Kepos Capital LP — Q4 2019 13F Holdings

Name: Kepos Capital LP — 13F Holdings, Q4 2019
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001512020

Total reported value

$61.3M

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Full holdings list this quarter

Showing top 200 holdings (of 353 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	XLF	Ss Financial Select Sector	ETF-Other	6.21%	—	+1868.59%
2	XLP	Ss Consumer Staples Sel Sect	ETF-Other	5.79%	—	+35.25%
3	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	ETF-Corp Bonds	5.38%	—	-28.73%
4	LBRDK	Liberty Broadband-c	Stock-Comm Services	5.26%	—	+10.95%
5	XLE	Ss Energy Select Sector	ETF-Other	3.83%	—	-45.94%
6	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	3.64%	—	+19.06%
7	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-High Yield	3.46%	—	-23.81%
8	POST	Post Holdings INC	Stock-Consumer Staples	3.12%	—	+65.79%
9	MBB	Ishares Mbs ETF	ETF-Other	2.86%	—	-64.58%
10	MSGS	Madison Square Garden Sports	Stock-Comm Services	2.77%	—	—
11	UTXZ	United Tech CORP	Stock-Other	2.40%	—	+64.25%
12	VRT	Vertiv Holdings Co-a	Stock-Industrials	1.90%	—	—
13	✓	Pae INC	Stock-Other	1.53%	—	—
14	✓	Haymaker Acquisition CORP Ii	Stock-Other	1.50%	—	+85.14%
15	VNQ	Vanguard Real Estate ETF	ETF-Other	1.45%	—	-69.14%
16	✓	Chaserg Technlgy Acquisitn C	Stock-Other	1.22%	—	—
17	✓	Ciig Merger CORP	Stock-Other	1.17%	—	—
18	✓	Stable Rd Acquisition CORP	Stock-Other	1.16%	—	—
19	✓	Alussa Energy Acquisition Co	Stock-Other	1.05%	—	—
20	✓	Cf Fin Acquisition CORP	Stock-Other	0.97%	—	-33.39%
21	✓	Tiberius Acquisition CORP	Stock-Other	0.95%	—	—
22	LGCUSD	Parts Id INC	Stock-Other	0.92%	—	+3210.23%
23	CCK	Crown Holdings INC	Stock-Consumer Disc	0.89%	—	—
24	JIH	Juniper Industrial Hldgs	Stock-Other	0.88%	—	—
25	✓	Diamond Eagle Acquisition Co	Stock-Other	0.85%	—	+102.80%
26	REZI	Resideo Technologies INC	Stock-Industrials	0.84%	—	—
27	✓	Software Acquisition Group I	Stock-Other	0.81%	—	—
28	✓	Healthcare Merger CORP	Stock-Other	0.78%	—	—
29	✓	Act Ii Global Acquisition Co	Stock-Other	0.76%	—	—
30	INSTEUR	Instructure INC	Stock-Other	0.76%	—	—
31	AXE3EUR	Anixter International INC	Stock-Other	0.76%	—	—
32	CCXGBP	Skillsoft CORP	Stock-Other	0.73%	—	—
33	GTENU	Gores Holdings X, Inc.	Stock-Other	0.72%	—	—
34	✓	Thunder Brdg Acquistion Ii L	Stock-Other	0.70%	—	—
35	RSX1USD	Vaneck Vectors Russia ETF	ETF-Other	0.63%	—	-22.34%
36	✓	Apex Technology Acquisitn Co	Stock-Other	0.62%	—	—
37	✓		Stock-Other	0.59%	—	—
38	MNCL	Monocle Acquisition CORP	Stock-Other	0.58%	—	—
39	MPC	Marathon Petroleum CORP	Stock-Energy	0.57%	—	—
40	CME	Cme Group INC	Stock-Financials	0.57%	-32.05%	—
41	AMJEUR	Jpmorgan Alerian Mlp Index	ETF-Large Cap & Growth	0.55%	—	-23.86%
42	✓	Leisure Acquisition CORP	Stock-Other	0.54%	—	—
43	✓	Chp Merger CORP	Stock-Other	0.51%	—	—
44	✓	Willscot CORP	Stock-Other	0.50%	—	+1.49%
