Chief Compliance Officer

0001666335-24-000009.txt : 20240517 0001666335-24-000009.hdr.sgml : 20240517 20240517092347 ACCESSION NUMBER: 0001666335-24-000009 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240331 FILED AS OF DATE: 20240517 DATE AS OF CHANGE: 20240517 EFFECTIVENESS DATE: 20240517 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Rokos Capital Management LLP CENTRAL INDEX KEY: 0001666335 ORGANIZATION NAME: IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-19229 FILM NUMBER: 24957929 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 false false 0001666335 XXXXXXXX 03-31-2024 03-31-2024 true 1 RESTATEMENT 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, 2024, 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, 2024, 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 05-17-2024 1 114 18987033237 false 1 0001827377 028-20930 000306046 Rokos Capital Management (US) LP INFORMATION TABLE 2 13f_submission_202403.xml PDD HOLDINGS INC SPONSORED ADS 722304102 49406250 425000 SH Put OTR 1 0 425000 0 PDD HOLDINGS INC SPONSORED ADS 722304102 116250000 1000000 SH Put OTR 1 0 1000000 0 UBS GROUP AG SHS H42097107 21752779 700000 SH Call OTR 1 0 700000 0 UBS GROUP AG SHS H42097107 37290478 1200000 SH Call OTR 1 0 1200000 0 UBS GROUP AG SHS H42097107 43505558 1400000 SH Call OTR 1 0 1400000 0 UBS GROUP AG SHS H42097107 68365876 2200000 SH Put OTR 1 0 2200000 0 VIKING THERAPEUTICS INC COM 92686J106 16402000 200000 SH Call OTR 1 0 200000 0 VIKING THERAPEUTICS INC COM 92686J106 49033779 597900 SH Call OTR 1 0 597900 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 37756000 400000 SH Put OTR 1 0 400000 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 37756000 400000 SH Call OTR 1 0 400000 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 56634000 600000 SH Put OTR 1 0 600000 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 56634000 600000 SH Call OTR 1 0 600000 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 56634000 600000 SH Call OTR 1 0 600000 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 117908000 2800000 SH Put OTR 1 0 2800000 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 124592063 1319971 SH OTR 1 0 1319971 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 49521360 1176000 SH OTR 1 0 1176000 0 INVESCO QQQ TR UNIT SER 1 46090E103 2024776800 4560000 SH Call OTR 1 0 4560000 0 INVESCO QQQ TR UNIT SER 1 46090E103 111007500 250000 SH Call OTR 1 0 250000 0 INVESCO QQQ TR UNIT SER 1 46090E103 333022500 750000 SH Call OTR 1 0 750000 0 INVESCO QQQ TR UNIT SER 1 46090E103 1687314000 3800000 SH Call OTR 1 0 3800000 0 INVESCO QQQ TR UNIT SER 1 46090E103 475112100 1070000 SH Put OTR 1 0 1070000 0 INVESCO QQQ TR UNIT SER 1 46090E103 444030000 1000000 SH Call OTR 1 0 1000000 0 INVESCO QQQ TR UNIT SER 1 46090E103 124328400 280000 SH Call OTR 1 0 280000 0 INVESCO