N-MFP2 0001029068 XXXXXXXX 2017-06-30 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 50 50 410602788.57 423873852.03 418616117.96 427847508.17 372849237.18 410602788.57 423873852.03 418616117.96 427847508.17 372849237.18 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 13473.08 372824895.00 372835764.10 50761.43 359005.98 372540992.63 372439608.8200 1.0000 0.0095 0.9996 1.0001 1.0001 1.0002 1.0002 C000108174 10000000.00 344088169.48 343935563.3500 0.9996 1.0001 1.0001 1.0002 1.0002 14431136.73 1651305.59 39567966.99 26628610.45 23920773.93 28936894.31 47236919.41 35911770.57 64311087.48 120913196.75 192226107.50 218940973.35 0.0095 Y $12,794.49 C000108175 1000000.00 28532823.15 28504045.4700 0.9996 1.0001 1.0001 1.0002 1.0002 804480.00 0.00 1555582.35 1205420.51 868819.52 1177787.68 52876.05 2172445.78 1646001.77 116714.52 4409148.19 4672368.49 0.0095 N BNP PARIBAS BANK PAR REPO 7/3/2017 1.0800000% 0001146028 PARREPO$1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y U.S. TREASURY BOND 2039-08-15 4.500000 23419600.00 30853139.54 U.S. Treasuries (including strips) U.S. TREASURY BOND 2029-08-15 6.125000 600.00 852.30 U.S. Treasuries (including strips) TREASURY INFLATIONARY BOND 2045-02-15 0.750000 2212200.00 2172562.10 U.S. Treasuries (including strips) U.S. TREASURY NOTE 2018-02-28 0.750000 43501300.00 43473520.64 U.S. Treasuries (including strips) N N/A N/R 2017-07-03 2017-07-03 2017-07-03 N N N 1.0800 75000000.00 75000000.00 0.2013 N Y Y N CREDIT AGRICOLE YPD REPO 7/3/2017 1.0600000% 0001191672 CRAGRIR$P U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y U.S. TREASURY NOTE 2021-12-31 2.000000 28663400.00 28911911.68 U.S. Treasuries (including strips) N N/A N/R 2017-07-03 2017-07-03 2017-07-03 N N N 1.0600 28345000.00 28345000.00 0.0761 N Y Y N SOCIETE GENERALE SGB REPO 7/3/2017 1.1000000% 0000865845 SOCREPO$1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y U.S. TREASURY BOND 2044-05-15 3.375000 16135800.00 17972517.94 U.S. Treasuries (including strips) U.S. TREASURY BOND 2044-02-15 3.625000 6297600.00 7372402.87 U.S. Treasuries (including strips) U.S. TREASURY BILL 2017-11-09 0.000000 300.00 298.85 U.S. Treasuries (including strips) TREASURY INFLATIONARY NOTE 2022-07-15 0.125000 33699300.00 35854838.47 U.S. Treasuries (including strips) N N/A N/R 2017-07-03 2017-07-03 2017-07-03 N N N 1.1000 60000000.00 60000000.00 0.1611 N Y Y N US TREASURY US TREASURY BILL 07/20/2017 0.000000% 912796KB4 US912796KB41 U.S. Treasury Debt N N/A N/R 2017-07-20 2017-07-20 2017-07-20 N N N 0.0000 24990837.50 24990837.50 0.0671 N Y Y N US TREASURY US TREASURY BILL 08/17/2017 0.000000% 912796KF5 US912796KF54 U.S. Treasury Debt N N/A N/R 2017-08-17 2017-08-17 2017-08-17 N N N 0.0000 