N-MFP LIVE N 2011-03-31 0000899148 S000003657 5 N N 033-59692 Rydex Investments 801-43489 Ernst & Young McLean VA Rydex Investments 0000913181 84-5475 N N N Government/Agency 57 57 1173277421.21 0.01 710952.09 1172566469.13 0.0013 0.9995 2011-03-31 0.9995 2011-03-31 C000010172 1000.00 865758017.69 1.00 146065486.95 955570569.86 809505082.91 0.0001 0.9996 2011-03-31 0.9996 2011-03-31 C000010173 1000.00 170294707.38 1.00 -19339561.71 273398384.47 292737946.18 0.0001 0.9994 2011-03-31 0.9994 2011-03-31 C000010174 1000.00 40875820.74 1.00 -4058057.46 13430619.28 17488676.74 0.0001 0.9996 2011-03-31 0.9996 2011-03-31 C000010175 1000.00 49852493.52 1.00 1050440.02 26689191.60 25638751.58 0.0001 0.9990 2011-03-31 0.9990 2011-03-31 C000076811 1000.00 45785429.80 1.00 -467894.85 3367015.19 3834910.04 0.0001 1.0001 2011-03-31 1.0001 2011-03-31 ABBOTT LABORATORIES ABBOTT LABORATORIES 0.17% 00282DSX9 Other Commercial Paper First Tier Security S&P A-1+ 2011-05-31 2011-05-31 N N N 5000000.00 4998583.33 0.0043 N 4998583.33 4998583.33 BANK OF AMERICA BANK OF AMERICA 0.28% 0660P1TL5 Financial Company Commercial Paper First Tier Security S&P A-1 2011-06-20 2011-06-20 N N N 5000000.00 4996888.89 0.0043 N 4996888.89 4996888.89 BARCLAYS PLC BARCLAYS PLC 0.42% 06737JYF6 Financial Company Commercial Paper First Tier Security S&P A-1+ 2011-11-15 2011-11-15 N N N 5000000.00 4986700.00 0.0043 N 4986700.00 4986700.00 COCA-COLA CO. COCA-COLA CO. 0.25% 19121BSX8 Other Commercial Paper First Tier Security S&P A-1 2011-05-31 2011-05-31 N N N 5000000.00 4997916.67 0.0043 N 4997916.67 4997916.67 DANSKE CORP. DANSKE CORP. 0.38% 2363F7T16 Financial Company Commercial Paper First Tier Security S&P A-1 2011-06-01 2011-06-01 N N N 5000000.00 4996780.55 0.0043 N 4996780.55 4996780.55 DEERE & CO. DEERE & CO. 0.2% 24422DR52 Financial Company Commercial Paper First Tier Security S&P A-1 2011-04-05 2011-04-05 N N N 5000000.00 4999888.89 0.0043 N 4999888.89 4999888.89 DEERE & CO. DEERE & CO. 0.17% 24422MRK9 Financial Company Commercial Paper First Tier Security S&P A-1 2011-04-19 2011-04-19 N N N 5000000.00 4999575.00 0.0043 N 4999575.00 4999575.00 FARMER MAC DISCOUNT NOTE FARMER MAC DISCOUNT NOTE 0.16% 31315KFM7 Government Agency Debt First Tier Security S&P AAA 2011-05-12 2011-05-12 N N N 15000000.00 14997266.67 0.0128 N 14997266.67 14997266.67 FARMER MAC DISCOUNT NOTE FARMER MAC DISCOUNT NOTE 0.25% 31315KGH7 Government Agency Debt First Tier Security S&P AAA 2011-06-01 2011-06-01 N N N 25000000.00 24989409.72 0.0213 N 24989409.72 24989409.72 FARMER MAC DISCOUNT NOTE FARMER MAC DISCOUNT NOTE 0.25% 31315KHF0 Government Agency Debt First Tier Security S&P AAA 2011-06-23 2011-06-23 N N N 15000000.00 14991354.17 0.0128 N 14991354.17 14991354.17 FARMER MAC DISCOUNT NOTE FARMER MAC DISCOUNT NOTE 0.26% 31315KMG2 Government Agency Debt First Tier Security S&P AAA 2011-09-28 2011-09-28 N N N 15000000.00 14980500.00 0.0128 N 14980500.00 14980500.00 FARMER MAC DISCOUNT NOTE FARMER MAC DISCOUNT NOTE 0.25% 31315KMH0 Government Agency Debt First Tier Security S&P AAA 2011-09-29 2011-09-29 N N N 10000000.00 