N-MFP LIVE N 2014-04-30 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 41 41 295253082.78 235550.06 217335.68 295271297.16 0.0006 1.0000 2014-04-30 1.0000 2014-04-30 C000108174 10000000.00 154213637.81 1.00 52971361.86 198881914.94 145910553.08 0.0006 1.0000 2014-04-30 1.0000 2014-04-30 C000108175 1000000.00 30403291.06 1.00 -125928.79 4033305.99 4159234.78 0.0006 1.0000 2014-04-30 1.0000 2014-04-30 C000108172 100000.00 43360010.88 1.00 -463709.00 20707.93 484416.93 0.0006 1.0000 2014-04-30 1.0000 2014-04-30 C000108173 20000000.00 67294357.41 1.00 14433379.79 100629441.80 86196062.01 0.0006 1.0000 2014-04-30 1.0000 2014-04-30 BNP PARIBAS BANK PAR REPO 05/01/14 0.05% PARREPO$1 0001146028 Treasury Repurchase Agreement Y U.S. TREASURY INFLATIONARY NOTE 2019-01-15 2.125000 Treasury Debt 28726800.00 35326370.43 U.S. TREASURY INFLATIONARY NOTE 2019-07-15 1.875000 Treasury Debt 12709200.00 15673739.27 First Tier Security N/A N/A 2014-05-01 2014-05-01 N N N 50000000.00 50000000.00 0.0254 N 50000000.00 50000000.00 CREDIT SUISSE FIRST BOSTON CSF REPO 05/01/14 0.03% CSFREPO$1 0001230485 Treasury Repurchase Agreement Y U.S. TREASURY BOND 2016-02-15 9.250000 Treasury Debt 916.00 1078845.42 U.S. TREASURY BOND 2018-05-15 9.125000 Treasury Debt 322000.00 434211.82 U.S. TREASURY BOND 2018-11-15 9.000000 Treasury Debt 749000.00 1025681.15 U.S. TREASURY BOND 2019-08-15 8.125000 Treasury Debt 418000.00 558736.05 U.S. TREASURY BOND 2020-02-15 8.500000 Treasury Debt 1046000.00 1442042.41 U.S. TREASURY BOND 2020-08-15 8.750000 Treasury Debt 646700.00 913914.45 U.S. TREASURY NOTES 2014-05-31 0.250000 Treasury Debt 229300.00 229574.49 U.S. TREASURY NOTES 2014-06-30 0.250000 Treasury Debt 327800.00 328173.26 U.S. TREASURY NOTES 2014-08-31 0.250000 Treasury Debt 205000.00 205214.12 U.S. TREASURY NOTES 2014-09-30 0.250000 Treasury Debt 79000.00 79080.97 U.S. TREASURY NOTES 2014-10-15 0.500000 Treasury Debt 1023000.00 1025245.36 U.S. TREASURY NOTES 2014-11-30 2.500000 Treasury Debt 626200.00 627531.96 U.S. TREASURY NOTES 2014-12-31 0.125000 Treasury Debt 111000.00 111080.40 U.S. TREASURY NOTES 2015-06-15 0.375000 Treasury Debt 190300.00 191086.14 U.S. TREASURY NOTES 2015-07-31 0.250000 Treasury Debt 306000.00 306533.86 U.S. TREASURY NOTES 2015-11-30 0.250000 Treasury Debt 1350000.00 1351016.93 U.S. TREASURY NOTES 2016-01-31 0.375000 Treasury Debt 995000.00 996693.44 U.S. TREASURY NOTES 2016-01-31 0.375000 Treasury Debt 667000.00 668135.20 U.S. TREASURY NOTES 2016-06-15 0.500000 Treasury Debt 257000.00 257480.11 U.S. TREASURY NOTES 2016-07-15 0.625000 Treasury Debt 207000.00 207747.87 U.S. TREASURY NOTES 2016-08-31 1.000000 Treasury Debt 99000.00 100061.05 U.S. TREASURY NOTES 2016-10-15 0.625000 Treasury Debt 30000.00 29974.98 U.S. TREASURY NOTES 2016-11-15 0.625000 Treasury Debt 535500.00 535904.85 U.S. TREASURY NOTES 2016-12-31 0.875000 Treasury