N-MFP2 0001029068 XXXXXXXX 2017-07-31 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 33 33 371206221.71 349721222.83 357698554.77 383969651.47 371206221.71 349721222.83 357698554.77 383969651.47 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 483974.24 396695715.00 396700634.83 69478.55 435845.78 396818241.84 396716066.1200 1.0000 0.0099 1.0002 1.0003 1.0003 1.0003 C000108174 10000000.00 367224181.38 367150846.9800 1.0002 1.0003 1.0003 1.0003 34622171.08 35580306.17 64575459.49 86637468.10 60752791.82 52320305.13 124435217.20 100401295.76 312734903.35 289519619.72 0.0099 Y $21,307.87 C000108175 1000000.00 29594060.46 29565219.1400 1.0002 1.0003 1.0003 1.0003 454087.14 968041.21 1531239.40 1019808.36 154255.36 671833.02 3425004.77 1258090.63 5564586.67 4503413.00 0.0099 N BNP PARIBAS BANK PAR REPO 8/1/2017 1.0400000% 0001146028 PARREPO$1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y U.S. TREASURY NOTE 2020-04-15 1.5 76085700.00 76500005.35 U.S. Treasuries (including strips) N N/A NR 2017-08-01 2017-08-01 2017-08-01 N N N 0.0104 75000000.00 75000000.00 0.1890 N Y Y N CREDIT AGRICOLE YPD REPO 8/1/2017 1.0400000% 0001191672 CRAGRIR$P U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y GNMA 2041-03-20 2.375 1288141.93 1330263.10 Agency Mortgage-Backed Securities GNMA 2047-04-20 4.5 1538526.65 1684948.27 Agency Mortgage-Backed Securities GNMA 2047-06-20 4 1227210.61 1326650.90 Agency Mortgage-Backed Securities GNMA 2047-04-20 4 1567843.96 1695197.50 Agency Mortgage-Backed Securities GNMA 2047-04-15 4 1230448.39 1321777.09 Agency Mortgage-Backed Securities GNMA 2047-07-20 4 1190135.00 1269974.28 Agency Mortgage-Backed Securities GNMA 2047-07-20 4 1537803.00 1640963.95 Agency Mortgage-Backed Securities GNMA 2047-05-20 4.5 1355013.74 1488492.40 Agency Mortgage-Backed Securities GNMA 2047-07-20 4 1248756.00 1342460.81 Agency Mortgage-Backed Securities GNMA 2047-06-20 4 1176470.67 1267816.00 Agency Mortgage-Backed Securities GNMA 2046-03-15 4.5 1224195.85 1340280.47 Agency Mortgage-Backed Securities GNMA 2047-07-20 4 1222218.00 1304209.97 Agency Mortgage-Backed Securities GNMA 2047-06-20 4 1263119.60 1343907.84 Agency Mortgage-Backed Securities GNMA 2047-05-20 4.5 1388530.45 1496931.02 Agency Mortgage-Backed Securities FNMA 2040-11-01 4.5 1143450.63 1242061.01 Agency Mortgage-Backed Securities FNMA 2040-03-01 5.5 1140045.01 1289213.76 Agency Mortgage-Backed Securities FNMA 2037-06-01 4 1564050.62 1669519.83 Agency Mortgage-Backed Securities FNMA 2032-05-01 3.5 1610630.25 1660912.28 Agency Mortgage-Backed Securities FNMA 2032-01-01 2 1671922.14 1646937.75 Agency Mortgage-Backed Securities FNMA 2035-02-01 3 1445430.37 1481924.12 Agency Mortgage-Backed Securities FNMA 2020-01-01 4 950411.35 987566.56 Agency Mortgage-Backed Securities FNMA 2042-03-01 4 1512924.42 1607974.30 Agency Mortgage-Backed Securities FNMA 2047-07-01 4.5 1362027.00 1497945.87 Agency Mortgage-Backed Securities FNMA 2047-07-01 4.5 1131327.00 1250361.71 Agency Mortgage-Backed Securities FNMA 2047-07-01 4.5 