N-MFP LIVE N 2013-08-31 0001029068 S000035162 4 N N N N 333-20635 CLS Investments, LLC 801-57265 Tait, Weller & Baker LLP Philadelphia PA Gemini Fund Services, LLC Gemini Fund Services, LLC 0001253179 084-06083 N N N Treasury 50 50 248604758.01 613049.43 545757.83 248672049.61 0.0004 1.0000 2013-08-31 1.0000 2013-08-31 C000108174 10000000.00 87862116.24 1.00 -18318236.87 72385043.68 90703280.55 0.0001 1.0000 2013-08-31 1.0000 2013-08-31 C000108175 1000000.00 47157609.28 1.00 6946717.58 15220494.49 8273776.91 0.0001 1.0000 2013-08-31 1.0000 2013-08-31 C000108172 100000.00 49981793.99 1.00 -19284052.84 8103032.69 27387085.53 0.0001 1.0000 2013-08-31 1.0000 2013-08-31 C000108173 20000000.00 63670530.10 1.00 -10567818.00 77831341.40 88399159.40 0.0001 1.0000 2013-08-31 1.0000 2013-08-31 BNP PARIBAS BANK PAR REPO 09/03/13 0.010000% PARREPO$1 0001146028 Treasury Repurchase Agreement Y U.S. TREASURY NOTES 2020-04-30 1.125000 Treasury Debt 28289400.00 26635590.91 U.S. TREASURY NOTES 2019-11-30 1.000000 Treasury Debt 25853600.00 24390915.49 First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 50000000.00 50000000.00 0.2011 N 50000000.00 50000000.00 CREDIT SUISSE FIRST BOSTON CSF REPO 09/03/13 0.010000% CSFREPO$1 0001230485 Treasury Repurchase Agreement Y U.S. TREASURY NOTES 2013-10-31 0.250000 Treasury Debt 3458000.00 3461937.99 U.S. TREASURY NOTES 2015-04-30 0.125000 Treasury Debt 3436000.00 3426428.80 U.S. TREASURY NOTES 2016-04-15 0.025000 Treasury Debt 1183000.00 1172643.79 U.S. TREASURY NOTES 2016-06-15 0.500000 Treasury Debt 3592000.00 3575793.92 U.S. TREASURY NOTES 2017-10-31 1.875000 Treasury Debt 214900.00 221206.48 U.S. TREASURY NOTES 2017-11-30 2.250000 Treasury Debt 859900.00 897429.74 U.S. TREASURY NOTES 2018-01-31 2.625000 Treasury Debt 1351900.00 1426078.77 U.S. TREASURY NOTES 2018-02-28 2.750000 Treasury Debt 3443800.00 3692150.68 U.S. TREASURY NOTES 2018-04-30 0.625000 Treasury Debt 2738400.00 2637112.01 U.S. TREASURY NOTES 2018-06-30 1.375000 Treasury Debt 2950000.00 2933337.82 U.S. TREASURY NOTES 2018-07-31 1.375000 Treasury Debt 1756400.00 1742455.76 U.S. TREASURY NOTES 2018-10-31 1.750000 Treasury Debt 2890600.00 2922054.53 U.S. TREASURY NOTES 2018-11-30 1.375000 Treasury Debt 1518100.00 1500047.90 U.S. TREASURY NOTES 2019-05-31 1.125000 Treasury Debt 2091000.00 2013376.25 U.S. TREASURY NOTES 2019-12-31 1.125000 Treasury Debt 3125000.00 2962858.60 U.S. TREASURY NOTES 2020-01-31 1.375000 Treasury Debt 2665000.00 2559521.72 U.S. TREASURY NOTES 2013-08-31 3.125000 Treasury Debt 60200.00 61137.92 U.S. TREASURY NOTES 2014-03-31 1.750000 Treasury Debt 53400.00 54303.41 U.S. TREASURY NOTES 2016-02-29 2.625000 Treasury Debt 427600.00 454929.50 U.S. TREASURY NOTES 2016-05-31 3.250000 Treasury Debt 507400.00 546977.48 U.S. TREASURY NOTES 2016-08-15 4.875000 Treasury Debt 4101500.00 4600230.31 U.S. TREASURY NOTES 2016-08-31 3.000000 Treasury Debt 384800.00 415671.91 U.S. TREASURY NOTES 2017-02-15 4.625000 Treasury Debt 1790000.00 2013777.31 U.S. TREASURY NOTES 2017-02-28 3.000000 Treasury Debt 37500.00 40616.94 U.S. TREASURY NOTES 2017-06-30 2.500000 Treasury Debt 539200.00 568691.04 U.S. TREASURY NOTES 2017-08-15 4.750000 Treasury Debt 1000.00 1139.44 U.S. TREASURY NOTES 2017-11-15 4.250000 Treasury Debt 1914.00 2169.57 First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 45000000.00 45000000.00 0.1810 N 45000000.00 45000000.00 MERRILL LYNCH NBK REPO 09/03/13 0.010000% 80MRLLY$1 0000914246 Treasury Repurchase Agreement Y U.S. TREASURY NOTES 2015-07-15 0.250000 Treasury Debt 29028100.00 28968084.40 First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 28400000.00 28400000.00 0.1142 N 28400000.00 28400000.00 SOCIETE GENERALE SOC REPO 09/03/13 0.010000% SOCREPO$1 0000865845 Treasury Repurchase Agreement Y U.S. TREASURY NOTES 2014-08-31 2.375000 Treasury Debt 13754900.00 14220385.93 U.S. TREASURY NOTES 2014-12-31 2.625000 Treasury Debt 40417100.00 41881258.87 First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 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