9988765.00 9988765.00 0.0268 N Y Y N US TREASURY US TREASURY BILL 10/12/2017 0.000000% 912796KR9 US912796KR92 U.S. Treasury Debt N N/A N/R 2017-10-12 2017-10-12 2017-10-12 N N N 0.0000 9971180.00 9971180.00 0.0268 N Y Y N US TREASURY US TREASURY BILL 11/09/2017 0.000000% 912796KX6 US912796KX60 U.S. Treasury Debt N N/A N/R 2017-11-09 2017-11-09 2017-11-09 N N N 0.0000 9962540.00 9962540.00 0.0267 N Y Y N US TREASURY US TREASURY BILL 12/07/2017 0.000000% 912796LB3 US912796LB32 U.S. Treasury Debt N N/A N/R 2017-12-07 2017-12-07 2017-12-07 N N N 0.0000 9953555.00 9953555.00 0.0267 N Y Y N US TREASURY US TREASURY BILL 07/13/2017 0.000000% 912796LK3 US912796LK31 U.S. Treasury Debt N N/A N/R 2017-07-13 2017-07-13 2017-07-13 N N N 0.0000 14996790.00 14996790.00 0.0403 N Y Y N US TREASURY US TREASURY BILL 08/03/2017 0.000000% 912796LM9 US912796LM96 U.S. Treasury Debt N N/A N/R 2017-08-03 2017-08-03 2017-08-03 N N N 0.0000 14989057.50 14989057.50 0.0402 N Y Y N US TREASURY US TREASURY BILL 08/31/2017 0.000000% 912796LR8 US912796LR83 U.S. Treasury Debt N N/A N/R 2017-08-31 2017-08-31 2017-08-31 N N N 0.0000 24962412.50 24962412.50 0.0670 N Y Y N US TREASURY US TREASURY BILL 09/28/2017 0.000000% 912796LV9 US912796LV95 U.S. Treasury Debt N N/A N/R 2017-09-28 2017-09-28 2017-09-28 N N N 0.0000 14963565.00 14963565.00 0.0402 N Y Y N US TREASURY US TREASURY BILL 10/05/2017 0.000000% 912796LW7 US912796LW78 U.S. Treasury Debt N N/A N/R 2017-10-05 2017-10-05 2017-10-05 N N N 0.0000 9973630.00 9973630.00 0.0268 N Y Y N US TREASURY US TREASURY BILL 10/19/2017 0.000000% 912796LY3 US912796LY35 U.S. Treasury Debt N N/A N/R 2017-10-19 2017-10-19 2017-10-19 N N N 0.0000 9969280.00 9969280.00 0.0268 N Y Y N US TREASURY US TREASURY BILL 10/26/2017 0.000000% 912796LZ0 US912796LZ00 U.S. Treasury Debt N N/A N/R 2017-10-26 2017-10-26 2017-10-26 N N N 0.0000 9966930.00 9966930.00 0.0268 N Y Y N US TREASURY US TREASURY BILL 11/02/2017 0.000000% 912796MA4 US912796MA40 U.S. Treasury Debt N N/A N/R 2017-11-02 2017-11-02 2017-11-02 N N N 0.0000 9964860.00 9964860.00 0.0267 N Y Y N US TREASURY US TREASURY BILL 11/24/2017 0.000000% 912796MD8 US912796MD88 U.S. Treasury Debt N N/A N/R 2017-11-24 2017-11-24 2017-11-24 N N N 0.0000 9957780.00 9957780.00 0.0267 N Y Y N US TREASURY US TREASURY BILL 12/14/2017 0.000000% 912796MG1 US912796MG10 U.S. Treasury Debt N N/A N/R 2017-12-14 2017-12-14 2017-12-14 N N N 0.0000 9951595.00 9951595.00 0.0267 N Y Y N US TREASURY US TREASURY BILL 12/28/2017 0.000000% 912796MJ5 US912796MJ58 U.S. Treasury Debt N N/A N/R 2017-12-28 2017-12-28 2017-12-28 N N N 0.0000 14917117.50 14917117.50 0.0400 N Y Y N AdvisorOne Funds 2017-07-10 /s/Brian Curley Brian Curley Principal Financial Officer/Treasurer