N-MFP LIVE N 2014-01-31 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 45 45 224108313.95 686408.88 482752.81 224311970.02 0.0006 1.0000 2014-01-31 1.0000 2014-01-31 C000108174 10000000.00 85039204.69 1.00 -10888398.05 80717874.98 91606273.03 0.0001 1.0000 2014-01-31 1.0000 2014-01-31 C000108175 1000000.00 39240271.12 1.00 -944638.02 7569962.96 8514600.98 0.0001 1.0000 2014-01-31 1.0000 2014-01-31 C000108172 100000.00 40902412.86 1.00 892466.21 1664162.12 771695.91 0.0001 1.0000 2014-01-31 1.0000 2014-01-31 C000108173 20000000.00 59130081.35 1.00 4281050.20 67617004.99 63335954.79 0.0001 1.0000 2014-01-31 1.0000 2014-01-31 BNP PARIBAS BANK PAR REPO 2/03/14 0.003000% PARREPO$1 0001146028 Treasury Repurchase Agreement Y U.S. TREASURY NOTES 2018-11-15 3.375000 Treasury Debt 2671900.00 2976268.20 U.S. TREASURY INFLATIONARY NOTE 2014-04-15 1.250000 Treasury Debt 3556600.00 3953302.44 U.S. TREASURY NOTES 2017-01-31 0.875000 Treasury Debt 5000000.00 5018750.00 U.S. TREASURY BONDS 2016-11-15 7.500000 Treasury Debt 4113000.00 4954943.60 U.S. TREASURY BONDS 2015-11-15 9.875000 Treasury Debt 917500.00 1093034.11 U.S. TREASURY BONDS 2020-08-15 8.750000 Treasury Debt 3259400.00 4754230.67 U.S. TREASURY BONDS 2015-08-15 10.625000 Treasury Debt 910000.00 1098937.98 U.S. TREASURY BONDS 2017-05-15 8.750000 Treasury Debt 2486500.00 3167407.83 U.S. TREASURY BONDS 2016-05-15 7.250000 Treasury Debt 117000.00 136866.16 U.S. TREASURY BONDS 2020-02-15 8.500000 Treasury Debt 1550500.00 2206028.65 U.S. TREASURY BONDS 2019-02-15 8.875000 Treasury Debt 1212400.00 1697138.70 U.S. TREASURY BONDS 2015-02-15 11.250000 Treasury Debt 1547000.00 1804226.50 U.S. TREASURY BILLS 2014-07-17 0.000000 Treasury Debt 3899000.00 3897908.28 U.S. TREASURY BILLS 2014-06-19 0.000000 Treasury Debt 3584100.00 3583540.88 U.S. TREASURY BILLS 2014-05-29 0.000000 Treasury Debt 1500000.00 1499802.00 U.S. TREASURY BILLS 2014-05-15 0.000000 Treasury Debt 3095000.00 3094637.88 U.S. TREASURY BILLS 2014-04-17 0.000000 Treasury Debt 4062000.00 4061740.03 U.S. TREASURY NOTES 2018-12-31 1.500000 Treasury Debt 2000000.00 2001319.06 First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 50000000.00 50000000.00 0.2229 N 50000000.00 50000000.00 CREDIT SUISSE FIRST BOSTON CSF REPO 2/03/14 0.010000% CSFREPO$1 0001230485 Treasury Repurchase Agreement Y U.S. TREASURY NOTES 2015-05-15 0.250000 Treasury Debt 2002200.00 2004906.64 U.S. TREASURY NOTES 2015-05-15 0.250000 Treasury Debt 2000000.00 2002703.67 U.S. TREASURY NOTES 2015-06-30 0.375000 Treasury Debt 1100000.00 1103059.27 U.S. TREASURY NOTES 2015-12-31 2.125000 Treasury Debt 595000.00 616396.03 U.S. TREASURY NOTES 2016-03-15 0.375000 Treasury Debt 2000000.00 2001759.29 U.S. TREASURY NOTES 2016-07-15 0.625000 Treasury Debt 207000.00 207591.24 U.S. TREASURY NOTES 2017-01-15 0.750000 Treasury Debt 300000.00 300522.46 U.S. TREASURY NOTES 2018-04-30 0.625000 Treasury Debt 100000.00 97486.84 U.S. TREASURY NOTES 2018-11-30 1.250000 Treasury Debt 2425000.00 2402715.35 U.S. TREASURY NOTES 2018-12-31 1.500000 Treasury Debt 750000.00 750550.93 U.S. TREASURY NOTES 2019-08-31 1.000000 Treasury Debt 2000000.00 1926573.04 U.S. TREASURY