SELECT SECTOR SPDR TR

Ticker: XLC CUSIP: 81369Y852 Class: COMMUNICATION

Rokos Capital Management LLP's Holding History (CIK: 0001666335)

Note: Option positions (PUT/CALL) are excluded.

Q3 2023

Shares 42,000 Value ($000) $2,780 Avg Close — Range —

Q2 2023

Shares 16,000 Value ($000) $1,042 Avg Close — Range —

Q1 2023

Shares 20,500 Value ($000) $1,178 Avg Close — Range —

Period	Shares	Value ($000)	Average Close	Price Range
Q3 2023	42,000	$2,780	—	—
Q2 2023	16,000	$1,042	—	—
Q1 2023	20,500	$1,178	—	—