Chief Compliance Officer

0001666335-23-000007.txt : 20230815 0001666335-23-000007.hdr.sgml : 20230815 20230815093227 ACCESSION NUMBER: 0001666335-23-000007 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230630 FILED AS OF DATE: 20230815 DATE AS OF CHANGE: 20230815 EFFECTIVENESS DATE: 20230815 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Rokos Capital Management LLP CENTRAL INDEX KEY: 0001666335 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-19229 FILM NUMBER: 231173462 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/A 1 primary_doc.xml X0202 13F-HR/A LIVE false true false 0001666335 XXXXXXXX 06-30-2023 06-30-2023 true 1 RESTATEMENT Rokos Capital Management LLP

23 SAVILE ROW LONDON X0 W1S 2ET

13F HOLDINGS REPORT 028-19229 000281215 801-126230 Y On Monday 14th August we became aware that we had misstated the Value (column 4) of one position (an option position in BABA). This was due to a manual error when inputting data. We are submitting this restatement to correct this error and update for the correct Value. For the quarter ending on June 30, 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 June 30, 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 Chief Compliance Officer 00442039064796 Richard Nikolas Holttum London X0 08-15-2023 1 103 10327523178 false 1 028-20930 002820930 Rokos Capital Management (US) LP INFORMATION TABLE 2 13f_submission_202306.xml KODIAK GAS SVCS INC COM 50012A108 2802625 175000 SH OTR 1 0 175000 0 FIDELIS INSURANCE HOLDINGS L COM G3398L118 2748000 200000 SH OTR 1 0 200000 0 SAVERS VALUE VLG INC COM 80517M109 1725000 75000 SH OTR 1 0 75000 0 ATMUS FILTRATION TECHNOLOGIE COM 04956D107 557750 25000 SH OTR 1 0 25000 0 ACELYRIN INC COM 00445A100 1246600 57500 SH OTR 1 0 57500 0 KENVUE INC COM 49177J102 15804000 600000 SH OTR 1 0 600000 0 NEXTRACKER INC CLASS A COM 65290E101 1943750 50000 SH OTR 1 0 50000 0 ATLASSIAN CORPORATION CL A 049468101 5202730 31242 SH OTR 1 0 31242 0 MOBILEYE GLOBAL INC COMMON CLASS A 60741F104 7646000 200000 SH OTR 1 0 200000 0 VIVID SEATS INC COM CL A 92854T100 3162000 400000 SH OTR 1 0 400000 0 HUMACYTE INC COM 44486Q103 264764 89903 SH OTR 1 0 89903 0 MKS INSTRS INC COM 55306N104 6425100 60000 SH OTR 1 0 60000 0 CIENA CORP COM NEW 171779309 53846217 1265481 SH OTR 1 0 1265481 0 EQRX INC COM 26886C107 27616619 15342566 SH OTR 1 0 15342566 0 HASHICORP INC COM CL A 418100103 14554027 549831 SH OTR 1 0 549831 0 LUCID GROUP INC COM 549498103 10455000 1500000 SH OTR 1 0 1500000 0 BAUSCH HEALTH COS INC COM 071734107 14078115 1756471 SH OTR 1 0 1756471 0 ON HLDG AG NAMEN AKT A H5919C104 9106833 279608 SH OTR 1 0 279608 0 BURLINGTON STORES INC COM 122017106 9999823 64227 SH OTR 1 0 64227 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 22709179 183109 SH OTR 1 0 183109 0 ZSCALER INC COM 98980G102 5518119 37012 SH OTR 1 0 37012 0 CARIBOU BIOSCIENCES INC COM 142038108 11202789 2748139 SH OTR 1 0 2748139 0 MONGODB INC CL A 60937P106 7899282 19085 SH OTR 