13F-HR filed by Kepos Capital LP
Kepos Capital LP filed this 13F-HR for the quarter ended 2017-09-30, filed 2017-11-13, with 97 holding rows worth $598,054,000.
- Accession
- 0001512020-17-000020
- Filer
- CIK 1512020
- Filed
- 2017-11-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2017
A holdings report, 97 entries on the cover page, a total value of $598,054,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $598,054,000 with VALUE read as thousands by filing date, 13F file number 028-15225. The quarter's positions are built on this report. The resolved quarter.
Other managers
- included managerKepos Partners LLC
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| VANECK RUSSIA ETF | 92189F403 | ETF | 5,317,300 | $118,523,000 | thousands by filing date | |
| iShares MBS ETF | 464288588 | SHS | 969,600 | $103,844,000 | thousands by filing date | |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 703,100 | $85,237,000 | thousands by filing date | |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 799,900 | $70,999,000 | thousands by filing date | |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 623,100 | $33,055,000 | thousands by filing date | |
| Vanguard Real Estate | 922908553 | SHS | 306,600 | $25,475,000 | thousands by filing date | |
| JP MORGAN CHASE & CO | 46625H365 | EXCHANGE TRADED | 736,914 | $20,796,000 | thousands by filing date | |
| POWERSHARES | 73936T573 | EXCHANGE TRADED | 142,000 | $4,227,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 30,000 | $4,070,000 | thousands by filing date | |
| BB & T CORP | 054937107 | COM | 73,463 | $3,448,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 44,698 | $3,439,000 | thousands by filing date | |
| PHILLIPS 66 COM | 718546104 | Stock | 36,487 | $3,343,000 | thousands by filing date | |
| McDonalds Corporation | 580135101 | COM | 21,193 | $3,321,000 | thousands by filing date | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 59,051 | $3,312,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 45,479 | $3,308,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 34,597 | $3,304,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 129,691 | $3,286,000 | thousands by filing date | |
| Oracle Corporation | 68389X105 | COM | 67,751 | $3,276,000 | thousands by filing date | |
| MONSANTO CO NEW | 61166W101 | COM | 27,283 | $3,269,000 | thousands by filing date | |
| CUMMINS INC COM | 231021106 | Stock | 19,434 | $3,265,000 | thousands by filing date | |
| Caterpillar Inc. | 149123101 | COM | 26,142 | $3,260,000 | thousands by filing date | |
| NextEra Energy,Inc. | 65339F101 | COM | 22,136 | $3,244,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 41,165 | $3,217,000 | thousands by filing date | |
| Philip Morris International Inc. | 718172109 | COM | 28,971 | $3,216,000 | thousands by filing date | |
| REGENERON PHARMACEUTICALS COM | 75886F107 | Stock | 7,176 | $3,209,000 | thousands by filing date | |
| Gilead Sciences,Inc. | 375558103 | COM | 39,494 | $3,200,000 | thousands by filing date | |
| ANDEAVOR | 03349M105 | COM | 28,825 | $2,973,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 17,357 | $2,966,000 | thousands by filing date | |
| BIOGEN INC COM | 09062X103 | Stock | 9,252 | $2,897,000 | thousands by filing date | |
| ALLERGAN PLC | G0177J108 | SHS | 14,120 | $2,894,000 | thousands by filing date | |
| EMERSON ELEC CO COM | 291011104 | Stock | 38,627 | $2,427,000 | thousands by filing date | |
| Procter & Gamble Co | 742718109 | COM | 24,488 | $2,228,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 8,643 | $2,197,000 | thousands by filing date | |
| YUM BRANDS INC COM | 988498101 | Stock | 29,174 | $2,147,000 | thousands by filing date | |
| ELECTRONIC ARTS INC COM | 285512109 | Stock | 17,825 | $2,104,000 | thousands by filing date | |
| TRANSOCEAN LTD REGISTERED SHS | H8817H100 | Stock | 194,047 | $2,088,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 12,136 | $1,870,000 | thousands by filing date | |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 17,517 | $1,862,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 23,282 | $1,734,000 | thousands by filing date | |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 17,062 | $1,690,000 | thousands by filing date | |
| TECHNIPFMC PLC COM | G87110105 | Stock | 59,986 | $1,675,000 | thousands by filing date | |
| Eaton Corp. Plc | G29183103 | COM | 21,791 | $1,673,000 | thousands by filing date | |
| UNITED THERAPEUTICS CORP DEL COM | 91307C102 | Stock | 13,440 | $1,575,000 | thousands by filing date | |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 12,563 | $1,458,000 | thousands by filing date | |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 10,092 | $1,360,000 | thousands by filing date | |
