N-MFP LIVE N 2011-05-31 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 47 47 1040126307.77 4357331.92 0.01 1044483639.68 0.0012 0.9996 2011-05-31 0.9996 2011-05-31 C000010172 1000.00 734978987.98 1.00 97112600.72 815711118.58 718598517.86 0.0001 0.9996 2011-05-31 0.9996 2011-05-31 C000010173 1000.00 184521264.36 1.00 73683525.78 304729133.43 231045607.65 0.0001 0.9995 2011-05-31 0.9995 2011-05-31 C000010174 1000.00 33886317.47 1.00 2182344.34 12863780.10 10681435.76 0.0001 0.9996 2011-05-31 0.9996 2011-05-31 C000010175 1000.00 50500578.13 1.00 5016839.36 30006706.69 24989867.33 0.0001 0.9991 2011-05-31 0.9991 2011-05-31 C000076811 1000.00 40596491.74 1.00 -1720923.04 776504.94 2497427.98 0.0001 1.0002 2011-05-31 1.0002 2011-05-31 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 4998913.89 0.0048 N 4998913.89 4998913.89 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 4998725.00 0.0048 N 4998725.00 4998725.00 BNP PARIBAS BNP PARIBAS 0.23% 0556N1V42 Treasury Repurchase Agreement N First Tier Security S&P A-1+ 2011-08-04 2011-08-04 N N N 5000000.00 4997955.56 0.0048 N 4997955.56 4997955.56 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 4999261.11 0.0048 N 4999261.11 4999261.11 BANK OF AMERICA BANK OF AMERICA 0.19% 0660P1VP3 Financial Company Commercial Paper First Tier Security S&P A-1 2011-05-23 2011-05-23 N N N 5000000.00 4997809.73 0.0048 N 4997809.73 4997809.73 BARCLAYS PLC BARCLAYS PLC 0.4% 06737HBE8 Financial Company Commercial Paper First Tier Security S&P A-1+ 2012-02-14 2012-02-14 N N N 5000000.00 4985666.67 0.0048 N 4985666.67 4985666.67 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 4990258.33 0.0048 N 4990258.33 4990258.33 COCA-COLA CO. COCA-COLA CO. 0.17% 19121BY11 Other Commercial Paper First Tier Security S&P A-1 2011-11-01 2011-11-01 N N N 5000000.00 4996387.50 0.0048 N 4996387.50 4996387.50 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 5000000.00 0.0048 N 5000000.00 5000000.00 DANSKE CORP. DANSKE CORP. 0.23% 2363F7UU0 Financial Company Commercial Paper First Tier Security S&P A-1 2011-07-28 2011-07-28 N N N 5000000.00 4998179.16 0.0048 N 4998179.16 4998179.16 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 25000000.00 0.0239 N 25000000.00 25000000.00 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 24999930.56 0.0239 N 24999930.56 24999930.56 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 14997708.33 0.0144 N 14997708.33 14997708.33 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 14987108.33 0.0143 N 14987108.33 14987108.33 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 9991666.67 0.0096 N 9991666.67 9991666.67 FARMER MAC DISCOUNT NOTE FARMER MAC DISCOUNT NOTE 0.2% 31315KWW6 Government Agency Debt First Tier Security S&P AAA 2012-05-15 2012-05-15 N N N 15000000.00 14970916.67 0.0143 N 14970916.67 14970916.67 FEDERAL FARM CREDIT DISCOUNT NOTE FEDERAL FARM CREDIT DISCOUNT NOTE 0.04% 313312HZ6 Government Agency Debt First Tier Security S&P AAA 2011-07-11 2011-07-11 N N N 15000000.00 14999333.34 0.0144 N 14999333.34 14999333.34 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 9996388.89 0.0096 N 9996388.89 9996388.89 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 9995655.56 0.0096 N 9995655.56 9995655.56 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 9995463.89 0.0096 N 9995463.89 9995463.89 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 9990694.45 0.0096 N 9990694.45 