Kepos Capital as of Sept. 30, 2017
Portfolio Holdings for Kepos Capital
Kepos Capital holds 97 positions in its portfolio as reported in the September 2017 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Vaneck Vectors Russia Index Et | 19.8 | $119M | 5.3M | 22.29 | |
| iShares Lehman MBS Bond Fund (MBB) | 17.4 | $104M | 970k | 107.10 | |
| iShares IBoxx $ Invest Grade Corp Bd (LQD) | 14.2 | $85M | 703k | 121.23 | |
| iShares iBoxx $ High Yid Corp Bond (HYG) | 11.9 | $71M | 800k | 88.76 | |
| Utilities SPDR (XLU) | 5.5 | $33M | 623k | 53.05 | |
| Vanguard REIT ETF (VNQ) | 4.3 | $26M | 307k | 83.09 | |
| Jp Morgan Alerian Mlp Index (AMJ) | 3.5 | $21M | 737k | 28.22 | |
| PowerShares Emerging Markets Sovere | 0.7 | $4.2M | 142k | 29.77 | |
| Cme (CME) | 0.7 | $4.1M | 30k | 135.67 | |
| Valero Energy Corporation (VLO) | 0.6 | $3.4M | 45k | 76.94 | |
| BB&T Corporation | 0.6 | $3.4M | 74k | 46.94 | |
| McDonald's Corporation (MCD) | 0.6 | $3.3M | 21k | 156.70 | |
| Phillips 66 (PSX) | 0.6 | $3.3M | 37k | 91.62 | |
| JPMorgan Chase & Co. (JPM) | 0.6 | $3.3M | 35k | 95.50 | |
| Bank of America Corporation (BAC) | 0.6 | $3.3M | 130k | 25.34 | |
| Caterpillar (CAT) | 0.6 | $3.3M | 26k | 124.70 | |
| Monsanto Company | 0.6 | $3.3M | 27k | 119.82 | |
| Cummins (CMI) | 0.6 | $3.3M | 19k | 168.00 | |
| Oracle Corporation (ORCL) | 0.6 | $3.3M | 68k | 48.35 | |
| Citigroup (C) | 0.6 | $3.3M | 46k | 72.74 | |
| Marathon Petroleum Corp (MPC) | 0.6 | $3.3M | 59k | 56.09 | |
| Wal-Mart Stores (WMT) | 0.5 | $3.2M | 41k | 78.15 | |
| Regeneron Pharmaceuticals (REGN) | 0.5 | $3.2M | 7.2k | 447.19 | |
| Nextera Energy (NEE) | 0.5 | $3.2M | 22k | 146.55 | |
| Philip Morris International (PM) | 0.5 | $3.2M | 29k | 111.01 | |
| Gilead Sciences (GILD) | 0.5 | $3.2M | 40k | 81.02 | |
| Facebook Inc cl a (META) | 0.5 | $3.0M | 17k | 170.88 | |
| Andeavor | 0.5 | $3.0M | 29k | 103.14 | |
| Biogen Idec (BIIB) | 0.5 | $2.9M | 9.3k | 313.12 | |
| Allergan | 0.5 | $2.9M | 14k | 204.96 | |
| Emerson Electric (EMR) | 0.4 | $2.4M | 39k | 62.83 | |
| Boeing Company (BA) | 0.4 | $2.2M | 8.6k | 254.19 | |
| Procter & Gamble Company (PG) | 0.4 | $2.2M | 25k | 90.98 | |
| Yum! Brands (YUM) | 0.4 | $2.1M | 29k | 73.59 | |
| Transocean (RIG) | 0.3 | $2.1M | 194k | 10.76 | |
| Electronic Arts (EA) | 0.3 | $2.1M | 18k | 118.04 | |
| Apple (AAPL) | 0.3 | $1.9M | 12k | 154.09 | |
| Prudential Financial (PRU) | 0.3 | $1.9M | 18k | 106.30 | |
| Microsoft Corporation (MSFT) | 0.3 | $1.7M | 23k | 74.48 | |
| Industries N shs - a - (LYB) | 0.3 | $1.7M | 17k | 99.05 | |
| Eaton (ETN) | 0.3 | $1.7M | 22k | 76.77 | |
| Technipfmc (FTI) | 0.3 | $1.7M | 60k | 27.92 | |
| United Therapeutics Corporation (UTHR) | 0.3 | $1.6M | 13k | 117.19 | |
| United Technologies Corporation | 0.2 | $1.5M | 13k | 116.06 | |
| PNC Financial Services (PNC) | 0.2 | $1.4M | 10k | 134.76 | |
| Adobe Systems Incorporated (ADBE) | 0.2 | $1.2M | 7.8k | 149.16 | |
