Rokos Capital Management LLP

Q3 2022 13F Holdings Report, Stock Holdings

Signature - Title
Nikolas Holttum - Head of Compliance
Location
London, United Kingdom
Holdings as of
30 Sep 2022
Value $
$1,306,739,000
Num holdings
55
Filing time
14 Nov 2022, 09:07:30 UTC
Form type
13F-HR
Description
All US holdings of this investor are reported in this report. Top holdings included MSFT, XLE, SWN, XLF, and EQT.
Previous filing
Q2 2022 - 15 Aug 2022
Next filing
Q4 2022 - 14 Feb 2023
SEC
View on sec.gov
Options Holdings
Showing stock holdings, see here for options holdings
Sym Weight Trade Impact Company Class Share Change Activity Value Change $ Value $ * Price $ Shares Principal
Filing 2022 Q3 compared to 2022 Q2 by default. Changes are calculated vs the previous SEC filing.
* 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
Nikolas Holttum Head of Compliance London, United Kingdom 14 Nov 2022

For the quarter ending on September 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 September 30, 2022, are aggregated under the designation of "shared-other" (OTR) in the Form 14F Information Table, in accordance with the Answer to Question 47 in SEC Division of Investment Management: Frequently Asked Question 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