N-MFP LIVE N 2011-04-29 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 62 62 869045226.49 0.01 868849.17 868176377.33 0.0012 0.9995 2011-04-29 0.9995 2011-04-29 C000010172 1000.00 637843902.56 1.00 -186417347.58 622603383.54 809020731.12 0.0001 0.9995 2011-04-29 0.9995 2011-04-29 C000010173 1000.00 110832800.07 1.00 -29092937.05 299342226.19 328435163.24 0.0001 0.9991 2011-04-29 0.9991 2011-04-29 C000010174 1000.00 31702857.57 1.00 -9132577.16 6017781.94 15150359.10 0.0001 0.9996 2011-04-29 0.9996 2011-04-29 C000010175 1000.00 45480894.22 1.00 -3530837.19 14777359.76 18308196.95 0.0001 0.9990 2011-04-29 0.9990 2011-04-29 C000076811 1000.00 42315922.91 1.00 -3078264.21 1743314.38 4821578.59 0.0001 1.0002 2011-04-29 1.0002 2011-04-29 ABBOTT LABORATORIES ABBOTT LABORATORIES 0.16% 00282DSX9 Other Commercial Paper First Tier Security S&P A-1+ 2011-05-31 2011-05-31 N N N 5000000.00 4999291.67 0.0058 N 4999291.67 4999291.67 AMERICAN HONDA FINANCE AMERICAN HONDA FINANCE 0.23% 02665KU54 Financial Company Commercial Paper First Tier Security S&P A-1 2011-07-05 2011-07-05 N N N 5000000.00 4997923.61 0.0058 N 4997923.61 4997923.61 ARCHER-DANIELS-MIDLAND CO. ARCHER-DANIELS-MIDLAND CO. 0.13% 03948HSP7 Other Commercial Paper First Tier Security S&P A-1 2011-05-23 2011-05-23 N N N 5000000.00 4999572.22 0.0058 N 4999572.22 4999572.22 BNP PARIBAS BNP PARIBAS 0.27% 0556N1U50 Treasury Repurchase Agreement N First Tier Security S&P A-1+ 2011-07-05 2011-07-05 N N N 5000000.00 4997562.50 0.0058 N 4997562.50 4997562.50 BANK OF AMERICA BANK OF AMERICA 0.27% 0660P1TL5 Financial Company Commercial Paper First Tier Security S&P A-1 2011-06-20 2011-06-20 N N N 5000000.00 4998055.56 0.0058 N 4998055.56 4998055.56 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 4988450.00 0.0057 N 4988450.00 4988450.00 COCA-COLA CO. COCA-COLA CO. 0.24% 19121BSX8 Other Commercial Paper First Tier Security S&P A-1 2011-05-31 2011-05-31 N N N 5000000.00 4998958.33 0.0058 N 4998958.33 4998958.33 DANSKE CORP. DANSKE CORP. 0.37% 2363F7T16 Financial Company Commercial Paper First Tier Security S&P A-1 2011-06-01 2011-06-01 N N N 5000000.00 4998363.89 0.0058 N 4998363.89 4998363.89 DEERE & CO. DEERE & CO. 0.13% 24422DSG7 Financial Company Commercial Paper First Tier Security S&P A-1 2011-05-16 2011-05-16 N N N 5000000.00 4999708.33 0.0058 N 4999708.33 4999708.33 FARMER MAC DISCOUNT NOTE FARMER MAC DISCOUNT NOTE 0.05% 31315KFE5 Government Agency Debt First Tier Security S&P AAA 2011-05-05 2011-05-05 N N N 100000000.00 99999333.33 0.1152 N 99999333.33 99999333.33 FARMER MAC DISCOUNT NOTE FARMER MAC DISCOUNT NOTE 0.03% 31315KFF2 Government Agency Debt First Tier Security S&P AAA 2011-05-06 2011-05-06 N N N 45000000.00 44999750.00 0.0518 N 44999750.00 44999750.00 FARMER MAC DISCOUNT NOTE FARMER MAC DISCOUNT NOTE 0.06% 31315KGA2 Government Agency Debt First Tier Security S&P AAA 2011-05-25 2011-05-25 N N N 15000000.00 14999400.00 0.0173 N 14999400.00 14999400.00 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 