1 0 19085 0 MP MATERIALS CORP COM CL A 553368101 4632412 202909 SH OTR 1 0 202909 0 DATADOG INC CL A COM 23804L103 5937719 59526 SH OTR 1 0 59526 0 ROYALTY PHARMA PLC SHS CLASS A G7709Q104 40965902 1331813 SH OTR 1 0 1331813 0 MARVELL TECHNOLOGY INC COM 573874104 31357620 526886 SH OTR 1 0 526886 0 SUN CTRY AIRLS HLDGS INC COM 866683105 3331500 150000 SH OTR 1 0 150000 0 CRISPR THERAPEUTICS AG NAMEN AKT H17182108 4898198 87500 SH OTR 1 0 87500 0 PINTEREST INC CL A 72352L106 5038177 181818 SH OTR 1 0 181818 0 OKTA INC CL A 679295105 14145180 200769 SH OTR 1 0 200769 0 MONOLITHIC PWR SYS INC COM 609839105 46681665 86092 SH OTR 1 0 86092 0 TERADYNE INC COM 880770102 39295942 352272 SH OTR 1 0 352272 0 SNOWFLAKE INC CL A 833445109 28400823 157354 SH OTR 1 0 157354 0 VERASTEM INC COM NEW 92337C203 225000 30000 SH OTR 1 0 30000 0 VAXART INC COM NEW 92243A200 365250 500000 SH OTR 1 0 500000 0 ELANCO ANIMAL HEALTH INC COM 28414H103 61775224 6165192 SH OTR 1 0 6165192 0 SPLUNK INC COM 848637104 78151019 729463 SH OTR 1 0 729463 0 EQT CORP COM 26884L109 68750518 1677251 SH OTR 1 0 1677251 0 EQT CORP COM 26884L109 68658250 1675000 SH Put OTR 1 0 1675000 0 SOUTHWESTERN ENERGY CO COM 845467109 54771748 9105860 SH OTR 1 0 9105860 0 SANGAMO THERAPEUTICS INC COM 800677106 8060563 6474348 SH OTR 1 0 6474348 0 RH COM 74967X103 4997248 15370 SH OTR 1 0 15370 0 LUMENTUM HLDGS INC COM 55024U109 13075318 226197 SH OTR 1 0 226197 0 INTELLIA THERAPEUTICS INC COM 45826J105 56474882 1389296 SH OTR 1 0 1389296 0 CABALETTA BIO INC COM 12674W109 2253965 173850 SH OTR 1 0 173850 0 ARROWHEAD PHARMACEUTICALS IN COM 04280A100 58875105 1675921 SH OTR 1 0 1675921 0 AMBARELLA INC SHS G037AX101 24426252 293885 SH OTR 1 0 293885 0 WESTERN DIGITAL CORP. COM 958102105 9836933 260892 SH OTR 1 0 260892 0 SERVICENOW INC COM 81762P102 40604894 72148 SH OTR 1 0 72148 0 FORTINET INC COM 34959E109 7352412 96755 SH OTR 1 0 96755 0 DOLLAR TREE INC COM 256746108 29757802 206982 SH OTR 1 0 206982 0 ALPHABET INC CAP STK CL C 02079K107 145424259 1197006 SH OTR 1 0 1197006 0 PAYPAL HLDGS INC COM 70450Y103 15130680 229218 SH OTR 1 0 229218 0 CONSTELLATION BRANDS INC CL A 21036P108 26479690 107902 SH OTR 1 0 107902 0 MICRON TECHNOLOGY INC COM 595112103 67805566 1069453 SH OTR 1 0 1069453 0 INTEL CORP COM 458140100 12166506 365965 SH OTR 1 0 365965 0 AMAZON COM INC COM 023135106 165778713 1270043 SH OTR 1 0 1270043 0 NORFOLK SOUTHN CORP COM 655844108 66732401 295721 SH OTR 1 0 295721 0 MICROSOFT CORP COM 594918104 194371200 569319 SH OTR 1 0 569319 0 SALESFORCE INC COM 79466L302 38602516 181258 SH OTR 1 0 181258 0 ADVANCED MICRO DEVICES INC COM 007903107 65333874 572873 SH OTR 1 0 572873 0 ANALOG DEVICES INC COM 032654105 4244520 21848 SH OTR 1 0 21848 0 SANOFI SPONSORED ADR 80105N105 14606724 271753 SH OTR 1 0 271753 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 103045670 1019245 SH OTR 1 0 1019245 0 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 10264223 1355013 SH OTR 