Kepos Capital as of June 30, 2017
Portfolio Holdings for Kepos Capital
Kepos Capital holds 9 positions in its portfolio as reported in the June 2017 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Vaneck Vectors Russia Index Et | 30.5 | $127M | 6.6M | 19.17 | |
| iShares Lehman MBS Bond Fund (MBB) | 23.8 | $99M | 927k | 106.76 | |
| iShares IBoxx $ Invest Grade Corp Bd (LQD) | 13.2 | $55M | 456k | 120.51 | |
| iShares iBoxx $ High Yid Corp Bond (HYG) | 12.7 | $53M | 595k | 88.39 | |
| Utilities SPDR (XLU) | 6.7 | $28M | 533k | 51.96 | |
| Vanguard REIT ETF (VNQ) | 5.8 | $24M | 291k | 83.23 | |
| Jp Morgan Alerian Mlp Index (AMJ) | 5.4 | $22M | 751k | 29.70 | |
| PowerShares Emerging Markets Sovere | 1.0 | $4.2M | 144k | 29.27 | |
| Cme (CME) | 0.9 | $3.8M | 30k | 125.23 |
