We are live on ! Find out more
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
FDX icon
126
FedEx
FDX
$74B
$978K 0.1%
+6,721
New +$1.08M
SONG
127
DELISTED
Akazoo SA
SONG
$977K 0.1%
+154,417
New +$908K
CNC icon
128
Centene
CNC
$31.6B
$964K 0.1%
+22,277
New +$1.08M
WING icon
129
Wingstop
WING
$3.67B
$952K 0.09%
+10,912
New +$1.04M
GRA
130
DELISTED
W.R. Grace & Co.
GRA
$944K 0.09%
+14,137
New +$991K
LACQW
131
DELISTED
Leisure Acquisition Corp. Warrant
LACQW
$932K 0.09%
1,226,350
– –
XLNX
132
DELISTED
Xilinx Inc
XLNX
$923K 0.09%
9,623
-15,122
-61% -$1.65M
AMTD
133
DELISTED
TD Ameritrade Holding Corp
AMTD
$922K 0.09%
+19,743
New +$946K
DXC icon
134
DXC Technology
DXC
$1.76B
$908K 0.09%
+30,787
New +$1.31M
TNDM icon
135
Tandem Diabetes Care
TNDM
$1.22B
$898K 0.09%
15,222
-5,891
-28% -$376K
SMAR
136
DELISTED
Smartsheet Inc.
SMAR
$891K 0.09%
+24,743
New +$1.18M
ZS icon
137
Zscaler
ZS
$24.5B
$884K 0.09%
+18,699
New +$1.35M
SPOT icon
138
Spotify
SPOT
$105B
$883K 0.09%
+7,747
New +$1.09M
LGC.WS
139
DELISTED
Legacy Acquisition Corp. Warrants, exercisable for one-half of one share of Class A Common Stock for
LGC.WS
$875K 0.09%
2,499,372
-376,572
-13% -$128K
WK icon
140
Workiva
WK
$3.28B
$827K 0.08%
+18,870
New +$994K
CTSH icon
141
Cognizant
CTSH
$23.8B
$826K 0.08%
+13,698
New +$866K
TIBRW
142
DELISTED
Tiberius Acquisition Corporation Warrant
TIBRW
$826K 0.08%
1,400,000
-726,621
-34% -$386K
GTYHW
143
DELISTED
GTY Technology Holdings, Inc. Warrants
GTYHW
$824K 0.08%
1,350,000
-365,500
-21% -$223K
MFAC.WS
144
DELISTED
Megalith Financial Acquisition Corp. Warrants, each warrant exercisable for one share of Class A Com
MFAC.WS
$808K 0.08%
2,125,000
– –
ERIE icon
145
Erie Indemnity
ERIE
$12.7B
$798K 0.08%
+4,301
New +$977K
ENTA icon
146
Enanta Pharmaceuticals
ENTA
$367M
$791K 0.08%
13,164
-6,832
-34% -$508K
HPQ icon
147
HP
HPQ
$25.9B
$765K 0.08%
+40,454
New +$795K
RDHL
148
Redhill Biopharma
RDHL
$4.44M
$760K 0.07%
108
– –
PVT.WS
149
DELISTED
Pivotal Acquisition Corp. Redeemable Warrants, exercisable for shares of Class A Common Stock at an
PVT.WS
$753K 0.07%
575,011
-35,089
-6% -$43.9K
ELAN icon
150
Elanco Animal Health
ELAN
$12.7B
$752K 0.07%
+28,264
New +$848K
4 5
6
7 8

Similar funds

HPCM
Hein Park Capital Management New York $61.3M AUM 14.47% 1-Year Est. Return
CP
Centerbridge Partners New York $61.1M AUM 3.67% 1-Year Est. Return
TCM
Tuttle Capital Management Riverside, Connecticut $60.8M AUM 17.47% 1-Year Est. Return
TCDRS
Texas County & District Retirement System Austin, Texas $60.8M AUM 29.03% 1-Year Est. Return
ACM
AREX Capital Management New York $60.5M AUM 45.91% 1-Year Est. Return
BGPJL
Bregal General Partner Jersey Ltd St. Helier, Jersey $62.3M AUM
CMANY
Capital Management Associates (New York) New York $60.2M AUM 58.47% 1-Year Est. Return
AC
Amitell Capital Singapore $62.4M AUM 75.98% 1-Year Est. Return

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.