N-MFP LIVE N 2013-11-30 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 48 48 227254452.55 643919.07 567945.34 227330426.28 0.0009 1.0000 2013-11-30 1.0000 2013-11-30 C000108174 10000000.00 79964211.35 1.00 -5310874.04 52177386.87 57488260.91 0.0001 1.0000 2013-11-30 1.0000 2013-11-30 C000108175 1000000.00 50829120.71 1.00 12411557.12 15405264.32 2993707.20 0.0001 1.0000 2013-11-30 1.0000 2013-11-30 C000108172 100000.00 38633402.92 1.00 207100.04 209334.48 2234.44 0.0001 1.0000 2013-11-30 1.0000 2013-11-30 C000108173 20000000.00 57903691.30 1.00 -66603089.22 63084803.12 129687892.34 0.0001 1.0000 2013-11-30 1.0000 2013-11-30 BNP PARIBAS BANK PAR REPO 12/02/13 0.060000% PARREPO$1 0001146028 Treasury Repurchase Agreement Y U.S. TREASURY INFLATIONARY NOTE 2014-01-15 2.000000 Treasury Debt 11116100.00 14171582.58 U.S. TREASURY NOTES 2017-10-31 1.875000 Treasury Debt 25681100.00 26628528.99 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 40000000.00 40000000.00 0.1760 N 40000000.00 40000000.00 CREDIT SUISSE FIRST BOSTON CSF REPO 12/02/13 0.07000% CSFREPO$1 0001230485 Treasury Repurchase Agreement Y U.S. TREASURY NOTES 2013-12-15 0.750000 Treasury Debt 175700.00 176348.71 U.S. TREASURY NOTES 2013-12-31 0.125000 Treasury Debt 95000.00 95049.05 U.S. TREASURY NOTES 2014-01-15 1.000000 Treasury Debt 450000.00 452201.77 U.S. TREASURY NOTES 2014-01-31 0.250000 Treasury Debt 674700.00 675436.74 U.S. TREASURY NOTES 2014-03-15 1.250000 Treasury Debt 535000.00 538140.38 U.S. TREASURY NOTES 2014-03-31 0.250000 Treasury Debt 529000.00 529424.28 U.S. TREASURY NOTES 2014-06-15 0.750000 Treasury Debt 353000.00 355394.11 U.S. TREASURY NOTES 2014-07-15 0.625000 Treasury Debt 288000.00 289548.49 U.S. TREASURY NOTES 2014-07-31 0.125000 Treasury Debt 103000.00 103034.09 U.S. TREASURY NOTES 2014-11-30 0.250000 Treasury Debt 626200.00 627567.12 U.S. TREASURY NOTES 2014-12-31 0.125000 Treasury Debt 1011000.00 1011289.37 U.S. TREASURY NOTES 2015-05-31 0.250000 Treasury Debt 348100.00 348724.19 U.S. TREASURY NOTES 2015-06-30 0.375000 Treasury Debt 1100000.00 1104200.76 U.S. TREASURY NOTES 2016-01-15 0.375000 Treasury Debt 592100.00 593666.68 U.S. TREASURY NOTES 2016-04-30 2.000000 Treasury Debt 587500.00 611342.03 U.S. TREASURY NOTES 2016-06-15 0.500000 Treasury Debt 659000.00 661999.38 U.S. TREASURY NOTES 2016-11-15 0.625000 Treasury Debt 590000.00 591523.21 U.S. TREASURY NOTES 2017-10-31 0.750000 Treasury Debt 500000.00 496395.41 U.S. TREASURY NOTES 2017-11-30 2.250000 Treasury Debt 959900.00 1018414.07 U.S. TREASURY NOTES 2018-04-30 0.625000 Treasury Debt 100000.00 97808.07 U.S. TREASURY NOTES 2018-05-31 2.375000 Treasury Debt 452000.00 481244.46 U.S. TREASURY NOTES 2018-10-31 1.750000 Treasury Debt 548600.00 560812.86 U.S. TREASURY NOTES 2018-11-30 1.375000 Treasury Debt 661100.00 666393.70 U.S. TREASURY NOTES 2019-03-31 1.500000 Treasury Debt 205000.00 205570.41 U.S. TREASURY NOTES 2019-05-31 1.125000 Treasury Debt 405000.00 397646.92 U.S. TREASURY NOTES 2019-07-31 0.875000 Treasury Debt 346700.00 333260.87 U.S. TREASURY NOTES 2020-09-30 2.000000 Treasury Debt 26358800.00 26396409.16 U.S. TREASURY NOTES 2016-05-31 3.250000 Treasury Debt 507400.00 551711.84 U.S. TREASURY NOTES 2017-03-31 3.250000 Treasury Debt 372000.00 405032.52 U.S. TREASURY NOTES 2017-06-30 2.500000 Treasury Debt 383200.00 410030.19 U.S. TREASURY NOTES 2017-08-15 4.750000 Treasury Debt 1000.00 1155.79 U.S. TREASURY NOTES 2017-11-15 4.250000 Treasury Debt 1914.00 2160.74 U.S. TREASURY NOTES 2018-02-15 3.500000 Treasury Debt 2166.00 2404.78 U.S. TREASURY NOTES 2018-08-15 4.000000 Treasury Debt 9336.00 10633.91 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 40000000.00 40000000.00 0.1760 N 40000000.00 40000000.00 MERRILL LYNCH NBK REPO 12/02/13 0.060000% 80MRLLY$1 0000914246 Treasury Repurchase Agreement Y U.S. TREASURY NOTES 2017-07-31 2.375000 Treasury Debt 23611000.00 25092096.86 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 24600000.00 24600000.00 0.1082 N 24600000.00 24600000.00 SOCIETE GENERALE SOC REPO 12/02/13 0.070000% SOCREPO$1 0000865845 Treasury Repurchase Agreement Y U.S. TREASURY NOTES 2017-11-30 0.625000 Treasury Debt 30000.00 29664.24 U.S. TREASURY NOTES 2015-06-30 0.375000 Treasury Debt 469900.00 471655.98 U.S. TREASURY NOTES 2014-05-15 4.750000 Treasury Debt 11329100.00 11590655.12 U.S. TREASURY NOTES 2016-02-15 4.500000 Treasury Debt 2393700.00 2644648.22 U.S. TREASURY NOTES 2017-01-31 3.125000 Treasury Debt 7790700.00 8474529.75 U.S. TREASURY BONDS 2041-11-15 3.125000 Treasury Debt 859000.00 760313.41 U.S. TREASURY INFLATIONARY NOTE 2043-05-15 2.875000 Treasury Debt 25120000.00 7557100.80 U.S. TREASURY BILL 2014-02-27 0.000000 Treasury Debt 9270000.00 9268340.67 U.S. TREASURY INFLATIONARY NOTE 2027-02-15 0.000000 Treasury Debt 5025.00 3173.49 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 40000000.00 40000000.00 0.1760 N 40000000.00 40000000.00 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 12552406.97 0.0552 N 12500000.00 12552406.97 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 15015492.57 0.0661 N 15000000.00 15015492.57 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 15057770.99 0.0662 N 15000000.00 15057770.99 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 7517326.73 0.0331 N 7500000.00 7517326.73 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 5000000.00 0.0220 N 5000000.00 5000000.00 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 12504243.64 0.0550 N 12500000.00 12504243.64 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 10004648.17 0.0440 N 10000000.00 10004648.17 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 5002563.48 0.0220 N 5000000.00 5002563.48