Diego Giurleo

Lumina Fund Management as of Sept. 30, 2011

Portfolio Holdings for Lumina Fund Management

Lumina Fund Management holds 20 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 94.3 $1.2B 11M 113.17
iShares Russell 2000 Index (IWM) 3.0 $39M 601k 64.49
SPDR Gold Trust (GLD) 0.3 $4.4M 28k 156.00
PowerShares QQQ Trust, Series 1 0.2 $3.1M 59k 52.51
iShares NASDAQ Biotechnology Index (IBB) 0.2 $2.9M 31k 93.35
Utilities SPDR (XLU) 0.2 $2.8M 82k 33.64
Market Vectors Agribusiness 0.2 $2.4M 57k 43.23
Energy Select Sector SPDR (XLE) 0.2 $2.3M 40k 58.59
iShares MSCI Emerging Markets Indx (EEM) 0.2 $2.0M 58k 35.06
Oil Service HOLDRs 0.2 $2.1M 20k 103.10
Financial Select Sector SPDR (XLF) 0.2 $2.0M 172k 11.83
Pharmaceutical HOLDRs 0.2 $2.1M 32k 65.25
SPDR S&P Metals and Mining (XME) 0.2 $2.1M 47k 44.82
Yahoo! 0.1 $1.4M 100k 14.00
iShares Barclays TIPS Bond Fund (TIP) 0.1 $1.3M 11k 114.30
SPDR S&P Homebuilders (XHB) 0.1 $1.1M 85k 13.29
SPDR S&P MidCap 400 ETF (MDY) 0.1 $944k 6.6k 142.17
Vanguard Intermediate-Term Bond ETF (BIV) 0.1 $743k 8.5k 87.67
Allegheny Technologies Incorporated (ATI) 0.1 $740k 20k 37.00
iShares S&P Global Infrastructure Index (IGF) 0.0 $296k 9.3k 31.90