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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
MA icon
176
Mastercard
MA
$497B
$613K 0.06%
2,259
-8,060
-78% -$2.22M
DPHCU
177
DELISTED
DiamondPeak Holdings Corp. Units
DPHCU
$612K 0.06%
60,000
– –
BROGR
178
DELISTED
Twelve Seas Investment Company Rights
BROGR
$610K 0.06%
1,755,499
– –
HLI icon
179
Houlihan Lokey
HLI
$10.2B
$601K 0.06%
13,326
-1
-0% -$44
MC icon
180
Moelis & Co
MC
$5.1B
$601K 0.06%
18,286
– –
GOEVW
181
DELISTED
Canoo Inc. Warrant
GOEVW
$585K 0.06%
750,000
– –
KHC icon
182
Kraft Heinz
KHC
$32.4B
$581K 0.06%
+20,788
New +$598K
MOSC.WS
183
DELISTED
Mosaic Acquisition Corp. Warrants, each exercisable for one Class A Common Stock at an exercise pric
MOSC.WS
$570K 0.06%
495,238
+35,000
+8% +$39K
EGRX
184
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
$563K 0.06%
9,944
– –
TPGH.WS
185
DELISTED
TPG Pace Holdings Corp. Warrants, each exercisable for one Class A Ordinary Share at an exercise pri
TPGH.WS
$544K 0.05%
315,485
-84,615
-21% -$136K
ARNA
186
DELISTED
Arena Pharmaceuticals Inc
ARNA
$538K 0.05%
11,744
-5,025
-30% -$282K
GIX.WS
187
DELISTED
GigCapital2, Inc. Warrants exercisable for one share of Common Stock at an exercise price of $11.50
GIX.WS
$527K 0.05%
+1,877,540
New +$344K
NAV
188
DELISTED
Navistar International
NAV
$525K 0.05%
18,674
– –
VTIQW
189
DELISTED
VectoIQ Acquisition Corp. Warrant
VTIQW
$525K 0.05%
1,020,000
– –
GIG.RT
190
DELISTED
GigCapital, Inc. Rights, each exchangeable into one-tenth of one share of Common Stock
GIG.RT
$516K 0.05%
579,950
-245,050
-30% -$151K
KYNB
191
Kyntra Bio
KYNB
$28.2M
$512K 0.05%
+554
New +$608K
SONGW
192
DELISTED
Akazoo SA Warrant
SONGW
$510K 0.05%
+662,179
New +$352K
GSAH.WS
193
DELISTED
GS Acquisition Holdings Corp Warrants, each whole warrant exercisable for one share of Class A Commo
GSAH.WS
$504K 0.05%
354,610
– –
ALGRW
194
DELISTED
Allegro Merger Corp Warrant
ALGRW
$497K 0.05%
2,159,000
– –
GE icon
195
GE Aerospace
GE
$377B
$492K 0.05%
+11,035
New +$519K
HYACU
196
DELISTED
Haymaker Acquisition Corp. II Unit
HYACU
$491K 0.05%
+47,502
New +$490K
WBD icon
197
Warner Bros
WBD
$64.2B
$490K 0.05%
+18,419
New +$535K
CTACW
198
DELISTED
ChaSerg Technology Acquisition Corp. Warrant
CTACW
$475K 0.05%
475,000
– –
MU icon
199
Micron Technology
MU
$927B
$474K 0.05%
+11,056
New +$500K
VRTX icon
200
Vertex Pharmaceuticals
VRTX
$124B
$474K 0.05%
2,798
-3,290
-54% -$582K
6 7
8
9 10

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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.