13F-HR filed by Kepos Capital LP
Kepos Capital LP filed this 13F-HR for the quarter ended 2017-12-31, filed 2018-02-12, with 173 holding rows worth $1,110,241,000.
- Accession
- 0001512020-18-000003
- Filer
- CIK 1512020
- Filed
- 2018-02-12
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2017
A holdings report, 173 entries on the cover page, a total value of $1,110,241,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,110,241,000 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 |
|---|---|---|---|---|---|---|
| iShares MBS ETF | 464288588 | SHS | 1,121,800 | $119,573,000 | thousands by filing date | |
| VANECK RUSSIA ETF | 92189F403 | ETF | 5,536,000 | $117,419,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 1,359,306 | $77,331,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 962,804 | $69,572,000 | thousands by filing date | |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 940,952 | $60,174,000 | thousands by filing date | |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 752,000 | $39,615,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 1,397,910 | $39,016,000 | thousands by filing date | |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 310,900 | $37,793,000 | thousands by filing date | |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 255,400 | $22,286,000 | thousands by filing date | |
| iShares MSCI Mexico ETF | 464286822 | SHS | 428,947 | $21,143,000 | thousands by filing date | |
| Vanguard Real Estate | 922908553 | SHS | 188,000 | $15,600,000 | thousands by filing date | |
| JP MORGAN CHASE & CO | 46625H365 | EXCHANGE TRADED | 365,495 | $10,040,000 | thousands by filing date | |
| PBF ENERGY INC | 69318G106 | CL A | 144,597 | $5,126,000 | thousands by filing date | |
| HOLLYFRONTIER CORP | 436106108 | COM | 99,372 | $5,090,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 54,317 | $4,992,000 | thousands by filing date | |
| ANDEAVOR | 03349M105 | COM | 43,618 | $4,987,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 39,739 | $4,975,000 | thousands by filing date | |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 24,208 | $4,925,000 | thousands by filing date | |
| VMWARE, INC. | 928563402 | CL A COM | 39,175 | $4,909,000 | thousands by filing date | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 74,045 | $4,885,000 | thousands by filing date | |
| Eaton Corp. Plc | G29183103 | COM | 61,801 | $4,883,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 164,680 | $4,861,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 45,383 | $4,853,000 | thousands by filing date | |
| TIME WARNER INC | 887317303 | COM NEW | 52,968 | $4,845,000 | thousands by filing date | |
| PHILLIPS 66 COM | 718546104 | Stock | 47,715 | $4,826,000 | thousands by filing date | |
| EXXON MOBIL CORP | 30231G102 | COM | 57,618 | $4,819,000 | thousands by filing date | |
| HP INC COM | 40434L105 | Stock | 229,026 | $4,812,000 | thousands by filing date | |
| ConocoPhillips | 20825C104 | COM | 87,557 | $4,806,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 64,259 | $4,782,000 | thousands by filing date | |
| Starbucks Corporation | 855244109 | COM | 83,129 | $4,774,000 | thousands by filing date | |
| McDonalds Corporation | 580135101 | COM | 27,731 | $4,773,000 | thousands by filing date | |
| AbbVie,Inc. | 00287Y109 | COM | 49,325 | $4,770,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 4,518 | $4,759,000 | thousands by filing date | |
| CELGENE CORP | 151020104 | COM | 45,472 | $4,745,000 | thousands by filing date | |
| Costco Wholesale Corporation | 22160K105 | COM | 25,462 | $4,739,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 4,527 | $4,737,000 | thousands by filing date | |
| BIOGEN INC COM | 09062X103 | Stock | 14,867 | $4,736,000 | thousands by filing date | |
| LAUDER ESTEE COS INC CL A | 518439104 | Stock | 37,199 | $4,733,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 31,263 | $4,732,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 26,806 | $4,730,000 | thousands by filing date | |
| YUM BRANDS INC COM | 988498101 | Stock | 57,899 | $4,725,000 | thousands by filing date | |