Debt 319200.00 320997.29 U.S. TREASURY NOTES 2017-01-15 0.750000 Treasury Debt 550000.00 550635.52 U.S. TREASURY NOTES 2017-03-15 0.750000 Treasury Debt 61000.00 60864.39 U.S. TREASURY NOTES 2017-04-15 0.875000 Treasury Debt 350000.00 349880.50 U.S. TREASURY NOTES 2017-09-30 1.875000 Treasury Debt 17000.00 17449.77 U.S. TREASURY NOTES 2018-01-31 2.625000 Treasury Debt 141900.00 149822.80 U.S. TREASURY NOTES 2018-03-31 2.875000 Treasury Debt 765800.00 812534.15 U.S. TREASURY NOTES 2018-04-30 2.625000 Treasury Debt 910000.00 954153.17 U.S. TREASURY NOTES 2018-06-30 2.375000 Treasury Debt 919600.00 961904.34 U.S. TREASURY NOTES 2018-12-31 1.375000 Treasury Debt 484500.00 480991.27 U.S. TREASURY NOTES 2019-01-31 1.250000 Treasury Debt 15140000.00 14893267.29 U.S. TREASURY NOTES 2019-01-31 1.500000 Treasury Debt 39000.00 38827.15 U.S. TREASURY NOTES 2019-02-28 1.375000 Treasury Debt 854000.00 843136.42 U.S. TREASURY NOTES 2019-02-28 1.500000 Treasury Debt 175000.00 173835.62 U.S. TREASURY NOTES 2019-03-31 1.500000 Treasury Debt 168800.00 167267.21 U.S. TREASURY NOTES 2019-03-31 1.625000 Treasury Debt 860500.00 857816.93 U.S. TREASURY NOTES 2019-03-31 1.625000 Treasury Debt 420000.00 418690.42 U.S. TREASURY NOTES 2019-04-30 1.250000 Treasury Debt 639800.00 624707.10 U.S. TREASURY NOTES 2019-04-30 1.625000 Treasury Debt 800000.00 795624.02 U.S. TREASURY NOTES 2019-06-30 1.000000 Treasury Debt 1389100.00 1337918.49 U.S. TREASURY NOTES 2019-12-31 1.125000 Treasury Debt 7000.00 6711.10 U.S. TREASURY NOTES 2020-05-31 1.375000 Treasury Debt 675000.00 652059.43 U.S. TREASURY NOTES 2020-10-31 1.750000 Treasury Debt 399500.00 388889.28 U.S. TREASURY NOTES 2020-11-15 2.625000 Treasury Debt 19000000.00 19755578.04 U.S. TREASURY NOTES 2020-11-15 2.625000 Treasury Debt 756200.00 786272.01 U.S. TREASURY NOTES 2020-12-31 2.375000 Treasury Debt 796500.00 810552.53 U.S. TREASURY NOTES 2021-01-31 2.125000 Treasury Debt 500000.00 498822.21 U.S. TREASURY NOTES 2021-02-28 2.000000 Treasury Debt 742000.00 732053.65 U.S. TREASURY NOTES 2014-05-15 4.750000 Treasury Debt 298800.00 305879.10 U.S. TREASURY NOTES 2014-05-31 2.250000 Treasury Debt 406400.00 410941.00 U.S. TREASURY NOTES 2014-07-31 2.625000 Treasury Debt 200000.00 202594.73 U.S. TREASURY NOTES 2014-09-30 2.375000 Treasury Debt 604000.00 611004.39 U.S. TREASURY NOTES 2014-10-31 2.375000 Treasury Debt 222500.00 225063.21 U.S. TREASURY NOTES 2014-11-15 4.250000 Treasury Debt 35000.00 36472.41 U.S. TREASURY NOTES 2015-07-31 1.750000 Treasury Debt 460000.00 471105.55 U.S. TREASURY NOTES 2016-02-29 2.625000 Treasury Debt 424600.00 443996.25 U.S. TREASURY NOTES 2016-03-31 2.375000 Treasury Debt 1203700.00 1251603.30 U.S. TREASURY NOTES 2016-05-31 3.250000 Treasury Debt 507400.00 543416.32 U.S. TREASURY NOTES 2016-07-31 3.250000 Treasury Debt 497200.00 531278.25 U.S. TREASURY NOTES 2016-08-15 4.875000 