Kepos Capital Portfolio holdings
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$59.6M |
| 2 |
Madison Square Garden
MSGS
|
+$27.5M |
| 3 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$15.6M |
| 4 |
PAE
PAE Incorporated Class A Common Stock
PAE
|
+$13.4M |
| 5 |
Grid Dynamics Holdings
GDYN
|
+$12.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
MLNX
Mellanox Technologies, Ltd.
MLNX
|
+$89.2M |
| 2 |
iShares MBS ETF
MBB
|
+$55.4M |
| 3 |
Vanguard Real Estate ETF
VNQ
|
+$34.4M |
| 4 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$34.1M |
| 5 |
State Street Technology Select Sector SPDR ETF
XLK
|
+$33.4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Industrials | 11.23% |
| 2 | Communication Services | 10.46% |
| 3 | Consumer Discretionary | 6.65% |
| 4 | Technology | 5.92% |
| 5 | Consumer Staples | 5.76% |
Similar funds
Kepos Capital's Q4 2019 Portfolio in Review
As of Q4 2019, Kepos Capital held 469 positions worth $1.06B, up 4.6% from $1.01B the previous quarter. Its ten largest holdings account for 42% of the portfolio.
Kepos Capital withdrew a net $66.4M in Q4 2019, closing 115 positions and reducing 74 holdings. Its most notable exit was State Street Health Care Select Sector SPDR ETF, an estimated $19M position sold in full.
By sector, the portfolio is most concentrated in Industrials at 11% of assets, up from 8.1% a quarter earlier, followed by Communication Services and Consumer Discretionary.
Against the trend, Kepos Capital opened a new position in Madison Square Garden worth $29.4M.
- Kepos Capital's largest Q4 2019 buy was Madison Square Garden: 140,200 shares worth $29.4M.
- Kepos Capital added most to State Street Financial Select Sector SPDR ETF in Q4 2019, an estimated $59.6M increase.
- Kepos Capital's biggest Q4 2019 reduction was Mellanox Technologies, Ltd., cutting an estimated $89.2M.
- Kepos Capital fully exited State Street Health Care Select Sector SPDR ETF in Q4 2019, selling an estimated $19M.
- Kepos Capital's ten largest holdings make up 42% of its $1.06B portfolio in Q4 2019.
- Kepos Capital opened 155 new positions and closed 115 in Q4 2019.
- Kepos Capital's portfolio value rose 4.6% quarter-over-quarter to $1.06B.
Based on Kepos Capital's 13F filing for Q4 2019, filed 13 Feb 2020.