24994618.06 0.0288 N 24994618.06 24994618.06 FARMER MAC DISCOUNT NOTE FARMER MAC DISCOUNT NOTE 0.05% 31315KGK0 Government Agency Debt First Tier Security S&P AAA 2011-06-03 2011-06-03 N N N 25000000.00 24998854.16 0.0288 N 24998854.16 24998854.16 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 14994479.17 0.0173 N 14994479.17 14994479.17 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 14983750.00 0.0173 N 14983750.00 14983750.00 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 9989513.89 0.0115 N 9989513.89 9989513.89 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 9994666.67 0.0115 N 9994666.67 9994666.67 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 9993675.00 0.0115 N 9993675.00 9993675.00 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 9993483.33 0.0115 N 9993483.33 9993483.33 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 9988541.67 0.0115 N 9988541.67 9988541.67 FEDERAL FARM CREDIT DISCOUNT NOTE FEDERAL FARM CREDIT DISCOUNT NOTE 0.19% 313312NJ5 Government Agency Debt First Tier Security S&P AAA 2011-10-24 2011-10-24 N N N 10000000.00 9990711.11 0.0115 N 9990711.11 9990711.11 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 9985941.66 0.0115 N 9985941.66 9985941.66 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 15002154.15 0.0173 N 15002154.15 15002154.15 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 24999556.60 0.0288 N 24999556.60 24999556.60 FEDERAL HOME LOAN DISCOUNT NOTE FEDERAL HOME LOAN DISCOUNT NOTE 0.05% 313384HM4 Government Agency Debt First Tier Security S&P AAA 2011-06-29 2011-06-29 N N N 52000000.00 51995312.78 0.0599 N 51995312.78 51995312.78 FEDERAL HOME LOAN DISCOUNT NOTE FEDERAL HOME LOAN DISCOUNT NOTE 0.08% 313384JG5 Government Agency Debt First Tier Security S&P AAA 2011-07-18 2011-07-18 N N N 10000000.00 9998266.67 0.0115 N 9998266.67 9998266.67 FEDERAL HOME LOAN DISCOUNT NOTE FEDERAL HOME LOAN DISCOUNT NOTE 0.21% 313384RK7 Government Agency Debt First Tier Security S&P AAA 2012-01-05 2012-01-05 N N N 5000000.00 4992737.50 0.0058 N 4992737.50 4992737.50 FREDDIE MAC DISCOUNT NOTE FREDDIE MAC DISCOUNT NOTE 0.25% 313396HD8 Government Agency Debt First Tier Security S&P AAA 2011-06-21 2011-06-21 N N N 15000000.00 14994581.25 0.0173 N 14994581.25 14994581.25 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 24988263.89 0.0288 N 24988263.89 24988263.89 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 14986966.67 0.0173 N 14986966.67 14986966.67 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 24967305.55 0.0288 N 24967305.55 24967305.55 FANNIE DISCOUNT NOTE FANNIE DISCOUNT NOTE 0.06% 313588GV1 Government Agency Debt First Tier Security S&P AAA 2011-06-13 2011-06-13 N N N 50000000.00 49996416.67 0.0576 N 49996416.67 49996416.67 FANNIE DISCOUNT NOTE FANNIE DISCOUNT NOTE 0.06% 313588GV1 Government Agency Debt First Tier Security S&P AAA 2011-06-13 2011-06-13 N N N 25000000.00 24998208.33 0.0288 N 24998208.33 24998208.33 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 