QQQ TR UNIT SER 1 46090E103 621642000 1400000 SH Put OTR 1 0 1400000 0 INVESCO QQQ TR UNIT SER 1 46090E103 621642000 1400000 SH Put OTR 1 0 1400000 0 INVESCO QQQ TR UNIT SER 1 46090E103 1021269000 2300000 SH Put OTR 1 0 2300000 0 INVESCO QQQ TR UNIT SER 1 46090E103 444030000 1000000 SH Put OTR 1 0 1000000 0 INVESCO QQQ TR UNIT SER 1 46090E103 1243284000 2800000 SH Put OTR 1 0 2800000 0 INVESCO QQQ TR UNIT SER 1 46090E103 621642000 1400000 SH Put OTR 1 0 1400000 0 INVESCO QQQ TR UNIT SER 1 46090E103 1003507800 2260000 SH Put OTR 1 0 2260000 0 INVESCO QQQ TR UNIT SER 1 46090E103 1243284000 2800000 SH Put OTR 1 0 2800000 0 INVESCO QQQ TR UNIT SER 1 46090E103 260912028 587600 SH OTR 1 0 587600 0 ISHARES TR 20 YR TR BD ETF 464287432 23652500 250000 SH Put OTR 1 0 250000 0 ISHARES TR 20 YR TR BD ETF 464287432 23652500 250000 SH Call OTR 1 0 250000 0 ISHARES TR RUSSELL 2000 ETF 464287655 420680000 2000000 SH Call OTR 1 0 2000000 0 ISHARES TR RUSSELL 2000 ETF 464287655 336544000 1600000 SH Put OTR 1 0 1600000 0 ISHARES TR US HOME CONS ETF 464288752 144825000 1250000 SH Put OTR 1 0 1250000 0 ISHARES TR RUSSELL 2000 ETF 464287655 265449080 1262000 SH Call OTR 1 0 1262000 0 ISHARES TR RUSSELL 2000 ETF 464287655 21034000 100000 SH Call OTR 1 0 100000 0 ISHARES TR RUSSELL 2000 ETF 464287655 21034000 100000 SH Put OTR 1 0 100000 0 ISHARES TR RUSSELL 2000 ETF 464287655 525850000 2500000 SH Call OTR 1 0 2500000 0 ISHARES TR RUSSELL 2000 ETF 464287655 420680000 2000000 SH Put OTR 1 0 2000000 0 ISHARES TR RUSSELL 2000 ETF 464287655 325518819 1547584 SH OTR 1 0 1547584 0 ISHARES INC MSCI MEXICO ETF 464286822 9113210 131390 SH OTR 1 0 131390 0 ISHARES INC MSCI BRAZIL ETF 464286400 19891720 612996 SH OTR 1 0 612996 0 INVESCO EXCH TRADED FD TR II SR LN ETF 46138G508 21145000 1000000 SH OTR 1 0 1000000 0 VANECK ETF TRUST GOLD MINERS ETF 92189F106 17391000 550000 SH Call OTR 1 0 550000 0 VANECK ETF TRUST JUNIOR GOLD MINE 92189F791 55079753 1422147 SH OTR 1 0 1422147 0 SPROTT FDS TR URANIUM MINERS E 85208P303 18121152 367569 SH OTR 1 0 367569 0 GRUPO FINANCIERO GALICIA S.A SPONSORED ADR 399909100 14559356 572752 SH OTR 1 0 572752 0 BANCO BBVA ARGENTINA S A SPONSORED ADS 058934100 500825 58990 SH OTR 1 0 58990 0 BANCO MACRO SA SPON ADR B 05961W105 296162 6147 SH OTR 1 0 6147 0 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 6284789 317574 SH OTR 1 0 317574 0 APPLE INC COM 037833100 164890229 961403 SH OTR 1 0 961403 0 META PLATFORMS INC CL A 30303M102 183410500 377551 SH OTR 1 0 377551 0 NVIDIA CORPORATION COM 67066G104 134532046 149028 SH OTR 1 0 149028 0 ADVANCED MICRO DEVICES INC COM 007903107 25212386 139735 SH OTR 1 0 139735 0 BANK AMERICA CORP COM 060505104 114946555 3031291 SH OTR 1 0 3031291 0 MARRIOTT INTL INC NEW CL A 571903202 10692050 42380 SH OTR 1 0 42380 0 MORGAN STANLEY COM NEW 617446448 41207524 437819 SH OTR 1 0 