Kepos Capital as of Sept. 30, 2015
Portfolio Holdings for Kepos Capital
Kepos Capital holds 8 positions in its portfolio as reported in the September 2015 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Market Vector Russia ETF Trust | 34.2 | $28M | 1.8M | 15.70 | |
| iShares Lehman MBS Bond Fund (MBB) | 22.9 | $19M | 170k | 109.62 | |
| iShares IBoxx $ Invest Grade Corp Bd (LQD) | 15.0 | $12M | 105k | 116.09 | |
| iShares iBoxx $ High Yid Corp Bond (HYG) | 9.2 | $7.5M | 90k | 83.29 | |
| Vanguard REIT ETF (VNQ) | 8.0 | $6.5M | 86k | 75.54 | |
| Utilities SPDR (XLU) | 7.7 | $6.3M | 145k | 43.29 | |
| iShares MSCI Mexico Inv. Mt. Idx. (EWW) | 2.6 | $2.1M | 42k | 51.56 | |
| Market Vectors Indonesia Index | 0.3 | $286k | 18k | 16.07 |
