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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
+1.65%
1 Year Est. Return
+12.13%
3 Year Est. Return
+22.16%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.01B
AUM Growth
+$29.6M
Cap. Flow
-$27.9M
Cap. Flow %
-2.75%
Top 10 Hldgs %
50.42%
Holding
439
New
136
Increased
24
Reduced
79
Closed
125

Top Buys

Rank Stock Value
1
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$38.9M
2
XLK icon
State Street Technology Select Sector SPDR ETF
XLK
+$35.4M
3
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$26.7M
4
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$22.3M
5
VNQ icon
Vanguard Real Estate ETF
VNQ
+$21.1M

Top Sells

Rank Stock Value
1
MLNX
Mellanox Technologies, Ltd.
MLNX
+$62.5M
2
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$39.7M
3
MBB icon
iShares MBS ETF
MBB
+$23.1M
4
JPM icon
JPMorgan Chase
JPM
+$19.4M
5
APC
Anadarko Petroleum
APC
+$16.6M

Sector Composition

Rank Sector Weight
1 Industrials 8.08%
2 Consumer Discretionary 6.71%
3 Communication Services 5.81%
4 Technology 4.12%
5 Financials 4.11%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ANF icon
251
Abercrombie & Fitch
ANF
$4.55B
$288K 0.03%
18,470
-18,864
-51% -$315K
EAF icon
252
GrafTech
EAF
$184M
$287K 0.03%
2,240
-14,394
-87% -$1.71M
CY
253
DELISTED
Cypress Semiconductor
CY
$279K 0.03%
+11,945
New +$273K
CNR
254
Core Natural Resources Inc
CNR
$3.93B
$269K 0.03%
17,183
– –
FPAC.U
255
DELISTED
Far Point Acquisition Corporation Units, each consisting of one share of Class A common stock, $0.00
FPAC.U
$267K 0.03%
25,000
-5,000
-17% -$53.5K
TKKSW
256
DELISTED
TKK Symphony Acquisition Corporation Warrant
TKKSW
$263K 0.03%
2,920,000
– –
PVT.U
257
DELISTED
Pivotal Acquisition Corp.
PVT.U
$259K 0.03%
22,500
– –
MO icon
258
Altria Group
MO
$125B
$258K 0.03%
6,300
-1,260
-17% -$58K
UNIT
259
Uniti Group
UNIT
$2.52B
$252K 0.02%
32,484
-10
-0% -$83
AVTA
260
DELISTED
Avantax, Inc. Common Stock
AVTA
$252K 0.02%
+11,652
New +$294K
CLX icon
261
Clorox
CLX
$12B
$239K 0.02%
1,573
-12,837
-89% -$2.03M
GLW icon
262
Corning
GLW
$107B
$236K 0.02%
+8,258
New +$247K
NVCR icon
263
NovoCure
NVCR
$1.77B
$234K 0.02%
+3,127
New +$250K
BIOX.WS
264
DELISTED
Bioceres Crop Solutions Corp Warrants, exercisable for ordinary shares
BIOX.WS
$233K 0.02%
684,878
-285,522
-29% -$108K
NKLA
265
DELISTED
Nikola Corporation Common Stock
NKLA
$230K 0.02%
750
– –
CCH.WS
266
DELISTED
Collier Creek Holdings Warrants, each whole warrant exercisable for one Class A ordinary share at an
CCH.WS
$226K 0.02%
161,600
– –
HUM icon
267
Humana
HUM
$43.9B
$212K 0.02%
+829
New +$232K
CPAAW
268
DELISTED
Conyers Park II Acquisition Corp. Warrant
CPAAW
$206K 0.02%
+125,000
New +$228K
TRNE.WS
269
DELISTED
Trine Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A
TRNE.WS
$205K 0.02%
260,050
+7,550
+3% +$5.65K
LCAHW
270
DELISTED
Landcadia Holdings II, Inc. Warrant
LCAHW
$198K 0.02%
251,666
+8,333
+3% +$6.56K
CALY
271
Callaway Golf Company
CALY
$3.28B
$194K 0.02%
9,984
-151,012
-94% -$2.74M
DMTKW
272
DELISTED
DermTech, Inc. Warrant
DMTKW
$189K 0.02%
+1,573,600
New +$132K
ENS icon
273
EnerSys
ENS
$6.43B
$184K 0.02%
2,797
-39,079
-93% -$2.45M
KXIN icon
274
Kaixin Holdings
KXIN
$8.96M
– –
0
– –
GRPN icon
275
Groupon
GRPN
$1.03B
$178K 0.02%
3,337
-1
-0% -$59
9 10
11
12 13

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CP
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TCDRS
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ACM
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BGPJL
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Kepos Capital's Q3 2019 Portfolio in Review

As of Q3 2019, Kepos Capital held 439 positions worth $1.01B, up 3% from $985M the previous quarter. Its ten largest holdings account for 50% of the portfolio.

Kepos Capital's Q3 2019 filing shows 136 new, 24 increased, 79 reduced and 125 closed positions. Its largest new stake was State Street Technology Select Sector SPDR ETF: 885,660 shares worth $35.7M. The largest sale was Mellanox Technologies, Ltd., an estimated $62.5M.

By sector, the portfolio is most concentrated in Industrials at 8.1% of assets, up from 7.2% a quarter earlier, followed by Consumer Discretionary and Communication Services.

  • Kepos Capital's largest Q3 2019 buy was State Street Technology Select Sector SPDR ETF: 885,660 shares worth $35.7M.
  • Kepos Capital added most to iShares iBoxx $ Investment Grade Corporate Bond ETF in Q3 2019, an estimated $38.9M increase.
  • Kepos Capital's biggest Q3 2019 reduction was Mellanox Technologies, Ltd., cutting an estimated $62.5M.
  • Kepos Capital fully exited JPMorgan Chase in Q3 2019, selling an estimated $19.4M.
  • Kepos Capital's ten largest holdings make up 50% of its $1.01B portfolio in Q3 2019.
  • Kepos Capital opened 136 new positions and closed 125 in Q3 2019.
  • Kepos Capital's portfolio value rose 3% quarter-over-quarter to $1.01B.

Based on Kepos Capital's 13F filing for Q3 2019, filed 13 Nov 2019.