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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 | |
|---|---|---|---|---|---|---|
126
Whirlpool
WHR
$2.42B
| $1.74M | 0.16% |
+10,287
| New | +$1.74M |
|
127
Hewlett Packard
HPE
$63.2B
| $1.73M | 0.16% |
+120,730
| New | +$1.72M |
|
128
Crown Castle
CCI
$32.7B
| $1.73M | 0.16% |
+15,578
| New | +$1.68M |
|
129
3M
MMM
$89B
| $1.69M | 0.15% |
+8,588
| New | +$1.65M |
|
130
Live Nation Entertainment
LYV
$41.2B
| $1.69M | 0.15% |
+39,591
| New | +$1.72M |
|
131
Coca-Cola
KO
$354B
| $1.66M | 0.15% |
+36,099
| New | +$1.66M |
|
|
SAFM
132
DELISTED
Sanderson Farms Inc
SAFM
| $1.57M | 0.14% |
+11,285
| New | +$1.74M |
|
133
PPG Industries
PPG
$25.9B
| $1.48M | 0.13% |
+12,643
| New | +$1.46M |
|
134
UnitedHealth
UNH
$382B
| $1.38M | 0.12% |
+6,272
| New | +$1.33M |
|
135
PepsiCo
PEP
$186B
| $1.36M | 0.12% |
+11,329
| New | +$1.29M |
|
136
Essex Property Trust
ESS
$18.9B
| $1.34M | 0.12% |
+5,569
| New | +$1.41M |
|
137
Duke Energy
DUK
$102B
| $1.17M | 0.11% |
13,938
| – | – |
|
138
Principal Financial Group
PFG
$23.6B
| $1.16M | 0.1% |
+16,487
| New | +$1.14M |
|
139
Alcoa
AA
$11.7B
| $1.14M | 0.1% |
+21,236
| New | +$971K |
|
140
Wynn Resorts
WYNN
$10.1B
| $1.09M | 0.1% |
6,489
+4,131
| +175% | +$637K |
|
141
CVR Energy
CVI
$3.36B
| $1.06M | 0.1% |
+28,571
| New | +$889K |
|
|
HOUS
142
DELISTED
Anywhere Real Estate
HOUS
| $982K | 0.09% |
+37,044
| New | +$1.07M |
|
143
Mettler-Toledo International
MTD
$26.8B
| $968K | 0.09% |
+1,562
| New | +$999K |
|
144
Edwards Lifesciences
EW
$47.6B
| $945K | 0.09% |
+25,155
| New | +$923K |
|
145
Peabody Energy
BTU
$2.78B
| $895K | 0.08% |
+22,726
| New | +$738K |
|
|
ARCH
146
DELISTED
Arch Resources, Inc.
ARCH
| $875K | 0.08% |
+9,391
| New | +$748K |
|
147
Lithia Motors
LAD
$7.78B
| $873K | 0.08% |
+7,682
| New | +$893K |
|
|
WCG
148
DELISTED
Wellcare Health Plans, Inc.
WCG
| $803K | 0.07% |
3,994
| – | – |
|
|
ATVI
149
DELISTED
Activision Blizzard
ATVI
| $770K | 0.07% |
+12,165
| New | +$769K |
|
150
News Corp Class A
NWSA
$14.5B
| $769K | 0.07% |
+47,459
| New | +$710K |
|
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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.