| Kroger (KR) | 0.2 | $1.2M | 59k | 20.06 | |
| Deere & Company (DE) | 0.2 | $1.2M | 9.5k | 125.57 | |
| Duke Energy (DUK) | 0.2 | $1.2M | 14k | 83.94 | |
| Chevron Corporation (CVX) | 0.2 | $1.1M | 9.6k | 117.50 | |
| Honeywell International (HON) | 0.2 | $1.2M | 8.1k | 141.72 | |
| Visa (V) | 0.2 | $1.1M | 11k | 105.21 | |
| NVIDIA Corporation (NVDA) | 0.2 | $1.1M | 6.0k | 178.71 | |
| Intuit (INTU) | 0.2 | $1.1M | 7.6k | 142.12 | |
| Johnson & Johnson (JNJ) | 0.2 | $1.0M | 7.9k | 129.97 | |
| Wells Fargo & Company (WFC) | 0.2 | $1.0M | 19k | 55.13 | |
| Penske Automotive (PAG) | 0.2 | $998k | 21k | 47.57 | |
| Eli Lilly & Co. (LLY) | 0.2 | $971k | 11k | 85.51 | |
| GameStop (GME) | 0.1 | $895k | 43k | 20.67 | |
| Ford Motor Company (F) | 0.1 | $848k | 71k | 11.98 | |
| Hp (HPQ) | 0.1 | $827k | 41k | 19.97 | |
| Hilton Worldwide Holdings (HLT) | 0.1 | $858k | 12k | 69.42 | |
| Exxon Mobil Corporation (XOM) | 0.1 | $775k | 9.5k | 82.01 | |
| Nike (NKE) | 0.1 | $768k | 15k | 51.85 | |
| Exelon Corporation (EXC) | 0.1 | $749k | 20k | 37.68 | |
| TJX Companies (TJX) | 0.1 | $737k | 10k | 73.69 | |
| Marriott International (MAR) | 0.1 | $737k | 6.7k | 110.25 | |
| Micron Technology (MU) | 0.1 | $709k | 18k | 39.31 | |
| Celgene Corporation | 0.1 | $701k | 4.8k | 145.89 | |
| Anthem (ELV) | 0.1 | $737k | 3.9k | 189.75 | |
| WellCare Health Plans | 0.1 | $686k | 4.0k | 171.76 | |
| Amgen (AMGN) | 0.1 | $646k | 3.5k | 186.33 | |
| Manpower (MAN) | 0.1 | $681k | 5.8k | 117.84 | |
| UGI Corporation (UGI) | 0.1 | $665k | 14k | 46.86 | |
| Cable One (CABO) | 0.1 | $637k | 882.00 | 722.22 | |
| Humana (HUM) | 0.1 | $548k | 2.3k | 243.45 | |
| Motorola Solutions (MSI) | 0.1 | $539k | 6.4k | 84.80 | |
| Zoetis Inc Cl A (ZTS) | 0.1 | $518k | 8.1k | 63.76 | |
| Murphy Usa (MUSA) | 0.1 | $511k | 7.4k | 68.96 | |
| Carnival Corporation (CCL) | 0.1 | $461k | 7.1k | 64.57 | |
| Big Lots (BIG) | 0.1 | $505k | 9.4k | 53.57 | |
| Ulta Salon, Cosmetics & Fragrance (ULTA) | 0.1 | $468k | 2.1k | 226.09 | |
| FedEx Corporation (FDX) | 0.1 | $429k | 1.9k | 225.79 | |
| IDEXX Laboratories (IDXX) | 0.1 | $443k | 2.8k | 155.55 | |
| Mohawk Industries (MHK) | 0.1 | $413k | 1.7k | 247.75 | |
| Texas Instruments Incorporated (TXN) | 0.1 | $443k | 4.9k | 89.57 | |
| Level 3 Communications | 0.1 | $389k | 7.3k | 53.30 | |
| MasterCard Incorporated (MA) | 0.1 | $386k | 2.7k | 141.29 | |
| Verisign (VRSN) | 0.1 | $366k | 3.4k | 106.49 | |
| Merck & Co (MRK) | 0.1 | $343k | 5.4k | 64.04 | |
| priceline.com Incorporated | 0.1 | $388k | 212.00 | 1830.19 | |
| Wynn Resorts (WYNN) | 0.1 | $351k | 2.4k | 148.85 | |
| Express Scripts Holding | 0.1 | $330k | 5.2k | 63.36 | |
| Broad | 0.1 | $374k | 1.5k | 242.23 | |
| Liberty Expedia Holdings ser a | 0.1 | $331k | 6.2k | 53.09 | |
| Assured Guaranty (AGO) | 0.1 | $306k | 8.1k | 37.69 | |
| Us Foods Hldg Corp call (USFD) | 0.1 | $320k | 12k | 26.67 |
