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:
06-30-2023
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:
Richard Nikolas Holttum
Title:
Chief Compliance Officer
Phone:
00442039064796


Signature, Place, and Date of Signing:

Richard Nikolas Holttum
                         [Signature]
London, UNITED KINGDOM
                 [City, State]
08-15-2023
                           [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:
103
Form 13F Information table Value Total:
10327523178
          (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
KODIAK GAS SVCS INCCOM50012A1082,802,625175,000SHOTR1 0 175,000 0
FIDELIS INSURANCE HOLDINGS LCOMG3398L1182,748,000200,000SHOTR1 0 200,000 0
SAVERS VALUE VLG INCCOM80517M1091,725,00075,000SHOTR1 0 75,000 0
ATMUS FILTRATION TECHNOLOGIECOM04956D107557,75025,000SHOTR1 0 25,000 0
ACELYRIN INCCOM00445A1001,246,60057,500SHOTR1 0 57,500 0
KENVUE INCCOM49177J10215,804,000600,000SHOTR1 0 600,000 0
NEXTRACKER INCCLASS A COM65290E1011,943,75050,000SHOTR1 0 50,000 0
ATLASSIAN CORPORATIONCL A0494681015,202,73031,242SHOTR1 0 31,242 0
MOBILEYE GLOBAL INCCOMMON CLASS A60741F1047,646,000200,000SHOTR1 0 200,000 0
VIVID SEATS INCCOM CL A92854T1003,162,000400,000SHOTR1 0 400,000 0
HUMACYTE INCCOM44486Q103264,76489,903SHOTR1 0 89,903 0
MKS INSTRS INCCOM55306N1046,425,10060,000SHOTR1 0 60,000 0
CIENA CORPCOM NEW17177930953,846,2171,265,481SHOTR1 0 1,265,481 0
EQRX INCCOM26886C10727,616,61915,342,566SHOTR1 0 15,342,566 0
HASHICORP INCCOM CL A41810010314,554,027549,831SHOTR1 0 549,831 0
LUCID GROUP INCCOM54949810310,455,0001,500,000SHOTR1 0 1,500,000 0
BAUSCH HEALTH COS INCCOM07173410714,078,1151,756,471SHOTR1 0 1,756,471 0
ON HLDG AGNAMEN AKT AH5919C1049,106,833279,608SHOTR1 0 279,608 0
BURLINGTON STORES INCCOM1220171069,999,82364,227SHOTR1 0 64,227 0
JAZZ PHARMACEUTICALS PLCSHS USDG5087110522,709,179183,109SHOTR1 0 183,109 0
ZSCALER INCCOM98980G1025,518,11937,012SHOTR1 0 37,012 0
CARIBOU BIOSCIENCES INCCOM14203810811,202,7892,748,139SHOTR1 0 2,748,139 0
MONGODB INCCL A60937P1067,899,28219,085SHOTR1 0 19,085 0
MP MATERIALS CORPCOM CL A5533681014,632,412202,909SHOTR1 0 202,909 0
DATADOG INCCL A COM23804L1035,937,71959,526SHOTR1 0 59,526 0
ROYALTY PHARMA PLCSHS CLASS AG7709Q10440,965,9021,331,813SHOTR1 0 1,331,813 0
MARVELL TECHNOLOGY INCCOM57387410431,357,620526,886SHOTR1 0 526,886 0
SUN CTRY AIRLS HLDGS INCCOM8666831053,331,500150,000SHOTR1 0 150,000 0
CRISPR THERAPEUTICS AGNAMEN AKTH171821084,898,19887,500SHOTR1 0 87,500 0
PINTEREST INCCL A72352L1065,038,177181,818SHOTR1 0 181,818 0
OKTA INCCL A67929510514,145,180200,769SHOTR1 0 200,769 0
