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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
+3.7%
1 Year Est. Return
+12.13%
3 Year Est. Return
+22.16%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$81.3M
AUM Growth
-$29.6M
(-27%)
Cap. Flow
-$31.7M
Cap. Flow
% of AUM
-39.04%
Top 10 Holdings %
Top 10 Hldgs %
99.96%
Holding
12
New
3
Increased
4
Reduced
5
Closed
–
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
AMJ
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
|
+$3.09M |
| 2 |
CME Group
CME
|
+$2.84M |
| 3 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$1.37M |
| 4 |
Invesco Emerging Markets Sovereign Debt ETF
PCY
|
+$117K |
| 5 |
Vanguard Real Estate ETF
VNQ
|
+$25.2K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Mexico ETF
EWW
|
+$20.4M |
| 2 |
RSX
VanEck Russia ETF
RSX
|
+$16.7M |
| 3 |
iShares MBS ETF
MBB
|
+$1.29M |
| 4 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$482K |
| 5 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$312K |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 3.59% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
iShares MBS ETF
MBB
$38.9B
| $25.8M | 31.78% |
234,889
-11,800
| -5% | -$1.29M |
|
|
RSX
2
DELISTED
VanEck Russia ETF
RSX
| $15M | 18.42% |
859,600
-979,600
| -53% | -$16.7M |
|
|
3
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
| $9.07M | 11.16% |
73,900
-2,600
| -3% | -$312K |
|
|
4
State Street Utilities Select Sector SPDR ETF
XLU
$24B
| $7.83M | 9.63% |
298,500
+55,400
| +23% | +$1.37M |
|
|
5
Vanguard Real Estate ETF
VNQ
$39.1B
| $7.39M | 9.1% |
83,400
+300
| +0.4% | +$25.2K |
|
|
6
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $5.51M | 6.77% |
65,000
-5,800
| -8% | -$482K |
|
|
AMJ
7
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $3.3M | 4.05% |
+103,623
| New | +$3.09M |
|
|
8
CME Group
CME
$91.9B
| $2.92M | 3.59% |
+30,000
| New | +$2.84M |
|
|
9
iShares MSCI Mexico ETF
EWW
$1.88B
| $2.6M | 3.2% |
51,700
-400,400
| -89% | -$20.4M |
|
|
10
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.38B
| $1.83M | 2.25% |
61,922
+4,100
| +7% | +$117K |
|
11
VanEck Indonesia Index ETF
IDX
$32.7M
| $26K | 0.03% |
1,200
+1,100
| +1,100% | +$22.4K |
|
12
iShares MSCI Chile ETF
ECH
$1.01B
| $4K | ﹤0.01% |
+100
| New | +$3.64K |
|
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Kepos Capital's Q2 2016 Portfolio in Review
As of Q2 2016, Kepos Capital held 12 positions worth $81.3M, down 27% from $111M the previous quarter. Its ten largest holdings account for 100% of the portfolio.
Kepos Capital withdrew a net $31.7M in Q2 2016, reducing 5 holdings. Its largest reduction was iShares MSCI Mexico ETF, cutting an estimated $20.4M.
By sector, the portfolio is most concentrated in Financials at 3.6% of assets.
Against the trend, Kepos Capital opened a new position in JP Morgan Alerian MLP Index ETN 5/24/24 worth $3.3M.
- Kepos Capital's largest Q2 2016 buy was JP Morgan Alerian MLP Index ETN 5/24/24: 103,623 shares worth $3.3M.
- Kepos Capital added most to State Street Utilities Select Sector SPDR ETF in Q2 2016, an estimated $1.37M increase.
- Kepos Capital's biggest Q2 2016 reduction was iShares MSCI Mexico ETF, cutting an estimated $20.4M.
- Kepos Capital's ten largest holdings make up 100% of its $81.3M portfolio in Q2 2016.
- Kepos Capital opened 3 new positions and closed 0 in Q2 2016.
- Kepos Capital's portfolio value fell 27% quarter-over-quarter to $81.3M.
Based on Kepos Capital's 13F filing for Q2 2016, filed 10 Aug 2016.