Chief Compliance Officer

0001666335-23-000008.txt : 20231114 0001666335-23-000008.hdr.sgml : 20231114 20231114090909 ACCESSION NUMBER: 0001666335-23-000008 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230930 FILED AS OF DATE: 20231114 DATE AS OF CHANGE: 20231114 EFFECTIVENESS DATE: 20231114 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: 231401966 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 09-30-2023 09-30-2023 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 September 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 September 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 11-14-2023 1 131 13769777533 false 1 0001827377 028-20930 000306046 801-119331 Rokos Capital Management (US) LP INFORMATION TABLE 2 13f_submission_202309.xml COTY INC COM CL A 222070203 2223383 200000 SH OTR 1 0 200000 0 PAGAYA TECHNOLOGIES LTD CL A SHS M7S64L115 321000 200000 SH OTR 1 0 200000 0 BAYTEX ENERGY CORP COM 07317Q105 1538250 350000 SH OTR 1 0 350000 0 HUMACYTE INC COM 44486Q103 587000 200000 SH OTR 1 0 200000 0 CIENA CORP COM NEW 171779309 33395797 696980 SH OTR 1 0 696980 0 GLOBALFOUNDRIES INC ORDINARY SHARES G39387108 4728698 80161 SH OTR 1 0 80161 0 FIVE BELOW INC COM 33829M101 9581391 59066 SH OTR 1 0 59066 0 CORE & MAIN INC CL A 21874C102 8772000 300000 SH OTR 1 0 300000 0 HASHICORP INC COM CL A 418100103 4366656 188543 SH OTR 1 0 188543 0 BAUSCH HEALTH COS INC COM 071734107 10397298 1256471 SH OTR 1 0 1256471 0 ON HLDG AG NAMEN AKT A H5919C104 58268455 2075457 SH OTR 1 0 2075457 0 BURLINGTON STORES INC COM 122017106 57773040 424069 SH OTR 1 0 424069 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 23893893 183109 SH OTR 1 0 183109 0 ENBRIDGE INC COM 29250N105 8324591 250000 SH OTR 1 0 250000 0 ZSCALER INC COM 98980G102 5873804 37012 SH OTR 1 0 37012 0 CROWDSTRIKE HLDGS INC CL A 22788C105 4224625 25000 SH OTR 1 0 25000 0 CARIBOU BIOSCIENCES INC COM 142038108 13287252 2748139 SH OTR 1 0 2748139 0 MONGODB INC CL A 60937P106 6797886 19085 SH OTR 1 0 19085 0 MP MATERIALS CORP COM CL A 553368101 8419754 435467 SH OTR 1 0 435467 0 DATADOG INC CL A COM 23804L103 31758693 344305 SH OTR 1 0 344305 0 ROYALTY PHARMA PLC SHS CLASS A G7709Q104 29612782 1106813 SH OTR 1 0 1106813 0 MARVELL TECHNOLOGY INC COM 573874104 79977145 1457044 SH OTR 1 0 1457044 0 PERMIAN RESOURCES CORP CLASS A COM 71424F105 2103750 150000 SH OTR 1 0 150000 0 CRISPR THERAPEUTICS AG NAMEN AKT H17182108 4074875 87500 SH OTR 1 0 87500 0 OKTA INC CL A 679295105 6151628 74116 SH OTR 1 0 74116 0 MONOLITHIC PWR SYS INC COM 609839105 93218326 201342 SH OTR 1 0 201342 0 TERADYNE INC COM 880770102 44987310 445772 SH OTR 1 0 445772 0 SNOWFLAKE INC CL A 833445109 30111426 194751 SH OTR 1 0 194751 0 ELANCO ANIMAL HEALTH INC COM 28414H103 60538104 5331405 SH OTR 1 0 5331405 0 SPLUNK INC COM 848637104 77449385 528106 SH OTR 1 0 528106 0 LULULEMON ATHLETICA INC COM 550021109 20796685 54139 SH OTR 1 0 54139 0 WORKDAY INC CL A 98138H101 26454352 122191 SH OTR 1 0 122191 0 SANGAMO THERAPEUTICS INC COM 800677106 3940936 6474348 SH OTR 1 0 6474348 0 SALLY BEAUTY HLDGS INC COM 79546E104 2511888 298147 SH OTR 1 0 298147 0 INTELLIA THERAPEUTICS INC COM 45826J105 44311596 1389296 SH OTR 1 0 1389296 0 CABALETTA BIO INC COM 12674W109 2666859 173850 SH OTR 1 0 173850 0 ARROWHEAD PHARMACEUTICALS IN COM 04280A100 45031997 1675921 SH OTR 1 0 1675921 0 AMKOR TECHNOLOGY INC COM 031652100 7639692 334341 SH OTR 1 0 334341 0 AMBARELLA INC SHS G037AX101 34625542 649574 SH OTR 1 0 649574 0 SERVICENOW INC COM 81762P102 25998180 46043 SH OTR 1 0 46043 0 FORTINET INC COM 34959E109 