N-MFP LIVE N 2014-10-31 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 41 41 469208114.00 218642.00 315655.00 469111102.00 0.0007 1.0000 2014-10-31 1.0000 2014-10-31 C000108174 10000000.00 315772011.52 1.00 30274661.28 294461574.78 264186913.50 0.0007 1.0000 2014-10-31 1.0000 2014-10-31 C000108175 1000000.00 32265290.36 1.00 -6846933.56 4173474.49 11020408.05 0.0007 1.0000 2014-10-31 1.0000 2014-10-31 C000108172 100000.00 37855780.50 1.00 -4177131.49 64395.96 4241527.45 0.0007 1.0000 2014-10-31 1.0000 2014-10-31 C000108173 20000000.00 83218019.23 1.00 9762135.30 109388942.29 99626806.99 0.0007 1.0000 2014-10-31 1.0000 2014-10-31 BNP PARIBAS BANK PAR REPO 11/03/14 0.10% PARREPO$1 0001146028 Treasury Repurchase Agreement Y U.S. TREASURY INFLATIONARY NOTE 2019-01-15 2.125000 Treasury Debt 668400.00 815591.39 U.S. TREASURY NOTE 2019-05-15 3.125000 Treasury Debt 55719300.00 60462807.86 First Tier Security N/A N/A 2014-11-03 2014-11-03 N N N 60000000.00 60000000.00 0.1279 N 60000000.00 60000000.00 CREDIT SUISSE FIRST BOSTON CSF REPO 10/01/14 0.00% CSFREPO$1 0001230485 Treasury Repurchase Agreement Y U.S. TREASURY BOND 2016-05-15 7.250000 Treasury Debt 264000.00 300715.75 U.S. TREASURY BOND 2016-11-15 7.500000 Treasury Debt 130000.00 152860.88 U.S. TREASURY BOND 2018-11-15 9.000000 Treasury Debt 90000.00 121134.73 U.S. TREASURY BOND 2019-02-15 8.875000 Treasury Debt 4000000.00 5327080.25 U.S. TREASURY BOND 2021-08-15 8.125000 Treasury Debt 41000.00 57985.10 U.S. TREASURY NOTES 2014-12-15 0.250000 Treasury Debt 782800.00 783600.57 U.S. TREASURY NOTES 2015-01-15 0.250000 Treasury Debt 941200.00 942332.88 U.S. TREASURY NOTES 2015-02-28 0.250000 Treasury Debt 1880000.00 1881826.08 U.S. TREASURY NOTES 2015-10-31 1.250000 Treasury Debt 144000.00 145563.84 U.S. TREASURY NOTES 2015-11-15 0.375000 Treasury Debt 250000.00 250938.06 U.S. TREASURY NOTES 2015-12-15 0.250000 Treasury Debt 3000000.00 3005648.02 U.S. TREASURY NOTES 2015-12-31 0.250000 Treasury Debt 14905000.00 14932656.12 U.S. TREASURY NOTES 2016-04-30 2.000000 Treasury Debt 2240000.00 2295999.95 U.S. TREASURY NOTES 2016-05-31 0.375000 Treasury Debt 565000.00 566230.14 U.S. TREASURY NOTES 2016-06-30 5.000000 Treasury Debt 92000.00 92362.59 U.S. TREASURY NOTES 2016-07-15 0.625000 Treasury Debt 53000.00 53316.64 U.S. TREASURY NOTES 2016-08-15 0.625000 Treasury Debt 2000000.00 2010275.60 U.S. TREASURY NOTES 2016-08-31 0.500000 Treasury Debt 13400000.00 13433967.21 U.S. TREASURY NOTES 2016-09-30 0.500000 Treasury Debt 510000.00 510813.83 U.S. TREASURY NOTES 2016-10-31 0.375000 Treasury Debt 914000.00 911998.35 U.S. TREASURY NOTES 2016-12-15 0.625000 Treasury Debt 3820000.00 3836183.73 U.S. TREASURY NOTES 2017-02-15 0.625000 Treasury Debt 340000.00 340522.85 U.S. TREASURY NOTES 2017-04-15 0.875000 Treasury Debt 369000.00 370843.02 U.S. TREASURY NOTES 2017-08-31 1.875000 Treasury Debt 27000.00 27857.24 U.S. TREASURY NOTES 2017-10-31 1.875000 Treasury Debt 3620000.00 3719260.13 U.S. TREASURY NOTES 2018-04-30 0.625000 Treasury Debt 766000.00 752235.01 U.S. TREASURY NOTES 2018-11-30 1.250000 Treasury Debt 2200000.00 2201353.79 U.S. TREASURY NOTES 2019-02-28 1.375000 Treasury Debt 2000000.00 1997753.86 U.S. TREASURY NOTES 2020-04-30 1.125000 Treasury Debt 2760000.00 2671155.53 U.S. TREASURY NOTES 2020-06-30 1.875000 Treasury Debt 3400000.00 3440688.01 U.S. TREASURY NOTES 2021-04-30 2.250000 Treasury Debt 1000000.00 1018130.06 U.S. TREASURY NOTES 2021-05-31 2.000000 Treasury Debt 598000.00 604058.55 U.S. TREASURY NOTES 2014-11-15 4.250000 Treasury Debt 673000.00 687292.91 U.S. TREASURY NOTES 2014-11-30 2.125000 Treasury Debt 1622600.00 1639674.94 U.S. TREASURY NOTES 2014-11-30 2.125000 Treasury Debt 25000.00 25263.08 U.S. TREASURY NOTE 2015-03-31 2.500000 