N-MFP LIVE N 2013-09-30 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 39 39 250470093.01 228518.48 236251.25 250462360.24 0.0006 1.0000 2013-09-30 1.0000 2013-09-30 C000108174 10000000.00 83714493.17 1.00 -4147623.07 97880926.35 102028549.42 0.0001 1.0000 2013-09-30 1.0000 2013-09-30 C000108175 1000000.00 46158519.50 1.00 -999089.78 15868636.17 16867725.95 0.0001 1.0000 2013-09-30 1.0000 2013-09-30 C000108172 100000.00 40865658.82 1.00 -9116135.17 4901653.70 14017788.87 0.0001 1.0000 2013-09-30 1.0000 2013-09-30 C000108173 20000000.00 79723688.75 1.00 16053158.65 102699138.40 86645979.75 0.0001 1.0000 2013-09-30 1.0000 2013-09-30 BNP PARIBAS BANK PAR REPO 10/01/13 0.030000% PARREPO$1 0001146028 Treasury Repurchase Agreement Y U.S. TREASURY NOTES 2017-05-31 0.625000 Treasury Debt 19168500.00 189986808.18 U.S. TREASURY NOTES 2015-05-31 0.250000 Treasury Debt 10605400.00 10610525.94 U.S. TREASURY INFLATIONARY NOTE 2014-07-15 2.000000 Treasury Debt 16776700.00 21402701.21 First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 50000000.00 50000000.00 0.1996 N 50000000.00 50000000.00 CREDIT SUISSE FIRST BOSTON CSF REPO 10/01/13 0.05000% CSFREPO$1 0001230485 Treasury Repurchase Agreement Y U.S. TREASURY NOTES 2014-05-31 0.250000 Treasury Debt 2155000.00 2159058.70 U.S. TREASURY NOTES 2015-04-30 0.125000 Treasury Debt 3664000.00 3658612.94 U.S. TREASURY NOTES 2016-04-30 2.000000 Treasury Debt 1912500.00 2001919.31 U.S. TREASURY NOTES 2016-05-15 0.250000 Treasury Debt 3896700.00 3873583.02 U.S. TREASURY NOTES 2016-07-31 1.500000 Treasury Debt 3725000.00 3827387.00 U.S. TREASURY NOTES 2017-08-31 0.625000 Treasury Debt 3762678.00 3704951.00 U.S. TREASURY NOTES 2017-10-31 0.750000 Treasury Debt 2340000.00 2314396.32 U.S. TREASURY NOTES 2018-02-28 2.750000 Treasury Debt 3443800.00 3681969.87 U.S. TREASURY NOTES 2018-05-31 2.375000 Treasury Debt 4704000.00 4972770.82 U.S. TREASURY NOTES 2018-06-30 1.375000 Treasury Debt 2132100.00 2144508.90 U.S. TREASURY NOTES 2018-10-31 1.750000 Treasury Debt 4692600.00 4802997.33 U.S. TREASURY NOTES 2019-05-31 1.125000 Treasury Debt 2191000.00 2138613.22 U.S. TREASURY NOTES 2020-04-30 1.125000 Treasury Debt 4641600.00 4432668.99 U.S. TREASURY NOTES 2020-08-31 2.125000 Treasury Debt 2621000.00 2647484.93 U.S. TREASURY NOTES 2016-08-15 4.875000 Treasury Debt 4115500.00 4639912.50 First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 50000000.00 50000000.00 0.1996 N 50000000.00 50000000.00 MERRILL LYNCH NBK REPO 10/01/13 0.030000% 80MRLLY$1 0000914246 Treasury Repurchase Agreement Y U.S. TREASURY NOTES 2016-09-15 0.875000 Treasury Debt 25614600.00 25806006.87 First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 25300000.00 25300000.00 0.1010 N 25300000.00 25300000.00 SOCIETE GENERALE SOC REPO 10/01/13 0.050000% SOCREPO$1 0000865845 Treasury Repurchase Agreement Y U.S. TREASURY BOND 2015-11-15 9.875000 Treasury Debt 27096000.00 33544014.80 U.S. TREASURY NOTES 2015-04-15 0.375000 Treasury Debt 22471800.00 22556098.72 First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 55000000.00 55000000.00 0.2196 N 55000000.00 55000000.00 US TREASURY US TREASURY NOTES 02/28/2014 0.170000% 912828KF6 Treasury Debt N First Tier Security N/A N/A 2014-02-28 2014-02-28 N N N 12500000.00 12589330.06 0.0503 N 12500000.00 12589330.06 US TREASURY US TREASURY NOTES 10/15/2013 0.160000% 912828PB0 Treasury Debt N First Tier Security N/A N/A 2013-10-15 2013-10-15 N N N 5000000.00 5000645.08 0.0200 N 5000000.00 5000645.08 US TREASURY US TREASURY NOTES 01/15/2014 0.180000% 912828PQ7 Treasury Debt N First Tier Security N/A N/A 2014-01-15 2014-01-15 N N N 15000000.00 15037323.00 0.0600 N 15000000.00 15037323.00 US TREASURY US TREASURY NOTES 11/15/2013 0.160000% 912828PU8 Treasury Debt N First Tier Security N/A N/A 2013-11-15 2013-11-15 N N N 5000000.00 5002091.29 0.0200 N 5000000.00 5002091.29 US TREASURY US TREASURY NOTES 05/15/2014 0.130000% 912828QM5 Treasury Debt N First Tier Security N/A N/A 2014-05-15 2014-05-15 N N N 5000000.00 5026966.46 0.0201 N 5000000.00 5026966.46 US TREASURY US TREASURY NOTES 11/30/2013 0.170000% 912828RS1 Treasury Debt N First Tier Security N/A N/A 2013-11-30 2013-11-30 N N N 5000000.00 5000700.18 0.0200 N 5000000.00 5000700.18 US TREASURY US TREASURY NOTES 03/31/2014 0.140000% 912828SL5 Treasury Debt N First Tier Security N/A N/A 2014-03-31 2014-03-31 N N N 12500000.00 12506454.63 0.0499 N 12500000.00 12506454.63 US TREASURY US TREASURY NOTES 04/30/2014 0.140000% 912828SR2 Treasury Debt N First Tier Security N/A N/A 2014-04-30 2014-04-30 N N N 10000000.00 10006582.31 0.0400 N 10000000.00 10006582.31