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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
+0.14%
1 Year Est. Return
+12.13%
3 Year Est. Return
+22.16%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.71B
AUM Growth
+$597M
(+54%)
Cap. Flow
+$629M
Cap. Flow
% of AUM
36.86%
Top 10 Holdings %
Top 10 Hldgs %
45.94%
Holding
339
New
166
Increased
48
Reduced
31
Closed
61
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
NXP Semiconductors
NXPI
|
+$181M |
| 2 |
AET
Aetna Inc
AET
|
+$109M |
| 3 |
AABA
Altaba Inc
AABA
|
+$84.8M |
| 4 |
Cigna
CI
|
+$56.1M |
| 5 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$32.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$77.3M |
| 2 |
State Street Technology Select Sector SPDR ETF
XLK
|
+$23.1M |
| 3 |
RSX
VanEck Russia ETF
RSX
|
+$21.9M |
| 4 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$18.3M |
| 5 |
Vanguard Real Estate ETF
VNQ
|
+$15.6M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 20.95% |
| 2 | Financials | 12.42% |
| 3 | Healthcare | 9.77% |
| 4 | Consumer Discretionary | 5.95% |
| 5 | Energy | 4.93% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
NXP Semiconductors
NXPI
$70B
| $176M | 10.28% |
+1,500,000
| New | +$181M |
|
2
iShares MBS ETF
MBB
$38.9B
| $113M | 6.65% |
1,084,500
-37,300
| -3% | -$3.91M |
|
|
AET
3
DELISTED
Aetna Inc
AET
| $106M | 6.19% |
625,000
+604,188
| +2,903% | +$109M |
|
|
RSX
4
DELISTED
VanEck Russia ETF
RSX
| $104M | 6.1% |
4,580,700
-955,300
| -17% | -$21.9M |
|
|
AABA
5
DELISTED
Altaba Inc
AABA
| $83.4M | 4.88% |
+1,125,800
| New | +$84.8M |
|
|
6
Cigna
CI
$75.7B
| $48.4M | 2.83% |
+288,446
| New | +$56.1M |
|
|
7
State Street Energy Select Sector SPDR ETF
XLE
$39.3B
| $47.5M | 2.78% |
1,408,692
-516,916
| -27% | -$18.3M |
|
|
8
State Street Technology Select Sector SPDR ETF
XLK
$116B
| $39M | 2.29% |
1,192,816
-689,088
| -37% | -$23.1M |
|
9
State Street Financial Select Sector SPDR ETF
XLF
$55.1B
| $34.2M | 2% |
1,241,325
-156,585
| -11% | -$4.51M |
|
|
TWX
10
DELISTED
Time Warner Inc
TWX
| $33.1M | 1.94% |
350,000
+297,032
| +561% | +$28M |
|
|
11
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.3B
| $31.4M | 1.84% |
+620,510
| New | +$32.3M |
|
12
iShares MSCI Mexico ETF
EWW
$1.88B
| $30.6M | 1.79% |
594,047
+165,100
| +38% | +$8.48M |
|
13
State Street Industrial Select Sector SPDR ETF
XLI
$33.7B
| $30M | 1.75% |
+403,249
| New | +$31.1M |
|
14
State Street Utilities Select Sector SPDR ETF
XLU
$24B
| $29.5M | 1.73% |
1,169,400
-334,600
| -22% | -$8.35M |
|
15
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
| $28.7M | 1.68% |
244,200
-66,700
| -21% | -$7.88M |
|
16
Bunge Global
BG
$23.7B
| $26.6M | 1.56% |
+360,000
| New | +$27.2M |
|
|
ESRX
17
DELISTED
Express Scripts Holding Company
ESRX
| $24.2M | 1.42% |
+350,000
| New | +$26.7M |
|
18
Dell
DELL
$284B
| $22M | 1.29% |
+1,068,971
| New | +$23M |
|
|
XL
19
DELISTED
XL Group Ltd.
XL
| $20.3M | 1.19% |
+367,704
| New | +$16.1M |
|
20
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $19.9M | 1.17% |
232,400
-23,000
| -9% | -$1.99M |
|
21
Magnolia Oil & Gas
MGY
$6.1B
| $18.8M | 1.1% |
+1,855,400
| New | +$18.2M |
|
22
Verra Mobility
VRRM
$592M
| $15.2M | 0.89% |
+1,516,085
| New | +$15.1M |
|
23
D.R. Horton
DHI
$39.9B
| $13.8M | 0.81% |
315,235
+273,148
| +649% | +$12.7M |
|
24
Tronox
TROX
$1.02B
| $12M | 0.7% |
+650,000
| New | +$12.9M |
|
|
PF
25
DELISTED
Pinnacle Foods, Inc.
PF
| $11.5M | 0.67% |
+212,206
| New | +$12.2M |
|
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Kepos Capital's Q1 2018 Portfolio in Review
As of Q1 2018, Kepos Capital held 339 positions worth $1.71B, up 54% from $1.11B the previous quarter. Its ten largest holdings account for 46% of the portfolio.
Kepos Capital deployed $629M of net new capital in Q1 2018, opening 166 new positions and adding to 48 existing holdings. Its largest new stake was NXP Semiconductors: 1,500,000 shares worth $176M.
By sector, the portfolio is most concentrated in Technology at 21% of assets, up from 4.5% a quarter earlier, followed by Financials and Healthcare.
On the sell side, the largest reduction was State Street Technology Select Sector SPDR ETF, an estimated $23.1M trimmed.
- Kepos Capital's largest Q1 2018 buy was NXP Semiconductors: 1,500,000 shares worth $176M.
- Kepos Capital added most to Aetna Inc in Q1 2018, an estimated $109M increase.
- Kepos Capital's biggest Q1 2018 reduction was State Street Technology Select Sector SPDR ETF, cutting an estimated $23.1M.
- Kepos Capital fully exited State Street Consumer Staples Select Sector SPDR ETF in Q1 2018, selling an estimated $77.3M.
- Kepos Capital's ten largest holdings make up 46% of its $1.71B portfolio in Q1 2018.
- Kepos Capital opened 166 new positions and closed 61 in Q1 2018.
- Kepos Capital's portfolio value rose 54% quarter-over-quarter to $1.71B.
Based on Kepos Capital's 13F filing for Q1 2018, filed 14 May 2018.