N-MFP LIVE N 2014-05-31 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 371140656.53 289880.07 219078.92 371211457.68 0.0006 1.0000 2014-05-31 1.0000 2014-05-31 C000108174 10000000.00 212889911.25 1.00 58676273.44 151504502.37 92828228.93 0.0006 1.0000 2014-05-31 1.0000 2014-05-31 C000108175 1000000.00 32870222.51 1.00 2466931.45 5567068.98 3100137.53 0.0006 1.0000 2014-05-31 1.0000 2014-05-31 C000108172 100000.00 44490570.47 1.00 1130559.59 1134159.59 3600.00 0.0006 1.0000 2014-05-31 1.0000 2014-05-31 C000108173 20000000.00 80960753.45 1.00 13666396.04 120324584.93 106658188.89 0.0006 1.0000 2014-05-31 1.0000 2014-05-31 BNP PARIBAS BANK PAR REPO 06/02/14 0.07% PARREPO$1 0001146028 Treasury Repurchase Agreement Y U.S. TREASURY BOND 2021-02-15 7.875000 Treasury Debt 40030200.00 56084804.46 U.S. TREASURY INFLATIONARY NOTE 2017-04-15 0.125000 Treasury Debt 4754300.00 5115279.66 First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 60000000.00 60000000.00 0.1616 N 60000000.00 60000000.00 CREDIT SUISSE FIRST BOSTON CSF REPO 06/02/14 0.05% CSFREPO$1 0001230485 Treasury Repurchase Agreement Y U.S. TREASURY BOND 2016-02-15 9.250000 Treasury Debt 916000.00 1081030.75 U.S. TREASURY BOND 2016-05-15 7.250000 Treasury Debt 5200.00 5914.71 U.S. TREASURY BOND 2016-11-15 7.500000 Treasury Debt 731000.00 857672.91 U.S. TREASURY BOND 2018-05-15 9.125000 Treasury Debt 322000.00 423220.55 U.S. TREASURY BOND 2018-11-15 9.000000 Treasury Debt 749000.00 1002430.44 U.S. TREASURY BOND 2020-02-15 8.500000 Treasury Debt 1046000.00 1461910.48 U.S. TREASURY BOND 2020-08-15 8.750000 Treasury Debt 646700.00 927955.10 U.S. TREASURY BOND 2021-02-15 7.875000 Treasury Debt 73000.00 102277.69 U.S. TREASURY BOND 2021-05-15 8.12500 Treasury Debt 470000.00 661356.59 U.S. TREASURY NOTES 2014-05-31 0.250000 Treasury Debt 229300.00 229575.89 U.S. TREASURY NOTES 2014-06-30 0.250000 Treasury Debt 327800.00 328178.93 U.S. TREASURY NOTES 2014-06-30 0.250000 Treasury Debt 61000.00 61070.51 U.S. TREASURY NOTES 2014-08-31 0.250000 Treasury Debt 205000.00 205223.07 U.S. TREASURY NOTES 2014-09-30 0.250000 Treasury Debt 940100.00 941077.57 U.S. TREASURY NOTES 2014-10-15 0.500000 Treasury Debt 623000.00 624404.77 U.S. TREASURY NOTES 2014-10-31 0.250000 Treasury Debt 1647300.00 1648854.69 U.S. TREASURY NOTES 2014-11-30 0.250000 Treasury Debt 626200.00 627542.04 U.S. TREASURY NOTES 2014-12-15 0.250000 Treasury Debt 2030000.00 2034303.88 U.S. TREASURY NOTES 2014-12-31 0.125000 Treasury Debt 189800.00 189949.56 U.S. TREASURY NOTES 2015-01-15 0.250000 Treasury Debt 2000000.00 2004044.53 U.S. TREASURY NOTES 2015-02-15 0.250000 Treasury Debt 1901900.00 1905643.44 U.S. TREASURY NOTES 2015-03-31 0.250000 Treasury Debt 370900.00 371560.17 U.S. TREASURY NOTES 2015-04-15 0.375000 Treasury Debt 851700.00 854290.04 U.S. TREASURY NOTES 2015-04-30 0.125000 Treasury Debt 1867000.00 1867918.52 U.S. TREASURY NOTES 2015-05-15 0.250000 Treasury Debt 2000000.00 2003083.71 U.S. TREASURY NOTES 2015-05-15 0.250000 Treasury Debt 41200.00 41263.52 U.S. TREASURY NOTES 2015-06-30 0.375000 Treasury Debt 1600000.00 1606982.23 U.S. TREASURY NOTES 2015-07-31 0.250000 Treasury Debt 107000.00 107238.81 U.S. TREASURY NOTES 2015-10-31 0.250000 Treasury Debt 1902000.00 1904099.35 U.S. TREASURY NOTES 2015-11-30 0.250000 