N-MFP2 0001029068 XXXXXXXX 2019-12-31 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 24 24 323052765.99 325517768.93 301402059.72 280829835.57 323052765.99 325517768.93 301402059.72 280829835.57 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 50194.48 284623002.00 284607263.89 65794.00 469506.58 284253745.79 284155102.0600 1.0000 0.0158 1.0003 1.0003 1.0003 1.0004 C000108174 10000000.00 191040816.87 190972118.3900 1.0003 1.0003 1.0003 1.0004 24962606.02 13945895.08 35452812.79 34940975.46 59995346.79 84713450.73 31020680.63 51586499.46 159752616.12 191106275.59 0.0158 Y $4144.91 C000108175 1000000.00 93212928.92 93182983.6700 1.0003 1.0003 1.0003 1.0004 628515.65 1008717.84 2662595.80 812879.39 5839857.56 5280963.28 1160743.33 1260349.38 11956498.90 8531226.11 0.0158 N BNP PARIBAS BANK PAR REPO 1/2/2020 1.5500% 0001146028 PARREPO$2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y U.S. TREASURY FLOATING RATE NOTE 2021-10-31 1.86114 1000.00 1004.28 U.S. Treasuries (including strips) U.S. TREASURY NOTE 2024-08-31 1.25 100.00 98.51 U.S. Treasuries (including strips) U.S. TREASURY NOTE 2023-02-28 2.625 1007500.00 1047493.80 U.S. Treasuries (including strips) U.S. TREASURY NOTE 2024-09-30 2.125 200.00 205.08 U.S. Treasuries (including strips) U.S. TREASURY BOND 2046-02-15 2.5 47997000.00 49883042.12 U.S. Treasuries (including strips) U.S. TREASURY BOND 2040-02-15 4.625 48400.00 68075.31 U.S. Treasuries (including strips) U.S. TREASURY BOND 2028-11-15 5.25 100.00 128.16 U.S. Treasuries (including strips) N N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 50000000.00 50000000.00 0.1759 N Y Y N CREDIT AGRICOLE YPD REPO 1/2/2020 1.55% 0001191672 CRAGREPO2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y U.S. TREASURY BOND 2044-02-15 3.625 8063800.00 10093964.46 U.S. Treasuries (including strips) N N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 9896000.00 9896000.00 0.0348 N Y Y N SOCIETE GENERALE SGB REPO 1/2/2020 1.55% 0000865845 SOCREPO$2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y U.S. TREASURY INFLATIONARY NOTE 2043-02-15 0.000000 9612062.72 5444358.83 U.S. Treasuries (including strips) U.S. TREASURY INFLATIONARY NOTE 2029-11-15 0.000000 178.68 145.82 U.S. Treasuries (including strips) U.S. TREASURY INFLATIONARY NOTE 2035-11-15 0.000000 49870.70 34571.42 U.S. Treasuries (including strips) U.S. TREASURY INFLATIONARY NOTE 2023-05-15 0.000000 1913.71 1807.63 U.S. Treasuries (including strips) U.S. TREASURY INFLATIONARY NOTE 2023-02-15 0.000000 1.25 1.19 U.S. Treasuries (including strips) U.S. TREASURY INFLATIONARY NOTE 2036-02-15 0.000000 5413260.73 3732362.07 U.S. Treasuries (including strips) U.S. TREASURY NOTE 2020-12-31 2.5 100.00 100.85 U.S. Treasuries (including strips) U.S. TREASURY NOTE 2020-09-30 2.75 100.00 101.50 U.S. Treasuries (including strips) U.S. TREASURY NOTE 2027-11-15 2.2500 54866000.00 56658933.46 U.S. Treasuries (including strips) U.S. TREASURY BOND 2049-11-15 2.375 200.00 201.88 U.S. Treasuries (including strips) U.S. TREASURY BOND 2049-05-15 2.875 1400000.00 1562866.54 U.S. Treasuries (including strips) U.S. TREASURY INFLATION BOND 2049-02-15 1 900.00 1033.14 U.S. Treasuries (including strips) U.S. TREASURY INFLATION BOND 2041-02-15 2.125 2123200.00 3320986.50 U.S. Treasuries (including strips) U.S. TREASURY BOND 2040-08-15 3.875 53100.00 68055.15 U.S. Treasuries (including strips) U.S. TREASURY INFLATION BOND 2028-01-15 1.75 300.00 416.94 U.S. Treasuries (including strips) U.S. TREASURY BOND 2037-05-15 5 399900.00 570620.38 U.S. Treasuries (including strips) U.S. TREASURY BOND 2026-11-15 6.5 100.00 131.29 U.S. Treasuries (including strips) U.S. TREASURY STRIP NOTE 2048-08-15 0 2000.00 1011.84 U.S. Treasuries (including strips) U.S. TREASURY STRIP NOTE 2046-11-15 0 1300.00 686.86 U.S. Treasuries (including strips) U.S. TREASURY STRIP NOTE 2044-08-15 0 1100.00 611.46 U.S. Treasuries (including strips) U.S. TREASURY STRIP NOTE 2044-02-15 0 1000.00 562.91 U.S. Treasuries (including strips) U.S. TREASURY STRIP NOTE 2039-11-15 0 100.00 63.97 U.S. Treasuries (including strips) U.S. TREASURY STRIP NOTE 2024-11-15 0 400.00 368.37 U.S. Treasuries (including strips) N N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 70000000.00 70000000.00 0.2463 N Y Y N FICC FICC REPO 1/2/2020 1.55% 0001257443 BKCMTOP U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y U.S. TREASURY NOTE 2022-12-15 1.625 50925000.00 51000419.93 U.S. Treasuries (including strips) N N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 50000000.00 50000000.00 0.1759 N Y Y N US TREASURY US TREASURY BILL 01/02/2020 0.000000% 912796RT8 US912796RT85 U.S. Treasury Debt N N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0000 25000000.00 25000000.00 0.0879 N Y Y N US TREASURY US TREASURY BILL 01/09/2020 0.000000% 912796TA7 US912796TA76 U.S. Treasury Debt N N/A N/A 2020-01-09 2020-01-09 2020-01-09 N N N 0.0000 14995912.95 14995912.95 0.0528 N Y Y N US TREASURY US TREASURY BILL 02/20/2020 0.000000% 912796TG4 US912796TG47 U.S. Treasury Debt N N/A N/A 2020-02-20 2020-02-20 2020-02-20 N N N 0.0000 14969170.80 14969170.80 0.0527 N Y Y N US TREASURY US TREASURY BILL 03/12/2020 0.000000% 912796TK5 US912796TK58 U.S. Treasury Debt N N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0000 14956322.85 14956322.85 0.0526 N Y Y N US TREASURY US TREASURY BILL 04/09/2020 0.000000% 912796TQ2 US912796TQ29 U.S. Treasury Debt N N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0000 19917230.80 19917230.80 0.0701 N Y Y N US TREASURY US TREASURY BILL 06/25/2020 0.000000% 912796UA5 US912796UA57 U.S. Treasury Debt N N/A N/A 2020-06-25 2020-06-25 2020-06-25 N N N 0.0000 14888364.60 14888364.60 0.0524 N Y Y N AdvisorOne Funds 2020-01-08 /s/ Reid Peters Reid Peters Principal Financial Officer/Treasurer