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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
+3.08%
1 Year Est. Return
+12.13%
3 Year Est. Return
+22.16%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.11B
AUM Growth
+$512M
Cap. Flow
+$500M
Cap. Flow %
45%
Top 10 Hldgs %
54.4%
Holding
198
New
101
Increased
52
Reduced
7
Closed
25

Top Buys

Rank Stock Value
1
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$74.7M
2
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$66.3M
3
XLK icon
State Street Technology Select Sector SPDR ETF
XLK
+$59M
4
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$37.6M
5
EWW icon
iShares MSCI Mexico ETF
EWW
+$21.8M

Top Sells

Rank Stock Value
1
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$47.8M
2
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$47.5M
3
AMJ
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
+$10.1M
4
VNQ icon
Vanguard Real Estate ETF
VNQ
+$9.94M
5
MON
Monsanto Co
MON
+$3.27M

Sector Composition

Rank Sector Weight
1 Financials 7.78%
2 Healthcare 6.24%
3 Consumer Discretionary 5.54%
4 Energy 5.31%
5 Technology 4.47%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XOM icon
26
ExxonMobil
XOM
$651B
$4.82M 0.43%
57,618
+48,168
+510% +$3.98M
HPQ icon
27
HP
HPQ
$23.5B
$4.81M 0.43%
229,026
+187,618
+453% +$3.99M
COP icon
28
ConocoPhillips
COP
$147B
$4.81M 0.43%
+87,557
New +$4.5M
C icon
29
Citigroup
C
$222B
$4.78M 0.43%
64,259
+18,780
+41% +$1.39M
SBUX icon
30
Starbucks
SBUX
$118B
$4.77M 0.43%
+83,129
New +$4.7M
MCD icon
31
McDonald's
MCD
$188B
$4.77M 0.43%
27,731
+6,538
+31% +$1.1M
ABBV icon
32
AbbVie
ABBV
$458B
$4.77M 0.43%
+49,325
New +$4.65M
GOOGL icon
33
Alphabet (Google) Class A
GOOGL
$3.91T
$4.76M 0.43%
+90,360
New +$4.66M
CELG
34
DELISTED
Celgene Corp
CELG
$4.75M 0.43%
45,472
+40,667
+846% +$4.59M
COST icon
35
Costco
COST
$415B
$4.74M 0.43%
+25,462
New +$4.4M
GOOG icon
36
Alphabet (Google) Class C
GOOG
$3.9T
$4.74M 0.43%
+90,540
New +$4.61M
BIIB icon
37
Biogen
BIIB
$29.9B
$4.74M 0.43%
14,867
+5,615
+61% +$1.8M
EL icon
38
Estee Lauder
EL
$29B
$4.73M 0.43%
+37,199
New +$4.47M
MA icon
39
Mastercard
MA
$477B
$4.73M 0.43%
31,263
+28,531
+1,044% +$4.24M
META icon
40
Meta Platforms (Facebook)
META
$1.51T
$4.73M 0.43%
26,806
+9,449
+54% +$1.67M
YUM icon
41
Yum! Brands
YUM
$41B
$4.72M 0.43%
57,899
+28,725
+98% +$2.27M
AMGN icon
42
Amgen
AMGN
$203B
$4.71M 0.42%
27,104
+23,637
+682% +$4.18M
ORCL icon
43
Oracle
ORCL
$331B
$4.71M 0.42%
99,560
+31,809
+47% +$1.56M
PFE icon
44
Pfizer
PFE
$140B
$4.7M 0.42%
+136,640
New +$4.66M
GILD icon
45
Gilead Sciences
GILD
$161B
$4.7M 0.42%
65,535
+26,041
+66% +$1.98M
SBAC icon
46
SBA Communications
SBAC
$18.4B
$4.69M 0.42%
+28,713
New +$4.56M
REGN icon
47
Regeneron Pharmaceuticals
REGN
$68.8B
$4.69M 0.42%
12,467
+5,291
+74% +$2.14M
MU icon
48
Micron Technology
MU
$1.04T
$4.67M 0.42%
113,609
+95,575
+530% +$4.12M
LUMN icon
49
Lumen
LUMN
$6.53B
$4.59M 0.41%
+275,330
New +$4.67M
MET icon
50
MetLife
MET
$61B
$4.57M 0.41%
+90,310
New +$4.76M
1
2
3 4 5

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Kepos Capital's Q4 2017 Portfolio in Review

As of Q4 2017, Kepos Capital held 198 positions worth $1.11B, up 86% from $598M the previous quarter. Its ten largest holdings account for 54% of the portfolio.

Kepos Capital deployed $500M of net new capital in Q4 2017, opening 101 new positions and adding to 52 existing holdings. Its largest new stake was State Street Consumer Staples Select Sector SPDR ETF: 1,359,306 shares worth $77.3M.

By sector, the portfolio is most concentrated in Financials at 7.8% of assets, up from 3.9% a quarter earlier, followed by Healthcare and Consumer Discretionary.

On the sell side, the largest reduction was iShares iBoxx $ High Yield Corporate Bond ETF, an estimated $47.8M trimmed.

  • Kepos Capital's largest Q4 2017 buy was State Street Consumer Staples Select Sector SPDR ETF: 1,359,306 shares worth $77.3M.
  • Kepos Capital added most to iShares MBS ETF in Q4 2017, an estimated $16.2M increase.
  • Kepos Capital's biggest Q4 2017 reduction was iShares iBoxx $ High Yield Corporate Bond ETF, cutting an estimated $47.8M.
  • Kepos Capital fully exited Monsanto Co in Q4 2017, selling an estimated $3.27M.
  • Kepos Capital's ten largest holdings make up 54% of its $1.11B portfolio in Q4 2017.
  • Kepos Capital opened 101 new positions and closed 25 in Q4 2017.
  • Kepos Capital's portfolio value rose 86% quarter-over-quarter to $1.11B.

Based on Kepos Capital's 13F filing for Q4 2017, filed 12 Feb 2018.