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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
UVE icon
401
Universal Insurance Holdings
UVE
$1.26B
– –
-18,021
Closed -$503K
VEEV icon
402
Veeva Systems
VEEV
$33.8B
– –
-9,421
Closed -$1.53M
VFC icon
403
VF Corp
VFC
$5.92B
– –
-5,695
Closed -$497K
VRRM icon
404
Verra Mobility
VRRM
$775M
– –
-155,000
Closed -$2.03M
VRSN icon
405
VeriSign
VRSN
$26.3B
– –
-13,213
Closed -$2.76M
W icon
406
Wayfair
W
$11.8B
– –
-1,265
Closed -$185K
YUM icon
407
Yum! Brands
YUM
$41.9B
– –
-11,684
Closed -$1.29M
ZTS icon
408
Zoetis
ZTS
$32.7B
– –
-6,377
Closed -$724K
NEWR
409
DELISTED
New Relic, Inc.
NEWR
– –
-2,724
Closed -$236K
BBBY
410
DELISTED
Bed Bath & Beyond Inc
BBBY
– –
-47,854
Closed -$556K
ALXN
411
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-20,749
Closed -$2.72M
GXGXU
412
DELISTED
GX Acquisiton Corp. Unit
GXGXU
– –
-360,000
Closed -$3.62M
MIK
413
DELISTED
Michaels Stores, Inc
MIK
– –
-82,395
Closed -$717K
SMMCU
414
DELISTED
South Mountain Merger Corp. Unit
SMMCU
– –
-250,000
Closed -$2.5M
LCAHU
415
DELISTED
Landcadia Holdings II, Inc. Unit
LCAHU
$0 ﹤0.01%
1
-24,999
-100% -$251K
TCO
416
DELISTED
Taubman Centers Inc.
TCO
– –
-49,680
Closed -$2.03M
HDS
417
DELISTED
HD Supply Holdings, Inc.
HDS
– –
-63,451
Closed -$2.56M
INSUU
418
DELISTED
Insurance Acquisition Corp. Unit
INSUU
– –
-300,000
Closed -$3.1M
MNK
419
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
– –
-29,664
Closed -$272K
DEACU
420
DELISTED
Diamond Eagle Acquisition Corp. Unit
DEACU
– –
-416,667
Closed -$4.19M
BRPM.U
421
DELISTED
B. Riley Principal Merger Corp.
BRPM.U
– –
-156,250
Closed -$1.56M
IPOA.U
422
DELISTED
Social Capital Hedosophia Holdings Corp.
IPOA.U
– –
-2,230
Closed -$24K
IPOA.WS
423
DELISTED
Social Capital Hedosophia Holdings Corp. Warrants, each whole warrant exercisable for one Class A Or
IPOA.WS
– –
-441,783
Closed -$592K
MMDMW
424
DELISTED
Modern Media Acquisition Corp. Warrant
MMDMW
– –
-1,127,440
Closed -$248K
MMDM
425
DELISTED
Modern Media Acquisition Corp. Common Stock
MMDM
– –
-29,950
Closed -$359K
14 15 16
17
18

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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.