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:
03-31-2023
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
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:
Richard Nikolas Holttum
Title:
Chief Compliance Officer
Phone:
00442039064796


Signature, Place, and Date of Signing:

Richard Nikolas Holttum
                         [Signature]
London, UNITED KINGDOM
                 [City, State]
05-15-2023
                           [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:
59
Form 13F Information table Value Total:
1352333774
          (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
028-20930
Rokos Capital Management (US) LP
 


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
ADVANCED MICRO DEVICES INCCOM00790310715,240,539157,495SHOTR1 0 157,495 0
ALIGHT INCCOM CL A01626W1013,686,000400,000SHOTR1 0 400,000 0
ALPHABET INCCAP STK CL C02079K107173,451,2071,684,892SHOTR1 0 1,684,892 0
AMAZON COM INCCOM0231351065,145,50050,000SHOTR1 0 50,000 0
AMERICAN AIRLS GROUP INCCOM02376R10214,605,0001,000,000SHCallOTR1 0 1,000,000 0
ANALOG DEVICES INCCOM0326541054,262,98221,848SHOTR1 0 21,848 0
ANTERO RESOURCES CORPCOM03674X1066,059,941263,533SHOTR1 0 263,533 0
ARROWHEAD PHARMACEUTICALS INCOM04280A10041,537,7021,675,921SHOTR1 0 1,675,921 0
ATLAS ENERGY SOLUTIONS INCCOM CLASS A04930R1073,427,000200,000SHOTR1 0 200,000 0
ATLASSIAN CORPORATIONCL A04946810114,393,78384,804SHOTR1 0 84,804 0
BABYLON HLDGS LTDCL A SHSG07031209525,624108,600SHOTR1 0 108,600 0
CANADA GOOSE HLDGS INCSHS SUB VTG1350861069,195,216495,699SHOTR1 0 495,699 0
CARIBOU BIOSCIENCES INCCOM14203810814,086,1362,748,139SHOTR1 0 2,748,139 0
CARNIVAL CORPCOMMON STOCK14365830040,980,0004,000,000SHPutOTR1 0 4,000,000 0
CLEARWATER ANALYTICS HLDGS ICL A1851231062,517,055158,405SHOTR1 0 158,405 0
CRISPR THERAPEUTICS AGNAMEN AKTH171821083,948,70087,500SHOTR1 0 87,500 0
CROWDSTRIKE HLDGS INCCL A22788C1053,621,14626,513SHOTR1 0 26,513 0
ELANCO ANIMAL HEALTH INCCOM28414H10356,750,5926,165,192SHOTR1 0 6,165,192 0
ENLIGHT RENEWABLE ENERGY LTDSHSM4056D110838,00050,000SHOTR1 0 50,000 0
EQRX INCCOM26886C10728,997,45015,342,566SHOTR1 0 15,342,566 0
EQT CORPCOM26884L10962,325,4261,958,995SHOTR1 0 1,958,995 0
FORTINET INCCOM34959E1096,365,02896,755SHOTR1 0 96,755 0
HESAI GROUPSPONSORED ADS4280501082,852,500175,000SHOTR1 0 175,000 0
INTELLIA THERAPEUTICS INCCOM45826J10551,605,4001,389,296SHOTR1 0 1,389,296 0
INVESCO QQQ TRUNIT SER 146090E10373,874,238232,382SHOTR1 0 232,382 0
ISHARES TRMSCI EMG MKT ETF4642872349,867,500250,000SHCallOTR1 0 250,000 0
KB HOMECOM48666K10912,876,288323,200SHPutOTR1 0 323,200 0
KB HOMECOM48666K10926,963,712676,800SHPutOTR1 0 676,800 0
LULULEMON ATHLETICA INCCOM55002110911,622,85032,327SHOTR1 0 32,327 0
MARVELL TECHNOLOGY INCCOM57387410428,917,285672,495SHOTR1 0 672,495 0
MICRON TECHNOLOGY INCCOM5951121035,562,47091,009SHOTR1 0 91,009 0
MICROSOFT CORPCOM594918104158,716,937559,079SHOTR1 0 559,079 0
MONGODB INCCL A60937P1064,979,07121,862SHOTR1 0 21,862 0
NEXTRACKER INCCLASS A COM65342K10510,110,800280,000SHOTR1 0 280,000 0
PAYPAL HLDGS INCCOM70450Y10317,195,934229,218SHOTR1 0 229,218 0
PINTEREST INCCL A72352L1064,882,722181,818SHOTR1 0 181,818 0
PORTILLOS INCCOM CL A73642K1067,490,000350,000SHOTR1 0 350,000 0
QUANTASING GROUP LTDADS74767N107166,35215,000SHOTR1 0 15,000 0
ROIVANT SCIENCES LTDSHSG762791012,239,500300,000SHOTR1 0 300,000 0
ROYALTY PHARMA PLCSHS CLASS AG7709Q10440,077,6981,106,813SHOTR1 0 1,106,813 0
SALESFORCE INCCOM79466L3022,798,99614,083SHOTR1 0 14,083 0
SANGAMO THERAPEUTICS INCCOM80067710611,394,8526,474,348SHOTR1 0 6,474,348 0
SANOFISPONSORED ADR80105N10514,794,260271,753SHOTR1 0 271,753 0
SELECT SECTOR SPDR TRSBI MATERIALS81369Y100895,10411,200SHOTR1 0 11,200 0
SELECT SECTOR SPDR TRSBI CONS DISCR81369Y4072,941,61819,900SHOTR1 0 19,900 0
SELECT SECTOR SPDR TRENERGY81369Y506108,081,6901,311,671SHOTR1 0 1,311,671 0
SELECT SECTOR SPDR TRTECHNOLOGY81369Y8032,300,29815,400SHOTR1 0 15,400 0
SELECT SECTOR SPDR TRCOMMUNICATION81369Y8521,178,34020,500SHOTR1 0 20,500 0
SHOALS TECHNOLOGIES GROUP INCL A82489W1076,934,500300,000SHOTR1 0 300,000 0
SKYWARD SPECIALTY INS GROUPCOM830940102873,60040,000SHOTR1 0 40,000 0
SNOWFLAKE INCCL A83344510921,567,584144,400SHOTR1 0 144,400 0
SOUTHWESTERN ENERGY COCOM84546710945,665,8889,105,860SHOTR1 0 9,105,860 0
SPDR INDEX SHS FDSEURO STOXX 5078463X20212,099,746268,943SHOTR1 0 268,943 0
SPDR SER TRS&P REGL BKG78464A69887,690,0002,000,000SHCallOTR1 0 2,000,000 0
SPLUNK INCCOM84863710436,231,537382,512SHOTR1 0 382,512 0
STAGWELL INCCOM CL A85256A1091,452,546199,800SHOTR1 0 199,800 0
TERADYNE INCCOM8807701021,162,784107,745SHOTR1 0 107,745 0
US FOODS HLDG CORPCOM9120081097,356,000200,000SHOTR1 0 200,000 0
YPF SOCIEDAD ANONIMASPON ADR CL D9842451004,953,147425,894SHOTR1 0 425,894 0