| Amgen Inc. | 031162100 | COM | 27,104 | $4,713,000 | thousands by filing date | |
| Oracle Corporation | 68389X105 | COM | 99,560 | $4,707,000 | thousands by filing date | |
| Pfizer Inc. | 717081103 | COM | 129,639 | $4,696,000 | thousands by filing date | |
| Gilead Sciences,Inc. | 375558103 | COM | 65,535 | $4,695,000 | thousands by filing date | |
| SBA COMMUNICATIONS CORP CL A | 78410G104 | REIT | 28,713 | $4,691,000 | thousands by filing date | |
| REGENERON PHARMACEUTICALS COM | 75886F107 | Stock | 12,467 | $4,687,000 | thousands by filing date | |
| Micron Technology,Inc. | 595112103 | COM | 113,609 | $4,672,000 | thousands by filing date | |
| CENTURYLINK INC | 156700106 | COM | 275,330 | $4,593,000 | thousands by filing date | |
| METLIFE INC COM | 59156R108 | Stock | 90,310 | $4,566,000 | thousands by filing date | |
| ALLERGAN PLC | G0177J108 | SHS | 27,784 | $4,545,000 | thousands by filing date | |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 31,364 | $4,526,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 39,652 | $4,521,000 | thousands by filing date | |
| TARGET CORP COM | 87612E106 | Stock | 69,239 | $4,518,000 | thousands by filing date | |
| Elevance Health, Inc. | 036752103 | COM | 20,012 | $4,503,000 | thousands by filing date | |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 38,219 | $4,394,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 30,000 | $4,382,000 | thousands by filing date | |
| USBANCORPDEL | 902973304 | COM NEW | 81,281 | $4,355,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 50,264 | $4,300,000 | thousands by filing date | |
| Caterpillar Inc. | 149123101 | COM | 27,162 | $4,280,000 | thousands by filing date | |
| LENNAR CORP CL A | 526057104 | Stock | 67,361 | $4,260,000 | thousands by filing date | |
| Adobe Inc | 00724F101 | COM | 24,272 | $4,253,000 | thousands by filing date | |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 38,554 | $4,253,000 | thousands by filing date | |
| TJX Companies Inc | 872540109 | COM | 55,196 | $4,220,000 | thousands by filing date | |
| EBAY INC. COM | 278642103 | Stock | 110,376 | $4,166,000 | thousands by filing date | |
| CENTENE CORP DEL COM | 15135B101 | Stock | 41,069 | $4,143,000 | thousands by filing date | |
| CUMMINS INC COM | 231021106 | Stock | 23,344 | $4,123,000 | thousands by filing date | |
| SUNTRUST BANKS INC | 867914103 | COM | 63,033 | $4,071,000 | thousands by filing date | |
| POWERSHARES | 73936T573 | EXCHANGE TRADED | 137,200 | $4,053,000 | thousands by filing date | |
| Procter & Gamble Co | 742718109 | COM | 43,158 | $3,965,000 | thousands by filing date | |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 15,536 | $3,958,000 | thousands by filing date | |
| V F CORP COM | 918204108 | Stock | 53,275 | $3,942,000 | thousands by filing date | |
| Walt Disney Co | 254687106 | COM | 36,535 | $3,928,000 | thousands by filing date | |
| MOODYS CORP COM | 615369105 | Stock | 26,416 | $3,899,000 | thousands by filing date | |
| GAP INC COM | 364760108 | Stock | 113,501 | $3,866,000 | thousands by filing date | |
| HUMANA INC COM | 444859102 | Stock | 15,576 | $3,864,000 | thousands by filing date | |
| CARNIVAL CORP COMMON STOCK | 143658300 | Stock | 58,073 | $3,854,000 | thousands by filing date | |
| BB & T CORP | 054937107 | COM | 76,319 | $3,795,000 | thousands by filing date | |
| Morgan Stanley | 617446448 | COM | 72,057 | $3,781,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 61,872 | $3,754,000 | thousands by filing date | |
| AETNA INC NEW | 00817Y108 | COM | 20,812 | $3,754,000 | thousands by filing date | |
| AMERICAN ELEC PWR CO INC COM | 025537101 | Stock | 50,862 | $3,742,000 | thousands by filing date | |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 31,195 | $3,736,000 | thousands by filing date | |
| PUBLIC STORAGE COM | 74460D109 | REIT | 17,851 | $3,731,000 | thousands by filing date | |
| FIFTH THIRD BANCORP COM | 316773100 | Stock | 122,629 | $3,721,000 | thousands by filing date | |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 52,231 | $3,709,000 | thousands by filing date | |