10743423 182789 SH OTR 1 0 182789 0 DOLLAR TREE INC COM 256746108 22176051 206982 SH OTR 1 0 206982 0 DOLLAR TREE INC COM 256746108 21428000 200000 SH Put OTR 1 0 200000 0 ALPHABET INC CAP STK CL C 02079K107 191284522 1430753 SH OTR 1 0 1430753 0 PAYPAL HLDGS INC COM 70450Y103 33419641 568603 SH OTR 1 0 568603 0 CONSTELLATION BRANDS INC CL A 21036P108 41967726 166120 SH OTR 1 0 166120 0 MASTERCARD INCORPORATED CL A 57636Q104 19272005 48221 SH OTR 1 0 48221 0 BRISTOL-MYERS SQUIBB CO COM 110122108 19480040 333934 SH OTR 1 0 333934 0 QUALCOMM INC COM 747525103 95915506 859150 SH OTR 1 0 859150 0 MICRON TECHNOLOGY INC COM 595112103 91419196 1339083 SH OTR 1 0 1339083 0 DISH NETWORK CORPORATION CL A 25470M109 7128178 1183100 SH OTR 1 0 1183100 0 AMAZON COM INC COM 023135106 170796069 1331328 SH OTR 1 0 1331328 0 CHUBB LIMITED COM H1467J104 51363834 245074 SH OTR 1 0 245074 0 FORD MTR CO DEL COM 345370860 1561875 125000 SH OTR 1 0 125000 0 MICROSOFT CORP COM 594918104 256261644 807136 SH OTR 1 0 807136 0 SALESFORCE INC COM 79466L302 37289302 181258 SH OTR 1 0 181258 0 ADVANCED MICRO DEVICES INC COM 007903107 93586405 901690 SH OTR 1 0 901690 0 ANALOG DEVICES INC COM 032654105 3859668 21848 SH OTR 1 0 21848 0 SANOFI SPONSORED ADR 80105N105 14590419 271753 SH OTR 1 0 271753 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 74924384 859471 SH OTR 1 0 859471 0 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 13949859 1355013 SH OTR 1 0 1355013 0 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 5300251 425894 SH OTR 1 0 425894 0 INVESCO EXCHANGE TRADED FD T S&P500 EQL WGT 46137V357 28210617 197671 SH OTR 1 0 197671 0 SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 2780190 42000 SH OTR 1 0 42000 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 2310945 39000 SH OTR 1 0 39000 0 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 346700 2100 SH OTR 1 0 2100 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 92522770 2762286 SH OTR 1 0 2762286 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 123636256 1366071 SH OTR 1 0 1366071 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 1314509 8100 SH OTR 1 0 8100 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 7320913 92500 SH OTR 1 0 92500 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 41868750 1250000 SH Call OTR 1 0 1250000 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 41868750 1250000 SH Put OTR 1 0 1250000 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 33495000 1000000 SH Put OTR 1 0 1000000 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 33495000 1000000 SH Call OTR 1 0 1000000 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 33495000 1000000 SH Put OTR 1 0 1000000 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 33495000 1000000 SH Call OTR 1 0 1000000 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 46893000 1400000 SH Call OTR 1 0 1400000 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 46893000 1400000 SH Put OTR 1 0 1400000 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 48567750 1450000 SH Call OTR 1 0 1450000 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 48567750 1450000 SH Put OTR 1 0 1450000 0 ISHARES TR CHINA LG-CAP ETF 464287184 4267470 161067 SH OTR 1 0 161067 0 ISHARES TR RUSSELL 2000 ETF 464287655 67305680 378005 SH OTR 1 0 378005 0 ISHARES TR RUSSELL 2000 ETF 464287655 160249500 900000 SH Call OTR 1 0 900000 0 ISHARES TR RUSSELL 2000 ETF 464287655 160249500 900000 SH Call OTR 1 0 900000 0 ISHARES TR MSCI EAFE ETF 464287465 104002500 1500000 SH Call OTR 1 0 1500000 0 ISHARES TR IBOXX HI YD