1390154.00 1528872.57 Agency Mortgage-Backed Securities FNMA 2047-07-01 4.5 1174490.00 1291673.84 Agency Mortgage-Backed Securities FNMA 2047-04-01 4 1234146.68 1303832.69 Agency Mortgage-Backed Securities FNMA 2047-05-01 4 1535765.00 1641587.61 Agency Mortgage-Backed Securities FNMA 2047-04-01 4.5 1123487.46 1235603.75 Agency Mortgage-Backed Securities FNMA 2047-06-01 3.5 1336040.95 1380586.88 Agency Mortgage-Backed Securities FNMA 2047-07-01 3.5 1200177.00 1247225.47 Agency Mortgage-Backed Securities FNMA 2047-06-01 4 1342783.40 1442186.50 Agency Mortgage-Backed Securities FNMA 2047-03-01 3.5 1287457.39 1337406.03 Agency Mortgage-Backed Securities FNMA 2047-02-01 4.5 1479220.90 1594212.36 Agency Mortgage-Backed Securities FNMA 2047-01-01 4 1410304.00 1496524.00 Agency Mortgage-Backed Securities FNMA 2046-08-01 4 1233331.60 1303408.28 Agency Mortgage-Backed Securities FNMA 2046-04-01 4 1380656.26 1473256.52 Agency Mortgage-Backed Securities FNMA 2045-11-01 3.5 1534483.24 1585646.13 Agency Mortgage-Backed Securities FNMA 2033-10-01 6 1153910.31 1319209.05 Agency Mortgage-Backed Securities FNMA 2045-02-01 4 1274615.18 1354731.93 Agency Mortgage-Backed Securities FNMA 2044-04-01 4 1179943.28 1257168.25 Agency Mortgage-Backed Securities FNMA 2043-04-01 3 1535918.51 1551085.82 Agency Mortgage-Backed Securities FNMA 2044-07-01 4 1303381.40 1398073.09 Agency Mortgage-Backed Securities FNMA 2027-09-01 2.5 1227709.50 1248609.56 Agency Mortgage-Backed Securities FNMA 2032-09-01 3.5 1295262.28 1359904.92 Agency Mortgage-Backed Securities FNMA 2032-06-01 3.5 1319378.13 1385137.68 Agency Mortgage-Backed Securities FNMA 2027-06-01 3.5 1444858.80 1518433.80 Agency Mortgage-Backed Securities FNMA 2041-02-01 6 1477626.15 1694033.86 Agency Mortgage-Backed Securities FNMA 2041-04-01 5 1391674.46 1530976.85 Agency Mortgage-Backed Securities FNMA 2032-04-01 4 1577808.72 1697715.44 Agency Mortgage-Backed Securities FNMA 2042-03-01 3.5 1608294.97 1662250.12 Agency Mortgage-Backed Securities FNMA 2031-12-01 4 1486095.78 1586773.13 Agency Mortgage-Backed Securities FNMA 2041-08-01 3.082 1270659.50 1330187.61 Agency Mortgage-Backed Securities FCSB 2021-07-19 2 1400000.00 1400869.56 Agency Mortgage-Backed Securities FMAC 2047-03-01 4 1562993.93 1659236.30 Agency Mortgage-Backed Securities FMAC 2045-11-01 4 1596692.07 1705495.78 Agency Mortgage-Backed Securities FMAC 2044-11-01 4 1574662.15 1681719.66 Agency Mortgage-Backed Securities FMAC 2043-07-01 3.5 1311029.94 1359200.52 Agency Mortgage-Backed Securities FHLB 2024-06-14 2.875 1490000.00 1552034.08 Agency Mortgage-Backed Securities FMAC 2032-06-01 3.5 1465772.75 1543686.52 Agency Mortgage-Backed Securities FMAC 2027-01-01 3 1419173.42 1466954.81 Agency Mortgage-Backed Securities FMAC 2031-09-01 3.5 1593172.31 1676776.14 Agency Mortgage-Backed Securities FMAC 2031-05-01 3 1457753.74 1506798.17 Agency Mortgage-Backed Securities FMAC 2029-05-01 3.5 1356216.48 1426152.97 Agency Mortgage-Backed Securities FMAC 2027-02-01 2.972 1659843.42 1720502.37 Agency Mortgage-Backed