9987430.56 0.0085 N 9987430.56 9987430.56 FEDERAL FARM CREDIT DISCOUNT NOTE FEDERAL FARM CREDIT DISCOUNT NOTE 0.2% 313312KA7 Government Agency Debt First Tier Security S&P AAA 2011-08-05 2011-08-05 N N N 10000000.00 9993000.00 0.0085 N 9993000.00 9993000.00 FEDERAL FARM CREDIT DISCOUNT NOTE FEDERAL FARM CREDIT DISCOUNT NOTE 0.23% 313312KD1 Government Agency Debt First Tier Security S&P AAA 2011-08-08 2011-08-08 N N N 10000000.00 9991758.33 0.0085 N 9991758.33 9991758.33 FEDERAL FARM CREDIT DISCOUNT NOTE FEDERAL FARM CREDIT DISCOUNT NOTE 0.23% 313312KG4 Government Agency Debt First Tier Security S&P AAA 2011-08-11 2011-08-11 N N N 10000000.00 9991566.67 0.0085 N 9991566.67 9991566.67 FEDERAL FARM CREDIT DISCOUNT NOTE FEDERAL FARM CREDIT DISCOUNT NOTE 0.25% 313312MX5 Government Agency Debt First Tier Security S&P AAA 2011-10-13 2011-10-13 N N N 10000000.00 9986458.33 0.0085 N 9986458.33 9986458.33 FEDERAL FARM CREDIT DISCOUNT NOTE FEDERAL FARM CREDIT DISCOUNT NOTE 0.21% 313312RB8 Government Agency Debt First Tier Security S&P AAA 2011-12-28 2011-12-28 N N N 10000000.00 9984191.66 0.0085 N 9984191.66 9984191.66 FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.27% 313371CP9 Government Agency Debt First Tier Security S&P AAA 2011-10-14 2011-10-14 N N N 15000000.00 15002543.17 0.0128 N 15002543.17 15002543.17 FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.25% 313372WV2 Government Agency Debt First Tier Security S&P AAA 2012-03-07 2012-03-07 N N N 25000000.00 24999514.15 0.0213 N 24999514.15 24999514.15 FEDERAL HOME LOAN DISCOUNT NOTE FEDERAL HOME LOAN DISCOUNT NOTE 0.17% 313384JY6 Government Agency Debt First Tier Security S&P AAA 2011-08-03 2011-08-03 N N N 25000000.00 24985791.67 0.0213 N 24985791.67 24985791.67 FREDDIE MAC DISCOUNT NOTE FREDDIE MAC DISCOUNT NOTE 0.23% 313396DY6 Government Agency Debt First Tier Security S&P AAA 2011-04-05 2011-04-05 N N N 15000000.00 14999616.67 0.0128 N 14999616.67 14999616.67 FREDDIE MAC DISCOUNT NOTE FREDDIE MAC DISCOUNT NOTE 0.26% 313396HD8 Government Agency Debt First Tier Security S&P AAA 2011-06-21 2011-06-21 N N N 15000000.00 14991393.75 0.0128 N 14991393.75 14991393.75 FREDDIE MAC DISCOUNT NOTE FREDDIE MAC DISCOUNT NOTE 0.26% 313396HT3 Government Agency Debt First Tier Security S&P AAA 2011-07-05 2011-07-05 N N N 25000000.00 24982847.22 0.0213 N 24982847.22 24982847.22 FREDDIE MAC DISCOUNT NOTE FREDDIE MAC DISCOUNT NOTE 0.17% 313396LQ4 Government Agency Debt First Tier Security S&P AAA 2011-09-12 2011-09-12 N N N 25000000.00 24981208.33 0.0213 N 24981208.33 24981208.33 FREDDIE MAC DISCOUNT NOTE FREDDIE MAC DISCOUNT NOTE 0.23% 313396LS0 Government Agency Debt First Tier Security S&P AAA 2011-09-14 2011-09-14 N N N 15000000.00 14984091.66 0.0128 N 14984091.66 14984091.66 FREDDIE MAC DISCOUNT NOTE FREDDIE MAC DISCOUNT NOTE 0.17% 313396ME0 Government Agency Debt First Tier Security S&P AAA 2011-09-26 2011-09-26 N N N 15000000.00 14987391.66 0.0128 N 14987391.66 14987391.66 FREDDIE MAC DISCOUNT NOTE FREDDIE MAC DISCOUNT NOTE 0.18% 313396NN9 Government Agency Debt First Tier Security S&P AAA 2011-10-28 2011-10-28 