N-MFP2 0001029068 XXXXXXXX 2017-01-31 0001029068 S000035162 2 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 N 41 41 436169083.91 467884819.98 486807599.61 488804936.43 436169083.91 467884819.98 486807599.61 488804936.43 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 345113.26 481854562.50 481837457.86 8687.82 15246326.56 466944932.38 466847561.1100 1.0000 0.0052 1.0004 1.0003 1.0003 1.0003 C000108174 10000000.00 434704488.13 434635630.6200 1.0004 1.0003 1.0003 1.0003 0.0000 64473050.80 78132822.80 163112901.02 133393519.85 71953489.65 54280595.97 89614521.00 85929778.24 395649297.74 380571602.91 0.0052 N C000108175 1000000.00 32240444.25 32211930.4900 1.0004 1.0003 1.0003 1.0003 0.0000 67768.00 1592248.88 2000622.26 46796.14 1421184.34 218337.91 166064.83 1900454.29 5511904.96 4876990.70 0.0052 N BNP PARIBAS BANK PAR REPO 2/1/2017 0.5400000% 0001146028 PARREPO$1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y U.S. TREASURY NOTE 2018-11-15 1.25 26159300.00 26269740.37 U.S. Treasuries (including strips) U.S. TREASURY NOTE 2018-10-31 0.75 12000000.00 11939472.93 U.S. Treasuries (including strips) U.S. TREASURY NOTE 2023-03-31 1.5 28603900.00 27610448.83 U.S. Treasuries (including strips) U.S. TREASURY NOTE 2017-03-15 0.75 7229200.00 7250996.88 U.S. Treasuries (including strips) U.S. TREASURY NOTE 2019-12-31 1.625 3338000.00 3357248.83 U.S. Treasuries (including strips) U.S. TREASURY BILL 2017-07-20 0 72400.00 72186.78 U.S. Treasuries (including strips) N N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.5400 75000000.00 75000000.00 0.1606 N Y Y N CREDIT AGRICOLE YPD REPO 2/1/2017 0.5400000% 0001191672 CRAGRIR$P U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y U.S. TREASURY NOTE 2020-01-31 1.375 63580500.00 63381810.94 U.S. Treasuries (including strips) N N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.5400 62139000.00 62139000.00 0.1331 N Y Y N SOCIETE GENERALE SGB REPO 2/1/2017 0.5300000% 0000865845 SOCREPO$1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y U.S. TREASURY NOTE 2023-08-31 1.375 900.00 857.28 U.S. Treasuries (including strips) TREASURY INFLATIONARY NOTE 2022-01-15 0.125 23598400.00 25443967.67 U.S. Treasuries (including strips) U.S. TREASURY BOND 2041-11-15 3.125 3185300.00 3245556.64 U.S. Treasuries (including strips) U.S. TREASURY BOND 2042-08-15 2.75 100.00 95.53 U.S. Treasuries (including strips) U.S. TREASURY BOND 2043-05-15 2.875 23006300.00 22309423.79 U.S. Treasuries (including strips) U.S. TREASURY BILL 2017-06-22 0 100.00 99.79 U.S. Treasuries (including strips) N N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.5300 50000000.00 50000000.00 0.1071 N Y Y N US TREASURY US TREASURY BILL 02/02/2017 0.000000% 912796JA8 US912796JA86 U.S. Treasury Debt N N/A N/A 2017-02-02 2017-02-02 2017-02-02 N N N 0.0000 29999629.17 29999629.17 0.0642 N Y Y N US TREASURY US TREASURY BILL 03/30/2017 0.000000% 912796JJ9 US912796JJ95 U.S. Treasury Debt N N/A N/A 2017-03-30 2017-03-30 2017-03-30 N N N 0.0000 19985275.00 19985275.00 0.0428 N Y Y N US TREASURY US TREASURY BILL 04/27/2017 0.000000% 912796JP5 US912796JP55 U.S. Treasury Debt N N/A N/A 2017-04-27 2017-04-27 2017-04-27 N N N 0.0000 14982291.67 14982291.67 0.0321 N Y Y N US TREASURY US TREASURY BILL 06/22/2017 0.000000% 912796JX8 US912796JX89 U.S. Treasury Debt N N/A N/A 2017-06-22 2017-06-22 2017-06-22 N N N 0.0000 14968862.50 14968862.50 0.0321 N Y Y N US TREASURY US TREASURY BILL 07/20/2017 0.000000% 912796KB4 US912796KB41 U.S. Treasury Debt N N/A N/A 2017-07-20 2017-07-20 2017-07-20 N N N 0.0000 9971363.89 9971363.89 0.0214 N Y Y N US TREASURY US TREASURY BILL 02/09/2017 0.000000% 912796KG3 US912796KG38 U.S. Treasury Debt N N/A N/A 2017-02-09 2017-02-09 2017-02-09 N N N 0.0000 9998966.67 9998966.67 0.0214 N Y Y N US TREASURY US TREASURY BILL 02/16/2017 0.000000% 912796KH1 US912796KH11 U.S. Treasury Debt N N/A N/A 2017-02-16 2017-02-16 2017-02-16 N N N 0.0000 29994437.50 29994437.50 0.0642 N Y Y N US TREASURY US TREASURY BILL 03/09/2017 0.000000% 912796KM0 US912796KM06 U.S. Treasury Debt N N/A N/A 2017-03-09 2017-03-09 2017-03-09 N N N 0.0000 49976500.00 49976500.00 0.1070 N Y Y N US TREASURY US TREASURY BILL 03/16/2017 0.000000% 912796KN8 US912796KN88 U.S. Treasury Debt N N/A N/A 2017-03-16 2017-03-16 2017-03-16 N N N 0.0000 34982023.61 34982023.61 0.0749 N Y Y N US TREASURY US TREASURY BILL 03/23/2017 0.000000% 912796KP3 US912796KP37 U.S. Treasury Debt N N/A N/A 2017-03-23 2017-03-23 2017-03-23 N N N 0.0000 9993750.00 9993750.00 0.0214 N Y Y N US TREASURY US TREASURY BILL 04/13/2017 0.000000% 912796KS7 US912796KS75 U.S. Treasury Debt N N/A N/A 2017-04-13 2017-04-13 2017-04-13 N N N 0.0000 9990533.33 9990533.33 0.0214 N Y Y N US TREASURY US TREASURY BILL 05/04/2017 0.000000% 912796KU2 US912796KU22 U.S. Treasury Debt N N/A N/A 2017-05-04 2017-05-04 2017-05-04 N N N 0.0000 14980450.00 14980450.00 0.0321 N Y Y N US TREASURY US TREASURY BILL 05/11/2017 0.000000% 912796KY4 US912796KY44 U.S. Treasury Debt N N/A N/A 2017-05-11 2017-05-11 2017-05-11 N N N 0.0000 14979375.00 14979375.00 0.0321 N Y Y N US TREASURY US TREASURY BILL 07/13/2017 0.000000% 912796LK3 US912796LK31 U.S. Treasury Debt N N/A N/A 2017-07-13 2017-07-13 2017-07-13 N N N 0.0000 14959500.00 14959500.00 0.0320 N Y Y N US TREASURY US TREASURY BILL 08/03/2017 0.000000% 912796LM9 US912796LM96 U.S. Treasury Debt N N/A N/A 2017-08-03 2017-08-03 2017-08-03 N N N 0.0000 14952604.17 14952604.17 0.0320 N Y Y N AdvisorOne Funds 2017-02-06 /s/Brian Curley Brian Curley Principal Financial Officer/Treasurer