KEPOS CAPITAL LP Information

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

Report Date: 03/31/2015

Position Statistics

Total Positions 9
New Positions 3
Increased Positions 6
Decreased Positions 3
Positions with Activity 9
Sold Out Positions 1
Total Mkt Value (in $ millions) 132

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

9 Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ISHARES MSCI BRZ CAP ETF 83,920 69,207 470.39 2,453,800
SELECT SECTOR SPDR TR SBI INT-UTILS 13,468 -467 (3.35) 302,177
VANGUARD INDEX FDS REIT ETF 12,728 -5,491 (30.14) 159,000
ISHARES MSCI MEX CAP ETF 10,606 10,606 New 178,942
ISHARES IBOXX HI YD ETF 6,557 291 4.64 72,202
ISHARES TR IBOXX INV CP ETF 2,698 47 1.78 22,900
ISHARES MSCI CH CAP ETF 1,199 1,199 New 28,200
MARKET VECTORS ETF TR RUSSIA ETF 583 583 New 28,900
MARKET VECTORS ETF TR INDONESIA ETF -171 Sold Out 0