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Kepos Capital Portfolio holdings

AUM $61.3M
1-Year Est. Return 12.13%
This Fund
S&P 500
This Quarter Est. Return
-1.17%
1 Year Est. Return
+12.13%
3 Year Est. Return
+22.16%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$53.8M
AUM Growth
-$27.7M
Cap. Flow
-$28.1M
Cap. Flow %
-52.27%
Top 10 Hldgs %
100%
Holding
10
New
2
Increased
1
Reduced
6
Closed
1

Top Buys

Rank Stock Value
1
MBB icon
iShares MBS ETF
MBB
+$2.11M
2
PCY icon
Invesco Emerging Markets Sovereign Debt ETF
PCY
+$1.55M
3
ECH icon
iShares MSCI Chile ETF
ECH
+$1.51M

Top Sells

Rank Stock Value
1
RSX
VanEck Russia ETF
RSX
+$26.5M
2
EWW icon
iShares MSCI Mexico ETF
EWW
+$2.15M
3
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$1.77M
4
VNQ icon
Vanguard Real Estate ETF
VNQ
+$926K
5
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$856K

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MBB icon
1
iShares MBS ETF
MBB
$38.9B
$20.4M 37.93%
189,489
+19,412
+11% +$2.11M
LQD icon
2
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
$10.3M 19.09%
90,100
-15,300
-15% -$1.77M
HYG icon
3
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$6.45M 11.98%
80,000
-10,300
-11% -$856K
VNQ icon
4
Vanguard Real Estate ETF
VNQ
$39.1B
$5.92M 11%
74,200
-11,700
-14% -$926K
XLU icon
5
State Street Utilities Select Sector SPDR ETF
XLU
$24B
$5.49M 10.21%
253,900
-36,514
-13% -$791K
RSX
6
DELISTED
VanEck Russia ETF
RSX
$2.31M 4.29%
157,700
-1,619,400
-91% -$26.5M
PCY icon
7
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.38B
$1.52M 2.83%
+55,722
New +$1.55M
ECH icon
8
iShares MSCI Chile ETF
ECH
$1.01B
$1.43M 2.66%
+44,900
New +$1.51M
IDX icon
9
VanEck Indonesia Index ETF
IDX
$32.7M
$2K ﹤0.01%
100
-17,700
-99% -$331K
EWW icon
10
iShares MSCI Mexico ETF
EWW
$1.88B
– –
-41,642
Closed -$2.15M

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TCM
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TCDRS
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ACM
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BGPJL
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CMANY
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Kepos Capital's Q4 2015 Portfolio in Review

As of Q4 2015, Kepos Capital held 10 positions worth $53.8M, down 34% from $81.5M the previous quarter. Its ten largest holdings account for 100% of the portfolio.

Kepos Capital withdrew a net $28.1M in Q4 2015, closing 1 position and reducing 6 holdings. Its most notable exit was iShares MSCI Mexico ETF, an estimated $2.15M position sold in full.

Against the trend, Kepos Capital opened a new position in Invesco Emerging Markets Sovereign Debt ETF worth $1.52M.

  • Kepos Capital's largest Q4 2015 buy was Invesco Emerging Markets Sovereign Debt ETF: 55,722 shares worth $1.52M.
  • Kepos Capital added most to iShares MBS ETF in Q4 2015, an estimated $2.11M increase.
  • Kepos Capital's biggest Q4 2015 reduction was VanEck Russia ETF, cutting an estimated $26.5M.
  • Kepos Capital fully exited iShares MSCI Mexico ETF in Q4 2015, selling an estimated $2.15M.
  • Kepos Capital's ten largest holdings make up 100% of its $53.8M portfolio in Q4 2015.
  • Kepos Capital opened 2 new positions and closed 1 in Q4 2015.
  • Kepos Capital's portfolio value fell 34% quarter-over-quarter to $53.8M.

Based on Kepos Capital's 13F filing for Q4 2015, filed 10 Feb 2016.