MONOLITHIC PWR SYS INCCOM60983910546,681,66586,092SHOTR1 0 86,092 0
TERADYNE INCCOM88077010239,295,942352,272SHOTR1 0 352,272 0
SNOWFLAKE INCCL A83344510928,400,823157,354SHOTR1 0 157,354 0
VERASTEM INCCOM NEW92337C203225,00030,000SHOTR1 0 30,000 0
VAXART INCCOM NEW92243A200365,250500,000SHOTR1 0 500,000 0
ELANCO ANIMAL HEALTH INCCOM28414H10361,775,2246,165,192SHOTR1 0 6,165,192 0
SPLUNK INCCOM84863710478,151,019729,463SHOTR1 0 729,463 0
EQT CORPCOM26884L10968,750,5181,677,251SHOTR1 0 1,677,251 0
EQT CORPCOM26884L10968,658,2501,675,000SHPutOTR1 0 1,675,000 0
SOUTHWESTERN ENERGY COCOM84546710954,771,7489,105,860SHOTR1 0 9,105,860 0
SANGAMO THERAPEUTICS INCCOM8006771068,060,5636,474,348SHOTR1 0 6,474,348 0
RHCOM74967X1034,997,24815,370SHOTR1 0 15,370 0
LUMENTUM HLDGS INCCOM55024U10913,075,318226,197SHOTR1 0 226,197 0
INTELLIA THERAPEUTICS INCCOM45826J10556,474,8821,389,296SHOTR1 0 1,389,296 0
CABALETTA BIO INCCOM12674W1092,253,965173,850SHOTR1 0 173,850 0
ARROWHEAD PHARMACEUTICALS INCOM04280A10058,875,1051,675,921SHOTR1 0 1,675,921 0
AMBARELLA INCSHSG037AX10124,426,252293,885SHOTR1 0 293,885 0
WESTERN DIGITAL CORP.COM9581021059,836,933260,892SHOTR1 0 260,892 0
SERVICENOW INCCOM81762P10240,604,89472,148SHOTR1 0 72,148 0
FORTINET INCCOM34959E1097,352,41296,755SHOTR1 0 96,755 0
DOLLAR TREE INCCOM25674610829,757,802206,982SHOTR1 0 206,982 0
ALPHABET INCCAP STK CL C02079K107145,424,2591,197,006SHOTR1 0 1,197,006 0
PAYPAL HLDGS INCCOM70450Y10315,130,680229,218SHOTR1 0 229,218 0
CONSTELLATION BRANDS INCCL A21036P10826,479,690107,902SHOTR1 0 107,902 0
MICRON TECHNOLOGY INCCOM59511210367,805,5661,069,453SHOTR1 0 1,069,453 0
INTEL CORPCOM45814010012,166,506365,965SHOTR1 0 365,965 0
AMAZON COM INCCOM023135106165,778,7131,270,043SHOTR1 0 1,270,043 0
NORFOLK SOUTHN CORPCOM65584410866,732,401295,721SHOTR1 0 295,721 0
MICROSOFT CORPCOM594918104194,371,200569,319SHOTR1 0 569,319 0
SALESFORCE INCCOM79466L30238,602,516181,258SHOTR1 0 181,258 0
ADVANCED MICRO DEVICES INCCOM00790310765,333,874572,873SHOTR1 0 572,873 0
ANALOG DEVICES INCCOM0326541054,244,52021,848SHOTR1 0 21,848 0
SANOFISPONSORED ADR80105N10514,606,724271,753SHOTR1 0 271,753 0
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADS874039100103,045,6701,019,245SHOTR1 0 1,019,245 0
TEVA PHARMACEUTICAL INDS LTDSPONSORED ADS88162420910,264,2231,355,013SHOTR1 0 1,355,013 0
YPF SOCIEDAD ANONIMASPON ADR CL D9842451006,354,338425,894SHOTR1 0 425,894 0
INVESCO EXCHANGE TRADED FD TS&P500 EQL WGT46137V35725,443,267170,497SHOTR1 0 170,497 0
SELECT SECTOR SPDR TRCOMMUNICATION81369Y8521,041,76016,000SHOTR1 0 16,000 0
