# EDGAR Filing Document

**Accession Number:** 0001666335
**File Stem:** 0001666335-23-000003
**Filing Date:** 2023-2
**Character Count:** 9581
**Document Hash:** d72deed3540139b8d9530be46f5231e6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001666335-23-000003.hdr.sgml**: 20230214

**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

### FORM 13F COVER PAGE

**Report for the Calendar Year or Quarter Ended:** 12-31-2022

**Check here if Amendment** [ ] **Amendment Number:** 

**This Amendment (Check only one.):** [ ] is a restatement.

[ ] adds new holdings entries.

**Institutional Investment Manager Filing this Report:**

**Name:** Rokos Capital Management LLP<br>**Address:** 23 SAVILE ROW<br>LONDON, X0 W1S 2ET

**Form 13F File Number:** 028-19229

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

**Person Signing this Report on Behalf of Reporting Manager:**

**Name:** Richard Nikolas Holttum<br>**Title:** Chief Compliance Officer<br>**Phone:** 00442039064796

**Signature, Place, and Date of Signing:**

Richard Nikolas Holttum  London, X0  02-14-2023<br>[Signature]  [City, State]  [Date]

**Report Type (Check only one.):**

[x] **13F HOLDINGS REPORT.** (Check here if all holdings of this reporting manager are reported in this report.)

[ ] **13F NOTICE.** (Check here if no holdings are reported in this report, and all holdings are reported by other reporting manager(s).)

[ ] **13F COMBINATION REPORT.** (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

### Form 13F Summary Page

**Report Summary:**

**Number of Other Included Managers:** 1

**Form 13F Information Table Entry Total:** 59

**Form 13F Information Table Value Total:** $2282725570

      (round to nearest dollar)

**List of Other Included Managers:**

Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.

[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]

| No.   | Name                             | Form 13F File Number   |
|:---|:---|:---|
|  | Rokos Capital Management (US) LP |  |

### FORM 13F INFORMATION TABLE

---

|  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | VOTING AUTHORITY | VOTING AUTHORITY | VOTING AUTHORITY |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | SOLE | SHARED | NONE |
| 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 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 |

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