Kepos Capital

Kepos Capital as of Dec. 31, 2017

Portfolio Holdings for Kepos Capital

Kepos Capital holds 173 positions in its portfolio as reported in the December 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares Lehman MBS Bond Fund (MBB) 10.8 $120M 1.1M 106.59
Vaneck Vectors Russia Index Et 10.6 $117M 5.5M 21.21
Consumer Staples Select Sect. SPDR (XLP) 7.0 $77M 1.4M 56.89
Energy Select Sector SPDR (XLE) 6.3 $70M 963k 72.26
Technology SPDR (XLK) 5.4 $60M 941k 63.95
Utilities SPDR (XLU) 3.6 $40M 752k 52.68
Financial Select Sector SPDR (XLF) 3.5 $39M 1.4M 27.91
iShares IBoxx $ Invest Grade Corp Bd (LQD) 3.4 $38M 311k 121.56
iShares iBoxx $ High Yid Corp Bond (HYG) 2.0 $22M 255k 87.26
iShares MSCI Mexico Inv. Mt. Idx. (EWW) 1.9 $21M 429k 49.29
Vanguard REIT ETF (VNQ) 1.4 $16M 188k 82.98
Jp Morgan Alerian Mlp Index 0.9 $10M 366k 27.47
Hollyfrontier Corp 0.5 $5.1M 99k 51.22
Pbf Energy Inc cl a (PBF) 0.5 $5.1M 145k 35.45
Chevron Corporation (CVX) 0.5 $5.0M 40k 125.19
Valero Energy Corporation (VLO) 0.5 $5.0M 54k 91.90
Andeavor 0.5 $5.0M 44k 114.33
Time Warner 0.4 $4.8M 53k 91.47
JPMorgan Chase & Co. (JPM) 0.4 $4.9M 45k 106.93
Bank of America Corporation (BAC) 0.4 $4.9M 165k 29.52
General Dynamics Corporation (GD) 0.4 $4.9M 24k 203.45
VMware 0.4 $4.9M 39k 125.31
Marathon Petroleum Corp (MPC) 0.4 $4.9M 74k 65.97
Eaton (ETN) 0.4 $4.9M 62k 79.01
MasterCard Incorporated (MA) 0.4 $4.7M 31k 151.36
Costco Wholesale Corporation (COST) 0.4 $4.7M 26k 186.12
Exxon Mobil Corporation (XOM) 0.4 $4.8M 58k 83.64
McDonald's Corporation (MCD) 0.4 $4.8M 28k 172.12
Yum! Brands (YUM) 0.4 $4.7M 58k 81.61
ConocoPhillips (COP) 0.4 $4.8M 88k 54.89
Biogen Idec (BIIB) 0.4 $4.7M 15k 318.56
Starbucks Corporation (SBUX) 0.4 $4.8M 83k 57.43
Estee Lauder Companies (EL) 0.4 $4.7M 37k 127.23
Celgene Corporation 0.4 $4.7M 46k 104.35
Citigroup (C) 0.4 $4.8M 64k 74.42
Phillips 66 (PSX) 0.4 $4.8M 48k 101.14
Facebook Inc cl a (META) 0.4 $4.7M 27k 176.45
Abbvie (ABBV) 0.4 $4.8M 49k 96.71
Alphabet Inc Class A cs (GOOGL) 0.4 $4.8M 4.5k 1053.34
Alphabet Inc Class C cs (GOOG) 0.4 $4.7M 4.5k 1046.39
Hp (HPQ) 0.4 $4.8M 229k 21.01
Pfizer (PFE) 0.4 $4.7M 130k 36.22
Regeneron Pharmaceuticals (REGN) 0.4 $4.7M 13k 375.95
Amgen (AMGN) 0.4 $4.7M 27k 173.89
Gilead Sciences (GILD) 0.4 $4.7M 66k 71.64
Oracle Corporation (ORCL) 0.4 $4.7M 100k 47.28
Micron Technology (MU) 0.4 $4.7M 114k 41.12
Sba Communications Corp (SBAC) 0.4 $4.7M 29k 163.38
PNC Financial Services (PNC) 0.4 $4.5M 31k 144.31
CenturyLink 0.4 $4.6M 275k 16.68
Target Corporation (TGT) 0.4 $4.5M 69k 65.25
Visa (V) 0.4 $4.5M 40k 114.02
MetLife (MET) 0.4 $4.6M 90k 50.56
