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KC

Kepos Capital Portfolio holdings

AUM $61.3M
1-Year Est. Return 12.13%
This Fund
S&P 500
This Quarter Est. Return
+6.86%
1 Year Est. Return
+12.13%
3 Year Est. Return
+22.16%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$111M
AUM Growth
+$57.1M
Cap. Flow
+$49.3M
Cap. Flow %
44.47%
Top 10 Hldgs %
100%
Holding
10
New
1
Increased
4
Reduced
3
Closed
1

Top Buys

Rank Stock Value
1
RSX
VanEck Russia ETF
RSX
+$24.4M
2
EWW icon
iShares MSCI Mexico ETF
EWW
+$21.9M
3
MBB icon
iShares MBS ETF
MBB
+$6.23M
4
VNQ icon
Vanguard Real Estate ETF
VNQ
+$693K
5
PCY icon
Invesco Emerging Markets Sovereign Debt ETF
PCY
+$57.5K

Top Sells

Rank Stock Value
1
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$1.56M
2
ECH icon
iShares MSCI Chile ETF
ECH
+$1.43M
3
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$730K
4
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$249K

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RSX
1
DELISTED
VanEck Russia ETF
RSX
$30.1M 27.14%
1,839,200
+1,681,500
+1,066% +$24.4M
MBB icon
2
iShares MBS ETF
MBB
$38.9B
$27M 24.36%
246,689
+57,200
+30% +$6.23M
EWW icon
3
iShares MSCI Mexico ETF
EWW
$1.88B
$24.3M 21.9%
+452,100
New +$21.9M
LQD icon
4
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
$9.09M 8.2%
76,500
-13,600
-15% -$1.56M
VNQ icon
5
Vanguard Real Estate ETF
VNQ
$39.1B
$6.96M 6.28%
83,100
+8,900
+12% +$693K
XLU icon
6
State Street Utilities Select Sector SPDR ETF
XLU
$24B
$6.03M 5.44%
243,100
-10,800
-4% -$249K
HYG icon
7
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$5.78M 5.22%
70,800
-9,200
-12% -$730K
PCY icon
8
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.38B
$1.64M 1.48%
57,822
+2,100
+4% +$57.5K
IDX icon
9
VanEck Indonesia Index ETF
IDX
$32.7M
$2K ﹤0.01%
100
– –
ECH icon
10
iShares MSCI Chile ETF
ECH
$1.01B
– –
-44,900
Closed -$1.43M

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ACM
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Kepos Capital's Q1 2016 Portfolio in Review

As of Q1 2016, Kepos Capital held 10 positions worth $111M, up 106% from $53.8M the previous quarter. Its ten largest holdings account for 100% of the portfolio.

Kepos Capital deployed $49.3M of net new capital in Q1 2016, opening 1 new position and adding to 4 existing holdings. Its largest new stake was iShares MSCI Mexico ETF: 452,100 shares worth $24.3M.

On the sell side, the largest reduction was iShares iBoxx $ Investment Grade Corporate Bond ETF, an estimated $1.56M trimmed.

  • Kepos Capital's largest Q1 2016 buy was iShares MSCI Mexico ETF: 452,100 shares worth $24.3M.
  • Kepos Capital added most to VanEck Russia ETF in Q1 2016, an estimated $24.4M increase.
  • Kepos Capital's biggest Q1 2016 reduction was iShares iBoxx $ Investment Grade Corporate Bond ETF, cutting an estimated $1.56M.
  • Kepos Capital fully exited iShares MSCI Chile ETF in Q1 2016, selling an estimated $1.43M.
  • Kepos Capital's ten largest holdings make up 100% of its $111M portfolio in Q1 2016.
  • Kepos Capital opened 1 new position and closed 1 in Q1 2016.
  • Kepos Capital's portfolio value rose 106% quarter-over-quarter to $111M.

Based on Kepos Capital's 13F filing for Q1 2016, filed 11 May 2016.