Rokos Capital Management as of March 31, 2020
Portfolio Holdings for Rokos Capital Management
Rokos Capital Management holds 5 positions in its portfolio as reported in the March 2020 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| iShares IBoxx $ Invest Grade Corp Bd (LQD) | 80.4 | $981M | 7.9M | 123.51 | |
| Health Care SPDR (XLV) | 7.8 | $95M | 1.1M | 88.56 | |
| Consumer Discretionary SPDR (XLY) | 6.7 | $82M | 820k | 99.86 | |
| Utilities SPDR (XLU) | 4.9 | $60M | 1.1M | 56.23 | |
| Consumer Staples Select Sect. SPDR (XLP) | 0.2 | $2.3M | 42k | 55.30 |
