Rokos Capital Management LLP

Q2 2023 13F Holdings Report, Restatement, Stock Holdings

Signature - Title
Richard Nikolas Holttum - Chief Compliance Officer
Location
London, United Kingdom
Holdings as of
June 30, 2023
Value $
$4.98B
Num holdings
77
Date filed
8/15/2023, 09:32 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 2023 - May 15, 2023
Next filing
Q3 2023 - Nov 14, 2023
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 2023 Q2 - Restatement compared to 2023 Q1 by default.
* 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 8/15/2023

On Monday 14th August we became aware that we had misstated the Value (column 4) of one position (an option position in BABA). This was due to a manual error when inputting data. We are submitting this restatement to correct this error and update for the correct Value. For the quarter ending on June 30, 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 June 30, 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.

Other Included Managers (1):

Num Name Location File Number
1 Rokos Capital Management (US) LP New York, NY 028-20930