N-MFP LIVE N 2015-09-30 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 45 45 370209634.46 1097066.70 273261.67 371033439.49 0.0010 1.0005 2015-09-30 1.0005 2015-09-30 C000108174 10000000.00 316165897.67 1.00 61396528.31 1227191329.14 1165794800.83 0.0010 1.0005 2015-09-30 1.0005 2015-09-30 C000108175 1000000.00 30091949.76 1.00 2871396.08 54828654.09 51957258.01 0.0010 1.0005 2015-09-30 1.0005 2015-09-30 C000108172 100000.00 9688374.16 1.00 -34568507.75 20155870.17 54724377.92 0.0010 1.0005 2015-09-30 1.0005 2015-09-30 C000108173 20000000.00 15087217.90 1.00 272900.49 599169493.21 598896592.72 0.0010 1.0005 2015-09-30 1.0005 2015-09-30 BNP PARIBAS BANK PAR REPO 10/01/2015 0.07% PARREPO$1 0001146028 Treasury Repurchase Agreement Y U.S. TREASURY NOTE 2019-07-31 1.625000 Treasury Debt 12230400.00 12471260.78 U.S. TREASURY NOTE 2017-05-31 2.750000 Treasury Debt 100.00 104.49 U.S. TREASURY NOTE 2022-05-15 1.750000 Treasury Debt 575300.00 580154.09 U.S. TREASURY NOTE 2020-01-31 1.375000 Treasury Debt 400.00 402.41 U.S. TREASURY NOTE 2022-08-15 1.625000 Treasury Debt 648000.00 644002.65 U.S. TREASURY BILL 2015-10-15 0.000000 Treasury Debt 600.00 600.00 TREASURY FLOATING RATE NOTE 2016-07-31 0.120000 Treasury Debt 9120000.00 9122200.44 TREASURY FLOATING NOTE 2016-07-15 2.500000 Treasury Debt 23375500.00 28181275.70 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 50000000.00 50000000.00 0.1348 N 50000000.00 50000000.00 MERRILL LYNCH NBK REPO 10/01/2015 0.11% 80MRLLY$1 0000914246 Treasury Repurchase Agreement Y U.S. TREASURY NOTE 2022-08-31 1.875000 Treasury Debt 45729100.00 46199896.16 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 45294000.00 45294000.00 0.1221 N 45294000.00 45294000.00 SOCIETE GENERALE SGB REPO 10/01/2015 0.15% SOCREPO$1 0000865845 Treasury Repurchase Agreement Y U.S. TREASURY BILL 2016-08-18 0.000000 Treasury Debt 27988100.00 27912532.13 U.S. TREASURY BOND 2019-08-15 8.125000 Treasury Debt 30000000.00 38227687.50 U.S. TREASURY BOND 2043-02-15 3.125000 Treasury Debt 6624000.00 6996442.68 U.S. TREASURY BOND 2043-08-15 3.625000 Treasury Debt 33649800.00 39063421.89 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 110000000.00 110000000.00 0.2965 N 110000000.00 110000000.00 US TREASURY US TREASURY BILL 01/07/2016 0.0000000% 912796FP9 Treasury Debt N First Tier Security N/A N/A 2016-01-07 2016-01-07 N N N 20000000.00 19991220.84 0.0539 N 19999727.78 19999727.78 US TREASURY US TREASURY BILL 03/03/2016 0.000000% 912796FZ7 Treasury Debt N First Tier Security N/A N/A 2016-03-03 2016-03-03 N N N 15000000.00 14983958.33 0.0404 N 14997754.17 14997754.17 US TREASURY US TREASURY BILL 10/08/2015 0.000000% 912796GJ2 Treasury Debt N First Tier Security N/A N/A 2015-10-08 2015-10-08 N N N 25000000.00 24999650.00 0.0674 N 25000072.92 25000072.92 US TREASURY US TREASURY BILL 10/22/2015 0.000000% 912796GK9 Treasury Debt N First Tier Security N/A N/A 2015-10-22 2015-10-22 N N N 15000000.00 14999212.50 0.0404 N 15000131.25 15000131.25 US TREASURY US TREASURY BILL 12/24/2015 0.000000% 912796GU7 Treasury Debt N First Tier Security N/A N/A 2015-12-24 2015-12-24 N N N 15000000.00 14997200.03 0.0404 N 15000525.00 15000525.00 US TREASURY US TREASURY BILL 12/31/2015 0.000000% 912796GV5 Treasury Debt N First Tier Security N/A N/A 2015-12-31 2015-12-31 N N N 15000000.00 14995829.18 0.0404 N 15000379.17 15000379.17 US TREASURY US TREASURY BILL 01/14/2016 0.000000% 912796GX1 Treasury Debt N First Tier Security N/A N/A 2016-01-14 2016-01-14 N N N 15000000.00 14995625.00 0.0404 N 14999781.25 14999781.25 US TREASURY US TREASURY BILL 02/25/2016 0.000000% 912796HD4 Treasury Debt N First Tier Security N/A N/A 2016-02-25 2016-02-25 N N N 10000000.00 9995385.84 0.0269 N 9998979.17 9998979.17 US TREASURY US TREASURY BILL 03/10/2016 0.000000% 912796HF9 Treasury Debt N First Tier Security N/A N/A 2016-03-10 2016-03-10 N N N 20000000.00 19975402.74 0.0538 N 19996869.44 19996869.44 US TREASURY US TREASURY BILL 03/17/2016 0.000000% 912796HG7 Treasury Debt N First Tier Security N/A N/A 2016-03-17 2016-03-17 N N N 15000000.00 14982150.00 0.0404 N 14997550.00 14997550.00