KEPOS CAPITAL LP Information

620 EIGHTH AVENUE, 44TH FLOOR, NEW YORK, New York, 10018, (212) 588-7400

Report Date: 12/31/2013

Position Statistics

Total Positions 8
New Positions 1
Increased Positions 4
Decreased Positions 4
Positions with Activity 8
Sold Out Positions 2
Total Mkt Value (in $ millions) 111

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials
Capital Goods
Conglomerates
Consumer Cyclical
Consumer/Non-Cyclical
Energy
Financial 100%
Healthcare
Services
Technology
Transportation
Utilities

8 Positions as of 12/31/2013

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ISHARES MSCI BRZ CAP ETF 56,487 -67,189 (54.33) 1,189,200
VANGUARD INDEX FDS REIT ETF 23,383 955 4.26 325,800
ISHARES IBOXX HI YD ETF 17,949 856 5.01 190,700
ISHARES IBOXX INV CP ETF 6,801 1,938 39.86 57,900
MARKET VECTORS ETF TR RUSSIA ETF 6,206 -4,817 (43.7) 258,700
ISHARES MSCI CH CAP ETF 5 5 New 100
ISHARES MSCI MEX CAP ETF -17,669 Sold Out 0
MARKET VECTORS ETF TR INDONESIA ETF -1,908 Sold Out 0