| Intuitive Surgical,Inc. | 46120E602 | COM | 10,136 | $3,699,000 | thousands by filing date | |
| INGERSOLL-RAND PLC | G47791101 | SHS | 41,362 | $3,689,000 | thousands by filing date | |
| Prologis,Inc. | 74340W103 | COM | 56,871 | $3,669,000 | thousands by filing date | |
| GAMING & LEISURE P COM | 36467J108 | REIT | 98,407 | $3,641,000 | thousands by filing date | |
| MICROCHIP TECHNOLOGY INC. COM | 595017104 | Stock | 41,009 | $3,604,000 | thousands by filing date | |
| Mondelez International,Inc. Class A | 609207105 | COM | 83,865 | $3,589,000 | thousands by filing date | |
| Boston Scientific Corporation | 101137107 | COM | 144,509 | $3,582,000 | thousands by filing date | |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 47,237 | $3,564,000 | thousands by filing date | |
| EOG RES INC COM | 26875P101 | Stock | 32,748 | $3,534,000 | thousands by filing date | |
| BANK OF NY MELLON CORP COM | 064058100 | Stock | 65,078 | $3,505,000 | thousands by filing date | |
| WESTERN DIGITAL CORP | 958102105 | COM | 43,308 | $3,444,000 | thousands by filing date | |
| PPL CORP COM | 69351T106 | Stock | 102,065 | $3,159,000 | thousands by filing date | |
| PG&E CORP COM | 69331C108 | Stock | 70,185 | $3,146,000 | thousands by filing date | |
| PACCAR INC COM | 693718108 | Stock | 43,912 | $3,121,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 18,323 | $3,101,000 | thousands by filing date | |
| KOHLS CORP | 500255104 | COM | 55,128 | $2,990,000 | thousands by filing date | |
| UNITED THERAPEUTICS CORP DEL COM | 91307C102 | Stock | 19,554 | $2,893,000 | thousands by filing date | |
| TECHNIPFMC PLC COM | G87110105 | Stock | 90,819 | $2,844,000 | thousands by filing date | |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 12,431 | $2,841,000 | thousands by filing date | |
| ELECTRONIC ARTS INC COM | 285512109 | Stock | 26,854 | $2,821,000 | thousands by filing date | |
| RED HAT INC | 756577102 | COM | 23,444 | $2,816,000 | thousands by filing date | |
| NIKE,Inc. Class B | 654106103 | COM | 43,464 | $2,719,000 | thousands by filing date | |
| DELEK US HLDGS INC NEW COM | 24665A103 | Stock | 74,084 | $2,588,000 | thousands by filing date | |
| THOR INDS INC | 885160101 | COM | 16,882 | $2,544,000 | thousands by filing date | |
| RAYTHEON CO | 755111507 | COM NEW | 13,467 | $2,530,000 | thousands by filing date | |
| Bristol-Myers Squibb Company | 110122108 | COM | 36,456 | $2,234,000 | thousands by filing date | |
| NVIDIA Corp | 67066G104 | COM | 11,547 | $2,234,000 | thousands by filing date | |
| ROCKWELL AUTOMATION INC COM | 773903109 | Stock | 11,064 | $2,172,000 | thousands by filing date | |
| D R HORTON INC COM | 23331A109 | Stock | 42,087 | $2,149,000 | thousands by filing date | |
| ASSURED GUARANTY LTD COM | G0585R106 | Stock | 62,775 | $2,126,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 21,495 | $2,123,000 | thousands by filing date | |
| TRANSOCEAN LTD REGISTERED SHS | H8817H100 | Stock | 194,047 | $2,072,000 | thousands by filing date | |
| CSX Corporation | 126408103 | COM | 35,778 | $1,968,000 | thousands by filing date | |
| AFLAC INC COM | 001055102 | Stock | 22,069 | $1,937,000 | thousands by filing date | |
| MURPHY USA INC COM | 626755102 | Stock | 23,517 | $1,890,000 | thousands by filing date | |
| GAMESTOP CORP | 36467W109 | CL A | 103,698 | $1,861,000 | thousands by filing date | |
| LAM RESEARCH CORP | 512807108 | COM | 9,533 | $1,755,000 | thousands by filing date | |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 11,697 | $1,753,000 | thousands by filing date | |
| American Tower Corporation | 03027X100 | COM | 12,194 | $1,740,000 | thousands by filing date | |
| WHIRLPOOL CORP COM | 963320106 | Stock | 10,287 | $1,735,000 | thousands by filing date | |
| HEWLETT PACKARD ENTERPRISE CO COM | 42824C109 | Stock | 120,730 | $1,734,000 | thousands by filing date | |
| CROWN CASTLE INC COM | 22822V101 | REIT | 15,578 | $1,729,000 | thousands by filing date | |
| 3M CO COM | 88579Y101 | Stock | 7,181 | $1,690,000 | thousands by filing date | |
| LIVE NATION ENTERTAINMENT INC COM | 538034109 | Stock | 39,591 | $1,685,000 | thousands by filing date | |
