Kepos Capital LP Hedge Fund

CIK: 0001512020 · Show all filings

Period: Q2 2013 (← Previous) (Next →)

Filing Date: Aug 14, 2013

Total Value ($000): $174,903 (100.0% shares, 0.0% debt)

Holdings (8)

EWZ ISHARES INC 49.4%

Value ($000) $86,417 Shares 1,970,300 Est. Cost $43.86 Unrealized —

EWW ISHARES INC 19.2%

Value ($000) $33,656 Shares 516,200 Est. Cost $65.20 Unrealized —

VNQ VANGUARD INDEX FDS 17.5%

Value ($000) $30,546 Shares 444,500 Est. Cost $68.72 Unrealized —

— MARKET VECTORS ETF TR 6.8%

Value ($000) $11,891 Shares 472,600 Est. Cost $25.16 Unrealized —

HYG ISHARES TR 3.9%

Value ($000) $6,805 Shares 74,900 Est. Cost $90.85 Unrealized —

LQD ISHARES TR 2.1%

Value ($000) $3,660 Shares 32,200 Est. Cost $113.66 Unrealized —

— MARKET VECTORS ETF TR 0.6%

Value ($000) $1,094 Shares 37,800 Est. Cost $28.94 Unrealized —

ECH ISHARES INC 0.5%

Value ($000) $834 Shares 15,500 Est. Cost $53.81 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EWZ	ISHARES INC	1,970,300	$86,417	49.4%	$43.86	—	MSCI BRAZIL CAPP	464286400
EWW	ISHARES INC	516,200	$33,656	19.2%	$65.20	—	MSCI MEXICO CAPP	464286822
VNQ	VANGUARD INDEX FDS	444,500	$30,546	17.5%	$68.72	—	REIT ETF	922908553
—	MARKET VECTORS ETF TR	472,600	$11,891	6.8%	$25.16	—	RUSSIA ETF	57060U506
HYG	ISHARES TR	74,900	$6,805	3.9%	$90.85	—	HIGH YLD CORP	464288513
LQD	ISHARES TR	32,200	$3,660	2.1%	$113.66	—	IBOXX INV CPBD	464287242
—	MARKET VECTORS ETF TR	37,800	$1,094	0.6%	$28.94	—	INDONESIA ETF	57060U753
ECH	ISHARES INC	15,500	$834	0.5%	$53.81	—	MSCI CHILE CAPP	464286640