Kepos Capital as of March 31, 2017
Portfolio Holdings for Kepos Capital
Kepos Capital holds 10 positions in its portfolio as reported in the March 2017 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| iShares Lehman MBS Bond Fund (MBB) | 34.1 | $92M | 864k | 106.55 | |
| Vaneck Vectors Russia Index Et | 14.4 | $39M | 1.9M | 20.67 | |
| Vanguard REIT ETF (VNQ) | 10.6 | $29M | 347k | 82.59 | |
| Utilities SPDR (XLU) | 10.3 | $28M | 542k | 51.31 | |
| iShares iBoxx $ High Yid Corp Bond (HYG) | 10.1 | $27M | 310k | 87.78 | |
| Jp Morgan Alerian Mlp Index (AMJ) | 9.0 | $24M | 750k | 32.30 | |
| iShares IBoxx $ Invest Grade Corp Bd (LQD) | 8.8 | $24M | 201k | 117.91 | |
| PowerShares Emerging Markets Sovere | 1.5 | $4.1M | 142k | 29.06 | |
| Cme (CME) | 1.3 | $3.6M | 30k | 118.80 | |
| iShares MSCI Chile Inv. Mt. Idx (ECH) | 0.0 | $4.0k | 100.00 | 40.00 |