| Coca-Cola Company | 191216100 | COM | 36,099 | $1,656,000 | thousands by filing date | |
| SANDERSON FARMS | 800013104 | COM | 11,285 | $1,566,000 | thousands by filing date | |
| PPG INDS INC COM | 693506107 | Stock | 12,643 | $1,477,000 | thousands by filing date | |
| UnitedHealth Group Inc | 91324P102 | COM | 6,272 | $1,383,000 | thousands by filing date | |
| PepsiCo,Inc. | 713448108 | COM | 11,329 | $1,359,000 | thousands by filing date | |
| ESSEX PPTY TR INC COM | 297178105 | REIT | 5,569 | $1,344,000 | thousands by filing date | |
| Duke Energy Corporation | 26441C204 | COM | 13,938 | $1,172,000 | thousands by filing date | |
| PRINCIPAL FINANCIAL GROUP INC COM | 74251V102 | Stock | 16,487 | $1,163,000 | thousands by filing date | |
| ALCOA CORP COM | 013872106 | Stock | 21,236 | $1,144,000 | thousands by filing date | |
| WYNN RESORTS LTD | 983134107 | COM | 6,489 | $1,094,000 | thousands by filing date | |
| CVR ENERGY, INC. | 12662P108 | COM | 28,571 | $1,064,000 | thousands by filing date | |
| Anywhere Real Estate Inc | 75605Y106 | Common Stock | 37,044 | $982,000 | thousands by filing date | |
| METTLER TOLEDO INTERNATIONAL COM | 592688105 | Stock | 1,562 | $968,000 | thousands by filing date | |
| EDWARDS LIFESCIENCES CORP COM | 28176E108 | Stock | 8,385 | $945,000 | thousands by filing date | |
| PEABODY ENGR CORP | 704551100 | COM | 22,726 | $895,000 | thousands by filing date | |
| ARCH COAL INC | 039380407 | COMMON STOCK | 9,391 | $875,000 | thousands by filing date | |
| LITHIA MTRS INC COM | 536797103 | Stock | 7,682 | $873,000 | thousands by filing date | |
| WELLCARE HEALTH PLANS INC | 94946T106 | COM | 3,994 | $803,000 | thousands by filing date | |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 12,165 | $770,000 | thousands by filing date | |
| NEWS CORP NEW CL A | 65249B109 | Stock | 47,459 | $769,000 | thousands by filing date | |
| ALEXION PHARMACEUTICALS INC | 015351109 | COM | 6,433 | $769,000 | thousands by filing date | |
| EXELON CORP COM | 30161N101 | Stock | 18,855 | $743,000 | thousands by filing date | |
| TAKE-TWO INTERACTIVE SOFTWARE COM | 874054109 | Stock | 6,665 | $732,000 | thousands by filing date | |
| MANPOWERGROUP INC WIS COM | 56418H100 | Stock | 5,779 | $729,000 | thousands by filing date | |
| MCDERMOTT INTL INC | 580037109 | COM | 109,297 | $719,000 | thousands by filing date | |
| UGI CORP NEW COM | 902681105 | Stock | 14,192 | $666,000 | thousands by filing date | |
| CABLE ONE INC | 12685J105 | COM | 882 | $620,000 | thousands by filing date | |
| AARONS INC | 002535300 | COM PAR $0.50 | 15,427 | $615,000 | thousands by filing date | |
| JUNIPER NETWORKS INC | 48203R104 | COM | 21,197 | $604,000 | thousands by filing date | |
| ATHENE HOLDING LTD | G0684D107 | CL A | 11,641 | $602,000 | thousands by filing date | |
| NATIONAL FUEL GAS CO COM | 636180101 | Stock | 10,488 | $576,000 | thousands by filing date | |
| MOTOROLA SOLUTIONS INC COM NEW | 620076307 | Stock | 6,356 | $574,000 | thousands by filing date | |
| EAGLE PHARMACEUTICALS INC | 269796108 | COM | 9,944 | $531,000 | thousands by filing date | |
| BIG LOTS INC | 089302103 | COM | 9,427 | $529,000 | thousands by filing date | |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 12,981 | $520,000 | thousands by filing date | |
| VERISIGN INC COM | 92343E102 | Stock | 4,114 | $471,000 | thousands by filing date | |
| ULTA BEAUTY INC COM | 90384S303 | Stock | 2,070 | $463,000 | thousands by filing date | |
| MOHAWK INDS INC | 608190104 | COM | 1,667 | $460,000 | thousands by filing date | |
| IDEXX LABS INC COM | 45168D104 | Stock | 2,848 | $445,000 | thousands by filing date | |
| EASTMAN CHEM CO COM | 277432100 | Stock | 4,618 | $428,000 | thousands by filing date | |
| PULTE GROUP INC COM | 745867101 | Stock | 12,135 | $403,000 | thousands by filing date | |
| US FOODS HLDG CORP COM | 912008109 | Stock | 11,997 | $383,000 | thousands by filing date | |
| RAYMOND JAMES FINL INC COM | 754730109 | Stock | 4,039 | $361,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001512020-18-000003 | this filing | 2018-02-12 | acceptance time not in the bulk data set |