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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
+5.35%
1 Year Est. Return
+12.13%
3 Year Est. Return
+22.16%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.06B
AUM Growth
+$46.7M
(+4.6%)
Cap. Flow
-$66.4M
Cap. Flow
% of AUM
-6.25%
Top 10 Holdings %
Top 10 Hldgs %
42.32%
Holding
469
New
155
Increased
52
Reduced
74
Closed
115
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% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
State Street Financial Select Sector SPDR ETF
XLF
$55.1B
| $65.9M | 6.21% |
2,140,092
+2,031,380
| +1,869% | +$59.6M |
|
|
2
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14B
| $61.4M | 5.79% |
974,563
+253,998
| +35% | +$15.6M |
|
3
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
| $57.1M | 5.38% |
446,200
-179,900
| -29% | -$22.9M |
|
4
Liberty Broadband Class C
LBRDK
$4.26B
| $55.8M | 5.26% |
443,783
+43,783
| +11% | +$5.1M |
|
|
5
State Street Energy Select Sector SPDR ETF
XLE
$39.3B
| $40.6M | 3.83% |
1,353,508
-1,150,236
| -46% | -$34.1M |
|
6
State Street Utilities Select Sector SPDR ETF
XLU
$24B
| $38.6M | 3.64% |
1,194,600
+191,200
| +19% | +$6.07M |
|
7
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $36.7M | 3.46% |
417,300
-130,400
| -24% | -$11.3M |
|
8
Post Holdings
POST
$4.09B
| $33.1M | 3.12% |
464,090
+184,160
| +66% | +$12.6M |
|
|
9
iShares MBS ETF
MBB
$38.9B
| $30.4M | 2.87% |
281,300
-512,900
| -65% | -$55.4M |
|
|
10
Madison Square Garden
MSGS
$9.49B
| $29.4M | 2.77% |
+140,200
| New | +$27.5M |
|
11
RTX Corp
RTX
$282B
| $25.5M | 2.4% |
270,130
+105,668
| +64% | +$9.59M |
|
12
Vertiv
VRT
$117B
| $20.1M | 1.9% |
1,826,723
+301,723
| +20% | +$3.15M |
|
|
PAE
13
DELISTED
PAE Incorporated Class A Common Stock
PAE
| $16.2M | 1.53% |
1,566,189
+1,313,100
| +519% | +$13.4M |
|
14
ARKO Corp
ARKO
$895M
| $15.9M | 1.5% |
1,586,659
+729,661
| +85% | +$7.26M |
|
|
15
Vanguard Real Estate ETF
VNQ
$39.1B
| $15.4M | 1.45% |
165,800
-371,500
| -69% | -$34.4M |
|
|
16
Grid Dynamics Holdings
GDYN
$469M
| $13M | 1.22% |
+1,196,724
| New | +$12.7M |
|
|
CIICU
17
DELISTED
CIIG Merger Corp. Units
CIICU
| $12.4M | 1.17% |
+1,225,000
| New | +$12.4M |
|
|
SRACU
18
DELISTED
Stable Road Acquisition Corp. Unit
SRACU
| $12.3M | 1.16% |
+1,194,780
| New | +$12.1M |
|
|
ALUS.U
19
DELISTED
Alussa Energy Acquisition Corp
ALUS.U
| $11.1M | 1.05% |
+1,102,650
| New | +$11.1M |
|
20
GCM Grosvenor
GCMG
$712M
| $10.3M | 0.97% |
1,000,000
-501,208
| -33% | -$5.1M |
|
21
International General Insurance
IGIC
$1.19B
| $10.1M | 0.95% |
+962,196
| New | +$10M |
|
|
ID
22
DELISTED
PARTS iD, Inc.
ID
| $9.81M | 0.92% |
955,000
+926,150
| +3,210% | +$9.49M |
|
23
Crown Holdings
CCK
$12.5B
| $9.49M | 0.89% |
+130,811
| New | +$9.33M |
|
|
JIH
24
DELISTED
Juniper Industrial Holdings, Inc.
JIH
| $9.38M | 0.88% |
+957,400
| New | +$9.38M |
|
25
DraftKings
DKNG
$11.3B
| $9.04M | 0.85% |
845,000
+428,333
| +103% | +$4.33M |
|
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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.