Spreadsheet: 08f4e38f-b796-4563-95d6-48443055a7d4
Sheet: Sheet1

Risk Parity II MV Mutual Fund | Unnamed: 1 | Unnamed: 2 | Unnamed: 3
2014-03-31 00:00:00
[NAME]
NAV: $48,123,791
Asset Class | Security Description | Exposure | Quantity
Fixed Income | Australia 10 Yr Bond Future | 978469.0245 | 11
Fixed Income | Canada 10 Yr Bond Future | 1529210.990901272 | 13
Fixed Income | [NAME] 10 Yr Bund Future | 10072072.212 | 51
Fixed Income | Mini Japan 10 Yr Bond Future (SGX) | 7847379.129929272 | 56
Fixed Income | U.K. 10 Yr Gilt Future | 912987.3150000001 | 5
Fixed Income | U.S. 10 Yr Treasury Note Future | 27170000 | 220
TIPS | DBRI   0.100 04/15/23 | 1993170.478416657 | 1400000
TIPS | DBRI   1.750 04/15/20 | 854613.1365278424 | 500000
TIPS | FRTR   0.250 07/25/18 | 586652.4741217536 | 400000
TIPS | FRTR   0.250 07/25/24 | 406858.067710274 | 300000
TIPS | FRTR   1.100 07/25/22 | 960841.238533767 | 600000
TIPS | FRTR   1.300 07/25/19 | 1279680.615120986 | 800000
TIPS | FRTR   2.100 07/25/23 | 353316.7692798631 | 200000
TIPS | OBLI   0.750 04/15/18 | 1077616.776511253 | 700000
TIPS | TII    0.125 01/15/22 | 1317648.750172652 | 1300000
TIPS | TII    0.125 01/15/23 | 1177594.919871912 | 1200000
TIPS | TII    0.125 04/15/18 | 3629260.673076923 | 3500000
TIPS | TII    0.125 07/15/22 | 1296981.64408132 | 1300000
TIPS | TII    0.375 07/15/23 | 1194782.769324199 | 1200000
TIPS | TII    1.375 07/15/18 | 827229.8456051658 | 700000
TIPS | TII    1.625 01/15/18 | 1946107.856673945 | 1600000
TIPS | TII    2.125 01/15/19 | 733434.027919757 | 600000
TIPS | TII    2.625 07/15/17 | 2286597.345890917 | 1800000
TIPS | UKTI   0.125 03/22/24 | 541983.7814643832 | 300000
TIPS | UKTI   1.875 11/22/22 | 1996357.239878983 | 800000
Equity | AEX Index Future - APR 2014 | 333228.8724 | 3
Equity | Bovespa Index Future | 444752.503197918 | 20
Equity | CAC40 Index Future - APR 2014 | 544396.689 | 9
Equity | DAX Index Future - JUN 2014 | 329057.76085 | 1
Equity | DJ Euro Stoxx 50 Future - JUN 2014 | 1524175.744 | 35
Equity | E-Mini S&P 500 Index Future - JUN 2014 | 9829785 | 105
Equity | FTSE MIB Index Future - JUN 2014 | 448176.7591199999 | 3
Equity | FTSE100 Index Future - JUN 2014 | 1320017.11524 | 12
Equity | Hang Seng Index Future - APR 2014 | 285576.9280354794 | 2
Equity | HSCEI | 454617.3581208261 | 7
Equity | HSCEI China Index Future - APR 2014 | 649453.3687440372 | 10
Equity | IBEX 35 Index Future - APR 2014 | 427290.141 | 3
Equity | KOSPI 200 Index Future - JUN 2014 | 727138.6984693398 | 6
Equity | MSCI Taiwan Index Future | 781650.0000000001 | 25
Equity | MSCI Taiwan Index Future - APR 2014 | 125064 | 4
Equity | NIFTY | 93858.8 | 7
Equity | OSE Japan Topix Index Future - JUN 2014 | 1631669.411878694 | 14
Equity | [NAME] 2014 | 821128 | 7
Equity | S&P Mid 400 E-Mini Index Future - JUN 2014 | 964950 | 7
Equity | S&P/TSE 60 Index Future - JUN 2014 | 891414.6032320854 | 6
Equity | SGX CNX Nifty Index Future - APR 2014 | 241351.2 | 18
Equity | South Africa Top 40 Index Future - JUN 2014 | 653512.5060559137 | 16
Equity | SPI 200 Index Future - JUN 2014 | 500343.601095 | 4
Equity | Swiss Market Index Future | 478103.1557516118 | 5
Commodity | Brent Oil Future | 1611000 | 15
Commodity | Cocoa Future | 206850 | 7
Commodity | Coffee Future | 333562.5 | 5
Commodity | Corn Future | 912150 | 36
Commodity | Cotton No. 2 Future | 187040 | 4
Commodity | Feeder Cattle Future | 88925 | 1
Commodity | Gas Oil Future (100MT) | 805950 | 9
Commodity | Gold Future | 1027040 | 8
Commodity | Heating Oil ULSD Future | 614082 | 5
Commodity | Lead Future | 52000 | 1
Commodity | Lean Hog Future | 305220 | 6
Commodity | Live Cattle Future | 770000 | 14
Commodity | LME Aluminum | 227093.75 | 5
Commodity | LME Copper | 1163093.75 | 7
Commodity | Natural Gas Future | 484440 | 11
Commodity | Nickel Future | 191064 | 2
Commodity | Silver Future | 197520 | 2
Commodity | Soy Meal Future | 383440 | 8
Commodity | Soy Oil Future | 291024 | 12
Commodity | Soybean Future | 1000650 | 14
Commodity | Sugar Future | 318438.4 | 16
Commodity | Unleaded Gas RBOB Future | 487788 | 4
Commodity | Wheat Future | 246975 | 7
Commodity | WTI Crude Future | 2318860 | 23
Commodity | Zinc Future | 300150 | 6