N-MFP LIVE N 2014-07-31 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 39 39 469100373.28 297343.33 218547.98 469179168.63 0.0007 1.0000 2014-07-31 1.0000 2014-07-31 C000108174 10000000.00 251823997.58 1.00 73479041.30 185108840.90 111629799.60 0.0007 1.0000 2014-07-31 1.0000 2014-07-31 C000108175 1000000.00 39001824.80 1.00 6208618.28 9632456.66 3423838.38 0.0007 1.0000 2014-07-31 1.0000 2014-07-31 C000108172 100000.00 53363556.07 1.00 7110612.55 7110612.55 0.00 0.0007 1.0000 2014-07-31 1.0000 2014-07-31 C000108173 20000000.00 124989790.18 1.00 27318974.03 106390876.16 79071902.13 0.0007 1.0000 2014-07-31 1.0000 2014-07-31 BNP PARIBAS BANK PAR REPO 08/01/14 0.07% PARREPO$1 0001146028 Treasury Repurchase Agreement Y U.S. TREASURY INFLATIONARY NOTE 2018-01-15 1.625000 Treasury Debt 8754500.00 11020748.65 U.S. TREASURY BOND 2015-11-15 9.875000 Treasury Debt 769100.00 880436.73 U.S. TREASURY NOTE 2019-05-15 3.125000 Treasury Debt 47936000.00 51338915.42 First Tier Security N/A N/A 2014-08-01 2014-08-01 N N N 62000000.00 62000000.00 0.1321 N 62000000.00 62000000.00 CREDIT SUISSE FIRST BOSTON CSF REPO 08/01/14 0.06% CSFREPO$1 0001230485 Treasury Repurchase Agreement Y U.S. TREASURY NOTES 2014-09-30 0.250000 Treasury Debt 79000.00 79090.32 U.S. TREASURY NOTES 2014-12-31 0.125000 Treasury Debt 40800.00 40812.05 U.S. TREASURY NOTES 2015-02-15 0.250000 Treasury Debt 1930500.00 1934527.80 U.S. TREASURY NOTES 2015-04-30 0.125000 Treasury Debt 1769000.00 1769959.72 U.S. TREASURY NOTES 2015-05-15 0.250000 Treasury Debt 2000000.00 2003386.02 U.S. TREASURY NOTES 2015-09-30 1.250000 Treasury Debt 2979400.00 3028579.98 U.S. TREASURY NOTES 2015-10-31 0.250000 Treasury Debt 33400.00 33439.25 U.S. TREASURY NOTES 2016-01-15 0.375000 Treasury Debt 1727000.00 1729371.26 U.S. TREASURY NOTES 2016-04-30 0.375000 Treasury Debt 60000.00 59990.85 U.S. TREASURY NOTES 2016-05-31 0.375000 Treasury Debt 100000.00 99857.44 U.S. TREASURY NOTES 2016-06-30 1.500000 Treasury Debt 200000.00 203900.72 U.S. TREASURY NOTES 2016-07-15 0.625000 Treasury Debt 2000000.00 2003203.63 U.S. TREASURY NOTES 2016-09-15 0.875000 Treasury Debt 490000.00 493905.93 U.S. TREASURY NOTES 2017-01-31 0.875000 Treasury Debt 1345000.00 1346264.25 U.S. TREASURY NOTES 2017-03-15 0.750000 Treasury Debt 2261000.00 2260031.71 U.S. TREASURY NOTES 2017-03-15 0.750000 Treasury Debt 1901000.00 1900185.88 U.S. TREASURY NOTES 2017-04-15 0.875000 Treasury Debt 437000.00 437641.54 U.S. TREASURY NOTES 2017-05-31 0.625000 Treasury Debt 340000.00 336954.16 U.S. TREASURY NOTES 2017-06-15 0.875000 Treasury Debt 2580000.00 2573900.32 U.S. TREASURY NOTES 2017-07-15 0.875000 Treasury Debt 2530200.00 2520485.16 U.S. TREASURY NOTES 2017-07-15 0.875000 Treasury Debt 275000.00 273944.12 U.S. TREASURY NOTES 2017-09-30 0.625000 Treasury Debt 1021000.00 1006454.12 U.S. TREASURY NOTES 2017-09-30 1.875000 Treasury Debt 41598800.00 42794763.12 U.S. TREASURY NOTES 2018-01-31 2.625000 Treasury Debt 2491900.00 2603836.07 U.S. TREASURY NOTES 2018-03-31 2.875000 Treasury Debt 200000.00 212588.67 U.S. TREASURY NOTES 2018-05-31 2.375000 Treasury Debt 17973000.00 18664751.80 U.S. TREASURY NOTES 2018-10-31 1.250000 Treasury Debt 3115000.00 3080688.28 U.S. TREASURY NOTES 2018-11-30 1.250000 Treasury Debt 200000.00 197338.66 U.S. TREASURY NOTES 2019-02-28 1.500000 Treasury Debt 425000.00 424097.47 U.S. TREASURY NOTES 2019-04-30 1.625000 Treasury Debt 275000.00 274805.45 U.S. TREASURY NOTES 2019-07-31 1.625000 Treasury Debt 500000.00 496478.50 U.S. TREASURY NOTES 2019-12-31 1.125000 Treasury Debt 1547000.00 1487065.66 U.S. TREASURY NOTES 2020-06-30 1.875000 Treasury Debt 2585000.00 2569695.59 U.S. TREASURY NOTES 2020-07-31 