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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
AGN
51
DELISTED
Allergan plc
AGN
$4.54M 0.41%
27,784
+13,664
+97% +$2.45M
PNC icon
52
PNC Financial Services
PNC
$100B
$4.53M 0.41%
31,364
+21,272
+211% +$2.94M
V icon
53
Visa
V
$677B
$4.52M 0.41%
39,652
+28,912
+269% +$3.19M
TGT icon
54
Target
TGT
$62.1B
$4.52M 0.41%
+69,239
New +$4.18M
ELV icon
55
Elevance Health
ELV
$81.9B
$4.5M 0.41%
20,012
+16,128
+415% +$3.44M
PRU icon
56
Prudential Financial
PRU
$41.7B
$4.39M 0.4%
38,219
+20,702
+118% +$2.32M
CME icon
57
CME Group
CME
$92.2B
$4.38M 0.39%
30,000
– –
USB icon
58
US Bancorp
USB
$99.6B
$4.36M 0.39%
+81,281
New +$4.37M
MSFT icon
59
Microsoft
MSFT
$2.84T
$4.3M 0.39%
50,264
+26,982
+116% +$2.21M
CAT icon
60
Caterpillar
CAT
$409B
$4.28M 0.39%
27,162
+1,020
+4% +$141K
LEN icon
61
Lennar Class A
LEN
$20.4B
$4.26M 0.38%
+69,584
New +$3.96M
ADBE icon
62
Adobe
ADBE
$89.5B
$4.25M 0.38%
24,272
+16,435
+210% +$2.83M
LYB icon
63
LyondellBasell Industries
LYB
$19.5B
$4.25M 0.38%
38,554
+21,492
+126% +$2.23M
TJX icon
64
TJX Companies
TJX
$170B
$4.22M 0.38%
110,392
+90,388
+452% +$3.28M
EBAY icon
65
eBay
EBAY
$48.6B
$4.17M 0.38%
+110,376
New +$4.1M
CNC icon
66
Centene
CNC
$31.3B
$4.14M 0.37%
+82,138
New +$3.98M
CMI icon
67
Cummins
CMI
$91.7B
$4.12M 0.37%
23,344
+3,910
+20% +$669K
STI
68
DELISTED
SunTrust Banks, Inc.
STI
$4.07M 0.37%
+63,033
New +$3.85M
PCY icon
69
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.38B
$4.05M 0.37%
137,200
-4,800
-3% -$142K
PG icon
70
Procter & Gamble
PG
$343B
$3.96M 0.36%
43,158
+18,670
+76% +$1.68M
GS icon
71
Goldman Sachs
GS
$313B
$3.96M 0.36%
+15,536
New +$3.81M
VFC icon
72
VF Corp
VFC
$6.68B
$3.94M 0.36%
+56,578
New +$3.74M
DIS icon
73
Walt Disney
DIS
$165B
$3.93M 0.35%
+36,535
New +$3.76M
MCO icon
74
Moody's
MCO
$81.7B
$3.9M 0.35%
+26,416
New +$3.87M
GAP
75
The Gap Inc
GAP
$6.84B
$3.87M 0.35%
+113,501
New +$3.38M
1 2
3
4 5

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CP
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TCM
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TCDRS
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ACM
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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.