Kepos Capital LP — Q4 2018 13F Holdings

Name: Kepos Capital LP — 13F Holdings, Q4 2018
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001512020

Total reported value

$61.3M

← Back to latest quarter

Full holdings list this quarter

Showing top 200 holdings (of 334 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	MBB	Ishares Mbs ETF	ETF-Other	8.15%	—	-3.48%
2	AABAUSD	Altaba INC	Stock-Other	5.59%	—	+13.64%
3	XLE	Ss Energy Select Sector	ETF-Other	4.88%	—	+11.11%
4	VNQ	Vanguard Real Estate ETF	ETF-Other	4.11%	—	+38.35%
5	XLF	Ss Financial Select Sector	ETF-Other	2.18%	—	+405.79%
6	RSX1USD	Vaneck Vectors Russia ETF	ETF-Other	1.99%	—	-40.78%
7	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	ETF-Corp Bonds	1.92%	—	-19.03%
8	LBRDK	Liberty Broadband-c	Stock-Comm Services	1.81%	—	-24.15%
9	RHT1EUR	Red Hat INC	Stock-Other	1.69%	—	—
10	EWW	Ishares Msci Mexico ETF	ETF-Other	1.35%	—	—
11	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-High Yield	1.34%	—	-12.93%
12	UTXZ	United Tech CORP	Stock-Other	1.23%	—	+50.00%
13	✓	Cf Fin Acquisition CORP	Stock-Other	1.20%	—	—
14	TMUS	T-mobile US INC	Stock-Comm Services	0.98%	—	+20.20%
15	XLK	Ss Technology Select Sector	ETF-Tech	0.68%	—	-78.39%
16	✓	Vantage Energy Acquisition-a	Stock-Other	0.67%	—	—
17	IACIEUR	Iac/interactivecorp	Stock-Other	0.55%	—	—
18	NRG	Nrg Energy INC	Stock-Utilities	0.55%	—	—
19	MKL	Markel Group INC	Stock-Financials	0.55%	—	—
20	PLNT	Planet Fitness INC - Cl A	Stock-Consumer Disc	0.54%	—	—
21	L	Loews CORP	Stock-Financials	0.54%	—	—
22	HPQ	Hp INC	Stock-Tech	0.53%	—	+24.62%
23	BMY	Bristol-myers Squibb Co	Stock-Healthcare	0.53%	—	—
24	TGT	Target CORP	Stock-Consumer Disc	0.53%	—	+432.75%
25	ORI	Old Republic Intl CORP	Stock-Financials	0.53%	—	—
26	VRSN	Verisign INC	Stock-Tech	0.52%	—	—
27	UAL	United Airlines Holdings INC	Stock-Industrials	0.52%	—	+9.63%
28	CBRE	Cbre Group INC - A	Stock-Real Estate	0.52%	—	+18.98%
29	GM	General Motors Co	Stock-Consumer Disc	0.52%	—	—
30	AEE	Ameren Corporation	Stock-Utilities	0.52%	—	—
31	PFE	Pfizer INC	Stock-Healthcare	0.52%	—	+107.16%
32	IDXX	Idexx Laboratories INC	Stock-Healthcare	0.52%	—	+101.79%
33	LW	Lamb Weston Holdings INC	Stock-Consumer Staples	0.52%	—	+20.44%
34	MSI	Motorola Solutions INC	Stock-Tech	0.51%	—	+4.83%
35	ROP	Roper Technologies INC	Stock-Tech	0.51%	—	—
36	JNJ	Johnson & Johnson	Stock-Healthcare	0.51%	—	+5.07%
37	JLL	Jones Lang Lasalle INC	Stock-Real Estate	0.51%	—	+19.09%
38	ONB	Cmc Materials INC	Stock-Financials	0.51%	—	+1262.15%
39	PM	Philip Morris International	Stock-Consumer Staples	0.51%	—	+114.58%
40	GILD	Gilead Sciences INC	Stock-Healthcare	0.51%	—	+41.20%
41	BG	Bunge Global SA	Stock-Consumer Staples	0.50%	—	+1160.99%
42	AZO	Autozone INC	Stock-Consumer Disc	0.50%	—	—
