Richard Nikolas Holttum - Chief Compliance Officer
Location
London, United Kingdom
Holdings as of
March 31, 2023
Value $
$1.15B
Num holdings
53
Date filed
5/15/2023, 10:03 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.
* 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
Richard Nikolas Holttum
Chief Compliance Officer
London, United Kingdom
5/15/2023
For the quarter ending on March 31, 2023, 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 March 31, 2023, are aggregated under the designation of "shared-other" (OTHER) in the Form 13F information table. In accordance with the Answer to Question 47 in SEC Division of Investment Management: Frequently Asked Questions about 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 of which RCM US had no discretion.
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