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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
MBB icon
1
iShares MBS ETF
MBB
$38.9B
$120M 10.77%
1,121,800
+152,200
+16% +$16.2M
RSX
2
DELISTED
VanEck Russia ETF
RSX
$117M 10.58%
5,536,000
+218,700
+4% +$4.79M
XLP icon
3
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14B
$77.3M 6.97%
+1,359,306
New +$74.7M
XLE icon
4
State Street Energy Select Sector SPDR ETF
XLE
$39.3B
$69.6M 6.27%
+1,925,608
New +$66.3M
XLK icon
5
State Street Technology Select Sector SPDR ETF
XLK
$116B
$60.2M 5.42%
+1,881,904
New +$59M
XLU icon
6
State Street Utilities Select Sector SPDR ETF
XLU
$24B
$39.6M 3.57%
1,504,000
+257,800
+21% +$7.07M
XLF icon
7
State Street Financial Select Sector SPDR ETF
XLF
$55.1B
$39M 3.51%
+1,397,910
New +$37.6M
LQD icon
8
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
$37.8M 3.4%
310,900
-392,200
-56% -$47.5M
HYG icon
9
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$22.3M 2.01%
255,400
-544,500
-68% -$47.8M
EWW icon
10
iShares MSCI Mexico ETF
EWW
$1.88B
$21.1M 1.9%
+428,947
New +$21.8M
VNQ icon
11
Vanguard Real Estate ETF
VNQ
$39.1B
$15.6M 1.41%
188,000
-118,600
-39% -$9.94M
AMJ
12
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$10M 0.9%
365,495
-371,419
-50% -$10.1M
PBF icon
13
PBF Energy
PBF
$7.33B
$5.13M 0.46%
+144,597
New +$4.47M
DINO icon
14
HF Sinclair
DINO
$16.1B
$5.09M 0.46%
+99,372
New +$4.2M
VLO icon
15
Valero Energy
VLO
$90.6B
$4.99M 0.45%
54,317
+9,619
+22% +$794K
ANDV
16
DELISTED
Andeavor
ANDV
$4.99M 0.45%
43,618
+14,793
+51% +$1.59M
CVX icon
17
Chevron
CVX
$387B
$4.97M 0.45%
39,739
+30,122
+313% +$3.57M
GD icon
18
General Dynamics
GD
$103B
$4.92M 0.44%
+24,208
New +$4.95M
VMW
19
DELISTED
VMware, Inc
VMW
$4.91M 0.44%
+39,175
New +$4.7M
MPC icon
20
Marathon Petroleum
MPC
$91.2B
$4.88M 0.44%
74,045
+14,994
+25% +$918K
ETN icon
21
Eaton
ETN
$161B
$4.88M 0.44%
61,801
+40,010
+184% +$3.11M
BAC icon
22
Bank of America
BAC
$430B
$4.86M 0.44%
164,680
+34,989
+27% +$964K
JPM icon
23
JPMorgan Chase
JPM
$930B
$4.85M 0.44%
45,383
+10,786
+31% +$1.09M
TWX
24
DELISTED
Time Warner Inc
TWX
$4.84M 0.44%
+52,968
New +$5M
PSX icon
25
Phillips 66
PSX
$83B
$4.83M 0.43%
47,715
+11,228
+31% +$1.07M
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.