Direxion Indexed Managed Futures Strategy Fund

Fund Holdings

Asset Allocation

% Long % Short % Net
Cash 49.49 36.66 12.83
Stocks 0.0 0.0 0.0
Bonds 0.0 0.0 0.0
Other 9.09 0.0 9.09
Foreign Bonds 78.08 0.0 78.08
Foreign Stocks 0.0 0.0 0.0
Convertible 0.0 0.0 0.0
Preferred 0.0 0.0 0.0

Updated 05.31.2014

Top 10 Holdings

Performance as of 06.30.2014

Portfolio as of 05.31.2014

% Net Assets
5 Year US Treasury Note Future Sept14 37.03
NYSE/Liffe 10 Year US Treasury Note Future Sept14 25.39
NYSE/Liffe 30 Year US Treasury Bond Future Sept14 15.66
Direxion Mfs 9.09