9990694.45 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 9992347.22 0.0096 N 9992347.22 9992347.22 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 9987750.00 0.0096 N 9987750.00 9987750.00 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 15001752.07 0.0144 N 15001752.07 15001752.07 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 24999600.47 0.0239 N 24999600.47 24999600.47 FEDERAL HOME LOAN DISCOUNT NOTE FEDERAL HOME LOAN DISCOUNT NOTE 0.06% 313384HM4 Government Agency Debt First Tier Security S&P AAA 2011-06-29 2011-06-29 N N N 52000000.00 51997775.56 0.0498 N 51997775.56 51997775.56 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 9998955.56 0.0096 N 9998955.56 9998955.56 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 4993641.67 0.0048 N 4993641.67 4993641.67 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 14997875.00 0.0144 N 14997875.00 14997875.00 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 24993861.11 0.0239 N 24993861.11 24993861.11 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 14989937.50 0.0144 N 14989937.50 14989937.50 FREDDIE MAC DISCOUNT NOTE FREDDIE MAC DISCOUNT NOTE 0.1% 313396QF3 Government Agency Debt First Tier Security S&P AAA 2011-12-08 2011-12-08 N N N 20000000.00 19989444.44 0.0191 N 19989444.44 19989444.44 FANNIE MAE DISCOUNT NOTE FANNIE MAE 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 49999000.00 0.0479 N 49999000.00 49999000.00 FANNIE MAE DISCOUNT NOTE FANNIE MAE 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 24999500.00 0.0239 N 24999500.00 24999500.00 FANNIE MAE DISCOUNT NOTE FANNIE MAE 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 9992766.67 0.0096 N 9992766.67 9992766.67 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 4996800.00 0.0048 N 4996800.00 4996800.00 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 4997833.33 0.0048 N 4997833.33 4997833.33 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 4998512.50 0.0048 N 4998512.50 4998512.50 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 4998366.67 0.0048 N 4998366.67 4998366.67 PRUDENTIAL FINANCIAL, INC. PRUDENTIAL FINANCIAL, INC. 0.44% 7443M3Y73 Financial Company Commercial Paper First Tier Security S&P A-1 2011-11-07 2011-11-07 N N N 10000000.00 9980566.67 0.0096 N 9980566.67 9980566.67 SHEFFIELD RECEIVABLES CORP SHEFFIELD RECEIVABLES CORP 0.15% 82124MUL2 Asset Backed Commercial Paper First Tier Security S&P A-1+ 2011-07-20 2011-07-20 N N N 5000000.00 4998979.17 0.0048 N 4998979.17 4998979.17 SHEFFIELD RECEIVABLES CORP SHEFFIELD RECEIVABLES CORP 0.17% 82124MVN7 Asset Backed Commercial Paper First Tier Security S&P A-1+ 2011-08-22 2011-08-22 N N N 5000000.00 4998063.89 0.0048 N 4998063.89 4998063.89 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 4997200.00 0.0048 N 4997200.00 4997200.00 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 4997200.00 0.0048 N 4997200.00 4997200.00 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 4988500.00 0.0048 N 4988500.00 4988500.00 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 4997586.11 0.0048 N 4997586.11 4997586.11 WESTPAC BANKING CORP. WESTPAC BANKING CORP. 0.28% 9612C1Y43 Financial Company Commercial Paper First Tier Security S&P A-1+ 2011-11-04 2011-11-04 N N N 5000000.00 4993933.34 0.0048 N 4993933.34 4993933.34 Credit Suisse Group Credit Suisse Group 0.04% Repo Treasury Repurchase Agreement N HSBC Holdings 2038-05-15 4.5 