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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
-12.67%
1 Year Est. Return
+12.13%
3 Year Est. Return
+22.16%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.3B
AUM Growth
-$656M
(-34%)
Cap. Flow
-$460M
Cap. Flow
% of AUM
-35.47%
Top 10 Holdings %
Top 10 Hldgs %
33.68%
Holding
471
New
133
Increased
92
Reduced
50
Closed
137
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$24.7M |
| 2 |
RHT
Red Hat Inc
RHT
|
+$19.8M |
| 3 |
iShares MSCI Mexico ETF
EWW
|
+$18.4M |
| 4 |
Vanguard Real Estate ETF
VNQ
|
+$15.6M |
| 5 |
CFFAU
CF Finance Acquisition Corp. Unit
CFFAU
|
+$15.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
AET
Aetna Inc
AET
|
+$119M |
| 2 |
SHPG
Shire pic
SHPG
|
+$77M |
| 3 |
TFCFA
Twenty-First Century Fox, Inc. Class A
TFCFA
|
+$69.5M |
| 4 |
ESRX
Express Scripts Holding Company
ESRX
|
+$60.2M |
| 5 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$52.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 13.06% |
| 2 | Healthcare | 9.29% |
| 3 | Financials | 7.38% |
| 4 | Consumer Discretionary | 7.01% |
| 5 | Communication Services | 6.49% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
iShares MBS ETF
MBB
$38.9B
| $106M | 8.15% |
1,008,800
-36,400
| -3% | -$3.74M |
|
|
AABA
2
DELISTED
Altaba Inc
AABA
| $72.4M | 5.59% |
1,250,000
+150,000
| +14% | +$9.25M |
|
3
State Street Energy Select Sector SPDR ETF
XLE
$39.3B
| $63.3M | 4.88% |
2,206,148
+220,610
| +11% | +$7.38M |
|
|
4
Vanguard Real Estate ETF
VNQ
$39.1B
| $53.3M | 4.11% |
715,000
+198,200
| +38% | +$15.6M |
|
|
5
State Street Financial Select Sector SPDR ETF
XLF
$55.1B
| $28.3M | 2.18% |
1,186,881
+952,220
| +406% | +$24.7M |
|
|
RSX
6
DELISTED
VanEck Russia ETF
RSX
| $25.7M | 1.99% |
1,372,200
-945,000
| -41% | -$19.4M |
|
7
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
| $24.9M | 1.92% |
220,800
-51,900
| -19% | -$5.84M |
|
8
Liberty Broadband Class C
LBRDK
$4.26B
| $23.5M | 1.81% |
326,406
-103,917
| -24% | -$8.33M |
|
|
RHT
9
DELISTED
Red Hat Inc
RHT
| $22M | 1.69% |
+125,000
| New | +$19.8M |
|
|
10
iShares MSCI Mexico ETF
EWW
$1.88B
| $17.4M | 1.35% |
+423,348
| New | +$18.4M |
|
11
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $17.3M | 1.34% |
213,400
-31,700
| -13% | -$2.65M |
|
12
RTX Corp
RTX
$282B
| $16M | 1.23% |
238,350
+79,450
| +50% | +$6.23M |
|
|
CFFAU
13
DELISTED
CF Finance Acquisition Corp. Unit
CFFAU
| $15.5M | 1.2% |
+1,550,000
| New | +$15.5M |
|
14
T-Mobile US
TMUS
$183B
| $12.7M | 0.98% |
200,000
+33,616
| +20% | +$2.26M |
|
15
State Street Technology Select Sector SPDR ETF
XLK
$116B
| $8.79M | 0.68% |
283,800
-1,029,324
| -78% | -$34.8M |
|
|
VEAC
16
DELISTED
Vantage Energy Acquisition Corp. Class A
VEAC
| $8.69M | 0.67% |
+864,909
| New | +$8.68M |
|
|
PPLI
17
People Inc
PPLI
$3.14B
| $7.15M | 0.55% |
+218,702
| New | +$7.34M |
|
18
NRG Energy
NRG
$30.2B
| $7.1M | 0.55% |
+179,360
| New | +$6.86M |
|
19
Markel Group
MKL
$24.5B
| $7.07M | 0.55% |
+6,811
| New | +$7.45M |
|
20
Planet Fitness
PLNT
$4.29B
| $7M | 0.54% |
130,496
| – | – |
|
21
Loews
L
$23.8B
| $6.96M | 0.54% |
+152,797
| New | +$7.2M |
|
22
HP
HPQ
$22.4B
| $6.86M | 0.53% |
335,397
+66,252
| +25% | +$1.55M |
|
23
Bristol-Myers Squibb
BMY
$126B
| $6.84M | 0.53% |
+131,633
| New | +$7.07M |
|
24
Target
TGT
$61.1B
| $6.84M | 0.53% |
103,454
+84,035
| +433% | +$6.47M |
|
25
Old Republic International
ORI
$10.1B
| $6.8M | 0.53% |
+330,789
| New | +$7.09M |
|
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Kepos Capital's Q4 2018 Portfolio in Review
As of Q4 2018, Kepos Capital held 471 positions worth $1.3B, down 34% from $1.95B the previous quarter. Its ten largest holdings account for 34% of the portfolio.
Kepos Capital withdrew a net $460M in Q4 2018, closing 137 positions and reducing 50 holdings. Its most notable exit was Aetna Inc, an estimated $119M position sold in full.
By sector, the portfolio is most concentrated in Technology at 13% of assets, up from 7.5% a quarter earlier, followed by Healthcare and Financials.
Against the trend, Kepos Capital opened a new position in Red Hat Inc worth $22M.
- Kepos Capital's largest Q4 2018 buy was Red Hat Inc: 125,000 shares worth $22M.
- Kepos Capital added most to State Street Financial Select Sector SPDR ETF in Q4 2018, an estimated $24.7M increase.
- Kepos Capital's biggest Q4 2018 reduction was State Street Technology Select Sector SPDR ETF, cutting an estimated $34.8M.
- Kepos Capital fully exited Aetna Inc in Q4 2018, selling an estimated $119M.
- Kepos Capital's ten largest holdings make up 34% of its $1.3B portfolio in Q4 2018.
- Kepos Capital opened 133 new positions and closed 137 in Q4 2018.
- Kepos Capital's portfolio value fell 34% quarter-over-quarter to $1.3B.
Based on Kepos Capital's 13F filing for Q4 2018, filed 13 Feb 2019.