Treasury Debt 566500.00 627736.12 U.S. TREASURY NOTES 2016-11-30 2.750000 Treasury Debt 1376000.00 1463084.42 U.S. TREASURY NOTES 2017-01-31 3.125000 Treasury Debt 1240000.00 1327709.01 U.S. TREASURY NOTES 2017-02-28 3.000000 Treasury Debt 284200.00 302730.64 U.S. TREASURY NOTES 2017-03-31 3.250000 Treasury Debt 372000.00 398480.42 U.S. TREASURY NOTES 2017-05-31 2.750000 Treasury Debt 404500.00 430981.79 U.S. TREASURY NOTES 2017-06-30 2.500000 Treasury Debt 43200.00 45569.40 U.S. TREASURY NOTES 2018-05-15 3.875000 Treasury Debt 283900.00 316891.85 U.S. TREASURY NOTES 2019-02-15 2.750000 Treasury Debt 255000.00 269183.51 U.S. TREASURY NOTES 2020-02-15 3.625000 Treasury Debt 39000.00 42862.96 First Tier Security N/A N/A 2014-05-01 2014-05-01 N N N 70000000.00 70000000.00 0.2371 N 70000000.00 70000000.00 MERRILL LYNCH NBK REPO 05/01/14 0.04% 80MRLLY$1 0000914246 Treasury Repurchase Agreement Y U.S. TREASURY NOTES 2015-01-31 2.250000 Treasury Debt 24936800.00 25479967.59 U.S. TREASURY NOTES 2017-05-31 2.750000 Treasury Debt 4996900.00 5324036.88 First Tier Security N/A N/A 2014-05-01 2014-05-01 N N N 30200000.00 30200000.00 0.1693 N 30200000.00 30200000.00 SOCIETE GENERALE SOC REPO 05/01/14 0.04% SOCREPO$1 0000865845 Treasury Repurchase Agreement Y U.S. TREASURY STRIPS 2025-11-15 0.000000 Treasury Debt 1319478.00 926933.30 U.S. TREASURY NOTES 2019-07-31 0.875000 Treasury Debt 3870600.00 3691434.74 U.S. TREASURY INFLATIONARY NOTE 2021-07-15 0.625000 Treasury Debt 49354500.00 53227671.85 U.S. TREASURY NOTES 2015-05-31 0.250000 Treasury Debt 13443700.00 13461580.12 U.S. TREASURY STRIPS 2042-02-15 0.000000 Treasury Debt 214400.00 78438.24 U.S. TREASURY STRIPS 2039-02-15 0.000000 Treasury Debt 1.00 0.41 First Tier Security N/A N/A 2014-05-01 2014-05-01 N N N 70000000.00 70000000.00 0.2371 N 70000000.00 70000000.00 US TREASURY US TREASURY NOTES 02/15/2015 0.070000% 912796DG1 Treasury Debt N First Tier Security N/A N/A 2015-02-05 2015-02-05 N N N 10000000.00 9994555.56 0.1023 N 10000000.00 9994555.56 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 15004931.67 0.0339 N 15000000.00 15004931.67 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 7507174.35 0.0508 N 7500000.00 7507174.35 US TREASURY US TREASURY NOTES 10/15/2014 0.110000% 912828RL6 Treasury Debt N First Tier Security N/A N/A 2014-10-15 2014-10-15 N N N 15000000.00 15025188.16 0.0254 N 15000000.00 15025188.16 US TREASURY US TREASURY NOTES 01/15/2015 0.120000% 912828RZ5 Treasury Debt N First Tier Security N/A N/A 2015-01-15 2015-01-15 N N N 15000000.00 15015663.33 0.0509 N 15000000.00 16015663.33 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 5000732.42 0.0509 N 5000000.00 5000732.42 US TREASURY US TREASURY NOTES 10/31/2014 0.120000% 912828TU4 Treasury Debt N First Tier Security N/A N/A 2014-10-31 2014-10-31 N N N 7500000.00 7504837.29 0.0169 N 7500000.00 7504738.29