2.000000 Treasury Debt 3000000.00 299694.01 U.S. TREASURY NOTES 2020-09-30 2.000000 Treasury Debt 3060000.00 3067027.86 U.S. TREASURY NOTES 2021-02-28 2.000000 Treasury Debt 2285000.00 2279733.55 U.S. TREASURY NOTES 2021-03-31 2.250000 Treasury Debt 600000.00 606935.98 U.S. TREASURY NOTES 2021-04-30 2.250000 Treasury Debt 2200000.00 2219591.12 U.S. TREASURY NOTES 2021-05-31 2.000000 Treasury Debt 100000.00 98955.40 U.S. TREASURY NOTES 2021-06-30 2.125000 Treasury Debt 500000.00 497690.05 U.S. TREASURY NOTES 2015-03-31 2.500000 Treasury Debt 47600.00 48760.65 U.S. TREASURY NOTES 2015-04-30 2.500000 Treasury Debt 1117900.00 1145020.30 U.S. TREASURY NOTES 2015-05-15 4.125000 Treasury Debt 1000000.00 1040351.15 U.S. TREASURY NOTES 2015-05-31 2.125000 Treasury Debt 38000.00 38768.42 U.S. TREASURY NOTES 2016-07-31 3.250000 Treasury Debt 497200.00 523844.98 U.S. TREASURY NOTES 2016-09-30 3.000000 Treasury Debt 5000.00 5304.70 U.S. TREASURY NOTES 2016-11-30 2.750000 Treasury Debt 1061000.00 1115676.88 U.S. TREASURY NOTES 2018-11-15 3.750000 Treasury Debt 819000.00 899971.63 U.S. TREASURY NOTES 2019-11-15 3.375000 Treasury Debt 2795000.00 3035067.70 U.S. TREASURY NOTES 2020-02-15 3.625000 Treasury Debt 1722400.00 1909285.54 U.S. TREASURY NOTES 2020-02-15 3.625000 Treasury Debt 300000.00 332550.90 U.S. TREASURY NOTES 2020-05-15 3.500000 Treasury Debt 200000.00 218574.67 First Tier Security N/A N/A 2014-08-01 2014-08-01 N N N 116000000.00 116000000.00 0.2472 N 116000000.00 116000000.00 MERRILL LYNCH NBK REPO 08/01/14 0.08% 80MRLLY$1 0000914246 Treasury Repurchase Agreement Y U.S. TREASURY NOTE 2020-07-31 2.000000 Treasury Debt 4608900.00 4603857.86 U.S. TREASURY NOTE 2018-12-31 1.375000 Treasury Debt 39141200.00 38746198.28 First Tier Security N/A N/A 2014-08-01 2014-08-01 N N N 42500000.00 42500000.00 0.0906 N 42500000.00 42500000.00 SOCIETE GENERALE SOC REPO 08/01/14 0.07% SOCREPO$1 0000865845 Treasury Repurchase Agreement Y U.S. TREASURY NOTE 2014-09-30 0.250000 Treasury Debt 7300400.00 7308746.79 U.S. TREASURY NOTE 2020-05-31 1.375000 Treasury Debt 37342000.00 36155632.21 U.S. TREASURY NOTE 2016-04-30 2.625000 Treasury Debt 2311400.00 2414330.11 U.S. TREASURY NOTE 2021-02-15 3.625000 Treasury Debt 8070700.00 8956442.60 U.S. TREASURY INFLATIONARY NOTE 2022-01-15 0.125000 Treasury Debt 36451900.00 38340868.50 U.S. TREASURY BILL 2014-10-30 0.000000 Treasury Debt 4120500.00 4120079.71 U.S. TREASURY STRIPS 2026-08-15 0.000000 Treasury Debt 30000000.00 21024000.00 First Tier Security N/A N/A 2014-08-01 2014-08-01 N N N 116000000.00 116000000.00 0.2472 N 116000000.00 116000000.00 US TREASURY US TREASURY NOTES 02/05/2015 0.070000% 912796DG1 Treasury Debt N First Tier Security N/A N/A 2015-02-05 2015-02-05 N N N 10000000.00 9996344.45 0.0213 N 10000000.00 9996344.45 US TREASURY US TREASURY NOTES 01/29/2015 0.060000% 912796ER6 Treasury Debt N First Tier Security N/A N/A 2015-01-29 2015-01-29 N N N 15000000.00 14996229.17 0.0320 N 15000000.00 14996229.17 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 10038091.36 0.0214 N 10000000.00 10038091.36 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 7500947.56 0.0160 N 7500000.00 7500947.56 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 25020633.79 0.0533 N 25000000.00 25020633.79 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 22516431.09 0.0480 N 22500000.00 22516431.09 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 22500000.00 22510022.61 0.0480 N 22500000.00 22510022.61 US TREASURY US TREASURY NOTES 03/31/2015 0.080000% 912828UT5 Treasury Debt N First Tier Security N/A N/A 2015-03-31 2015-03-31 N N N 20000000.00 20022050.38 0.0427 N 22500000.00 20022050.38