Kepos Capital as of Dec. 31, 2016
Portfolio Holdings for Kepos Capital
Kepos Capital holds 10 positions in its portfolio as reported in the December 2016 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| iShares Lehman MBS Bond Fund (MBB) | 33.3 | $64M | 598k | 106.34 | |
| Vaneck Vectors Russia Index Et | 12.9 | $25M | 1.2M | 21.22 | |
| iShares IBoxx $ Invest Grade Corp Bd (LQD) | 12.1 | $23M | 197k | 117.18 | |
| Vanguard REIT ETF (VNQ) | 10.2 | $20M | 236k | 82.53 | |
| iShares iBoxx $ High Yid Corp Bond (HYG) | 10.0 | $19M | 220k | 86.55 | |
| Utilities SPDR (XLU) | 9.1 | $17M | 358k | 48.57 | |
| Jp Morgan Alerian Mlp Index | 8.7 | $17M | 525k | 31.61 | |
| PowerShares Emerging Markets Sovere | 2.0 | $3.9M | 139k | 28.26 | |
| Cme (CME) | 1.8 | $3.5M | 30k | 115.37 | |
| iShares MSCI Chile Inv. Mt. Idx (ECH) | 0.0 | $4.0k | 100.00 | 40.00 |