43	CL	Colgate-palmolive Co	Stock-Consumer Staples	0.50%	—	+255.15%
44	LYB	LyondellBasell Industries N.V.	Stock-Materials	0.50%	—	+23.11%
45	UGI	Ugi CORP	Stock-Utilities	0.50%	—	—
46	PSX	Phillips 66	Stock-Energy	0.50%	—	+31.17%
47	ALL	Allstate CORP	Stock-Financials	0.49%	—	—
48	DELL	Dell Technologies -c	Stock-Tech	0.49%	—	—
49	REGN	Regeneron Pharmaceuticals	Stock-Healthcare	0.49%	—	+255.94%
50	PBF	Pbf Energy Inc-class A	Stock-Energy	0.49%	—	+38.53%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Kepos Capital LP for the quarter ending Q4 2018, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	VNQ	Vanguard Real Estate ETF	+2%	+38.35%	Add
2	XLF	Ss Financial Select Sector	+1.9%	+405.79%	Add
3	XLE	Ss Energy Select Sector	+1%	+11.11%	Add
4	LBRDK	Liberty Broadband-c	-0.1%	-24.15%	Trim
5	FSS	Federal Signal Corporation	-0.5%	-92.97%	Trim
6	RSX1USD	Vaneck Vectors Russia ETF	-0.6%	-40.78%	Trim
7	✓	Gores Holdings	-0.7%	-97.31%	Trim
8	BPYPN	Brookfield Property Partners L.P.	-0.7%	-68.89%	Trim
9	XLK	Ss Technology Select Sector	-1.9%	-78.39%	Trim
10	✓		—	EXIT	Sold out
11	✓	Shire PLC	—	EXIT	Sold out
12	XXI	Twenty One Capital, Inc.	—	EXIT	Sold out
13	AXP	American Express Company	—	EXIT	Sold out
14	XLP	Ss Consumer Staples Sel Sect	—	EXIT	Sold out
15	STZ	Constellation Brands Inc-a	—	EXIT	Sold out
16	CI	The Cigna Group	—	EXIT	Sold out
17	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	EXIT	Sold out
18	RHT1EUR	Red Hat INC	—	NEW	New buy
19	EWW	Ishares Msci Mexico ETF	—	NEW	New buy
20	WELL	Welltower Inc.	—	EXIT	Sold out
21	VRRM	Verra Mobility CORP	—	EXIT	Sold out
22	DD	DuPont de Nemours, Inc.	—	EXIT	Sold out
23	✓	Cf Fin Acquisition CORP	—	NEW	New buy
24	✓	Churchill Capita	—	EXIT	Sold out
25	OPTU	Optimum Communications Inc-a	—	EXIT	Sold out
26	XLY	Ss Consumer Disc Select Sect	—	EXIT	Sold out
27	CZREUR	Caesars Entertainment CORP	—	EXIT	Sold out
28	✓	Altus Midstream Co	—	EXIT	Sold out
29	✓	Lasalle Hotel Pptys	—	EXIT	Sold out
30	✓	Vantage Energy Acquisition-a	—	NEW	New buy
31	CNC	Centene CORP	—	EXIT	Sold out
32	IACIEUR	Iac/interactivecorp	—	NEW	New buy
33	NRG	Nrg Energy INC	—	NEW	New buy
34	MKL	Markel Group INC	—	NEW	New buy
35	L	Loews CORP	—	NEW	New buy
36	WCGEUR	Wellcare Health Plans INC	—	EXIT	Sold out
37	ABBV	Abbvie INC	—	EXIT	Sold out
38	BMY	Bristol-myers Squibb Co	—	NEW	New buy
39	ORI	Old Republic Intl CORP	—	NEW	New buy
40	EXC	Exelon CORP	—	EXIT	Sold out
41	EW	Edwards Lifesciences CORP	—	EXIT	Sold out
42	KR	Kroger Co	—	EXIT	Sold out
43	VRSN	Verisign INC	—	NEW	New buy
44	GM	General Motors Co	—	NEW	New buy
45	AEE	Ameren Corporation	—	NEW	New buy
46	ROP	Roper Technologies INC	—	NEW	New buy
47	CCI	Crown Castle INC	—	EXIT	Sold out
48	ZBH	Zimmer Biomet Holdings INC	—	EXIT	Sold out
49	MDT	Medtronic plc	—	EXIT	Sold out
50	SYK	Stryker CORP	—	EXIT	Sold out