| Deere & Company | 244199105 | COM | 9,453 | $1,187,000 | thousands by filing date | |
| KROGER CO COM | 501044101 | Stock | 58,539 | $1,174,000 | thousands by filing date | |
| Duke Energy Corporation | 26441C204 | COM | 13,938 | $1,170,000 | thousands by filing date | |
| Adobe Inc | 00724F101 | COM | 7,837 | $1,169,000 | thousands by filing date | |
| Honeywell Technologies | 438516106 | COM | 8,143 | $1,154,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 9,617 | $1,130,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 10,740 | $1,130,000 | thousands by filing date | |
| Intuit Inc. | 461202103 | COM | 7,599 | $1,080,000 | thousands by filing date | |
| NVIDIA Corp | 67066G104 | COM | 5,976 | $1,068,000 | thousands by filing date | |
| Johnson & Johnson | 478160104 | COM | 7,879 | $1,024,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 18,501 | $1,020,000 | thousands by filing date | |
| PENSKE AUTOMOTIVE GRP INC COM | 70959W103 | Stock | 20,981 | $998,000 | thousands by filing date | |
| Eli Lilly and Company | 532457108 | COM | 11,356 | $971,000 | thousands by filing date | |
| GAMESTOP CORP | 36467W109 | CL A | 43,308 | $895,000 | thousands by filing date | |
| HILTON WORLDWIDE HLDGS INC COM | 43300A203 | Stock | 12,359 | $858,000 | thousands by filing date | |
| FORD MTR CO COM | 345370860 | Stock | 70,808 | $848,000 | thousands by filing date | |
| HP INC COM | 40434L105 | Stock | 41,408 | $827,000 | thousands by filing date | |
| EXXON MOBIL CORP | 30231G102 | COM | 9,450 | $775,000 | thousands by filing date | |
| NIKE,Inc. Class B | 654106103 | COM | 14,813 | $768,000 | thousands by filing date | |
| EXELON CORP COM | 30161N101 | Stock | 19,877 | $749,000 | thousands by filing date | |
| Elevance Health, Inc. | 036752103 | COM | 3,884 | $737,000 | thousands by filing date | |
| TJX Companies Inc | 872540109 | COM | 10,002 | $737,000 | thousands by filing date | |
| MARRIOTT INTL INC NEW CL A | 571903202 | Stock | 6,685 | $737,000 | thousands by filing date | |
| Micron Technology,Inc. | 595112103 | COM | 18,034 | $709,000 | thousands by filing date | |
| CELGENE CORP | 151020104 | COM | 4,805 | $701,000 | thousands by filing date | |
| WELLCARE HEALTH PLANS INC | 94946T106 | COM | 3,994 | $686,000 | thousands by filing date | |
| MANPOWERGROUP INC WIS COM | 56418H100 | Stock | 5,779 | $681,000 | thousands by filing date | |
| UGI CORP NEW COM | 902681105 | Stock | 14,192 | $665,000 | thousands by filing date | |
| Amgen Inc. | 031162100 | COM | 3,467 | $646,000 | thousands by filing date | |
| CABLE ONE INC | 12685J105 | COM | 882 | $637,000 | thousands by filing date | |
| HUMANA INC COM | 444859102 | Stock | 2,251 | $548,000 | thousands by filing date | |
| MOTOROLA SOLUTIONS INC COM NEW | 620076307 | Stock | 6,356 | $539,000 | thousands by filing date | |
| ZOETIS INC CL A | 98978V103 | Stock | 8,124 | $518,000 | thousands by filing date | |
| MURPHY USA INC COM | 626755102 | Stock | 7,410 | $511,000 | thousands by filing date | |
| BIG LOTS INC | 089302103 | COM | 9,427 | $505,000 | thousands by filing date | |
| ULTA BEAUTY INC COM | 90384S303 | Stock | 2,070 | $468,000 | thousands by filing date | |
| CARNIVAL CORP COMMON STOCK | 143658300 | Stock | 7,140 | $461,000 | thousands by filing date | |
| Texas Instruments Incorporated | 882508104 | COM | 4,946 | $443,000 | thousands by filing date | |
| IDEXX LABS INC COM | 45168D104 | Stock | 2,848 | $443,000 | thousands by filing date | |
| FEDEX CORP COM | 31428X106 | Stock | 1,900 | $429,000 | thousands by filing date | |
| MOHAWK INDS INC | 608190104 | COM | 1,667 | $413,000 | thousands by filing date | |
| LEVEL 3 COMMUNICATIONS INC | 52729N308 | COM NEW | 7,298 | $389,000 | thousands by filing date | |
| PRICELINE GRP INC | 741503403 | COM NEW | 212 | $388,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 2,732 | $386,000 | thousands by filing date | |
| BROADCOM LTD | Y09827109 | SHS | 1,544 | $374,000 | thousands by filing date | |
| VERISIGN INC COM | 92343E102 | Stock | 3,437 | $366,000 | thousands by filing date | |
| WYNN RESORTS LTD | 983134107 | COM | 2,358 | $351,000 | thousands by filing date | |
| Merck & Co.,Inc. | 58933Y105 | COM | 5,356 | $343,000 | thousands by filing date | |
| LIBERTY EXPEDIA HLDGS INC | 53046P109 | SER A COM | 6,235 | $331,000 | thousands by filing date | |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 5,208 | $330,000 | thousands by filing date | |
| US FOODS HLDG CORP COM | 912008109 | Stock | 11,997 | $320,000 | thousands by filing date | |
| ASSURED GUARANTY LTD COM | G0585R106 | Stock | 8,118 | $306,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001512020-17-000020 | this filing | 2017-11-13 | acceptance time not in the bulk data set |