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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
+4.59%
1 Year Est. Return
+12.13%
3 Year Est. Return
+22.16%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$598M
AUM Growth
+$183M
Cap. Flow
+$160M
Cap. Flow %
26.82%
Top 10 Hldgs %
78.53%
Holding
97
New
88
Increased
5
Reduced
3
Closed
–

Top Buys

Rank Stock Value
1
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$29.8M
2
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$18.1M
3
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$4.84M
4
MBB icon
iShares MBS ETF
MBB
+$4.58M
5
REGN icon
Regeneron Pharmaceuticals
REGN
+$3.41M

Top Sells

Rank Stock Value
1
RSX
VanEck Russia ETF
RSX
+$26.7M
2
AMJ
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
+$411K
3
PCY icon
Invesco Emerging Markets Sovereign Debt ETF
PCY
+$47.3K

Sector Composition

Rank Sector Weight
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 Change
in Stake 		Capital Flow
RSX
1
DELISTED
VanEck Russia ETF
RSX
$119M 19.82%
5,317,300
-1,294,600
-20% -$26.7M
MBB icon
2
iShares MBS ETF
MBB
$38.9B
$104M 17.36%
969,600
+42,800
+5% +$4.58M
LQD icon
3
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
$85.2M 14.25%
703,100
+246,800
+54% +$29.8M
HYG icon
4
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$71M 11.87%
799,900
+204,900
+34% +$18.1M
XLU icon
5
State Street Utilities Select Sector SPDR ETF
XLU
$24B
$33.1M 5.53%
1,246,200
+180,400
+17% +$4.84M
VNQ icon
6
Vanguard Real Estate ETF
VNQ
$39.1B
$25.5M 4.26%
306,600
+15,400
+5% +$1.29M
AMJ
7
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$20.8M 3.48%
736,914
-14,282
-2% -$411K
PCY icon
8
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.38B
$4.23M 0.71%
142,000
-1,600
-1% -$47.3K
CME icon
9
CME Group
CME
$91.9B
$4.07M 0.68%
30,000
– –
TFC icon
10
Truist Financial
TFC
$62.5B
$3.45M 0.58%
+73,463
New +$3.38M
VLO icon
11
Valero Energy
VLO
$90.6B
$3.44M 0.58%
+44,698
New +$3.08M
PSX icon
12
Phillips 66
PSX
$83B
$3.34M 0.56%
+36,487
New +$3.09M
MCD icon
13
McDonald's
MCD
$187B
$3.32M 0.56%
+21,193
New +$3.32M
MPC icon
14
Marathon Petroleum
MPC
$91.2B
$3.31M 0.55%
+59,051
New +$3.17M
C icon
15
Citigroup
C
$221B
$3.31M 0.55%
+45,479
New +$3.1M
JPM icon
16
JPMorgan Chase
JPM
$930B
$3.3M 0.55%
+34,597
New +$3.19M
BAC icon
17
Bank of America
BAC
$430B
$3.29M 0.55%
+129,691
New +$3.15M
ORCL icon
18
Oracle
ORCL
$346B
$3.28M 0.55%
+67,751
New +$3.37M
MON
19
DELISTED
Monsanto Co
MON
$3.27M 0.55%
+27,283
New +$3.21M
CMI icon
20
Cummins
CMI
$91.8B
$3.27M 0.55%
+19,434
New +$3.14M
CAT icon
21
Caterpillar
CAT
$412B
$3.26M 0.55%
+26,142
New +$3.01M
NEE icon
22
NextEra Energy
NEE
$187B
$3.24M 0.54%
+88,544
New +$3.24M
WMT icon
23
Walmart Inc
WMT
$863B
$3.22M 0.54%
+123,495
New +$3.24M
PM icon
24
Philip Morris
PM
$298B
$3.22M 0.54%
+28,971
New +$3.37M
REGN icon
25
Regeneron Pharmaceuticals
REGN
$68.3B
$3.21M 0.54%
+7,176
New +$3.41M
1
2 3 4

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Kepos Capital's Q3 2017 Portfolio in Review

As of Q3 2017, Kepos Capital held 97 positions worth $598M, up 44% from $415M the previous quarter. Its ten largest holdings account for 79% of the portfolio.

Kepos Capital deployed $160M of net new capital in Q3 2017, opening 88 new positions and adding to 5 existing holdings. Its largest new stake was Regeneron Pharmaceuticals: 7,176 shares worth $3.21M.

By sector, the portfolio is most concentrated in Financials at 3.9% of assets, up from 0.9% a quarter earlier, followed by Healthcare and Energy.

On the sell side, the largest reduction was VanEck Russia ETF, an estimated $26.7M trimmed.

  • Kepos Capital's largest Q3 2017 buy was Regeneron Pharmaceuticals: 7,176 shares worth $3.21M.
  • Kepos Capital added most to iShares iBoxx $ Investment Grade Corporate Bond ETF in Q3 2017, an estimated $29.8M increase.
  • Kepos Capital's biggest Q3 2017 reduction was VanEck Russia ETF, cutting an estimated $26.7M.
  • Kepos Capital's ten largest holdings make up 79% of its $598M portfolio in Q3 2017.
  • Kepos Capital opened 88 new positions and closed 0 in Q3 2017.
  • Kepos Capital's portfolio value rose 44% quarter-over-quarter to $598M.

Based on Kepos Capital's 13F filing for Q3 2017, filed 13 Nov 2017.