N N N 15000000.00 14984250.00 0.0128 N 14984250.00 14984250.00 FREDDIE MAC DISCOUNT NOTE FREDDIE MAC DISCOUNT NOTE 0.22% 313396PY3 Government Agency Debt First Tier Security S&P AAA 2011-12-01 2011-12-01 N N N 25000000.00 24962722.22 0.0213 N 24962722.22 24962722.22 FANNIE DISCOUNT NOTE FANNIE DISCOUNT NOTE 0.18% 313588EG6 Government Agency Debt First Tier Security S&P AAA 2011-04-13 2011-04-13 N N N 15000000.00 14999125.00 0.0128 N 14999125.00 14999125.00 FANNIE DISCOUNT NOTE FANNIE DISCOUNT NOTE 0.11% 313588GJ8 Government Agency Debt First Tier Security S&P AAA 2011-06-02 2011-06-02 N N N 25000000.00 24995263.68 0.0213 N 24995263.68 24995263.68 FANNIE DISCOUNT NOTE FANNIE DISCOUNT NOTE 0.16% 313588KD6 Government Agency Debt First Tier Security S&P AAA 2011-08-08 2011-08-08 N N N 25000000.00 24985666.66 0.0213 N 24985666.66 24985666.66 FANNIE DISCOUNT NOTE FANNIE DISCOUNT NOTE 0.21% 313588MM4 Government Agency Debt First Tier Security S&P AAA 2011-10-03 2011-10-03 N N N 10000000.00 9989208.33 0.0085 N 9989208.33 9989208.33 ING GROUPE NV ING GROUPE NV 0.36% 4497W1V45 Financial Company Commercial Paper First Tier Security S&P AAA 2011-08-04 2011-08-04 N N N 5000000.00 4993750.00 0.0043 N 4993750.00 4993750.00 IBRD DISCOUNT NOTE IBRD DISCOUNT NOTE 0.19% 459052EU6 Other Note First Tier Security S&P A-1 2011-04-25 2011-04-25 N N N 10000000.00 9998733.33 0.0085 N 9998733.33 9998733.33 NESTLE SA NESTLE SA 0.24% 64105HUL4 Other Commercial Paper First Tier Security S&P A-1+ 2011-07-20 2011-07-20 N N N 5000000.00 4996333.33 0.0043 N 4996333.33 4996333.33 PROCTER & GAMBLE PROCTER & GAMBLE 0.17% 74273MRD0 Other Commercial Paper First Tier Security S&P A-1+ 2011-04-13 2011-04-13 N N N 5000000.00 4999716.67 0.0043 N 4999716.67 4999716.67 PRUDENTIAL FINANCIAL, INC. PRUDENTIAL FINANCIAL, INC. 0.52% 7443M3S96 Financial Company Commercial Paper First Tier Security S&P A-1 2011-05-09 2011-05-09 N N N 5000000.00 4997255.56 0.0043 N 4997255.56 4997255.56 SHEFFIELD RECEIVABLES CORP SHEFFIELD RECEIVABLES CORP 0.26% 82124MSS0 Asset Backed Commercial Paper First Tier Security S&P A-1+ 2011-05-26 2011-05-26 N N N 5000000.00 4998013.89 0.0043 N 4998013.89 4998013.89 SOCIETE GENERALE SOCIETE GENERALE 0.39% 83365SRJ4 Financial Company Commercial Paper First Tier Security S&P A-1 2011-04-18 2011-04-18 N N N 5000000.00 4999079.17 0.0043 N 4999079.17 4999079.17 UBS AG UBS AG 0.45% 90262DZ24 Financial Company Commercial Paper First Tier Security S&P A-1 2011-12-02 2011-12-02 N N N 5000000.00 4984687.50 0.0043 N 4984687.50 4984687.50 WESTPAC BANKING CORP. WESTPAC BANKING CORP. 0.3% 9612C1SA6 Financial Company Commercial Paper First Tier Security S&P A-1+ 2011-05-10 2011-05-10 N N N 5000000.00 4998375.00 0.0043 N 4998375.00 4998375.00 Mizuho Financial Group Mizuho Financial Group 0.06% Repo Treasury Repurchase Agreement N Mizuho Financial Group 2011-09-15 0 Treasury Debt 404170965.74 412254385.06 Mizuho Financial Group 2011-08-18 0 Treasury Debt 264440611.83 269729424.07 First Tier Security S&P NR 2011-04-01 2011-04-01 N N N 668611573.15 668611573.15 0.5702 N 668611573.15 668611573.15