KC
Kepos Capital Portfolio holdings
AUM
$74.6M
This Quarter Return
+4.59%
1 Year Return
+14.31%
3 Year Return
–
5 Year Return
–
10 Year Return
–
AUM
$598M
AUM Growth
+$598M
(+44%)
Cap. Flow
+$161M
Cap. Flow
% of AUM
26.97%
Top 10 Holdings %
Top 10 Hldgs %
78.53%
Holding
97
New
88
Increased
5
Reduced
3
Closed
–
Top Buys
| 1 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
$29.9M |
| 2 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
$18.2M |
| 3 |
Utilities Select Sector SPDR Fund
XLU
|
$4.79M |
| 4 |
iShares MBS ETF
MBB
|
$4.58M |
| 5 |
Truist Financial
TFC
|
$3.45M |
Top Sells
| 1 |
RSX
VanEck Russia ETF
RSX
|
$28.9M |
| 2 |
AMJ
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
|
$403K |
| 3 |
Invesco Emerging Markets Sovereign Debt ETF
PCY
|
$47.6K |
Sector Composition
| 1 | Financials | 3.93% |
| 2 | Healthcare | 3.35% |
| 3 | Energy | 3.13% |
| 4 | Industrials | 3.03% |
| 5 | Consumer Discretionary | 2.38% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
RSX
1
DELISTED
VanEck Russia ETF
RSX
| $119M | 19.82% | 5,317,300 -1,294,600 | -20% | -$28.9M |
|
|
2
iShares MBS ETF
MBB
$41B
| $104M | 17.36% | 969,600 +42,800 | +5% | +$4.58M |
|
|
3
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$29.5B
| $85.2M | 14.25% | 703,100 +246,800 | +54% | +$29.9M |
|
|
4
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.8B
| $71M | 11.87% | 799,900 +204,900 | +34% | +$18.2M |
|
|
5
Utilities Select Sector SPDR Fund
XLU
$20.9B
| $33.1M | 5.53% | 623,100 +90,200 | +17% | +$4.79M |
|
6
Vanguard Real Estate ETF
VNQ
$34.6B
| $25.5M | 4.26% | 306,600 +15,400 | +5% | +$1.28M |
|
|
AMJ
7
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $20.8M | 3.48% | 736,914 -14,282 | -2% | -$403K |
|
|
8
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.22B
| $4.23M | 0.71% | 142,000 -1,600 | -1% | -$47.6K |
|
9
CME Group
CME
$96B
| $4.07M | 0.68% | 30,000 | – | – |
|
|
10
Truist Financial
TFC
$60.4B
| $3.45M | 0.58% | +73,463 | New | +$3.45M |
|
11
Valero Energy
VLO
$47.2B
| $3.44M | 0.58% | +44,698 | New | +$3.44M |
|
12
Phillips 66
PSX
$54B
| $3.34M | 0.56% | +36,487 | New | +$3.34M |
|
13
McDonald's
MCD
$224B
| $3.32M | 0.56% | +21,193 | New | +$3.32M |
|
14
Marathon Petroleum
MPC
$54.6B
| $3.31M | 0.55% | +59,051 | New | +$3.31M |
|
15
Citigroup
C
$178B
| $3.31M | 0.55% | +45,479 | New | +$3.31M |
|
16
JPMorgan Chase
JPM
$829B
| $3.3M | 0.55% | +34,597 | New | +$3.3M |
|
17
Bank of America
BAC
$376B
| $3.29M | 0.55% | +129,691 | New | +$3.29M |
|
18
Oracle
ORCL
$635B
| $3.28M | 0.55% | +67,751 | New | +$3.28M |
|
|
MON
19
DELISTED
Monsanto Co
MON
| $3.27M | 0.55% | +27,283 | New | +$3.27M |
|
20
Cummins
CMI
$54.9B
| $3.27M | 0.55% | +19,434 | New | +$3.27M |
|
21
Caterpillar
CAT
$196B
| $3.26M | 0.55% | +26,142 | New | +$3.26M |
|
22
NextEra Energy, Inc.
NEE
$148B
| $3.24M | 0.54% | +22,136 | New | +$3.24M |
|
23
Walmart
WMT
$774B
| $3.22M | 0.54% | +41,165 | New | +$3.22M |
|
24
Philip Morris
PM
$260B
| $3.22M | 0.54% | +28,971 | New | +$3.22M |
|
25
Regeneron Pharmaceuticals
REGN
$61.5B
| $3.21M | 0.54% | +7,176 | New | +$3.21M |
|