N-MFP LIVE N 2016-01-31 0001029068 S000035162 2 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 32 32 439361573.44 369391.26 396229.01 439334735.69 0.0034 1.0003 2016-01-31 1.0003 2016-01-31 C000108174 10000000.00 404097670.13 1.00 11746971.65 296420461.74 284673490.09 0.0034 1.0003 2016-01-31 1.0003 2016-01-31 C000108175 1000000.00 35237065.56 1.00 2267404.66 8658974.44 6391569.78 0.0034 1.0003 2016-01-31 1.0003 2016-01-31 BNP PARIBAS BANK PAR REPO 2/1/2016 0.3500000% None PARREPO$1 0001146028 Treasury Repurchase Agreement Y U.S. TREASURY NOTE 2020-11-30 2.000000 Treasury Debt 500000.00 515076.84 U.S. TREASURY NOTE 2022-09-30 1.750000 Treasury Debt 200.00 201.66 U.S. TREASURY NOTE 2021-06-30 2.125000 Treasury Debt 100.00 103.37 U.S. TREASURY NOTE 2021-05-31 2.000000 Treasury Debt 100.00 102.91 U.S. TREASURY NOTE 2016-05-31 3.250000 Treasury Debt 22005600.00 22325712.58 U.S. TREASURY NOTE 2021-05-15 3.125000 Treasury Debt 2819900.00 3071347.31 U.S. TREASURY NOTE 2016-03-31 0.375000 Treasury Debt 82100.00 82201.78 U.S. TREASURY NOTE 2020-02-29 1.250000 Treasury Debt 113100.00 113492.05 U.S. TREASURY NOTE 2017-02-28 3.000000 Treasury Debt 6160100.00 6389594.86 U.S. TREASURY NOTE 2021-02-15 3.625000 Treasury Debt 11656700.00 13065125.53 U.S. TREASURY NOTE 2019-12-31 1.125000 Treasury Debt 5299900.00 5277323.97 U.S. TREASURY BILL 2016-09-15 0.000000 Treasury Debt 159900.00 159458.84 TREASURY FLOATING RATE NOTE 2016-07-31 0.375000 Treasury Debt 300.00 300.21 First Tier Security 2016-02-01 2016-02-01 N N N 50000000.00 50000000.00 0.1138 N 50000000.00 50000000.00 CREDIT SUISSE FIRST BOSTON CSF REPO 2/1/2016 0.3500000% None CSFREPO$1 0001230485 Treasury Repurchase Agreement Y U.S. TREASURY BOND 2016-02-15 9.250000 Treasury Debt 766000.00 801279.56 U.S. TREASURY BOND 2016-05-15 7.250000 Treasury Debt 656310.00 679220.58 U.S. TREASURY BOND 2017-08-15 8.875000 Treasury Debt 25900.00 30172.60 U.S. TREASURY BOND 2018-05-15 9.125000 Treasury Debt 941900.00 1136469.66 U.S. TREASURY BOND 2019-02-15 8.875000 Treasury Debt 243900.00 311259.09 U.S. TREASURY BOND 2020-05-15 8.750000 Treasury Debt 1648000.00 2186910.57 U.S. TREASURY BOND 2020-08-15 8.750000 Treasury Debt 2074000.00 2830964.03 U.S. TREASURY BOND 2021-05-15 8.125000 Treasury Debt 839900.00 1137233.89 U.S. TREASURY BOND 2021-11-15 8.000000 Treasury Debt 1798900.00 2471317.10 U.S. TREASURY BOND 2022-11-15 7.625000 Treasury Debt 769600.00 1075824.47 U.S. TREASURY NOTE 2016-03-31 0.375000 Treasury Debt 1440950.00 1442822.86 U.S. TREASURY NOTE 2016-03-31 2.250000 Treasury Debt 782100.00 790349.96 U.S. TREASURY NOTE 2016-05-31 0.375000 Treasury Debt 1278400.00 1278968.59 U.S. TREASURY NOTE 2016-05-31 1.750000 Treasury Debt 727600.00 732845.14 U.S. TREASURY NOTE 2016-07-15 0.625000 Treasury Debt 622000.00 622491.60 U.S. TREASURY NOTE 2016-09-30 1.000000 Treasury Debt 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2022-02-15 2.000000 Treasury Debt 670000.00 692073.89 U.S. TREASURY NOTE 2022-08-15 1.625000 Treasury Debt 46000.00 46188.34 U.S. TREASURY NOTE 2016-02-15 4.500000 Treasury Debt 270000.00 276026.73 U.S. TREASURY NOTE 2016-02-29 2.625000 Treasury Debt 17600.00 17824.92 U.S. TREASURY NOTE 2016-03-31 2.375000 Treasury Debt 2211700.00 2236519.18 U.S. TREASURY NOTE 2016-05-31 3.250000 Treasury Debt 214300.00 217445.44 U.S. TREASURY NOTE 2016-06-30 3.250000 Treasury Debt 784200.00 795350.76 U.S. TREASURY NOTE 2016-07-31 3.250000 Treasury Debt 768200.00 791117.95 U.S. TREASURY NOTE 2016-08-31 3.000000 Treasury Debt 45800.00 47023.55 U.S. TREASURY NOTE 2016-09-30 3.000000 Treasury Debt 852300.00 874568.94 U.S. TREASURY NOTE 2016-12-31 3.250000 Treasury Debt 348300.00 357407.79 U.S. TREASURY NOTE 2017-05-31 2.750000 Treasury Debt 554500.00 571621.95 U.S. TREASURY NOTE 2018-05-15 3.875000 Treasury Debt 866900.00 932571.39 TREASURY FLOATING RATE NOTE 2016-01-31 0.045000 Treasury Debt 916300.00 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