437819 0 SALESFORCE INC COM 79466L302 27292580 90667 SH OTR 1 0 90667 0 ELI 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713269 0 CONSTELLATION BRANDS INC CL A 21036P108 53695256 197627 SH OTR 1 0 197627 0 EXPEDIA GROUP INC COM NEW 30212P303 25513994 185233 SH OTR 1 0 185233 0 ALPHABET INC CAP STK CL C 02079K107 223223373 1467127 SH OTR 1 0 1467127 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 10173695 3500 SH OTR 1 0 3500 0 AMERICAN AIRLS GROUP INC COM 02376R102 6289400 410000 SH OTR 1 0 410000 0 FORTINET INC COM 34959E109 51248280 750231 SH OTR 1 0 750231 0 ARROWHEAD PHARMACEUTICALS IN COM 04280A100 35153633 1229148 SH OTR 1 0 1229148 0 INTELLIA THERAPEUTICS INC COM 45826J105 40205916 1463630 SH OTR 1 0 1463630 0 LATTICE SEMICONDUCTOR CORP COM 518415104 94895575 1212878 SH OTR 1 0 1212878 0 MADRIGAL PHARMACEUTICALS INC COM 558868105 10063951 37762 SH OTR 1 0 37762 0 URANIUM ENERGY CORP COM 916896103 10396211 1537901 SH OTR 1 0 1537901 0 WORKDAY INC CL A 98138H101 90838581 332986 SH OTR 1 0 332986 0 TRANSOCEAN LTD REGISTERED SHS H8817H100 3113550 495000 SH OTR 1 0 495000 0 SNOWFLAKE INC CL A 833445109 58202617 360187 SH OTR 1 0 360187 0 MONOLITHIC PWR SYS INC COM 609839105 32022801 47329 SH OTR 1 0 47329 0 SNAP INC CL A 83304A106 4796585 417821 SH OTR 1 0 417821 0 MARVELL TECHNOLOGY INC COM 573874104 24815000 350000 SH Put OTR 1 0 350000 0 MARVELL TECHNOLOGY INC COM 573874104 24815000 350000 SH Call OTR 1 0 350000 0 MARVELL TECHNOLOGY INC COM 573874104 135764212 1914869 SH OTR 1 0 1914869 0 DATADOG INC CL A COM 23804L103 37509441 303499 SH OTR 1 0 303499 0 MONGODB INC CL A 60937P106 16236785 45277 SH OTR 1 0 45277 0 CARIBOU BIOSCIENCES INC COM 142038108 4304026 840630 SH OTR 1 0 840630 0 PALO ALTO NETWORKS INC COM 697435105 31873671 112251 SH OTR 1 0 112251 0 CROWDSTRIKE HLDGS INC CL A 22788C105 21631405 67499 SH OTR 1 0 67499 0 ZSCALER INC COM 98980G102 17879689 92814 SH OTR 1 0 92814 0 ON SEMICONDUCTOR CORP COM 682189105 327431 4450 SH OTR 1 0 4450 0 BAUSCH HEALTH COS INC COM 071734107 7285571 687318 SH OTR 1 0 687318 0 BELLRING BRANDS INC COMMON STOCK 07831C103 10089646 170953 SH OTR 1 0 170953 0 CIENA CORP COM NEW 171779309 75378217 1524332 SH OTR 1 0 1524332 0 BAUSCH PLUS LOMB CORP COMMON SHARES 071705107 5601614 323980 SH OTR 1 0 323980 0 DRAFTKINGS INC NEW COM CL A 26142V105 15708520 345622 SH OTR 1 0 345622 0 CAMECO CORP COM 13321L108 5960096 137583 SH OTR 1 0 137583 0 ATLASSIAN CORPORATION CL A 049468101 35682692 182885 SH OTR 1 0 182885 0 SMITH DOUGLAS HOMES CORP COM SHS CL A 83207R107 1785600 60000 SH OTR 1 0 60000 0 BBB FOODS INC CL A COM G0896C103 3332000 140000 SH OTR 1 0 140000 0 ASTERA LABS INC COM 04626A103 1484000 20000 SH OTR 1 0 20000 0 REDDIT INC CL A 75734B100 369975 7500 SH OTR 1 0 7500 0 DISH NETWORK CORPORATION NOTE 3.375% 25470MAB5 66886575 106267000 PRN OTR 1 0 106267000 0