Spreadsheet: 2683ce50-a043-41f1-ad8c-30640faefece
Sheet: Sheet1

Risk Parity II HV Mutual Fund | Unnamed: 1 | Unnamed: 2 | Unnamed: 3
2014-01-31 00:00:00
[NAME]
NAV: $29,132,040
Asset Class | Security Description | Exposure | Quantity
Fixed Income | Australia 10 Yr Bond Future | 840232.5225000002 | 10
Fixed Income | Canada 10 Yr Bond Future | 1535466.187373624 | 13
Fixed Income | [NAME] 10 Yr Bund Future | 13773020.91 | 71
Fixed Income | Mini Japan 10 Yr Bond Future (SGX) | 5234781.333984854 | 37
Fixed Income | U.S. 10 Yr Treasury Note Future | 21880500 | 174
TIPS | DBRI   0.100 04/15/23 | 1802612.062565137 | 1300000
TIPS | DBRI   1.750 04/15/20 | 668199.572750548 | 400000
TIPS | FRTR   0.250 07/25/18 | 429969.1080086303 | 300000
TIPS | FRTR   0.250 07/25/24 | 263008.099218048 | 200000
TIPS | FRTR   1.100 07/25/22 | 467303.5827933906 | 300000
TIPS | FRTR   1.300 07/25/19 | 1249959.970107123 | 800000
TIPS | FRTR   2.100 07/25/23 | 171589.710429589 | 100000
TIPS | OBLI   0.750 04/15/18 | 1053627.313642295 | 700000
TIPS | TII    0.125 01/15/22 | 917020.7880996132 | 900000
TIPS | TII    0.125 01/15/23 | 788160.2699239779 | 800000
TIPS | TII    0.125 04/15/18 | 3230932.673076924 | 3100000
TIPS | TII    0.125 07/15/22 | 901528.1073895028 | 900000
TIPS | TII    0.375 07/15/23 | 799979.361878453 | 800000
TIPS | TII    1.375 07/15/18 | 831677.0858801767 | 700000
TIPS | TII    1.625 01/15/18 | 1712826.203837271 | 1400000
TIPS | TII    2.125 01/15/19 | 738650.8125000001 | 600000
TIPS | TII    2.625 07/15/17 | 2042557.147790055 | 1600000
TIPS | UKTI   0.125 03/22/24 | 529367.2857228729 | 300000
TIPS | UKTI   1.875 11/22/22 | 1954570.620922343 | 800000
Equity | AEX Index Future - FEB 2014 | 208628.205 | 2
Equity | Bovespa Index Future | 394885.5271883289 | 20
Equity | CAC40 Index Future - FEB 2014 | 336985.9194000001 | 6
Equity | DAX Index Future - MAR 2014 | 627373.0830000001 | 2
Equity | DJ Euro Stoxx 50 Future - MAR 2014 | 1219071.471 | 30
Equity | E-Mini S&P 500 Index Future - MAR 2014 | 8645561.5 | 97
Equity | FTSE MIB Index Future - MAR 2014 | 261807.76905 | 2
Equity | FTSE100 Index Future - MAR 2014 | 1390734.15104 | 13
Equity | Hang Seng Index Future - FEB 2014 | 283822.6126381411 | 2
Equity | HSCEI | 379389.9894381617 | 6
Equity | HSCEI China Index Future - FEB 2014 | 379389.9894381617 | 6
Equity | IBEX 35 Index Future - FEB 2014 | 267498.193 | 2
Equity | Japan Topix Index Future - MAR 2014 | 1670066.94356218 | 14
Equity | KOSPI 200 Index Future - MAR 2014 | 467747.4544765146 | 4
Equity | MSCI Taiwan Index Future | 565326 | 19
Equity | MSCI Taiwan Index Future - FEB 2014 | 89262 | 3
Equity | NIFTY | 24358 | 2
Equity | RTS INDEX | 374708.16 | 144
Equity | [NAME] EMini - MAR 2014 | 678528.0000000001 | 6
Equity | S&P Mid 400 E-Mini Index Future - MAR 2014 | 787848 | 6
Equity | S&P/TSE 60 Index Future - MAR 2014 | 705935.7447764546 | 5
Equity | SGX CNX Nifty Index Future - FEB 2014 | 146148 | 12
Equity | South Africa Top 40 Index Future - MAR 2014 | 402303.2588567645 | 11
Equity | SPI 200 Index Future - MAR 2014 | 340457.70929625 | 3
Equity | Swiss Market Index Future | 541307.1204361473 | 6
Commodity | Brent Oil Future | 2212770 | 21
Commodity | Cocoa Future | 116440 | 4
Commodity | Coffee Future | 375600 | 8
Commodity | Corn Future | 813075 | 37
Commodity | Cotton No. 2 Future | 257490 | 6
Commodity | Gas Oil Future (100MT) | 725200 | 8
Commodity | Gold Future | 371940 | 3
Commodity | Heating Oil ULSD Future | 493197.6 | 4
Commodity | Lead Future | 52925 | 1
Commodity | Lean Hog Future | 379200 | 10
Commodity | Live Cattle Future | 617870.0000000001 | 11
Commodity | LME Aluminum | 475337.5 | 11
Commodity | LME Copper | 1234668.75 | 7
Commodity | Natural Gas Future | 579020 | 13
Commodity | Nickel Future | 84006 | 1
Commodity | Silver Future | 478000 | 5
Commodity | Soy Meal Future | 255660 | 6
Commodity | Soy Oil Future | 338760 | 15
Commodity | Soybean Future | 697675 | 11
Commodity | Sugar Future | 156744 | 9
Commodity | Unleaded Gas RBOB Future | 354475.8 | 3
Commodity | Wheat Future | 112137.5 | 4
Commodity | WTI Crude Future | 2417750 | 25
Commodity | Zinc Future | 345800 | 7