Kepos Capital LP Hedge Fund

CIK: 0001512020 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value ($000): $141,355 (100.0% shares, 0.0% debt)

Holdings (10)

— VanEck Vectors ETFs/USA 29.4%

Value ($000) $41,518 Shares 2,213,100 Est. Cost $18.76 Unrealized —

MBB iShares ETFs/USA 29.2%

Value ($000) $41,327 Shares 375,389 Est. Cost $110.09 Unrealized —

LQD iShares ETFs/USA 10.6%

Value ($000) $14,942 Shares 121,300 Est. Cost $120.66 Unrealized —

VNQ Vanguard ETF/USA 7.8%

Value ($000) $11,059 Shares 127,500 Est. Cost $68.72 Unrealized —

XLU State Street ETF/USA 7.3%

Value ($000) $10,310 Shares 210,450 Est. Cost $48.99 Unrealized —

HYG iShares ETFs/USA 6.5%

Value ($000) $9,206 Shares 105,500 Est. Cost $89.81 Unrealized —

— JP Morgan ETNs/USA 4.9%

Value ($000) $6,970 Shares 221,273 Est. Cost $31.50 Unrealized —

CME CME Group Inc 2.2%

Value ($000) $3,136 Shares 30,000 Est. Cost $73.18 Unrealized 0.0%

— Powershares ETFs/USA 2.0%

Value ($000) $2,883 Shares 94,122 Est. Cost $30.63 Unrealized —

ECH iShares ETFs/USA 0.0%

Value ($000) $4 Shares 100 Est. Cost $53.81 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	VanEck Vectors ETFs/USA	2,213,100	$41,518	29.4%	$18.76	—	VANECK VECTORS RUSSIA ETF	92189F403
MBB	iShares ETFs/USA	375,389	$41,327	29.2%	$110.09	—	ISHARES MBS ETF	464288588
LQD	iShares ETFs/USA	121,300	$14,942	10.6%	$120.66	—	ISHARES IBOXX INVESTMENT GRA	464287242
VNQ	Vanguard ETF/USA	127,500	$11,059	7.8%	$68.72	—	VANGUARD REIT ETF	922908553
XLU	State Street ETF/USA	210,450	$10,310	7.3%	$48.99	—	UTILITIES SELECT SECTOR SPDR	81369Y886
HYG	iShares ETFs/USA	105,500	$9,206	6.5%	$89.81	—	ISHARES IBOXX USO HIGH YIELD	464288513
—	JP Morgan ETNs/USA	221,273	$6,970	4.9%	$31.50	—	JPMORGAN ALERIAN MLP INDEX	46625H365
CME	CME Group Inc	30,000	$3,136	2.2%	$73.18	0.0%	CME GROUP INC	12572Q105
—	Powershares ETFs/USA	94,122	$2,883	2.0%	$30.63	—	POWERSHARES EM MKT SOVR DEBT	73936T573
ECH	iShares ETFs/USA	100	$4	0.0%	$53.81	—	ISHARES MSCI CHILE CAPPED ET	464286640