Treasury Debt 1350000.00 1352456.15 U.S. TREASURY NOTES 2016-01-31 0.375000 Treasury Debt 273600.00 274481.73 U.S. TREASURY NOTES 2016-05-15 0.250000 Treasury Debt 1095000.00 1092932.60 U.S. TREASURY NOTES 2016-06-15 0.500000 Treasury Debt 257000.00 258207.95 U.S. TREASURY NOTES 2016-07-15 0.625000 Treasury Debt 207000.00 208403.61 U.S. TREASURY NOTES 2014-05-31 2.250000 Treasury Debt 406400.00 410946.86 U.S. TREASURY NOTES 2014-09-30 2.375000 Treasury Debt 604000.00 611020.60 U.S. TREASURY NOTES 2014-10-31 2.375000 Treasury Debt 622500.00 629712.33 U.S. TREASURY NOTES 2015-02-15 4.000000 Treasury Debt 2580000.00 2681501.56 U.S. TREASURY NOTES 2015-03-31 2.500000 Treasury Debt 2756600.00 2823470.64 U.S. TREASURY NOTES 2015-04-30 2.500000 Treasury Debt 1536400.00 1573439.61 U.S. TREASURY NOTES 2015-07-31 1.750000 Treasury Debt 460000.00 471344.86 U.S. TREASURY NOTES 2016-02-29 2.625000 Treasury Debt 480600.00 503544.41 U.S. TREASURY NOTES 2016-03-31 2.375000 Treasury Debt 1203700.00 1254367.82 U.S. TREASURY NOTES 2016-05-31 3.250000 Treasury Debt 507400.00 544892.19 U.S. TREASURY NOTES 2016-07-31 3.250000 Treasury Debt 497200.00 532851.07 U.S. TREASURY NOTES 2016-08-15 4.875000 Treasury Debt 566500.00 629713.18 U.S. TREASURY NOTES 2016-11-15 4.625000 Treasury Debt 413100.00 455122.69 U.S. TREASURY NOTES 2017-02-15 4.625000 Treasury Debt 790000.00 885113.80 U.S. TREASURY NOTES 2017-05-15 4.500000 Treasury Debt 817600.00 908528.80 U.S. TREASURY NOTES 2017-06-30 2.500000 Treasury Debt 143200.00 152022.43 U.S. TREASURY NOTES 2018-05-15 3.875000 Treasury Debt 283900.00 314336.80 U.S. TREASURY NOTES 2019-11-15 3.375000 Treasury Debt 905200.00 989895.67 U.S. TREASURY NOTES 2016-08-15 0.625000 Treasury Debt 320965.00 322796.30 U.S. TREASURY NOTES 2016-08-31 1.000000 Treasury Debt 99000.00 100451.62 U.S. TREASURY NOTES 2016-10-15 0.625000 Treasury Debt 132000.00 132431.44 U.S. TREASURY NOTES 2016-11-15 0.625000 Treasury Debt 535500.00 536557.45 U.S. TREASURY NOTES 2016-12-15 0.625000 Treasury Debt 198000.00 198731.23 U.S. TREASURY NOTES 2016-12-31 0.875000 Treasury Debt 969200.00 979382.22 U.S. TREASURY NOTES 2017-01-31 0.875000 Treasury Debt 1910500.00 1927496.48 U.S. TREASURY NOTES 2017-03-15 0.750000 Treasury Debt 1919000.00 1925348.39 U.S. TREASURY NOTES 2017-03-15 0.750000 Treasury Debt 150000.00 150496.23 U.S. TREASURY NOTES 2017-04-15 0.875000 Treasury Debt 611000.00 614186.90 U.S. TREASURY NOTES 2017-04-15 0.875000 Treasury Debt 200000.00 201043.18 U.S. TREASURY NOTES 2017-05-15 0.875000 Treasury Debt 250000.00 250949.17 U.S. TREASURY NOTES 2017-12-31 2.750000 Treasury Debt 1482000.00 1589200.48 U.S. TREASURY NOTES 2018-01-31 2.625000 Treasury Debt 2491900.00 2654544.10 U.S. TREASURY NOTES 2018-03-31 2.875000 Treasury Debt 765800.00 820082.32 U.S. TREASURY NOTES 2018-04-30 0.625000 Treasury Debt 100000.00 98011.95 U.S. TREASURY NOTES 2018-06-30 2.375000 Treasury Debt 919600.00 971760.83 U.S. TREASURY NOTES 2018-07-31 1.375000 Treasury Debt 270000.00 272570.41 U.S. TREASURY NOTES 2018-07-31 1.375000 Treasury Debt 155300.00 156778.46 U.S. TREASURY NOTES 2018-11-30 1.250000 Treasury Debt 2425000.00 2427587.29 U.S. TREASURY NOTES 2018-11-30 1.250000 Treasury Debt 498100.00 498631.43 U.S. TREASURY NOTES 2018-11-30 1.375000 Treasury Debt 226100.00 