ETF 464288513 437776133 5911500 SH Put OTR 1 0 5911500 0 ISHARES TR CHINA LG-CAP ETF 464287184 185465000 7000000 SH Call OTR 1 0 7000000 0 ISHARES TR CHINA LG-CAP ETF 464287184 198712500 7500000 SH Call OTR 1 0 7500000 0 ISHARES TR MSCI EMG MKT ETF 464287234 22845000 600000 SH Call OTR 1 0 600000 0 ISHARES TR MSCI EMG MKT ETF 464287234 22845000 600000 SH Put OTR 1 0 600000 0 ISHARES TR CHINA LG-CAP ETF 464287184 198712500 7500000 SH Call OTR 1 0 7500000 0 ISHARES TR CHINA LG-CAP ETF 464287184 198712500 7500000 SH Call OTR 1 0 7500000 0 ISHARES TR RUSSELL 2000 ETF 464287655 480748500 2700000 SH Put OTR 1 0 2700000 0 ISHARES TR RUSSELL 2000 ETF 464287655 569776000 3200000 SH Put OTR 1 0 3200000 0 ISHARES TR RUSSELL 2000 ETF 464287655 178055000 1000000 SH Call OTR 1 0 1000000 0 ISHARES TR RUSSELL 2000 ETF 464287655 178055000 1000000 SH Call OTR 1 0 1000000 0 ISHARES INC MSCI BRAZIL ETF 464286400 36991405 1200435 SH OTR 1 0 1200435 0 ISHARES INC MSCI MEXICO ETF 464286822 2043065 34823 SH OTR 1 0 34823 0 ISHARES INC MSCI MEXICO ETF 464286822 12614050 215000 SH Put OTR 1 0 215000 0 ISHARES INC MSCI MEXICO ETF 464286822 12614050 215000 SH Call OTR 1 0 215000 0 ISHARES INC MSCI BRAZIL ETF 464286400 36978000 1200000 SH Call OTR 1 0 1200000 0 INVESCO QQQ TR UNIT SER 1 46090E103 127279532 352287 SH OTR 1 0 352287 0 INVESCO QQQ TR UNIT SER 1 46090E103 1011626000 2800000 SH Put OTR 1 0 2800000 0 INVESCO QQQ TR UNIT SER 1 46090E103 1011626000 2800000 SH Put OTR 1 0 2800000 0 INVESCO QQQ TR UNIT SER 1 46090E103 469683500 1300000 SH Call OTR 1 0 1300000 0 INVESCO QQQ TR UNIT SER 1 46090E103 505813000 1400000 SH Call OTR 1 0 1400000 0 INVESCO QQQ TR UNIT SER 1 46090E103 939367000 2600000 SH Put OTR 1 0 2600000 0 INVESCO QQQ TR UNIT SER 1 46090E103 505813000 1400000 SH Call OTR 1 0 1400000 0 INVESCO QQQ TR UNIT SER 1 46090E103 505813000 1400000 SH Call OTR 1 0 1400000 0 INVESCO QQQ TR UNIT SER 1 46090E103 478715875 1325000 SH Put OTR 1 0 1325000 0 INVESCO QQQ TR UNIT SER 1 46090E103 343230250 950000 SH Call OTR 1 0 950000 0 INVESCO QQQ TR UNIT SER 1 46090E103 505813000 1400000 SH Call OTR 1 0 1400000 0 APPLE INC COM 037833100 146949107 852200 SH Put OTR 1 0 852200 0 KB HOME COM 48666K109 88986500 1900000 SH Put OTR 1 0 1900000 0 UBS GROUP AG SHS H42097107 54508808 2200000 SH Put OTR 1 0 2200000 0 UBS GROUP AG SHS H42097107 81763212 3300000 SH Call OTR 1 0 3300000 0 UBS GROUP AG SHS H42097107 29732077 1200000 SH Call OTR 1 0 1200000 0 UBS GROUP AG SHS H42097107 17343712 700000 SH Call OTR 1 0 700000 0 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 42265000 1000000 SH Call OTR 1 0 1000000 0 KRANESHARES TR CSI CHI INTERNET 500767306 27121050 990000 SH Call OTR 1 0 990000 0 SPDR GOLD TR GOLD SHS 78463V107 46695063 270500 SH Call OTR 1 0 270500 0 SPDR GOLD TR GOLD SHS 78463V107 345250000 2000000 SH Call OTR 1 0 2000000 0 SPDR GOLD TR GOLD SHS 78463V107 46579922 269833 SH Call OTR 1 0 269833 0 ARM HOLDINGS PLC SPONSORED ADR 042068205 5352000 100000 SH OTR 1 0 100000 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 65055000 750000 SH Call OTR 1 0 750000 0 KLAVIYO INC COM SER A 49845K101 2587500 75000 SH OTR 1 0 75000 0 ODDITY TECH LT SHS CL A M7518J104 2126250 75000 SH OTR 1 0 75000 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 86900000 1000000 SH Call OTR 1 0 1000000 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 86900000 1000000 SH Put OTR 1 0 1000000 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 20250000 30000000 PRN OTR 1 0 30000000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 18078000 30000000 PRN OTR 1 0 30000000 0