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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
+2.06%
1 Year Est. Return
+12.13%
3 Year Est. Return
+22.16%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$141M
AUM Growth
+$60.1M
Cap. Flow
+$58.6M
Cap. Flow %
41.48%
Top 10 Hldgs %
100%
Holding
12
New
–
Increased
8
Reduced
–
Closed
2

Top Buys

Rank Stock Value
1
RSX
VanEck Russia ETF
RSX
+$24.8M
2
MBB icon
iShares MBS ETF
MBB
+$15.4M
3
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$5.84M
4
VNQ icon
Vanguard Real Estate ETF
VNQ
+$3.93M
5
AMJ
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
+$3.7M

Top Sells

Rank Stock Value
1
EWW icon
iShares MSCI Mexico ETF
EWW
+$2.6M
2
IDX icon
VanEck Indonesia Index ETF
IDX
+$26K

Sector Composition

Rank Sector Weight
1 Financials 2.22%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RSX
1
DELISTED
VanEck Russia ETF
RSX
$41.5M 29.37%
2,213,100
+1,353,500
+157% +$24.8M
MBB icon
2
iShares MBS ETF
MBB
$38.9B
$41.3M 29.24%
375,389
+140,500
+60% +$15.4M
LQD icon
3
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
$14.9M 10.57%
121,300
+47,400
+64% +$5.84M
VNQ icon
4
Vanguard Real Estate ETF
VNQ
$39.1B
$11.1M 7.82%
127,500
+44,100
+53% +$3.93M
XLU icon
5
State Street Utilities Select Sector SPDR ETF
XLU
$24B
$10.3M 7.29%
420,900
+122,400
+41% +$3.11M
HYG icon
6
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$9.21M 6.51%
105,500
+40,500
+62% +$3.48M
AMJ
7
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$6.97M 4.93%
221,273
+117,650
+114% +$3.7M
CME icon
8
CME Group
CME
$91.9B
$3.14M 2.22%
30,000
– –
PCY icon
9
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.38B
$2.88M 2.04%
94,122
+32,200
+52% +$976K
ECH icon
10
iShares MSCI Chile ETF
ECH
$1.01B
$4K ﹤0.01%
100
– –
EWW icon
11
iShares MSCI Mexico ETF
EWW
$1.88B
– –
-51,700
Closed -$2.6M
IDX icon
12
VanEck Indonesia Index ETF
IDX
$32.7M
– –
-1,200
Closed -$26K

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CP
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TCM
Tuttle Capital Management Riverside, Connecticut $60.8M AUM 17.47% 1-Year Est. Return
TCDRS
Texas County & District Retirement System Austin, Texas $60.8M AUM 29.03% 1-Year Est. Return
ACM
AREX Capital Management New York $60.5M AUM 45.91% 1-Year Est. Return
BGPJL
Bregal General Partner Jersey Ltd St. Helier, Jersey $62.3M AUM
CMANY
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AC
Amitell Capital Singapore $62.4M AUM 75.98% 1-Year Est. Return

Kepos Capital's Q3 2016 Portfolio in Review

As of Q3 2016, Kepos Capital held 12 positions worth $141M, up 74% from $81.3M the previous quarter. Its ten largest holdings account for 100% of the portfolio.

Kepos Capital deployed $58.6M of net new capital in Q3 2016, adding to 8 existing holdings.

By sector, the portfolio is most concentrated in Financials at 2.2% of assets, down from 3.6% a quarter earlier.

On the sell side, the most notable exit was iShares MSCI Mexico ETF, an estimated $2.6M sold.

  • Kepos Capital added most to VanEck Russia ETF in Q3 2016, an estimated $24.8M increase.
  • Kepos Capital fully exited iShares MSCI Mexico ETF in Q3 2016, selling an estimated $2.6M.
  • Kepos Capital's ten largest holdings make up 100% of its $141M portfolio in Q3 2016.
  • Kepos Capital opened 0 new positions and closed 2 in Q3 2016.
  • Kepos Capital's portfolio value rose 74% quarter-over-quarter to $141M.

Based on Kepos Capital's 13F filing for Q3 2016, filed 14 Nov 2016.