Kepos Capital as of Sept. 30, 2016
Portfolio Holdings for Kepos Capital
Kepos Capital holds 10 positions in its portfolio as reported in the September 2016 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Vaneck Vectors Russia Index Et | 29.4 | $42M | 2.2M | 18.76 | |
| iShares Lehman MBS Bond Fund (MBB) | 29.2 | $41M | 375k | 110.09 | |
| iShares IBoxx $ Invest Grade Corp Bd (LQD) | 10.6 | $15M | 121k | 123.18 | |
| Vanguard REIT ETF (VNQ) | 7.8 | $11M | 128k | 86.74 | |
| Utilities SPDR (XLU) | 7.3 | $10M | 211k | 48.99 | |
| iShares iBoxx $ High Yid Corp Bond (HYG) | 6.5 | $9.2M | 106k | 87.26 | |
| Jp Morgan Alerian Mlp Index (AMJ) | 4.9 | $7.0M | 221k | 31.50 | |
| Cme (CME) | 2.2 | $3.1M | 30k | 104.53 | |
| PowerShares Emerging Markets Sovere | 2.0 | $2.9M | 94k | 30.63 | |
| iShares MSCI Chile Inv. Mt. Idx (ECH) | 0.0 | $4.0k | 100.00 | 40.00 |