Securities FMAC 2041-01-01 3.235 1402135.90 1468062.51 Agency Mortgage-Backed Securities FMAC 2026-04-01 4 1490070.31 1569107.69 Agency Mortgage-Backed Securities GNMA 2047-02-20 4.5 1207063.20 1332238.59 Agency Mortgage-Backed Securities N N/A NR 2017-08-01 2017-08-01 2017-08-01 N N N 0.0104 97072000.00 97072000.00 0.2446 N Y Y N SOCIETE GENERALE SGB REPO 8/1/2017 1.0500000% 0000865845 SOCREPO$1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y U.S. TREASURY BILL 2018-06-21 0 6407100.00 6338800.31 U.S. Treasuries (including strips) U.S. TREASURY BOND 2044-05-15 3.375 49786000.00 54861275.48 U.S. Treasuries (including strips) N N/A NR 2017-08-01 2017-08-01 2017-08-01 N N N 0.0105 60000000.00 60000000.00 0.1512 N Y Y N US TREASURY US TREASURY BILL 08/17/2017 0.000000% 912796KF5 US912796KF54 U.S. Treasury Debt N N/A NR 2017-08-17 2017-08-17 2017-08-17 N N N 0.0000 9995700.00 9995700.00 0.0252 N Y Y N US TREASURY US TREASURY BILL 10/12/2017 0.000000% 912796KR9 US912796KR92 U.S. Treasury Debt N N/A NR 2017-10-12 2017-10-12 2017-10-12 N N N 0.0000 9978470.00 9978470.00 0.0251 N Y Y N US TREASURY US TREASURY BILL 11/09/2017 0.000000% 912796KX6 US912796KX60 U.S. Treasury Debt N N/A NR 2017-11-09 2017-11-09 2017-11-09 N N N 0.0000 9970305.00 9970305.00 0.0251 N Y Y N US TREASURY US TREASURY BILL 12/07/2017 0.000000% 912796LB3 US912796LB32 U.S. Treasury Debt N N/A NR 2017-12-07 2017-12-07 2017-12-07 N N N 0.0000 9963245.00 9963245.00 0.0251 N Y Y N US TREASURY US TREASURY BILL 08/03/2017 0.000000% 912796LM9 US912796LM96 U.S. Treasury Debt N N/A NR 2017-08-03 2017-08-03 2017-08-03 N N N 0.0000 14999227.50 14999227.50 0.0378 N Y Y N US TREASURY US TREASURY BILL 08/31/2017 0.000000% 912796LR8 US912796LR83 U.S. Treasury Debt N N/A NR 2017-08-31 2017-08-31 2017-08-31 N N N 0.0000 24980200.00 24980200.00 0.0630 N Y Y N US TREASURY US TREASURY BILL 10/05/2017 0.000000% 912796LW7 US912796LW78 U.S. Treasury Debt N N/A NR 2017-10-05 2017-10-05 2017-10-05 N N N 0.0000 29943420.00 29943420.00 0.0755 N Y Y N US TREASURY US TREASURY BILL 10/26/2017 0.000000% 912796LZ0 US912796LZ00 U.S. Treasury Debt N N/A NR 2017-10-26 2017-10-26 2017-10-26 N N N 0.0000 9974440.00 9974440.00 0.0251 N Y Y N US TREASURY US TREASURY BILL 11/02/2017 0.000000% 912796MA4 US912796MA40 U.S. Treasury Debt N N/A NR 2017-11-02 2017-11-02 2017-11-02 N N N 0.0000 9972850.00 9972850.00 0.0251 N Y Y N US TREASURY US TREASURY BILL 12/14/2017 0.000000% 912796MG1 US912796MG10 U.S. Treasury Debt N N/A NR 2017-12-14 2017-12-14 2017-12-14 N N N 0.0000 9961190.00 9961190.00 0.0251 N Y Y N US TREASURY US TREASURY BILL 12/28/2017 0.000000% 912796MJ5 US912796MJ58 U.S. Treasury Debt N N/A NR 2017-12-28 2017-12-28 2017-12-28 N N N 0.0000 14934187.50 14934187.50 0.0376 N Y Y N US TREASURY US TREASURY BILL 1/11/2018 0.000000% 912796ML0 US912796ML05 U.S. Treasury Debt N N/A N/A 2018-01-11 2018-01-11 2018-01-11 N N N 0.0000 9950480.00 9950480.00 0.0251 N Y Y N AdvisorOne Funds 2017-08-07 /s/Brian Curley Brian Curley Principal Financial Officer/Treasurer