N-MFP LIVE N 2011-06-30 0000899148 S000003657 5 N N 033-59692 Rydex Investments 801-43489 Ernst & Young McLean VA Rydex Fund Services, LLC 0000913181 84-5475 N N N Government/Agency 52 52 1213814402.08 0.01 57037222.75 1156777179.34 0.0009 0.9996 2011-06-30 0.9996 2011-06-30 C000010172 1000.00 874224589.65 1.00 163954907.99 848594368.16 684639460.17 0.0001 0.9996 2011-06-30 0.9996 2011-06-30 C000010173 1000.00 154991755.13 1.00 57588985.86 317326083.05 259737097.19 0.0001 0.9995 2011-06-30 0.9995 2011-06-30 C000010174 1000.00 33681012.52 1.00 698449.26 7771209.01 7072759.75 0.0001 0.9996 2011-06-30 0.9996 2011-06-30 C000010175 1000.00 51076630.81 1.00 5172183.64 28143669.41 22971485.77 0.0001 0.9991 2011-06-30 0.9991 2011-06-30 C000076811 1000.00 42803191.23 1.00 2422546.93 4205606.10 1783059.17 0.0001 1.0002 2011-06-30 1.0002 2011-06-30 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 4999872.22 0.0043 N 4999872.22 4999872.22 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 4999850.00 0.0043 N 4999850.00 4999850.00 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 4998913.89 0.0043 N 4998913.89 4998913.89 BANK OF AMERICA BANK OF AMERICA 0.19% 0660P1VP3 Financial Company Commercial Paper First Tier Security S&P A-1 2011-08-23 2011-08-23 N N N 5000000.00 4998601.39 0.0043 N 4998601.39 4998601.39 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 4987333.34 0.0043 N 4987333.34 4987333.34 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 4992008.33 0.0043 N 4992008.33 4992008.33 COCA-COLA CO. COCA-COLA CO. 0.13% 19121BWE5 Other Commercial Paper First Tier Security S&P A-1 2011-09-14 2011-09-14 N N N 5000000.00 4998645.83 0.0043 N 4998645.83 4998645.83 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 4997095.83 0.0043 N 4997095.83 4997095.83 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 4999137.50 0.0043 N 4999137.50 4999137.50 DANSKE CORP. DANSKE CORP. 0.2% 2363F7VC9 Financial Company Commercial Paper First Tier Security S&P A-1 2011-08-12 2011-08-12 N N N 5000000.00 4998833.34 0.0043 N 4998833.34 4998833.34 FARMER MAC DISCOUNT NOTE FARMER MAC DISCOUNT NOTE 0.01% 31315KHP8 Government Agency Debt First Tier Security S&P AAA 2011-07-01 2011-07-01 N N N 200000000.00 200000000.00 0.1729 N 200000000.00 200000000.00 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 14990358.33 0.0130 N 14990358.33 14990358.33 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 9993750.00 0.0086 N 9993750.00 9993750.00 FARMER MAC DISCOUNT NOTE FARMER MAC DISCOUNT NOTE 0.12% 31315KQD5 Government Agency Debt First Tier Security S&P AAA 2011-12-06 2011-12-06 N N N 20000000.00 19989466.67 0.0173 N 19989466.67 19989466.67 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 14973416.67 0.0129 N 14973416.67 14973416.67 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 14999833.33 0.0130 N 14999833.33 14999833.33 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 9998055.56 0.0086 N 9998055.56 9998055.56 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 9997572.22 0.0086 N 9997572.22 9997572.22 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 9997380.56 0.0086 N 9997380.56 9997380.56 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 9992777.78 0.0086 N 9992777.78 9992777.78 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 9993930.55 0.0086 N 9993930.55 9993930.55 FEDERAL FARM CREDIT DISCOUNT NOTE FEDERAL FARM CREDIT DISCOUNT NOTE 0.1% 313312PH7 Government Agency Debt First Tier Security S&P AAA 2011-11-16 2011-11-16 N N N 15000000.00 14994250.00 0.0130 N 14994250.00 14994250.00 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 9989500.00 0.0086 N 9989500.00 9989500.00 FEDERAL FARM CREDIT DISCOUNT NOTE FEDERAL FARM CREDIT DISCOUNT NOTE 0.18% 313312VT4 Government Agency Debt First Tier Security S&P AAA 2012-04-18 2012-04-18 N N N 20000000.00 19970800.00 0.0173 N 19970800.00 19970800.00 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 15001362.87 0.0130 N 15001362.87 15001362.87 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 24999642.94 0.0216 N 24999642.94 24999642.94 FEDERAL HOME LOAN DISCOUNT NOTE FEDERAL HOME LOAN DISCOUNT NOTE 0% 313384HP7 Government Agency Debt First Tier Security S&P AAA 2011-07-01 2011-07-01 N N N 50000000.00 