1 0 1355013 0 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 6354338 425894 SH OTR 1 0 425894 0 INVESCO EXCHANGE TRADED FD T S&P500 EQL WGT 46137V357 25443267 170497 SH OTR 1 0 170497 0 SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 1041760 16000 SH OTR 1 0 16000 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 3593394 55300 SH OTR 1 0 55300 0 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 5214300 30000 SH OTR 1 0 30000 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 3229890 30200 SH OTR 1 0 30200 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 1806737 53700 SH OTR 1 0 53700 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 109284725 1345871 SH OTR 1 0 1345871 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 5671320 33400 SH OTR 1 0 33400 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 7814644 94700 SH OTR 1 0 94700 0 SPDR SER TR S&P REGL BKG 78464A698 65850982 1607690 SH OTR 1 0 1607690 0 SPDR SER TR S&P REGL BKG 78464A698 49152000 1200000 SH Call OTR 1 0 1200000 0 SPDR SER TR S&P REGL BKG 78464A698 49152000 1200000 SH Put OTR 1 0 1200000 0 SPDR SER TR S&P REGL BKG 78464A698 49152000 1200000 SH Call OTR 1 0 1200000 0 SPDR SER TR S&P REGL BKG 78464A698 49152000 1200000 SH Put OTR 1 0 1200000 0 INVESCO QQQ TR UNIT SER 1 46090E103 2834535480 7672000 SH OTR 1 0 7672000 0 INVESCO QQQ TR UNIT SER 1 46090E103 701983500 1900000 SH Put OTR 1 0 1900000 0 INVESCO QQQ TR UNIT SER 1 46090E103 701983500 1900000 SH Call OTR 1 0 1900000 0 INVESCO QQQ TR UNIT SER 1 46090E103 517251000 1400000 SH Put OTR 1 0 1400000 0 INVESCO QQQ TR UNIT SER 1 46090E103 517251000 1400000 SH Put OTR 1 0 1400000 0 INVESCO QQQ TR UNIT SER 1 46090E103 517251000 1400000 SH Put OTR 1 0 1400000 0 INVESCO QQQ TR UNIT SER 1 46090E103 517251000 1400000 SH Put OTR 1 0 1400000 0 INVESCO QQQ TR UNIT SER 1 46090E103 105988425 286870 SH Put OTR 1 0 286870 0 KB HOME COM 48666K109 97945000 1900000 SH Put OTR 1 0 1900000 0 UBS GROUP AG SHS H42097107 44426147 2200000 SH Put OTR 1 0 2200000 0 UBS GROUP AG SHS H42097107 105007257 5200000 SH Call OTR 1 0 5200000 0 AMERICAN AIRLS GROUP INC COM 02376R102 17725000 1000000 SH Call OTR 1 0 1000000 0 CARNIVAL CORP COMMON STOCK 143658300 73340000 4000000 SH Put OTR 1 0 4000000 0 ISHARES INC MSCI BRAZIL ETF 464286400 48615000 1500000 SH Call OTR 1 0 1500000 0 ISHARES INC MSCI BRAZIL ETF 464286400 38892000 1200000 SH Call OTR 1 0 1200000 0 ISHARES TR RUSSELL 2000 ETF 464287655 187410000 1000000 SH Call OTR 1 0 1000000 0 ISHARES TR RUSSELL 2000 ETF 464287655 187410000 1000000 SH Call OTR 1 0 1000000 0 ISHARES TR RUSSELL 2000 ETF 464287655 187410000 1000000 SH Call OTR 1 0 1000000 0 SPDR GOLD TR GOLD SHS 78463V107 48111130 270500 SH Call OTR 1 0 270500 0 SPDR GOLD TR GOLD SHS 78463V107 355720000 2000000 SH Call OTR 1 0 2000000 0 SPDR GOLD TR GOLD SHS 78463V107 47992497 269833 SH Call OTR 1 0 269833 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W902 62512500 750000 SH Call OTR 1 0 750000 0