Spreadsheet: 61cfdf1f-bf34-46da-837f-210cfa2e1033
Sheet: Sheet1

Risk Parity II HV Mutual Fund | Unnamed: 1 | Unnamed: 2 | Unnamed: 3
2014-03-31 00:00:00
[NAME]
NAV: $41,598,299
Asset Class | Security Description | Exposure | Quantity
Fixed Income | Australia 10 Yr Bond Future | 1245324.213 | 14
Fixed Income | Canada 10 Yr Bond Future | 1999737.449640125 | 17
Fixed Income | [NAME] 10 Yr Bund Future | 13034446.392 | 66
Fixed Income | Mini Japan 10 Yr Bond Future (SGX) | 10089487.4527662 | 72
Fixed Income | U.K. 10 Yr Gilt Future | 1278182.241 | 7
Fixed Income | U.S. 10 Yr Treasury Note Future | 34950500 | 283
TIPS | DBRI   0.100 04/15/23 | 2562647.757964273 | 1800000
TIPS | DBRI   1.750 04/15/20 | 1025535.763833411 | 600000
TIPS | FRTR   0.250 07/25/18 | 733315.592652192 | 500000
TIPS | FRTR   0.250 07/25/24 | 406858.067710274 | 300000
TIPS | FRTR   1.100 07/25/22 | 1281121.651378356 | 800000
TIPS | FRTR   1.300 07/25/19 | 1599600.768901233 | 1000000
TIPS | FRTR   2.100 07/25/23 | 529975.1539197946 | 300000
TIPS | OBLI   0.750 04/15/18 | 1385507.284085897 | 900000
TIPS | TII    0.125 01/15/22 | 1723079.13484116 | 1700000
TIPS | TII    0.125 01/15/23 | 1570126.559829216 | 1600000
TIPS | TII    0.125 04/15/18 | 4666192.293956044 | 4500000
TIPS | TII    0.125 07/15/22 | 1696052.919183265 | 1700000
TIPS | TII    0.375 07/15/23 | 1493478.461655248 | 1500000
TIPS | TII    1.375 07/15/18 | 1063581.230063785 | 900000
TIPS | TII    1.625 01/15/18 | 2554266.561884553 | 2100000
TIPS | TII    2.125 01/15/19 | 977912.0372263424 | 800000
TIPS | TII    2.625 07/15/17 | 2921763.275305061 | 2300000
TIPS | UKTI   0.125 03/22/24 | 722645.041952511 | 400000
TIPS | UKTI   1.875 11/22/22 | 2495446.549848729 | 1000000
Equity | AEX Index Future - APR 2014 | 333228.8724 | 3
Equity | Bovespa Index Future | 444752.503197918 | 20
Equity | CAC40 Index Future - APR 2014 | 725862.252 | 12
Equity | DAX Index Future - JUN 2014 | 658115.5216999999 | 2
Equity | DJ Euro Stoxx 50 Future - JUN 2014 | 1959654.528 | 45
Equity | E-Mini S&P 500 Index Future - JUN 2014 | 12731912 | 136
Equity | FTSE MIB Index Future - JUN 2014 | 448176.7591199999 | 3
Equity | FTSE100 Index Future - JUN 2014 | 1870024.24659 | 17
Equity | Hang Seng Index Future - APR 2014 | 285576.9280354794 | 2
Equity | HSCEI | 454617.3581208261 | 7
Equity | HSCEI China Index Future - APR 2014 | 974180.0531160559 | 15
Equity | IBEX 35 Index Future - APR 2014 | 284860.094 | 2
Equity | KOSPI 200 Index Future - JUN 2014 | 969518.2646257863 | 8
Equity | MSCI Taiwan Index Future | 625320 | 20
Equity | MSCI Taiwan Index Future - APR 2014 | 312660 | 10
Equity | NIFTY | 187717.6 | 14
Equity | OSE Japan Topix Index Future - JUN 2014 | 2097860.672415464 | 18
Equity | [NAME] 2014 | 1055736 | 9
Equity | S&P Mid 400 E-Mini Index Future - JUN 2014 | 1240650 | 9
Equity | S&P/TSE 60 Index Future - JUN 2014 | 1039983.703770766 | 7
Equity | SGX CNX Nifty Index Future - APR 2014 | 254759.6 | 19
Equity | South Africa Top 40 Index Future - JUN 2014 | 857735.1641983868 | 21
Equity | SPI 200 Index Future - JUN 2014 | 750515.4016425001 | 6
Equity | Swiss Market Index Future | 669344.4180522566 | 7
Equity | TAIEX | 232474.3124538216 | 4
Commodity | Brent Oil Future | 2148000 | 20
Commodity | Cocoa Future | 265950 | 9
Commodity | Coffee Future | 400275 | 6
Commodity | Corn Future | 1190862.5 | 47
Commodity | Cotton No. 2 Future | 280560 | 6
Commodity | Gas Oil Future (100MT) | 985050 | 11
Commodity | Gold Future | 1155420 | 9
Commodity | Heating Oil ULSD Future | 736898.4 | 6
Commodity | Lead Future | 104000 | 2
Commodity | Lean Hog Future | 406960 | 8
Commodity | Live Cattle Future | 1045000 | 19
Commodity | LME Aluminum | 317931.25 | 7
Commodity | LME Copper | 1329250 | 8
Commodity | Natural Gas Future | 616560 | 14
Commodity | Nickel Future | 286596 | 3
Commodity | Silver Future | 296280 | 3
Commodity | Soy Meal Future | 479300 | 10
Commodity | Soy Oil Future | 388032 | 16
Commodity | Soybean Future | 1358025 | 19
Commodity | Sugar Future | 417950.4 | 21
Commodity | Unleaded Gas RBOB Future | 609735.0000000001 | 5
Commodity | Wheat Future | 281687.5 | 8
Commodity | WTI Crude Future | 3024600 | 30
Commodity | Zinc Future | 400200 | 8