SELECT SECTOR SPDR TRSBI INT-UTILS81369Y8863,593,39455,300SHOTR1 0 55,300 0
SELECT SECTOR SPDR TRTECHNOLOGY81369Y8035,214,30030,000SHOTR1 0 30,000 0
SELECT SECTOR SPDR TRSBI INT-INDS81369Y7043,229,89030,200SHOTR1 0 30,200 0
SELECT SECTOR SPDR TRFINANCIAL81369Y6051,806,73753,700SHOTR1 0 53,700 0
SELECT SECTOR SPDR TRENERGY81369Y506109,284,7251,345,871SHOTR1 0 1,345,871 0
SELECT SECTOR SPDR TRSBI CONS DISCR81369Y4075,671,32033,400SHOTR1 0 33,400 0
SELECT SECTOR SPDR TRSBI MATERIALS81369Y1007,814,64494,700SHOTR1 0 94,700 0
SPDR SER TRS&P REGL BKG78464A69865,850,9821,607,690SHOTR1 0 1,607,690 0
SPDR SER TRS&P REGL BKG78464A69849,152,0001,200,000SHCallOTR1 0 1,200,000 0
SPDR SER TRS&P REGL BKG78464A69849,152,0001,200,000SHPutOTR1 0 1,200,000 0
SPDR SER TRS&P REGL BKG78464A69849,152,0001,200,000SHCallOTR1 0 1,200,000 0
SPDR SER TRS&P REGL BKG78464A69849,152,0001,200,000SHPutOTR1 0 1,200,000 0
INVESCO QQQ TRUNIT SER 146090E1032,834,535,4807,672,000SHOTR1 0 7,672,000 0
INVESCO QQQ TRUNIT SER 146090E103701,983,5001,900,000SHPutOTR1 0 1,900,000 0
INVESCO QQQ TRUNIT SER 146090E103701,983,5001,900,000SHCallOTR1 0 1,900,000 0
INVESCO QQQ TRUNIT SER 146090E103517,251,0001,400,000SHPutOTR1 0 1,400,000 0
INVESCO QQQ TRUNIT SER 146090E103517,251,0001,400,000SHPutOTR1 0 1,400,000 0
INVESCO QQQ TRUNIT SER 146090E103517,251,0001,400,000SHPutOTR1 0 1,400,000 0
INVESCO QQQ TRUNIT SER 146090E103517,251,0001,400,000SHPutOTR1 0 1,400,000 0
INVESCO QQQ TRUNIT SER 146090E103105,988,425286,870SHPutOTR1 0 286,870 0
KB HOMECOM48666K10997,945,0001,900,000SHPutOTR1 0 1,900,000 0
UBS GROUP AGSHSH4209710744,426,1472,200,000SHPutOTR1 0 2,200,000 0
UBS GROUP AGSHSH42097107105,007,2575,200,000SHCallOTR1 0 5,200,000 0
AMERICAN AIRLS GROUP INCCOM02376R10217,725,0001,000,000SHCallOTR1 0 1,000,000 0
CARNIVAL CORPCOMMON STOCK14365830073,340,0004,000,000SHPutOTR1 0 4,000,000 0
ISHARES INCMSCI BRAZIL ETF46428640048,615,0001,500,000SHCallOTR1 0 1,500,000 0
ISHARES INCMSCI BRAZIL ETF46428640038,892,0001,200,000SHCallOTR1 0 1,200,000 0
ISHARES TRRUSSELL 2000 ETF464287655187,410,0001,000,000SHCallOTR1 0 1,000,000 0
ISHARES TRRUSSELL 2000 ETF464287655187,410,0001,000,000SHCallOTR1 0 1,000,000 0
ISHARES TRRUSSELL 2000 ETF464287655187,410,0001,000,000SHCallOTR1 0 1,000,000 0
SPDR GOLD TRGOLD SHS78463V10748,111,130270,500SHCallOTR1 0 270,500 0
SPDR GOLD TRGOLD SHS78463V107355,720,0002,000,000SHCallOTR1 0 2,000,000 0
SPDR GOLD TRGOLD SHS78463V10747,992,497269,833SHCallOTR1 0 269,833 0
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W90262,512,500750,000SHCallOTR1 0 750,000 0