13F History

Rokos Capital Management LLP

Q2 2022 13F Holdings Report, Stock Holdings

Signature - Title: Richard Nikolas Holttum - Chief Compliance Officer
Location: London, United Kingdom
Holdings as of: June 30, 2022
Value $: $1.26B
Num holdings: 54
Date filed: 8/15/2022, 07:30 AM
Description: All US holdings of this investor are reported in this report. The Form 13F report requires disclosure of the manager that files the report, the name and class of the security, the CUSIP code, the number of shares as of the end of the calendar quarter for which the report is filed, and the total market value. The market value column should not be used as a substitute for Assets Under Management (AUM), as it does not include cash held in accounts.
Previous filing: Q1 2022 - Aug 11, 2022
Next filing: Q3 2022 - Nov 14, 2022
Options Holdings: Showing stock holdings, see here for options holdings

Sym	Weight	Trade Impact	Company	Class	Shares Change	Activity	Value Change $	Value $	* Price $	Shares	Principal

Filing 2022 Q2 compared to 2022 Q1 - Restatement by default.

Compare Q2 2022 to

* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.

Person Signing this Report on Behalf of Reporting Manager:

Name	Title	City, State	Date
Neil Cheng	Senior Compliance Officer	London, United Kingdom	8/11/2022

For the quarter ending on June 30, 2022, 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 June 30, 2022, are aggregated under the designation "shared-other" (OTR) in the Form 13F Information Table, in accordance with the Answer to Question 47 in SEC Division of Investment Management: Frequently Asked Questions About Form 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 over which RCM US had no discretion.

Other Included Managers (1):

Num	Name	Location	File Number
1	Rokos Capital Management (US) LP	New York, NY