UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F COVER PAGE
OMB APPROVAL
OMB Number:3235-0006
Expires:July 31, 2015
Estimated average burden
hours per response:23.8
Report for the Calendar Year or Quarter Ended:
03-31-2022
Check here if Amendment: ☒ Amendment Number:
1
This Amendment (Check only one.):☒ is a restatement.
☐ adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:
Rokos Capital Management LLP
Address:
23 SAVILE ROW
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:
Neil Cheng
Title:
Senior Compliance Officer
Phone:
442036689000


Signature, Place, and Date of Signing:

Neil Cheng
                         [Signature]
London, UNITED KINGDOM
                 [City, State]
08-11-2022
                           [Date]
                          

Report Type (Check only one.):

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

☐ 13F NOTICE. (Check here if no holdings reported are 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:
67
Form 13F Information table Value Total:
2140386
          (thousands)

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.Form 13F File NumberNameCIK
1
 
Rokos Capital Management (US) LP
0001827377


UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number:3235-0006
Expires:July 31, 2015
Estimated average burden
hours per response:23.8
COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
APPLE INCCOM03783310099,262560,960SHSOLE0560,960 0 0
APPLE INCCOM03783310076,089430,000SHPutSOLE0430,000 0 0
ALBERTSONS COS INCCOMMON STOCK01309110313,410400,000SHSOLE0400,000 0 0
ANALOG DEVICES INCCOM03265410524,179144,366SHSOLE0144,366 0 0
ADVANCED MICRO DEVICES INCCOM00790310723,758209,450SHSOLE0209,450 0 0
AMAZON COM INCCOM02313510623,5777,111SHSOLE07,111 0 0
ARROWHEAD PHARMACEUTICALS INCOM04280A10082817,668SHSOLE017,668 0 0
ASML HOLDING N VN Y REGISTRY SHSN0705921015,82823,022SHSOLE023,022 0 0
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W102451,1414,010,070SHCallSOLE04,010,070 0 0
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W10236,596325,289SHPutSOLE0325,289 0 0
BRISTOL MYERS SQUIBB COCOM11012210836,973504,627SHSOLE0504,627 0 0
COUPANG INCCL A22266T10913,657750,000SHSOLE0750,000 0 0
CARIBOU BIOSCIENCES INCCOM1420381087,899849,334SHSOLE0849,334 0 0
SALESFORCE COM INCCOM79466L30264,699299,350SHSOLE0299,350 0 0
CRISPR THERAPEUTICS AGNAMEN AKTH171821085,61487,500SHSOLE087,500 0 0
CROWDSTRIKE HLDGS INCCL A22788C1058,32536,121SHSOLE036,121 0 0
DATADOG INCCL A COM23804L1034,99932,100SHSOLE032,100 0 0
DENBURY INCCOM24790A10148,336592,565SHSOLE0592,565 0 0
ELANCO ANIMAL HEALTHCOM28414H10314,672545,439SHSOLE0545,439 0 0
ISHARES TRJPMORGAN USD EMG46428828163,544650,000SHCallSOLE0650,000 0 0
ISHARES TRJPMORGAN USD EMG46428828197,7601,000,000SHCallSOLE01,000,000 0 0
EQRX INCCOM26886C1079,9102,348,366SHSOLE02,348,366 0 0
