI EMG MKT ETF 464287234 325561000 8590000 SH Call OTR 1 0 8590000 0 ELANCO ANIMAL HEALTH INC COM 28414H103 48777118 4019540 SH OTR 1 0 4019540 0 EQRX INC COM 26886C107 32334484 13064438 SH OTR 1 0 13064438 0 EQT CORP COM 26884L109 6021740 178000 SH Put OTR 1 0 178000 0 EQT CORP COM 26884L109 66096491 1958995 SH OTR 1 0 1958995 0 ISHARES INC MSCI BRAZIL ETF 464286400 33564000 1200000 SH Call OTR 1 0 1200000 0 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 38730960 1000800 SH Put OTR 1 0 1000800 0 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 4538558 116943 SH OTR 1 0 116943 0 FORTINET INC COM 34959E109 4703261 96755 SH OTR 1 0 96755 0 ISHARES TR CHINA LG-CAP ETF 464287184 124520000 4400000 SH Call OTR 1 0 4400000 0 ALPHABET INC CAP STK CL C 02079K107 16852599 192140 SH OTR 1 0 192140 0 CHART INDS INC COM 16115Q308 2849750 25000 SH OTR 1 0 25000 0 INTEL CORP COM 458140100 13215000 500000 SH Put OTR 1 0 500000 0 INTEL CORP COM 458140100 26430000 1000000 SH Call OTR 1 0 1000000 0 LESLIES INC COM 527064109 3011250 250000 SH OTR 1 0 250000 0 MOBILEYE GLOBAL INC COMMON CLASS A 60741F104 1754250 50000 SH OTR 1 0 50000 0 META PLATFORMS INC CL A 30303M102 20457800 170000 SH Call OTR 1 0 170000 0 MARVELL TECHNOLOGY INC COM 573874104 4576698 125768 SH OTR 1 0 125768 0 MICROSOFT CORP COM 594918104 43167600 180000 SH Put OTR 1 0 180000 0 MICROSOFT CORP COM 594918104 151488489 636533 SH OTR 1 0 636533 0 NEW FORTRESS ENERGY INC COM CL A 644393100 16834000 400000 SH OTR 1 0 400000 0 SERVICENOW INC COM 81762P102 27618033 71131 SH Put OTR 1 0 71131 0 INTELLIA THERAPEUTICS INC COM 45826J105 28391785 826063 SH OTR 1 0 826063 0 NOVAVAX INC COM NEW 670002401 4915000 500000 SH OTR 1 0 500000 0 PACCAR INC COM 693718108 9449128 96400 SH OTR 1 0 96400 0 PG&E CORP COM 69331C108 1624000 100000 SH OTR 1 0 100000 0 PINTEREST INC CL A 72352L106 97120000 4000000 SH Call OTR 1 0 4000000 0 PAYPAL HLDGS INC COM 70450Y103 7628652 108300 SH OTR 1 0 108300 0 INVESCO QQQ TR UNIT SER 1 46090E103 425382300 1597500 SH Put OTR 1 0 1597500 0 INVESCO QQQ TR UNIT SER 1 46090E103 192131904 727607 SH OTR 1 0 727607 0 THE REALREAL INC COM 88339P101 1408078 1108723 SH OTR 1 0 1108723 0 ROYALTY PHARMA PLC SHS CLASS A G7709Q104 19312566 492228 SH OTR 1 0 492228 0 PROMETHEUS BIOSCIENCES INC COM 74349U108 2199800 20000 SH OTR 1 0 20000 0 SANGAMO THERAPEUTICS INC COM 800677106 9154285 3026210 SH OTR 1 0 3026210 0 SNOWFLAKE INC CL A 833445109 4954807 34649 SH OTR 1 0 34649 0 SPLUNK INC COM 848637104 23579983 274537 SH OTR 1 0 274537 0 SOUTHWESTERN ENERGY CO COM 845467109 52768459 9105860 SH OTR 1 0 9105860 0 TELADOC HEALTH INC COM 87918A105 4230736 179840 SH OTR 1 0 179840 0 ATLASSIAN CORPORATION CL A 049468101 3153973 24556 SH OTR 1 0 24556 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 115901457 1331971 SH OTR 1 0 1331971 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 40764618 1192942 SH OTR 1 0 1192942 0 ZOETIS INC CL A 98978V103 18070035 124052 SH OTR 1 0 124052 0