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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
(+86%)
Cap. Flow
+$500M
Cap. Flow
% of AUM
45%
Top 10 Holdings %
Top 10 Hldgs %
54.4%
Holding
198
New
101
Increased
52
Reduced
7
Closed
25
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$74.7M |
| 2 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$66.3M |
| 3 |
State Street Technology Select Sector SPDR ETF
XLK
|
+$59M |
| 4 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$37.6M |
| 5 |
iShares MSCI Mexico ETF
EWW
|
+$21.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$47.8M |
| 2 |
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 |
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 | |
|---|---|---|---|---|---|---|
101
Apple
AAPL
$4.89T
| $3.1M | 0.28% |
73,292
+24,748
| +51% | +$1.03M |
|
102
Kohl's
KSS
$2.03B
| $2.99M | 0.27% |
+55,128
| New | +$2.54M |
|
103
United Therapeutics
UTHR
$26.3B
| $2.89M | 0.26% |
19,554
+6,114
| +45% | +$777K |
|
104
TechnipFMC
FTI
$30.6B
| $2.84M | 0.26% |
122,061
+41,440
| +51% | +$857K |
|
105
Constellation Brands
STZ
$22.2B
| $2.84M | 0.26% |
+12,431
| New | +$2.69M |
|
106
Electronic Arts
EA
$52.4B
| $2.82M | 0.25% |
26,854
+9,029
| +51% | +$1M |
|
|
RHT
107
DELISTED
Red Hat Inc
RHT
| $2.82M | 0.25% |
+23,444
| New | +$2.87M |
|
108
Nike
NKE
$61.9B
| $2.72M | 0.24% |
43,464
+28,651
| +193% | +$1.65M |
|
109
Delek US
DK
$3.87B
| $2.59M | 0.23% |
+74,084
| New | +$2.19M |
|
110
Thor Industries
THO
$3.99B
| $2.54M | 0.23% |
+16,882
| New | +$2.35M |
|
|
RTN
111
DELISTED
Raytheon Company
RTN
| $2.53M | 0.23% |
+13,467
| New | +$2.51M |
|
112
Bristol-Myers Squibb
BMY
$127B
| $2.23M | 0.2% |
+36,456
| New | +$2.28M |
|
113
NVIDIA
NVDA
$5.01T
| $2.23M | 0.2% |
461,880
+222,840
| +93% | +$1.11M |
|
114
Rockwell Automation
ROK
$51.4B
| $2.17M | 0.2% |
+11,064
| New | +$2.11M |
|
115
D.R. Horton
DHI
$41B
| $2.15M | 0.19% |
+42,087
| New | +$1.96M |
|
116
Assured Guaranty
AGO
$3.78B
| $2.13M | 0.19% |
62,775
+54,657
| +673% | +$1.98M |
|
117
Walmart Inc
WMT
$871B
| $2.12M | 0.19% |
64,485
-59,010
| -48% | -$1.81M |
|
118
Transocean
RIG
$5.92B
| $2.07M | 0.19% |
194,047
| – | – |
|
119
CSX Corp
CSX
$98.6B
| $1.97M | 0.18% |
+107,334
| New | +$1.9M |
|
120
Aflac
AFL
$63.9B
| $1.94M | 0.17% |
+44,138
| New | +$1.88M |
|
121
Murphy USA
MUSA
$11.3B
| $1.89M | 0.17% |
23,517
+16,107
| +217% | +$1.22M |
|
122
GameStop
GME
$9.5B
| $1.86M | 0.17% |
414,792
+241,560
| +139% | +$1.13M |
|
123
Lam Research
LRCX
$382B
| $1.75M | 0.16% |
+95,330
| New | +$1.87M |
|
124
Vertex Pharmaceuticals
VRTX
$121B
| $1.75M | 0.16% |
+11,697
| New | +$1.73M |
|
125
American Tower
AMT
$77.7B
| $1.74M | 0.16% |
+12,194
| New | +$1.74M |
|
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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.