ISHARES TRCHINA LG-CAP ETF46428718479,9252,500,000SHCallSOLE02,500,000 0 0
GENMAB A/SSPONSORED ADS37230320610,53128,565SHSOLE028,565 0 0
ALPHABET INC CAP STK CL C02079K10764,69322,804SHSOLE022,804 0 0
GATES INDL CORP PLCORD SHSG391081086,092400,000SHSOLE0400,000 0 0
HASHICORP INCCOM CL A41810010374013,500SHSOLE013,500 0 0
HESS MIDSTREAM LPCL A SHS4281031052,12970,000SHSOLE070,000 0 0
HIRERIGHT HOLDINGS CORPORATICOM43353710734520,000SHSOLE020,000 0 0
INTEL CORPCOM45814010049,5601,000,000SHCallSOLE01,000,000 0 0
KLA CORPCOM NEW48248010014,52638,493SHSOLE038,493 0 0
ARCHAEA ENERGY INCCOM CL A03940F10376535,000SHSOLE035,000 0 0
LULUS FASHION LOUNGE HOLDINGCOM55003A1086310,000SHSOLE010,000 0 0
MERCADOLIBRE INCCOM58733R10218,26815,000SHSOLE015,000 0 0
MARVELL TECHNOLOGY INCCOM5738741047,706104,868SHSOLE0104,868 0 0
MICROSOFT CORPCOM594918104124,768398,200SHSOLE0398,200 0 0
MICROSOFT CORPCOM59491810456,399180,000SHPutSOLE0180,000 0 0
NEW FORTRESS ENERGY INCCOM CL A6443931001232,970SHSOLE02,970 0 0
INTELLIA THERAPEUTICS INCCOM45826J1058,084111,515SHSOLE0111,515 0 0
NVIDIA CORPORATIONCOM67066G10437,974135,102SHSOLE0135,102 0 0
NORTHWEST NAT HLDG COCOM66765N10577115,000SHSOLE015,000 0 0
OKTA INCCL A6792951057,84251,712SHSOLE051,712 0 0
ON HLDG AGNAMEN AKT AH5919C1043,156122,500SHSOLE0122,500 0 0
PALO ALTO NETWORKS INCCOM6974351055,6619,000SHSOLE09,000 0 0
PINTEREST INCCL A72352L10698,4404,000,000SHCallSOLE04,000,000 0 0
PIEDMONT LITHIUM INCCOM72016P1055267,000SHSOLE07,000 0 0
PAYPAL HLDGS INCCOM70450Y10312,848108,300SHSOLE0108,300 0 0
THE REALREAL INCCOM88339P1018,5961,108,723SHSOLE01,108,723 0 0
RIVIAN AUTOMOTIVE INCCOM CL A76954A10385416,667SHSOLE016,667 0 0
SOLAREDGE TECHNOLOGIES INCCOM83417M1044,80215,000SHSOLE015,000 0 0
SWEETGREEN INCCOM CL A87043Q1082407,000SHSOLE07,000 0 0
SANGAMO THERAPEUTICS INCCOM8006771065,861977,663SHSOLE0977,663 0 0
SNOWFLAKE INCCL A8334451099,36339,709SHSOLE039,709 0 0
SPLUNK INCCOM84863710413,10291,077SHSOLE091,077 0 0
STEVANATO GROUP S P AORD SHST9224W1091,966100,000SHSOLE0100,000 0 0
SOUTHWEST GAS HLDGS INCCOM8448951021,97925,000SHSOLE025,000 0 0
TELADOC HEALTH INCCOM87918A10510,212140,000SHSOLE0140,000 0 0
TPG INCCOM CL A87265710130910,000SHSOLE010,000 0 0
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADS874039100104,2601,000,000SHPutSOLE01,000,000 0 0
UDR INCCOM9026531044,66680,000SHSOLE080,000 0 0
VISA INCCOM CL A92826C83922,822102,155SHSOLE0102,155 0 0
BARCLAYS BANK PLCIPTH SR B S&P06747R47712,850500,000SHPutSOLE0500,000 0 0
WEBER INCCL A94770D10251450,000SHSOLE050,000 0 0
SELECT SECTOR SPDR TRSBI INT-FINL81369Y605160,9264,110,494SHSOLE04,110,494 0 0
XP INCCL AG9823910967222,000SHSOLE022,000 0 0
ZIM INTEGRATED SHIPPING SERVSHSM9T95110912,696175,000SHSOLE0175,000 0 0
ZSCALER INCCOM98980G10210,70543,819SHSOLE043,819 0 0