Treasury Debt 18716199.18 19088827.30 HSBC Holdings 2040-05-15 4.375 Treasury Debt 13195147.78 13457855.13 HSBC Holdings 2039-08-15 4.5 Treasury Debt 6744455.92 6878733.93 Deutsche Bank 2020-02-15 3.625 Treasury Debt 19655939.20 20047276.97 Mizuho Financial Group 2011-06-23 0 Treasury Debt 2878308.31 2935613.67 Mizuho Financial Group 2011-11-10 0 Treasury Debt 3276583.70 3341818.49 Mizuho Financial Group 2011-07-14 0 Treasury Debt 397703.94 405621.98 Credit Suisse Group 2020-05-15 3.5 Treasury Debt 18045731.09 18405010.60 Credit Suisse Group 2013-05-15 1.375 Treasury Debt 8360147.44 8526592.88 BNP Paribas 2012-02-15 1.375 Treasury Debt 2755686.45 2810550.49 First Tier Security S&P NR 2011-06-01 2011-06-01 N N N 94025903.00 94025903.00 0.0900 N 94025903.00 94025903.00 Deutsche Bank Deutsche Bank 0.06% Repo Treasury Repurchase Agreement N HSBC Holdings 2038-05-15 4.5 Treasury Debt 13932193.05 14209574.52 HSBC Holdings 2040-05-15 4.375 Treasury Debt 9822365.34 10017922.65 HSBC Holdings 2039-08-15 4.5 Treasury Debt 5020520.51 5120476.01 Deutsche Bank 2020-02-15 3.625 Treasury Debt 14631728.21 14923037.00 Mizuho Financial Group 2011-06-23 0 Treasury Debt 2142590.31 2185247.98 Mizuho Financial Group 2011-11-10 0 Treasury Debt 2439063.41 2487623.68 Mizuho Financial Group 2011-07-14 0 Treasury Debt 296047.71 301941.84 Credit Suisse Group 2020-05-15 3.5 Treasury Debt 13433101.81 13700546.68 Credit Suisse Group 2013-05-15 1.375 Treasury Debt 6223228.70 6347129.39 BNP Paribas 2012-02-15 1.375 Treasury Debt 2051311.56 2092151.92 First Tier Security S&P NR 2011-06-01 2011-06-01 N N N 69992150.60 69992150.60 0.0670 N 69992150.60 69992150.60 HSBC Holdings HSBC Holdings 0.07% Repo Treasury Repurchase Agreement N HSBC Holdings 2038-05-15 4.5 Treasury Debt 27399979.65 27945496.55 HSBC Holdings 2040-05-15 4.375 Treasury Debt 19317318.50 19701914.54 HSBC Holdings 2039-08-15 4.5 Treasury Debt 9873690.33 10070269.49 Deutsche Bank 2020-02-15 3.625 Treasury Debt 28775732.14 29348639.43 Mizuho Financial Group 2011-06-23 0 Treasury Debt 4213760.94 4297654.35 Mizuho Financial Group 2011-11-10 0 Treasury Debt 4796824.71 4892326.57 Mizuho Financial Group 2011-07-14 0 Treasury Debt 582227.17 593818.96 Credit Suisse Group 2020-05-15 3.5 Treasury Debt 26418433.57 26944408.48 Credit Suisse Group 2013-05-15 1.375 Treasury Debt 12239016.45 12482687.81 BNP Paribas 2012-02-15 1.375 Treasury Debt 4034246.06 4114565.44 First Tier Security S&P NR 2011-06-01 2011-06-01 N N N 137651229.52 137651229.52 0.1318 N 137651229.52 137651229.52 Mizuho Financial Group Mizuho Financial Group 0.07% Repo Treasury Repurchase Agreement N HSBC Holdings 2038-05-15 4.5 Treasury Debt 35171038.64 4736524.84 HSBC Holdings 2040-05-15 4.375 Treasury Debt 24796009.49 3339307.55 HSBC Holdings 2039-08-15 4.5 Treasury Debt 12674021.99 1706825.34 Deutsche Bank 2020-02-15 3.625 Treasury Debt 36936975.88 4974345.67 Mizuho Financial Group 2011-06-23 0 Treasury Debt 5408848.85 728415.99 Mizuho Financial Group 2011-11-10 0 Treasury Debt 6157278.54 829207.89 Mizuho Financial Group 2011-07-14 0 Treasury Debt 747355.81 100647.28 Credit Suisse Group 2020-05-15 3.5 Treasury Debt 33911110.83 4566848.89 Credit Suisse Group 2013-05-15 1.375 Treasury Debt 15710191.26 2115709.80 BNP Paribas 2012-02-15 1.375 Treasury Debt 5178420.76 697383.97 First Tier Security S&P NR 2011-06-01 2011-06-01 N N N 176691252.06 176691252.06 0.1692 N 176691252.06 176691252.06