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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 | |
|---|---|---|---|---|---|---|
376
Nike
NKE
$64.1B
| – | – |
-30,285
| Closed | -$2.54M |
|
377
NRG Energy
NRG
$26.2B
| – | – |
-72,551
| Closed | -$2.55M |
|
378
Norfolk Southern
NSC
$75.4B
| – | – |
-10,872
| Closed | -$2.17M |
|
379
Nexstar Media Group
NXST
$6.01B
| – | – |
-21,650
| Closed | -$2.19M |
|
380
New York Times
NYT
$12.6B
| – | – |
-78,567
| Closed | -$2.56M |
|
381
Ollie's Bargain Outlet
OLLI
$4.31B
| – | – |
-5,804
| Closed | -$506K |
|
382
O'Reilly Automotive
ORLY
$75.1B
| – | – |
-15,330
| Closed | -$377K |
|
383
Occidental Petroleum
OXY
$55.7B
| – | – |
-131,051
| Closed | -$6.59M |
|
384
Progressive
PGR
$128B
| – | – |
-31,203
| Closed | -$2.49M |
|
385
PPG Industries
PPG
$24.9B
| – | – |
-23,204
| Closed | -$2.71M |
|
386
Royal Caribbean
RCL
$86.8B
| – | – |
-7,815
| Closed | -$947K |
|
387
Regeneron Pharmaceuticals
REGN
$72.9B
| – | – |
-8,572
| Closed | -$2.68M |
|
388
Robert Half
RHI
$4.11B
| – | – |
-45,380
| Closed | -$2.59M |
|
389
Rockwell Automation
ROK
$51.1B
| – | – |
-2,225
| Closed | -$365K |
|
390
Rollins
ROL
$18.6B
| – | – |
-31,643
| Closed | -$757K |
|
391
Ross Stores
ROST
$80.8B
| – | – |
-10,989
| Closed | -$1.09M |
|
|
SCS
392
DELISTED
Steelcase
SCS
| – | – |
-11,887
| Closed | -$203K |
|
|
SEE
393
DELISTED
Sealed Air
SEE
| – | – |
-9,581
| Closed | -$410K |
|
394
Sherwin-Williams
SHW
$84.8B
| – | – |
-31,986
| Closed | -$4.89M |
|
395
Target Hospitality
TH
$1.43B
| – | – |
-160,000
| Closed | -$1.46M |
|
396
LendingTree
TREE
$551M
| – | – |
-6,481
| Closed | -$2.72M |
|
397
Toro Company
TTC
$8.79B
| – | – |
-26,031
| Closed | -$1.74M |
|
398
Texas Instruments
TXN
$248B
| – | – |
-3,247
| Closed | -$373K |
|
399
Ubiquiti
UI
$31.6B
| – | – |
-12,135
| Closed | -$1.6M |
|
400
Usana Health Sciences
USNA
$419M
| – | – |
-14,377
| Closed | -$1.14M |
|
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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.