N-MFP LIVE N 2013-10-31 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 46 46 286500287.63 658833.25 533388.50 286625732.38 0.0008 1.0000 2013-10-31 1.0000 2013-10-31 C000108174 10000000.00 85275085.39 1.00 1561091.17 90616558.15 89055466.98 0.0001 1.0000 2013-10-31 1.0000 2013-10-31 C000108175 1000000.00 38417563.59 1.00 -7740731.69 4834534.26 12575265.95 0.0001 1.0000 2013-10-31 1.0000 2013-10-31 C000108172 100000.00 38426302.88 1.00 -2439136.06 34019.35 2473155.41 0.0001 1.0000 2013-10-31 1.0000 2013-10-31 C000108173 20000000.00 124506780.52 1.00 44783734.99 115182451.56 70398716.57 0.0001 1.0000 2013-10-31 1.0000 2013-10-31 BNP PARIBAS BANK PAR REPO 11/01/13 0.090000% PARREPO$1 0001146028 Treasury Repurchase Agreement Y U.S. TREASURY NOTES 2014-07-15 0.625000 Treasury Debt 6917100.00 6953568.61 U.S. TREASURY NOTES 2016-02-29 2.625000 Treasury Debt 49271400.00 52045298.15 U.S. TREASURY NOTES 2015-07-31 1.750000 Treasury Debt 2137100.00 2201213.00 First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 60000000.00 60000000.00 0.2093 N 60000000.00 60000000.00 CREDIT SUISSE FIRST BOSTON CSF REPO 11/01/13 0.08000% CSFREPO$1 0001230485 Treasury Repurchase Agreement Y U.S. TREASURY NOTES 2013-11-15 0.500000 Treasury Debt 28000.00 28068.77 U.S. TREASURY NOTES 2014-12-31 0.125000 Treasury Debt 3995400.00 3995351.18 U.S. TREASURY NOTES 2015-09-30 0.250000 Treasury Debt 3197000.00 3194547.73 U.S. TREASURY NOTES 2016-02-29 2.125000 Treasury Debt 4917400.00 5133622.13 U.S. TREASURY NOTES 2018-01-31 2.625000 Treasury Debt 4651900.00 4980801.21 U.S. TREASURY NOTES 2018-02-28 2.750000 Treasury Debt 3418800.00 3674744.74 U.S. TREASURY NOTES 2018-06-30 2.375000 Treasury Debt 4154600.00 4408313.85 U.S. TREASURY NOTES 2018-07-31 1.375000 Treasury Debt 5000000.00 5050387.38 U.S. TREASURY NOTES 2018-09-30 1.375000 Treasury Debt 3711000.00 3731302.85 U.S. TREASURY NOTES 2019-01-31 1.250000 Treasury Debt 3543000.00 3529731.61 U.S. TREASURY NOTES 2019-10-31 1.250000 Treasury Debt 3435000.00 3361731.25 U.S. TREASURY NOTES 2019-12-31 1.125000 Treasury Debt 3636000.00 3528375.18 U.S. TREASURY NOTES 2014-03-31 1.750000 Treasury Debt 10000.00 10082.50 U.S. TREASURY NOTES 2014-04-30 1.875000 Treasury Debt 321800.00 324628.63 U.S. TREASURY NOTES 2014-05-15 4.750000 Treasury Debt 701800.00 734682.07 U.S. TREASURY NOTES 2014-08-15 4.250000 Treasury Debt 2919900.00 3040645.89 U.S. TREASURY NOTES 2015-02-15 4.000000 Treasury Debt 4008000.00 4237095.45 U.S. TREASURY NOTES 2016-03-31 2.375000 Treasury Debt 633700.00 664835.32 U.S. TREASURY NOTES 2016-05-31 3.250000 Treasury Debt 507400.00 550684.29 U.S. TREASURY NOTES 2016-08-15 4.875000 Treasury Debt 4136500.00 4676356.47 U.S. TREASURY NOTES 2017-03-31 3.250000 Treasury Debt 372000.00 404099.08 U.S. TREASURY NOTES 2017-06-30 2.500000 Treasury Debt 379200.00 404707.26 U.S. TREASURY NOTES 2017-07-31 2.375000 Treasury Debt 736600.00 780794.11 U.S. TREASURY NOTES 2018-05-15 3.875000 Treasury Debt 664900.00 756939.09 U.S. TREASURY NOTES 2019-11-15 3.375000 Treasury Debt 24.00 26.84 First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 60000000.00 60000000.00 0.2093 N 60000000.00 60000000.00 MERRILL LYNCH NBK REPO 11/01/13 0.080000% 80MRLLY$1 0000914246 Treasury Repurchase Agreement Y U.S. TREASURY INFLATIONARY NOTE 2014-04-15 1.250000 Treasury Debt 17243100.00 19176095.84 First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 18800000.00 18800000.00 0.0656 N 18800000.00 18800000.00 SOCIETE GENERALE SOC REPO 11/01/13 0.070000% SOCREPO$1 0000865845 Treasury Repurchase Agreement Y U.S. TREASURY BOND 2042-08-15 2.750000 Treasury Debt 20376500.00 17201679.84 U.S. TREASURY NOTES 2017-11-30 0.625000 Treasury Debt 44634500.00 44039776.75 First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 60000000.00 60000000.00 0.2093 N 60000000.00 60000000.00 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 12570868.52 0.0439 N 12500000.00 12570868.52 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 15026407.79 0.0524 N 15000000.00 15026407.79 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 5000650.62 0.0175 N 5000000.00 5000650.62 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 15000000.00 15068691.12 0.0526 N 15000000.00 15068691.12 US TREASURY US TREASURY NOTES 08/15/2014 0.170000% 912828RB8 Treasury Debt N First Tier Security N/A N/A 2014-08-15 2014-08-15 N N N 7500000.00 7519424.89 0.0262 N 7500000.00 7519424.89 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 5000338.42 0.0175 N 5000000.00 5000338.42 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 12505349.14 0.0436 N 12500000.00 12505349.14 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 10005615.24 0.0349 N 10000000.00 10005615.24 US TREASURY US TREASURY NOTES 06/30/2014 0.160000% 912828TA8 Treasury Debt N First Tier Security N/A N/A 2014-06-30 2014-06-30 N N N 5000000.00 5002941.89 0.0175 N 5000000.00 5002941.89