Kepos Capital as of June 30, 2016
Portfolio Holdings for Kepos Capital
Kepos Capital holds 12 positions in its portfolio as reported in the June 2016 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| iShares Lehman MBS Bond Fund (MBB) | 31.8 | $26M | 235k | 109.97 | |
| Vaneck Vectors Russia Index Et | 18.4 | $15M | 860k | 17.42 | |
| iShares IBoxx $ Invest Grade Corp Bd (LQD) | 11.2 | $9.1M | 74k | 122.73 | |
| Utilities SPDR (XLU) | 9.6 | $7.8M | 149k | 52.47 | |
| Vanguard REIT ETF (VNQ) | 9.1 | $7.4M | 83k | 88.67 | |
| iShares iBoxx $ High Yid Corp Bond (HYG) | 6.8 | $5.5M | 65k | 84.71 | |
| Jp Morgan Alerian Mlp Index (AMJ) | 4.0 | $3.3M | 104k | 31.81 | |
| Cme (CME) | 3.6 | $2.9M | 30k | 97.40 | |
| iShares MSCI Mexico Inv. Mt. Idx. (EWW) | 3.2 | $2.6M | 52k | 50.37 | |
| PowerShares Emerging Markets Sovere | 2.2 | $1.8M | 62k | 29.59 | |
| Market Vectors Etfs/usa vaneck vectors indonesia ind (IDX) | 0.0 | $26k | 1.2k | 21.67 | |
| iShares MSCI Chile Inv. Mt. Idx (ECH) | 0.0 | $4.0k | 100.00 | 40.00 |