227840.34 U.S. TREASURY NOTES 2018-12-31 1.500000 Treasury Debt 2873000.00 2904331.51 U.S. TREASURY NOTES 2019-01-31 1.500000 Treasury Debt 2000000.00 2016901.97 U.S. TREASURY NOTES 2019-03-31 1.500000 Treasury Debt 143800.00 144423.96 U.S. TREASURY NOTES 2019-03-31 1.625000 Treasury Debt 2403000.00 2427423.86 U.S. TREASURY NOTES 2019-04-30 1.625000 Treasury Debt 574000.00 578347.86 U.S. TREASURY NOTES 2019-05-31 1.125000 Treasury Debt 995000.00 981750.66 U.S. TREASURY NOTES 2019-06-30 1.000000 Treasury Debt 2050000.00 2003083.01 U.S. TREASURY NOTES 2019-07-31 0.875000 Treasury Debt 435700.00 421703.74 U.S. TREASURY NOTES 2020-02-29 1.250000 Treasury Debt 653300.00 637967.76 U.S. TREASURY NOTES 2020-03-31 1.125000 Treasury Debt 607200.00 586879.60 U.S. TREASURY NOTES 2020-06-30 1.875000 Treasury Debt 2000000.00 2022258.52 U.S. TREASURY NOTES 2020-08-31 2.125000 Treasury Debt 732400.00 747695.99 U.S. TREASURY NOTES 2020-09-30 2.000000 Treasury Debt 1600000.00 1616621.78 U.S. TREASURY NOTES 2020-11-30 2.000000 Treasury Debt 980000.00 994234.67 U.S. TREASURY NOTES 2021-03-31 2.250000 Treasury Debt 755000.00 770408.43 U.S. TREASURY NOTES 2021-04-30 2.250000 Treasury Debt 50000.00 50888.71 First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 80000000.00 80000000.00 0.2155 N 80000000.00 80000000.00 MERRILL LYNCH NBK REPO 06/02/14 0.05% 80MRLLY$1 0000914246 Treasury Repurchase Agreement Y U.S. TREASURY INFLATIONARY NOTE 2021-01-15 1.125000 Treasury Debt 31828500.00 37434084.83 First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 36700000.00 36700000.00 0.0989 N 36700000.00 36700000.00 SOCIETE GENERALE SOC REPO 06/02/14 0.06% SOCREPO$1 0000865845 Treasury Repurchase Agreement Y U.S. TREASURY STRIPS 2027-02-15 0.000000 Treasury Debt 3564859.00 2462141.17 U.S. TREASURY INFLATIONARY NOTE 2018-04-15 0.125000 Treasury Debt 66696000.00 70503243.87 U.S. TREASURY INFLATIONARY NOTE 2021-01-15 1.125000 Treasury Debt 867700.00 1020614.14 U.S. TREASURY STRIPS 2042-02-15 0.000000 Treasury Debt 8439500.00 3265326.94 U.S. TREASURY BILL 2014-08-21 0.000000 Treasury Debt 5391900.00 5391398.55 U.S. TREASURY STRIPS 2015-11-15 0.000000 Treasury Debt 1000000.00 997350.00 First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 82000000.00 82000000.00 0.2209 N 82000000.00 82000000.00 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 9995177.78 0.0269 N 10000000.00 9995177.78 US TREASURY US TREASURY NOTES 11/06/2014 0.070000% 912796ED7 Treasury Debt N First Tier Security N/A N/A 2014-11-06 2014-11-06 N N N 10000000.00 9998015.69 0.0269 N 10000000.00 9998015.69 US TREASURY US TREASURY NOTES 09/30/2014 0.050000% 912828LQ1 Treasury Debt N First Tier Security N/A N/A 2014-09-30 2014-09-30 N N N 10000000.00 10076182.73 0.0271 N 10000000.00 10076182.73 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 7505008.52 0.0202 N 7500000.00 7505008.52 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 25000000.00 25037140.81 0.0674 N 25000000.00 25037140.81 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 22500000.00 22522334.48 0.0607 N 22500000.00 22522334.48 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 19800000.00 19802805.12 0.0533 N 19800000.00 19802805.12 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 7503991.42 0.0202 N 7500000.00 7503991.42