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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
(+3%)
Cap. Flow
-$27.9M
Cap. Flow
% of AUM
-2.75%
Top 10 Holdings %
Top 10 Hldgs %
50.42%
Holding
439
New
136
Increased
24
Reduced
79
Closed
125
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$38.9M |
| 2 |
State Street Technology Select Sector SPDR ETF
XLK
|
+$35.4M |
| 3 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$26.7M |
| 4 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$22.3M |
| 5 |
Vanguard Real Estate ETF
VNQ
|
+$21.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
MLNX
Mellanox Technologies, Ltd.
MLNX
|
+$62.5M |
| 2 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$39.7M |
| 3 |
iShares MBS ETF
MBB
|
+$23.1M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
351
HEICO Corp Class A
HEI.A
$36B
| – | – |
-14,302
| Closed | -$1.48M |
|
352
Hershey
HSY
$37.3B
| – | – |
-18,636
| Closed | -$2.5M |
|
|
PPLI
353
People Inc
PPLI
$3.12B
| – | – |
-48,786
| Closed | -$1.9M |
|
354
Idexx Laboratories
IDXX
$44.9B
| – | – |
-10,681
| Closed | -$2.94M |
|
355
Incyte
INCY
$25.8B
| – | – |
-33,086
| Closed | -$2.81M |
|
356
Intuit
INTU
$91.1B
| – | – |
-11,250
| Closed | -$2.94M |
|
357
Ionis Pharmaceuticals
IONS
$8.93B
| – | – |
-23,293
| Closed | -$1.5M |
|
358
Iridium Communications
IRDM
$4.7B
| – | – |
-5,523
| Closed | -$128K |
|
359
Illinois Tool Works
ITW
$84.1B
| – | – |
-8,524
| Closed | -$1.29M |
|
360
Jones Lang LaSalle
JLL
$15.8B
| – | – |
-13,740
| Closed | -$1.93M |
|
|
361
JPMorgan Chase
JPM
$916B
| – | – |
-173,150
| Closed | -$19.4M |
|
362
Keurig Dr Pepper
KDP
$42.8B
| – | – |
-2,500
| Closed | -$72K |
|
363
Keysight
KEYS
$50.7B
| – | – |
-33,530
| Closed | -$3.01M |
|
364
Kinder Morgan
KMI
$70.9B
| – | – |
-59,092
| Closed | -$1.23M |
|
365
Quaker Houghton
KWR
$2.58B
| – | – |
-2,155
| Closed | -$437K |
|
|
MZTI
366
The Marzetti Company
MZTI
$3.05B
| – | – |
-3,915
| Closed | -$582K |
|
367
Eli Lilly
LLY
$1.08T
| – | – |
-22,454
| Closed | -$2.49M |
|
368
La-Z-Boy
LZB
$1.64B
| – | – |
-8,856
| Closed | -$272K |
|
369
MGM Resorts International
MGM
$11.7B
| – | – |
-100,000
| Closed | -$2.86M |
|
370
Merck
MRK
$322B
| – | – |
-31,362
| Closed | -$2.51M |
|
371
MSCI
MSCI
$42.4B
| – | – |
-11,609
| Closed | -$2.77M |
|
372
Microsoft
MSFT
$2.9T
| – | – |
-23,500
| Closed | -$3.15M |
|
373
Match Group
MTCH
$9.19B
| – | – |
-13,413
| Closed | -$902K |
|
374
MGIC Investment
MTG
$6.47B
| – | – |
-39,385
| Closed | -$518K |
|
375
Neurocrine Biosciences
NBIX
$18.2B
| – | – |
-34,545
| Closed | -$2.92M |
|
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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.