Anthem (ELV) 0.4 $4.5M 20k 225.01
Allergan 0.4 $4.5M 28k 163.58
Prudential Financial (PRU) 0.4 $4.4M 38k 114.97
Microsoft Corporation (MSFT) 0.4 $4.3M 50k 85.55
Cme (CME) 0.4 $4.4M 30k 146.07
U.S. Bancorp (USB) 0.4 $4.4M 81k 53.58
Caterpillar (CAT) 0.4 $4.3M 27k 157.57
Lennar Corporation (LEN) 0.4 $4.3M 67k 63.24
Adobe Systems Incorporated (ADBE) 0.4 $4.3M 24k 175.22
eBay (EBAY) 0.4 $4.2M 110k 37.74
TJX Companies (TJX) 0.4 $4.2M 55k 76.45
Industries N shs - a - (LYB) 0.4 $4.3M 39k 110.31
Suntrust Banks Inc $1.00 Par Cmn 0.4 $4.1M 63k 64.59
Cummins (CMI) 0.4 $4.1M 23k 176.62
Centene Corporation (CNC) 0.4 $4.1M 41k 100.88
PowerShares Emerging Markets Sovere 0.4 $4.1M 137k 29.54
Goldman Sachs (GS) 0.4 $4.0M 16k 254.76
V.F. Corporation (VFC) 0.4 $3.9M 53k 73.99
Procter & Gamble Company (PG) 0.4 $4.0M 43k 91.87
Moody's Corporation (MCO) 0.3 $3.9M 26k 147.60
Walt Disney Company (DIS) 0.3 $3.9M 37k 107.51
Carnival Corporation (CCL) 0.3 $3.9M 58k 66.36
Gap (GAP) 0.3 $3.9M 114k 34.06
Humana (HUM) 0.3 $3.9M 16k 248.07
Public Storage (PSA) 0.3 $3.7M 18k 209.01
Wells Fargo & Company (WFC) 0.3 $3.8M 62k 60.67
Morgan Stanley (MS) 0.3 $3.8M 72k 52.47
Aetna 0.3 $3.8M 21k 180.38
BB&T Corporation 0.3 $3.8M 76k 49.73
American Electric Power Company (AEP) 0.3 $3.7M 51k 73.57
Fifth Third Ban (FITB) 0.3 $3.7M 123k 30.34
Expedia (EXPE) 0.3 $3.7M 31k 119.76
Cognizant Technology Solutions (CTSH) 0.3 $3.7M 52k 71.01
Intuitive Surgical (ISRG) 0.3 $3.7M 10k 364.94
Ingersoll-rand Co Ltd-cl A 0.3 $3.7M 41k 89.19
Prologis (PLD) 0.3 $3.7M 57k 64.51
Gaming & Leisure Pptys (GLPI) 0.3 $3.6M 98k 37.00
Bank of New York Mellon Corporation (BK) 0.3 $3.5M 65k 53.86
Microchip Technology (MCHP) 0.3 $3.6M 41k 87.88
Boston Scientific Corporation (BSX) 0.3 $3.6M 145k 24.79
Colgate-Palmolive Company (CL) 0.3 $3.6M 47k 75.45
EOG Resources (EOG) 0.3 $3.5M 33k 107.91
Mondelez Int (MDLZ) 0.3 $3.6M 84k 42.79
Western Digital (WDC) 0.3 $3.4M 43k 79.52
Apple (AAPL) 0.3 $3.1M 18k 169.24
PG&E Corporation (PCG) 0.3 $3.1M 70k 44.82
PPL Corporation (PPL) 0.3 $3.2M 102k 30.95
Paccar (PCAR) 0.3 $3.1M 44k 71.07
Kohl's Corporation (KSS) 0.3 $3.0M 55k 54.24
Constellation Brands (STZ) 0.3 $2.8M 12k 228.54
United Therapeutics Corporation (UTHR) 0.3 $2.9M 20k 147.95
Technipfmc (FTI) 0.3 $2.8M 91k 31.32
Electronic Arts (EA) 0.2 $2.8M 27k 105.05
Red Hat 0.2 $2.8M 23k 120.12
Nike (NKE) 0.2 $2.7M 44k 62.56
Raytheon Company 0.2 $2.5M 14k 187.87
Thor Industries (THO) 0.2 $2.5M 17k 150.69
Delek Us Holdings (DK) 0.2 $2.6M 74k 34.93
Bristol Myers Squibb (BMY) 0.2 $2.2M 37k 61.28
NVIDIA Corporation (NVDA) 0.2 $2.2M 12k 193.47