45	✓	Conyers Pk Ii Acquisition Co	Stock-Other	0.49%	—	—
46	✓	Far Pt Acquisition CORP	Stock-Other	0.49%	—	+300.01%
47	✓	Diamondpeak Hldgs Cor	Stock-Other	0.46%	—	—
48	✓	New Providence Acquisitin Co	Stock-Other	0.46%	—	—
49	XLK	Ss Technology Select Sector	ETF-Tech	0.46%	—	-88.09%
50	✓	Proptech Acquisition Corpora	Stock-Other	0.40%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by Kepos Capital LP for the quarter ending Q4 2019, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	XLF	Ss Financial Select Sector	+5.9%	+1868.59%	Add
2	XLP	Ss Consumer Staples Sel Sect	+1.4%	+35.25%	Add
3	POST	Post Holdings INC	+1.2%	+65.79%	Add
4	LBRDK	Liberty Broadband-c	+1.1%	+10.95%	Add
5	UTXZ	United Tech CORP	+1%	+64.25%	Add
6	LGCUSD	Parts Id INC	+0.9%	+3210.23%	Add
7	✓	Haymaker Acquisition CORP Ii	+0.7%	+85.14%	Add
8	XLU	St Sr Utl Sl Se Spdr Etf-usd	+0.4%	+19.06%	Add
9	✓	Netfin Acquisition CORP	-0.6%	-92.34%	Trim
10	✓	Apex Technology Acquisitn Co	-0.7%	-92.87%	Trim
11	✓	Tuscan Hldgs CORP Ii	-0.7%	-92.88%	Trim
12	✓	Experience Investment CORP	-0.7%	-93.46%	Trim
13	SBE-U	Chargepoint Holdings INC	-0.8%	-94.00%	Trim
14	THCBEUR	Microvast Holdings INC	-0.9%	-78.45%	Trim
15	✓	Thunder Brdg Acquistion Ii L	-1%	-94.06%	Trim
16	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	-1.3%	-23.81%	Trim
17	✓	Mellanox Technologies LTD	-1.3%	-52.86%	Trim
18	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	-2.5%	-28.73%	Trim
19	XLK	Ss Technology Select Sector	-3.1%	-88.09%	Trim
20	XLE	Ss Energy Select Sector	-3.5%	-45.94%	Trim
21	VNQ	Vanguard Real Estate ETF	-3.5%	-69.14%	Trim
22	MBB	Ishares Mbs ETF	-5.6%	-64.58%	Trim
23	MSGS	Madison Square Garden Sports	—	NEW	New buy
24	VRT	Vertiv Holdings Co-a	—	NEW	New buy
25	XLV	Ss Health Care Select Sector	—	EXIT	Sold out
26	✓	Pae INC	—	NEW	New buy
27	✓	Gs Acquisition Hldgs CORP	—	EXIT	Sold out
28	✓	Mosaic Acquisition CORP	—	EXIT	Sold out
29	✓	Chaserg Technlgy Acquisitn C	—	NEW	New buy
30	✓	Ciig Merger CORP	—	NEW	New buy
31	✓	Stable Rd Acquisition CORP	—	NEW	New buy
32	TMCX	Trinity Merger Corp-class A	—	EXIT	Sold out
33	✓	Alussa Energy Acquisition Co	—	NEW	New buy
34	✓	Tiberius Acquisition CORP	—	NEW	New buy
35	CCK	Crown Holdings INC	—	NEW	New buy
36	JIH	Juniper Industrial Hldgs	—	NEW	New buy
37	REZI	Resideo Technologies INC	—	NEW	New buy
38	✓	Software Acquisition Group I	—	NEW	New buy
39	✓	Healthcare Merger CORP	—	NEW	New buy
40	INSTEUR	Instructure INC	—	NEW	New buy
41	✓	Act Ii Global Acquisition Co	—	NEW	New buy
42	AXE3EUR	Anixter International INC	—	NEW	New buy
43	✓	Thunder Brdg Acquistion Ii L	—	NEW	New buy
44	✓	Landcadia Hldgs Ii INC	—	EXIT	Sold out
45	✓	Apex Technology Acquisitn Co	—	NEW	New buy
46	✓	Pivotal Acquisition CORP	—	EXIT	Sold out
47	✓		—	NEW	New buy
48	MNCL	Monocle Acquisition CORP	—	NEW	New buy
49	MPC	Marathon Petroleum CORP	—	NEW	New buy
50	MSI	Motorola Solutions INC	—	EXIT	Sold out