0001666335-23-000004.txt : 20230515 0001666335-23-000004.hdr.sgml : 20230515 20230515100330 ACCESSION NUMBER: 0001666335-23-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230331 FILED AS OF DATE: 20230515 DATE AS OF CHANGE: 20230515 EFFECTIVENESS DATE: 20230515 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: 23919273 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 03-31-2023 03-31-2023 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 March 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 March 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 05-15-2023 1 59 1352333774 false 1 028-20930 002820930 Rokos Capital Management (US) LP INFORMATION TABLE 2 13f_submission_202303.xml ADVANCED MICRO DEVICES INC COM 007903107 15240539 157495 SH OTR 1 0 157495 0 ALIGHT INC COM CL A 01626W101 3686000 400000 SH OTR 1 0 400000 0 ALPHABET INC CAP STK CL C 02079K107 173451207 1684892 SH OTR 1 0 1684892 0 AMAZON COM INC COM 023135106 5145500 50000 SH OTR 1 0 50000 0 AMERICAN AIRLS GROUP INC COM 02376R102 14605000 1000000 SH Call OTR 1 0 1000000 0 ANALOG DEVICES INC COM 032654105 4262982 21848 SH OTR 1 0 21848 0 ANTERO RESOURCES CORP COM 03674X106 6059941 263533 SH OTR 1 0 263533 0 ARROWHEAD PHARMACEUTICALS IN COM 04280A100 41537702 1675921 SH OTR 1 0 1675921 0 ATLAS ENERGY SOLUTIONS INC COM CLASS A 04930R107 3427000 200000 SH OTR 1 0 200000 0 ATLASSIAN CORPORATION CL A 049468101 14393783 84804 SH OTR 1 0 84804 0 BABYLON HLDGS LTD CL A SHS G07031209 525624 108600 SH OTR 1 0 108600 0 CANADA GOOSE HLDGS INC SHS SUB VTG 135086106 9195216 495699 SH OTR 1 0 495699 0 CARIBOU BIOSCIENCES INC COM 142038108 14086136 2748139 SH OTR 1 0 2748139 0 CARNIVAL CORP COMMON STOCK 143658300 40980000 4000000 SH Put OTR 1 0 4000000 0 CLEARWATER ANALYTICS HLDGS I CL A 185123106 2517055 158405 SH OTR 1 0 158405 0 CRISPR THERAPEUTICS AG NAMEN AKT H17182108 3948700 87500 SH OTR 1 0 87500 0 CROWDSTRIKE HLDGS INC CL A 22788C105 3621146 26513 SH OTR 1 0 26513 0 ELANCO ANIMAL HEALTH INC COM 28414H103 56750592 6165192 SH OTR 1 0 6165192 0 ENLIGHT RENEWABLE ENERGY LTD SHS M4056D110 838000 50000 SH OTR 1 0 50000 0 EQRX INC COM 26886C107 28997450 15342566 SH OTR 1 0 15342566 0 EQT CORP COM 26884L109 62325426 1958995 SH OTR 1 0 1958995 0 FORTINET INC COM 34959E109 6365028 96755 SH OTR 1 0 96755 0 HESAI GROUP SPONSORED ADS 428050108 2852500 175000 SH OTR 1 0 175000 0 INTELLIA THERAPEUTICS INC COM 45826J105 51605400 1389296 SH OTR 1 0 1389296 0 INVESCO QQQ TR UNIT SER 1 46090E103 73874238 232382 SH OTR 1 0 232382 0 ISHARES TR MSCI EMG MKT ETF 464287234 9867500 250000 SH Call OTR 1 0 250000 0 KB HOME COM 48666K109 12876288 323200 SH Put OTR 1 0 323200 0 KB HOME COM 48666K109 26963712 676800 SH Put OTR 1 0 676800 0 LULULEMON ATHLETICA INC COM 550021109 11622850 32327 SH OTR 1 0 32327 0 MARVELL TECHNOLOGY INC COM 573874104 28917285 672495 SH OTR 1 0 672495 0 MICRON TECHNOLOGY INC COM 595112103 5562470 91009 SH OTR 1 0 91009 0 MICROSOFT CORP COM 594918104 158716937 559079 SH OTR 1 0 559079 0 MONGODB INC CL A 60937P106 4979071 21862 SH OTR 1 0 21862 0 NEXTRACKER INC CLASS A COM 65342K105 10110800 280000 SH OTR 1 0 280000 0 PAYPAL HLDGS INC COM 70450Y103 17195934 229218 SH OTR 1 0 229218 0 PINTEREST INC CL A 72352L106 4882722 181818 SH OTR 1 0 181818 0 PORTILLOS INC COM CL A 73642K106 7490000 350000 SH OTR 1 0 350000 0 QUANTASING GROUP LTD ADS 74767N107 166352 15000 SH OTR 1 0 15000 0 ROIVANT SCIENCES LTD SHS G76279101 2239500 300000 SH OTR 1 0 300000 0 ROYALTY PHARMA PLC SHS CLASS A G7709Q104 40077698 1106813 SH OTR 1 0 1106813 0 SALESFORCE INC COM 79466L302 2798996 14083 SH OTR 1 0 14083 0 SANGAMO THERAPEUTICS INC COM 800677106 11394852 6474348 SH OTR 1 0 6474348 0 SANOFI SPONSORED ADR 80105N105 14794260 271753 SH OTR 1 0 271753 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 895104 11200 SH OTR 1 0 11200 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 2941618 19900 SH OTR 1 0 19900 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 108081690 1311671 SH OTR 1 0 1311671 0 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 2300298 15400 SH OTR 1 0 15400 0 SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 1178340 20500 SH OTR 1 0 20500 0 SHOALS TECHNOLOGIES GROUP IN CL A 82489W107 6934500 300000 SH OTR 1 0 300000 0 SKYWARD SPECIALTY INS GROUP COM 830940102 873600 40000 SH OTR 1 0 40000 0 SNOWFLAKE INC CL A 833445109 21567584 144400 SH OTR 1 0 144400 0 SOUTHWESTERN ENERGY CO COM 845467109 45665888 9105860 SH OTR 1 0 9105860 0 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 12099746 268943 SH OTR 1 0 268943 0 SPDR SER TR S&P REGL BKG 78464A698 87690000 2000000 SH Call OTR 1 0 2000000 0 SPLUNK INC COM 848637104 36231537 382512 SH OTR 1 0 382512 0 STAGWELL INC COM CL A 85256A109 1452546 199800 SH OTR 1 0 199800 0 TERADYNE INC COM 880770102 1162784 107745 SH OTR 1 0 107745 0 US FOODS HLDG CORP COM 912008109 7356000 200000 SH OTR 1 0 200000 0 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 4953147 425894 SH OTR 1 0 425894 0