Rockwell Automation (ROK) 0.2 $2.2M 11k 196.31
Wal-Mart Stores (WMT) 0.2 $2.1M 22k 98.77
Transocean (RIG) 0.2 $2.1M 194k 10.68
D.R. Horton (DHI) 0.2 $2.1M 42k 51.06
Assured Guaranty (AGO) 0.2 $2.1M 63k 33.87
CSX Corporation (CSX) 0.2 $2.0M 36k 55.01
AFLAC Incorporated (AFL) 0.2 $1.9M 22k 87.77
GameStop (GME) 0.2 $1.9M 104k 17.95
Murphy Usa (MUSA) 0.2 $1.9M 24k 80.37
Vertex Pharmaceuticals Incorporated (VRTX) 0.2 $1.8M 12k 149.87
Whirlpool Corporation (WHR) 0.2 $1.7M 10k 168.66
Lam Research Corporation 0.2 $1.8M 9.5k 184.10
American Tower Reit (AMT) 0.2 $1.7M 12k 142.69
Crown Castle Intl (CCI) 0.2 $1.7M 16k 110.99
Hewlett Packard Enterprise (HPE) 0.2 $1.7M 121k 14.36
Coca-Cola Company (KO) 0.1 $1.7M 36k 45.87
3M Company (MMM) 0.1 $1.7M 7.2k 235.34
Live Nation Entertainment (LYV) 0.1 $1.7M 40k 42.56
Sanderson Farms 0.1 $1.6M 11k 138.77
PPG Industries (PPG) 0.1 $1.5M 13k 116.82
Pepsi (PEP) 0.1 $1.4M 11k 119.96
UnitedHealth (UNH) 0.1 $1.4M 6.3k 220.50
Essex Property Trust (ESS) 0.1 $1.3M 5.6k 241.34
Duke Energy (DUK) 0.1 $1.2M 14k 84.09
Principal Financial (PFG) 0.1 $1.2M 17k 70.54
Wynn Resorts (WYNN) 0.1 $1.1M 6.5k 168.59
CVR Energy (CVI) 0.1 $1.1M 29k 37.24
Alcoa (AA) 0.1 $1.1M 21k 53.87
Edwards Lifesciences (EW) 0.1 $945k 8.4k 112.70
Mettler-Toledo International (MTD) 0.1 $968k 1.6k 619.72
Realogy Hldgs (HOUS) 0.1 $982k 37k 26.51
Lithia Motors (LAD) 0.1 $873k 7.7k 113.64
Arch Coal Inc cl a 0.1 $875k 9.4k 93.17
Peabody Energy (BTU) 0.1 $895k 23k 39.38
WellCare Health Plans 0.1 $803k 4.0k 201.05
Exelon Corporation (EXC) 0.1 $743k 19k 39.41
Manpower (MAN) 0.1 $729k 5.8k 126.15
Take-Two Interactive Software (TTWO) 0.1 $732k 6.7k 109.83
Activision Blizzard 0.1 $770k 12k 63.30
Alexion Pharmaceuticals 0.1 $769k 6.4k 119.54
News (NWSA) 0.1 $769k 48k 16.20
Aaron's 0.1 $615k 15k 39.87
UGI Corporation (UGI) 0.1 $666k 14k 46.93
McDermott International 0.1 $719k 109k 6.58
Cable One (CABO) 0.1 $620k 882.00 702.95
Archer Daniels Midland Company (ADM) 0.1 $520k 13k 40.06
Big Lots (BIGGQ) 0.1 $529k 9.4k 56.12
Juniper Networks (JNPR) 0.1 $604k 21k 28.49
National Fuel Gas (NFG) 0.1 $576k 11k 54.92
Motorola Solutions (MSI) 0.1 $574k 6.4k 90.31
Eagle Pharmaceuticals (EGRX) 0.1 $531k 9.9k 53.40
Athene Holding Ltd Cl A 0.1 $602k 12k 51.71
Pulte (PHM) 0.0 $403k 12k 33.21
IDEXX Laboratories (IDXX) 0.0 $445k 2.8k 156.25
Verisign (VRSN) 0.0 $471k 4.1k 114.49
Mohawk Industries (MHK) 0.0 $460k 1.7k 275.94
Eastman Chemical Company (EMN) 0.0 $428k 4.6k 92.68
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.0 $463k 2.1k 223.67
Raymond James Financial (RJF) 0.0 $361k 4.0k 89.38
Us Foods Hldg Corp call (USFD) 0.0 $383k 12k 31.92