Treasury Debt 823300.00 833318.84 U.S. TREASURY NOTE 2015-03-31 2.500000 Treasury Debt 370600.00 375109.88 U.S. TREASURY NOTE 2015-04-30 2.500000 Treasury Debt 2536400.00 2567318.68 U.S. TREASURY NOTE 2015-07-31 1.750000 Treasury Debt 900000.00 915043.54 U.S. TREASURY NOTE 2016-05-31 3.250000 Treasury Debt 520400.00 551132.77 U.S. TREASURY NOTE 2016-07-31 3.250000 Treasury Debt 497200.00 526099.76 U.S. TREASURY NOTE 2016-08-15 4.875000 Treasury Debt 588500.00 641171.00 U.S. TREASURY NOTE 2017-01-31 3.125000 Treasury Debt 972000.00 1034268.73 U.S. TREASURY NOTE 2016-09-30 3.000000 Treasury Debt 2300.00 2416.92 U.S. TREASURY NOTE 2016-10-31 3.125000 Treasury Debt 18030000.00 18968102.46 U.S. TREASURY NOTE 2016-11-15 4.625000 Treasury Debt 5940100.00 6561432.76 U.S. TREASURY NOTE 2016-11-30 2.750000 Treasury Debt 1776000.00 1878272.66 U.S. TREASURY NOTE 2017-01-31 3.125000 Treasury Debt 200000.00 212812.50 U.S. TREASURY NOTE 2017-02-28 3.000000 Treasury Debt 3500000.00 3708828.21 U.S. TREASURY NOTE 2017-05-15 4.500000 Treasury Debt 817600.00 912102.86 U.S. TREASURY NOTE 2017-07-31 2.375000 Treasury Debt 1262000.00 1322042.81 U.S. TREASURY NOTE 2018-05-15 3.875000 Treasury Debt 987900.00 1098945.31 U.S. TREASURY NOTE 2020-02-15 3.625000 Treasury Debt 624400.00 691232.61 U.S. TREASURY NOTES 2017-07-15 0.875000 Treasury Debt 332000.00 333526.50 First Tier Security N/A N/A 2014-11-03 2014-11-03 N N N 112000000.00 112000000.00 0.2387 N 108000000.00 108000000.00 MERRILL LYNCH NBK REPO 10/01/14 0.00% 80MRLLY$1 0000914246 Treasury Repurchase Agreement Y U.S. TREASURY NOTE 2020-04-30 1.125000 Treasury Debt 36571300.00 35394070.00 First Tier Security N/A N/A 2014-11-03 2014-11-03 N N N 34700000.00 34700000.00 0.0740 N 39100000.00 39100000.00 SOCIETE GENERALE SOC REPO 10/01/14 0.00% SOCREPO$1 0000865845 Treasury Repurchase Agreement Y U.S. TREASURY NOTE 2023-08-15 2.500000 Treasury Debt 20005200.00 20566165.38 U.S. TREASURY INFLATIONARY NOTE 2017-04-15 0.125000 Treasury Debt 5753700.00 6119999.94 U.S. TREASURY NOTE 2022-02-15 2.000000 Treasury Debt 30067000.00 30112965.91 U.S. TREASURY BOND 2043-08-15 3.625000 Treasury Debt 2404400.00 2696522.38 U.S. TREASURY BOND 2029-04-15 3.875000 Treasury Debt 23866700.00 49792151.81 U.S. TREASURY STRIPS 2038-08-15 0.000000 Treasury Debt 6145793.00 2912245.47 First Tier Security N/A N/A 2014-11-03 2014-11-03 N N N 110000000.00 110000000.00 0.2345 N 108000000.00 108000.00 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 9998172.22 0.0213 N 10000000.00 9997530.55 US TREASURY US TREASURY NOTES 04/30/2015 0.060000% 912796DY2 Treasury Debt N First Tier Security N/A N/A 2015-04-30 2014-12-26 N N N 15000000.00 14995920.77 0.0320 N 20000000.00 19999761.11 US TREASURY US TREASURY NOTES 12/26/2014 0.010000% 912796EL9 Treasury Debt N First Tier Security N/A N/A 2014-12-26 2015-01-02 N N N 10000000.00 9999926.39 0.0213 N 22500000.00 22503304.15 US TREASURY US TREASURY NOTES 01/02/2015 0.010000% 912796EM7 Treasury Debt N First Tier Security N/A N/A 2015-01-02 2015-01-29 N N N 15000000.00 14999875.00 0.0320 N 15000000.00 14999806.25 US TREASURY US TREASURY NOTES 01/29/2015 0.060000% 912796ER6 Treasury Debt N First Tier Security N/A N/A 2015-01-29 2015-10-15 N N N 15000000.00 14998006.22 0.0320 N 15000000.00 14997249.95 US TREASURY US TREASURY NOTES 4/23/2015 0.500000% 912796FE4 Treasury Debt N First Tier Security N/A N/A 2015-04-15 2015-01-15 N N N 35000000.00 34991556.94 0.0746 N 25000000.00 25003851.64 US TREASURY US TREASURY NOTES 01/15/2015 0.120000% 912828RZ5 Treasury Debt N First Tier Security N/A N/A 2015-01-15 2015-10-31 N N N 32500000.00 32511170.64 0.0693 N 32500000.00 32516220.39 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 20013485.36 0.0427 N 20000000.00 20016492.23