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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
MBB icon
1
iShares MBS ETF
MBB
$38.9B
$86M 8.48%
794,200
-213,800
-21% -$23.1M
LQD icon
2
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
$79.8M 7.87%
626,100
+309,100
+98% +$38.9M
XLE icon
3
State Street Energy Select Sector SPDR ETF
XLE
$39.3B
$74.1M 7.31%
2,503,744
+371,092
+17% +$11.2M
VNQ icon
4
Vanguard Real Estate ETF
VNQ
$39.1B
$50.1M 4.94%
537,300
+232,900
+77% +$21.1M
HYG icon
5
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$47.7M 4.71%
547,700
+256,800
+88% +$22.3M
XLP icon
6
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14B
$44.3M 4.36%
720,565
-659,587
-48% -$39.7M
LBRDK icon
7
Liberty Broadband Class C
LBRDK
$4.26B
$41.9M 4.13%
400,000
+140,371
+54% +$14.6M
XLK icon
8
State Street Technology Select Sector SPDR ETF
XLK
$116B
$35.7M 3.52%
+885,660
New +$35.4M
XLU icon
9
State Street Utilities Select Sector SPDR ETF
XLU
$24B
$32.5M 3.2%
1,003,400
+865,600
+628% +$26.7M
POST icon
10
Post Holdings
POST
$4.09B
$19.4M 1.91%
+279,930
New +$19.1M
XLV icon
11
State Street Health Care Select Sector SPDR ETF
XLV
$41.8B
$19M 1.87%
210,373
-8,053
-4% -$735K
VRT icon
12
Vertiv
VRT
$117B
$15.6M 1.53%
+1,525,000
New +$15.6M
GCMG icon
13
GCM Grosvenor
GCMG
$712M
$15.2M 1.5%
1,501,208
– –
RTX icon
14
RTX Corp
RTX
$282B
$14.1M 1.39%
164,462
– –
MLNX
15
DELISTED
Mellanox Technologies, Ltd.
MLNX
$13.6M 1.34%
1,485,000
-566,667
-28% -$62.5M
VVNT
16
DELISTED
Vivint Smart Home, Inc. Class A Common Stock
VVNT
$13.5M 1.33%
+1,305,000
New +$13.4M
BRMK
17
DELISTED
Broadmark Realty Capital Inc. Common Stock
BRMK
$11.7M 1.16%
1,125,000
+925,000
+463% +$9.6M
MVST icon
18
Microvast
MVST
$287M
$11.4M 1.12%
1,160,000
– –
THBRU
19
DELISTED
Thunder Bridge Acquisition II, Ltd. Units
THBRU
$10.3M 1.01%
+1,010,000
New +$10.2M
SBE.U
20
DELISTED
Switchback Energy Acquisition Corporation
SBE.U
$8.79M 0.87%
+879,437
New +$8.79M
ARKO icon
21
ARKO Corp
ARKO
$895M
$8.48M 0.84%
+856,998
New +$8.49M
AMJ
22
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$8.11M 0.8%
348,545
+22,056
+7% +$533K
EXPCU
23
DELISTED
Experience Investment Corp. Unit
EXPCU
$8.01M 0.79%
+800,000
New +$8.01M
RSX
24
DELISTED
VanEck Russia ETF
RSX
$7.91M 0.78%
+346,900
New +$8M
LAZR
25
DELISTED
Luminar Technologies
LAZR
$7.56M 0.75%
50,000
– –
1
2 3 4 5

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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.