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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
+5.16%
1 Year Est. Return
+12.13%
3 Year Est. Return
+22.16%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.95B
AUM Growth
-$10.4M
Cap. Flow
-$68.4M
Cap. Flow %
-3.51%
Top 10 Hldgs %
37.73%
Holding
461
New
135
Increased
72
Reduced
43
Closed
123

Top Buys

Rank Stock Value
1
SHPG
Shire pic
SHPG
+$58.8M
2
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$48.7M
3
STZ icon
Constellation Brands
STZ
+$41.6M
4
VNQ icon
Vanguard Real Estate ETF
VNQ
+$41.3M
5
BPYU
Brookfield Property REIT Inc. Class A Common Stock
BPYU
+$20.1M

Top Sells

Rank Stock Value
1
NXPI icon
NXP Semiconductors
NXPI
+$76.5M
2
TFCFA
Twenty-First Century Fox, Inc. Class A
TFCFA
+$48.1M
3
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$28.7M
4
RSX
VanEck Russia ETF
RSX
+$27.3M
5
DELL icon
Dell
DELL
+$26.8M

Sector Composition

Rank Sector Weight
1 Healthcare 18.57%
2 Financials 8.49%
3 Communication Services 8.34%
4 Technology 7.52%
5 Consumer Discretionary 5.8%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AET
1
DELISTED
Aetna Inc
AET
$119M 6.1%
587,084
+87,084
+17% +$17M
MBB icon
2
iShares MBS ETF
MBB
$38.9B
$108M 5.53%
1,045,200
-21,100
-2% -$2.19M
SHPG
3
DELISTED
Shire pic
SHPG
$77M 3.95%
425,000
+340,000
+400% +$58.8M
XLE icon
4
State Street Energy Select Sector SPDR ETF
XLE
$39.3B
$75.2M 3.85%
1,985,538
+230,438
+13% +$8.64M
AABA
5
DELISTED
Altaba Inc
AABA
$74.9M 3.84%
1,100,000
-25,800
-2% -$1.82M
TFCFA
6
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$69.5M 3.56%
1,500,000
-1,050,000
-41% -$48.1M
ESRX
7
DELISTED
Express Scripts Holding Company
ESRX
$60.2M 3.09%
634,000
-74,522
-11% -$6.35M
XLP icon
8
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14B
$52.8M 2.71%
979,670
+907,740
+1,262% +$48.7M
RSX
9
DELISTED
VanEck Russia ETF
RSX
$50M 2.56%
2,317,200
-1,317,500
-36% -$27.3M
XLK icon
10
State Street Technology Select Sector SPDR ETF
XLK
$116B
$49.5M 2.53%
1,313,124
-126,298
-9% -$4.63M
STZ icon
11
Constellation Brands
STZ
$22.1B
$42.2M 2.16%
+195,530
New +$41.6M
VNQ icon
12
Vanguard Real Estate ETF
VNQ
$39.1B
$41.7M 2.14%
516,800
+501,000
+3,171% +$41.3M
CI icon
13
Cigna
CI
$75.7B
$39.9M 2.05%
191,725
– –
LBRDK icon
14
Liberty Broadband Class C
LBRDK
$4.26B
$36.3M 1.86%
430,323
+127,042
+42% +$10.1M
XLU icon
15
State Street Utilities Select Sector SPDR ETF
XLU
$24B
$31.5M 1.61%
1,194,800
-901,000
-43% -$23.9M
LQD icon
16
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
$31.3M 1.61%
272,700
+14,800
+6% +$1.71M
HYG icon
17
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$21.2M 1.09%
245,100
+1,800
+0.7% +$155K
BPYU
18
DELISTED
Brookfield Property REIT Inc. Class A Common Stock
BPYU
$20.9M 1.07%
+1,000,000
New +$20.1M
USWS
19
DELISTED
U.S. Well Services, Inc. Class A Common Stock
USWS
$16.1M 0.83%
76,703
+73,333
+2,176% +$15.4M
VRRM icon
20
Verra Mobility
VRRM
$592M
$16.1M 0.83%
1,516,085
– –
DD icon
21
DuPont de Nemours
DD
$18.6B
$16.1M 0.82%
98,720
– –
CCC.U
22
DELISTED
Churchill Capital Corp
CCC.U
$15.2M 0.78%
+1,500,000
New +$15.2M
RTX icon
23
RTX Corp
RTX
$282B
$14M 0.72%
158,900
– –
OPTU
24
Optimum Communications Inc
OPTU
$340M
$13.8M 0.7%
758,000
+58,000
+8% +$1.04M
GRSHU
25
DELISTED
Gores Holdings III, Inc. Units
GRSHU
$13.3M 0.68%
+1,300,000
New +$13.2M
1
2 3 4 5

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Kepos Capital's Q3 2018 Portfolio in Review

As of Q3 2018, Kepos Capital held 461 positions worth $1.95B, down 0.53% from $1.96B the previous quarter. Its ten largest holdings account for 38% of the portfolio.

Kepos Capital withdrew a net $68.4M in Q3 2018, closing 123 positions and reducing 43 holdings. Its most notable exit was NXP Semiconductors, an estimated $76.5M position sold in full.

By sector, the portfolio is most concentrated in Healthcare at 19% of assets, up from 12% a quarter earlier, followed by Financials and Communication Services.

Against the trend, Kepos Capital opened a new position in Constellation Brands worth $42.2M.

  • Kepos Capital's largest Q3 2018 buy was Constellation Brands: 195,530 shares worth $42.2M.
  • Kepos Capital added most to Shire pic in Q3 2018, an estimated $58.8M increase.
  • Kepos Capital's biggest Q3 2018 reduction was Twenty-First Century Fox, Inc. Class A, cutting an estimated $48.1M.
  • Kepos Capital fully exited NXP Semiconductors in Q3 2018, selling an estimated $76.5M.
  • Kepos Capital's ten largest holdings make up 38% of its $1.95B portfolio in Q3 2018.
  • Kepos Capital opened 135 new positions and closed 123 in Q3 2018.
  • Kepos Capital's portfolio value fell 0.53% quarter-over-quarter to $1.95B.

Based on Kepos Capital's 13F filing for Q3 2018, filed 13 Nov 2018.