9990958.33 0.0115 N 9990958.33 9990958.33 BERKSHIRE HATHAWAY, INC. BERKSHIRE HATHAWAY, INC. 0.14% 37056KS92 Other Commercial Paper First Tier Security S&P A-1+ 2011-05-09 2011-05-09 N N N 5000000.00 4999822.22 0.0058 N 4999822.22 4999822.22 ING GROUPE NV ING GROUPE NV 0.36% 4497W1V45 Financial Company Commercial Paper First Tier Security S&P A-1 2011-08-04 2011-08-04 N N N 5000000.00 4995250.00 0.0058 N 4995250.00 4995250.00 ING GROUPE NV ING GROUPE NV 0.24% 4497W1V52 Financial Company Commercial Paper First Tier Security S&P A-1 2011-08-05 2011-08-05 N N N 5000000.00 4996800.00 0.0058 N 4996800.00 4996800.00 JOHNSON & JOHNSON JOHNSON & JOHNSON 0.17% 47816GV30 Other Commercial Paper First Tier Security S&P A-1+ 2011-08-03 2011-08-03 N N N 5000000.00 4997780.56 0.0058 N 4997780.56 4997780.56 JUPITER SECURITIZATION CORP JUPITER SECURITIZATION CORP 0.14% 4820P3SB0 Asset Backed Commercial Paper First Tier Security S&P A-1 2011-05-11 2011-05-11 N N N 5000000.00 4999791.67 0.0058 N 4999791.67 4999791.67 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 4997333.33 0.0058 N 4997333.33 4997333.33 PRUDENTIAL FINANCIAL, INC. PRUDENTIAL FINANCIAL, INC. 0.47% 7443M3S96 Financial Company Commercial Paper First Tier Security S&P A-1 2011-05-09 2011-05-09 N N N 5000000.00 4999422.22 0.0058 N 4999422.22 4999422.22 ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.1% 78009BSB9 Financial Company Commercial Paper First Tier Security S&P A-1+ 2011-05-11 2011-05-11 N N N 5000000.00 4999847.22 0.0058 N 4999847.22 4999847.22 SHEFFIELD RECEIVABLES CORP SHEFFIELD RECEIVABLES CORP 0.25% 82124MSS0 Asset Backed Commercial Paper First Tier Security S&P A-1+ 2011-05-26 2011-05-26 N N N 5000000.00 4999097.22 0.0058 N 4999097.22 4999097.22 SOCIETE GENERALE SOCIETE GENERALE 0.32% 83365SV34 Financial Company Commercial Paper First Tier Security S&P A-1 2011-08-03 2011-08-03 N N N 5000000.00 4995822.22 0.0058 N 4995822.22 4995822.22 SOCIETE GENERALE SOCIETE GENERALE 0.32% 83365SV34 Financial Company Commercial Paper First Tier Security S&P A-1 2011-08-03 2011-08-03 N N N 5000000.00 4995822.22 0.0058 N 4995822.22 4995822.22 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 4986562.50 0.0057 N 4986562.50 4986562.50 WESTPAC BANKING CORP. WESTPAC BANKING CORP. 0.27% 9612C1SA6 Financial Company Commercial Paper First Tier Security S&P A-1+ 2011-05-10 2011-05-10 N N N 5000000.00 4999625.00 0.0058 N 4999625.00 4999625.00 WESTPAC BANKING CORP. WESTPAC BANKING CORP. 0.22% 9612C1VK0 Financial Company Commercial Paper First Tier Security S&P A-1+ 2011-08-19 2011-08-19 N N N 5000000.00 4996638.89 0.0058 N 4996638.89 4996638.89 Deutsche Bank Deutsche Bank 0.01% Repo Treasury Repurchase Agreement N BNP Paribas 2020-08-15 2.625 Treasury Debt 621620.09 633439.36 BNP Paribas 2011-11-30 0.75 Treasury Debt 109465.70 111547.04 HSBC Holdings 2028-08-15 4.5 Treasury Debt 2418612.66 2464599.31 HSBC Holdings 2039-05-15 4.25 Treasury Debt 1211430.65 1234464.37 HSBC Holdings 2038-02-15 0 Treasury Debt 1179350.06 1201773.81 