Kepos Capital as of Dec. 31, 2015
Portfolio Holdings for Kepos Capital
Kepos Capital holds 9 positions in its portfolio as reported in the December 2015 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| iShares Lehman MBS Bond Fund (MBB) | 37.9 | $20M | 190k | 107.70 | |
| iShares IBoxx $ Invest Grade Corp Bd (LQD) | 19.1 | $10M | 90k | 114.01 | |
| iShares iBoxx $ High Yid Corp Bond (HYG) | 12.0 | $6.4M | 80k | 80.58 | |
| Vanguard REIT ETF (VNQ) | 11.0 | $5.9M | 74k | 79.73 | |
| Utilities SPDR (XLU) | 10.2 | $5.5M | 127k | 43.28 | |
| Market Vector Russia ETF Trust | 4.3 | $2.3M | 158k | 14.65 | |
| PowerShares Emerging Markets Sovere | 2.8 | $1.5M | 56k | 27.31 | |
| iShares MSCI Chile Inv. Mt. Idx (ECH) | 2.7 | $1.4M | 45k | 31.92 | |
| Market Vectors Indonesia Index | 0.0 | $2.0k | 100.00 | 20.00 |