NOTES 2020-04-30 1.125000 Treasury Debt 635000.00 605014.70 U.S. TREASURY NOTES 2014-02-28 1.875000 Treasury Debt 531600.00 536519.86 U.S. TREASURY NOTES 2014-05-15 4.750000 Treasury Debt 298800.00 305787.02 U.S. TREASURY NOTES 2014-05-15 4.750000 Treasury Debt 29000.00 29678.12 U.S. TREASURY NOTES 2014-05-31 2.250000 Treasury Debt 406400.00 410830.74 U.S. TREASURY NOTES 2014-07-31 2.625000 Treasury Debt 200000.00 202523.99 U.S. TREASURY NOTES 2014-08-31 2.375000 Treasury Debt 530000.00 542215.46 U.S. TREASURY NOTES 2014-09-30 2.375000 Treasury Debt 604000.00 617859.02 U.S. TREASURY NOTES 2014-10-31 2.375000 Treasury Debt 222500.00 227554.29 U.S. TREASURY NOTES 2014-11-15 4.250000 Treasury Debt 2510000.00 2613587.74 U.S. TREASURY NOTES 2015-04-30 2.500000 Treasury Debt 2090000.00 2163617.33 U.S. TREASURY NOTES 2015-07-31 1.750000 Treasury Debt 3100000.00 3170462.98 U.S. TREASURY NOTES 2016-05-31 3.250000 Treasury Debt 507400.00 543073.11 U.S. TREASURY NOTES 2017-03-31 3.250000 Treasury Debt 372000.00 404450.35 U.S. TREASURY NOTES 2017-03-31 3.275000 Treasury Debt 719600.00 754284.73 U.S. TREASURY NOTES 2017-08-15 4.750000 Treasury Debt 1000.00 1153.76 U.S. TREASURY NOTES 2018-02-15 3.500000 Treasury Debt 2700000.00 2989989.17 U.S. TREASURY NOTES 2018-02-15 3.875000 Treasury Debt 960000.00 1072235.87 First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 30000000.00 30000000.00 0.1337 N 30000000.00 30000000.00 MERRILL LYNCH NBK REPO 2/03/14 0.020000% 80MRLLY$1 0000914246 Treasury Repurchase Agreement Y U.S. TREASURY BILLS 2014-05-27 0.000000 Treasury Debt 32132600.00 32130093.66 First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 31500000.00 31500000.00 0.1404 N 31500000.00 31500000.00 SOCIETE GENERALE SOC REPO 2/03/14 0.020000% SOCREPO$1 0000865845 Treasury Repurchase Agreement Y U.S. TREASURY NOTES 2022-11-15 1.625000 Treasury Debt 100.00 92.85 U.S. TREASURY STRIPS 2029-04-15 3.875000 Treasury Debt 7799800.00 15772244.81 U.S. TREASURY NOTES 2018-09-30 1.375000 Treasury Debt 55400.00 55501.62 U.S. TREASURY NOTES 2015-07-15 0.250000 Treasury Debt 4314000.00 4316499.95 U.S. TREASURY STRIPS 2042-02-15 3.125000 Treasury Debt 9600000.00 3292032.00 U.S. TREASURY INFLATIONARY NOTE 2042-02-15 0.000000 Treasury Debt 35999877.00 12263718.10 First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 35000000.00 35000000.00 0.1560 N 35000000.00 35000000.00 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 12514888.34 0.0558 N 12500000.00 12514888.34 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 15035578.47 0.0670 N 15000000.00 15035578.47 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 7513062.73 0.0335 N 7500000.00 7513062.73 US TREASURY US TREASURY NOTES 10/15/2014 0.150000% 912828RL6 Treasury Debt N First Tier Security N/A N/A 2014-10-15 2014-10-15 N N N 15000000.00 15038310.13 0.0670 N 15000000.00 15038310.13 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 12501997.01 0.0557 N 12500000.00 12501997.01 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 10002682.84 0.0446 N 10000000.00 10002682.84 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 5001794.43 0.0223 N 5000000.00 5001794.43