HSBC Holdings 2040-02-15 4.625 Treasury Debt 738867.90 752916.47 Deutsche Bank 2016-11-30 2.75 Treasury Debt 1588235.15 1618433.29 Mizuho Financial Group 2011-08-18 0 Treasury Debt 1167729.41 1189932.21 Mizuho Financial Group 2011-08-04 0 Treasury Debt 967502.52 985898.27 Mizuho Financial Group 2011-10-27 0 Treasury Debt 778244.91 793042.18 Mizuho Financial Group 2011-06-02 0 Treasury Debt 576159.06 587113.95 Mizuho Financial Group 2011-09-29 0 Treasury Debt 139253.23 141900.94 First Tier Security S&P NR 2011-05-02 2011-05-02 N N N 11496471.34 11496471.34 0.0132 N 11496471.34 11496471.34 HSBC Holdings HSBC Holdings 0.01% Repo Treasury Repurchase Agreement N BNP Paribas 2020-08-15 2.625 Treasury Debt 2177291.92 2204800.69 BNP Paribas 2011-11-30 0.75 Treasury Debt 384362.97 389219.16 HSBC Holdings 2028-08-15 4.5 Treasury Debt 8443816.74 8550499.26 HSBC Holdings 2039-05-15 4.25 Treasury Debt 4185195.56 4238072.98 HSBC Holdings 2038-02-15 0 Treasury Debt 4153728.48 4206208.33 HSBC Holdings 2040-02-15 4.625 Treasury Debt 2579319.31 2611907.45 Deutsche Bank 2016-11-30 2.75 Treasury Debt 5532810.04 5602713.75 Mizuho Financial Group 2011-08-18 0 Treasury Debt 4112799.99 4164762.73 Mizuho Financial Group 2011-08-04 0 Treasury Debt 3407591.11 3450643.96 Mizuho Financial Group 2011-10-27 0 Treasury Debt 2741016.55 2775647.64 Mizuho Financial Group 2011-06-02 0 Treasury Debt 2029260.35 2054898.83 Mizuho Financial Group 2011-09-29 0 Treasury Debt 490456.68 496653.30 First Tier Security S&P NR 2011-05-02 2011-05-02 N N N 40237649.71 40237649.71 0.0463 N 40237649.71 40237649.71 Mizuho Financial Group Mizuho Financial Group 0.01% Repo Treasury Repurchase Agreement N BNP Paribas 2020-08-15 2.625 Treasury Debt 1420209.53 1447212.89 BNP Paribas 2011-11-30 0.75 Treasury Debt 250095.25 254850.47 HSBC Holdings 2028-08-15 4.5 Treasury Debt 5525781.39 5630846.65 HSBC Holdings 2039-05-15 4.25 Treasury Debt 2767744.12 2820369.03 HSBC Holdings 2038-02-15 0 Treasury Debt 2694449.89 2745681.21 HSBC Holdings 2040-02-15 4.625 Treasury Debt 1688084.48 1720181.12 Deutsche Bank 2016-11-30 2.75 Treasury Debt 3628625.76 3697619.17 Mizuho Financial Group 2011-08-18 0 Treasury Debt 2667900.30 2718626.82 Mizuho Financial Group 2011-08-04 0 Treasury Debt 2210443.83 2252472.43 Mizuho Financial Group 2011-10-27 0 Treasury Debt 1778048.76 1811855.95 Mizuho Financial Group 2011-06-02 0 Treasury Debt 1316345.15 1341373.67 Mizuho Financial Group 2011-09-29 0 Treasury Debt 318150.53 324199.73 First Tier Security S&P NR 2011-05-02 2011-05-02 N N N 26265878.95 26265878.95 0.0303 N 26265878.95 26265878.95 Mizuho Financial Group Mizuho Financial Group 0.01% Repo Treasury Repurchase Agreement N Mizuho Financial Group 2011-09-29 0 Treasury Debt 42250862.35 43095928.31 Mizuho Financial Group 2012-04-05 0 Treasury Debt 51984424.92 53024173.35 Mizuho Financial Group 2013-12-15 0.75 Treasury Debt 54991.40 56091.29 First Tier Security S&P NR 2011-05-02 2011-05-02 N N N 94290278.67 94290278.67 0.1086 N 94290278.67 94290278.67