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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 | |
|---|---|---|---|---|---|---|
76
Jabil
JBL
$31.4B
| $1.21M | 0.12% |
33,870
-1,656
| -5% | -$49.9K |
|
|
MVSTW
77
DELISTED
Microvast Holdings Warrants
MVSTW
| $1.2M | 0.12% |
1,580,000
| – | – |
|
78
Builders FirstSource
BLDR
$7.95B
| $1.19M | 0.12% |
58,027
-35,184
| -38% | -$656K |
|
79
Upbound Group
UPBD
$1.23B
| $1.18M | 0.12% |
45,907
+1,139
| +3% | +$29.9K |
|
|
AEL
80
DELISTED
American Equity Investment Life Holding Company
AEL
| $1.18M | 0.12% |
48,761
-19,379
| -28% | -$468K |
|
81
World Kinect Corp
WKC
$2.05B
| $1.17M | 0.11% |
29,169
-4,467
| -13% | -$170K |
|
82
Ford
F
$59.3B
| $1.16M | 0.11% |
+126,984
| New | +$1.21M |
|
|
TUP
83
DELISTED
Tupperware Brands Corporation
TUP
| $1.15M | 0.11% |
72,376
-7,006
| -9% | -$108K |
|
84
MarketAxess Holdings
MKTX
$4.3B
| $1.14M | 0.11% |
3,477
+2,276
| +190% | +$815K |
|
85
Evercore
EVR
$13.2B
| $1.13M | 0.11% |
14,123
-17,595
| -55% | -$1.46M |
|
86
NMI Holdings
NMIH
$3.32B
| $1.12M | 0.11% |
+42,752
| New | +$1.17M |
|
87
AdaptHealth
AHCO
$1.5B
| $1.12M | 0.11% |
+110,000
| New | +$1.12M |
|
88
Fair Isaac
FICO
$32.2B
| $1.12M | 0.11% |
+3,679
| New | +$1.25M |
|
|
GHDX
89
DELISTED
Genomic Health, Inc.
GHDX
| $1.11M | 0.11% |
16,443
-32,450
| -66% | -$2.23M |
|
90
Molina Healthcare
MOH
$10.4B
| $1.1M | 0.11% |
10,000
-9,320
| -48% | -$1.21M |
|
91
Arrowhead Research
ARWR
$11.8B
| $1.09M | 0.11% |
38,848
+27,180
| +233% | +$804K |
|
92
Innoviva
INVA
$1.6B
| $1.09M | 0.11% |
103,359
-97,310
| -48% | -$1.16M |
|
93
Exelixis
EXEL
$14B
| $1.08M | 0.11% |
61,318
-78,542
| -56% | -$1.59M |
|
94
NVR
NVR
$17.3B
| $1.06M | 0.1% |
+285
| New | +$1M |
|
95
CarGurus
CARG
$3.26B
| $1.04M | 0.1% |
33,595
-31,497
| -48% | -$1.07M |
|
96
Thermo Fisher Scientific
TMO
$214B
| $1.03M | 0.1% |
+3,542
| New | +$1.01M |
|
97
First American
FAF
$8.02B
| $1.02M | 0.1% |
+17,313
| New | +$991K |
|
|
PGRE
98
DELISTED
Paramount Group
PGRE
| $1.02M | 0.1% |
+76,336
| New | +$1.03M |
|
99
Warrior Met Coal
HCC
$4.18B
| $1.02M | 0.1% |
52,151
-1,528
| -3% | -$34.2K |
|
100
Myriad Genetics
MYGN
$501M
| $1.02M | 0.1% |
35,567
-32,756
| -48% | -$954K |
|
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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.