50000000.00 0.0432 N 50000000.00 50000000.00 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 9999622.22 0.0086 N 9999622.22 9999622.22 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 4994516.67 0.0043 N 4994516.67 4994516.67 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 24999277.78 0.0216 N 24999277.78 24999277.78 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 14992812.50 0.0130 N 14992812.50 14992812.50 FREDDIE MAC DISCOUNT NOTE FREDDIE MAC DISCOUNT NOTE 0.13% 313396QC0 Government Agency Debt First Tier Security S&P AAA 2011-12-05 2011-12-05 N N N 25000000.00 24985826.39 0.0216 N 24985826.39 24985826.39 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 19991111.11 0.0173 N 19991111.11 19991111.11 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 9994516.67 0.0086 N 9994516.67 9994516.67 FANNIE DISCOUNT NOTE FANNIE DISCOUNT NOTE 0.14% 313588RP2 Government Agency Debt First Tier Security S&P AAA 2012-01-09 2012-01-09 N N N 10000000.00 9992533.29 0.0086 N 9992533.29 9992533.29 FANNIE DISCOUNT NOTE FANNIE DISCOUNT NOTE 0.2% 313588XP5 Government Agency Debt First Tier Security S&P AAA 2012-06-01 2012-06-01 N N N 25000000.00 24953333.33 0.0216 N 24953333.33 24953333.33 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 4998300.00 0.0043 N 4998300.00 4998300.00 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 4998833.33 0.0043 N 4998833.33 4998833.33 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 4999220.83 0.0043 N 4999220.83 4999220.83 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 4999366.67 0.0043 N 4999366.67 4999366.67 NESTLE SA NESTLE SA 0.17% 64105HZ13 Other Commercial Paper First Tier Security S&P A-1+ 2011-12-01 2011-12-01 N N N 5000000.00 4996387.50 0.0043 N 4996387.50 4996387.50 PROCTOR & GAMBLE PROCTOR & GAMBLE 0.07% 74273MUF1 Other Commercial Paper First Tier Security S&P A-1+ 2011-07-15 2011-07-15 N N N 10000000.00 9999727.77 0.0086 N 9999727.77 9999727.77 PRUDENTIAL PLC PRUDENTIAL PLC 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 9984233.33 0.0086 N 9984233.33 9984233.33 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 4999604.17 0.0043 N 4999604.17 4999604.17 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 4998772.22 0.0043 N 4998772.22 4998772.22 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 4998533.33 0.0043 N 4998533.33 4998533.33 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 4998533.33 0.0043 N 4998533.33 4998533.33 UBS AG UBS AG 0.41% 90262CCC9 Financial Company Commercial Paper First Tier Security S&P A-1 2012-03-12 2012-03-12 N N N 5000000.00 4985479.16 0.0043 N 4985479.16 4985479.16 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 4990375.00 0.0043 N 4990375.00 4990375.00 WALMART WALMART 0.07% 93114FUK8 Other Commercial Paper First Tier Security S&P A-1+ 2011-07-19 2011-07-19 N N N 10000000.00 9999650.00 0.0086 N 9999650.00 9999650.00 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 4998502.78 0.0043 N 4998502.78 4998502.78 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 4995100.00 0.0043 N 4995100.00 4995100.00 Deutsche Bank Deutsche Bank 0% Repo Treasury Repurchase Agreement N BNP Paribas 2012-10-31 0.375 Treasury Debt 328760.22 335308.83 HSBC Holdings 2027-11-15 6.125 Treasury Debt 1383309.84 1410864.13 HSBC Holdings 2025-02-15 7.625 Treasury Debt 1199432.95 1223324.57 HSBC Holdings 2026-02-15 6 Treasury Debt 1045557.94 1066384.51 HSBC Holdings 2039-11-15 4.375 Treasury Debt 818207.34 834505.29 HSBC Holdings 2030-05-15 6.25 Treasury Debt 793090.88 808888.54 HSBC Holdings 2037-05-15 5 Treasury Debt 454115.82 463161.40 HSBC Holdings 2038-02-15 4.375 Treasury Debt 306262.37 312362.84 Deutsche Bank 2016-11-30 2.75 Treasury Debt 369883.33 377251.07 Mizuho Financial Group 2012-06-28 0 Treasury Debt 1840104.68 1876757.91 Credit Suisse Group 2012-05-31 0.75 Treasury Debt 2055008.86 2095942.78 First Tier Security S&P NR 2011-07-01 2011-07-01 N N N 10593734.23 10593734.23 0.0092 N 10593734.23 10593734.23 HSBC Holdings HSBC Holdings 0% Repo Treasury Repurchase Agreement N BNP Paribas 2012-10-31 0.375 Treasury Debt 5333221.35 5439454.32 HSBC Holdings 2027-11-15 6.125 Treasury Debt 22440359.69 22887351.44 HSBC Holdings 2025-02-15 7.625 Treasury Debt 19457467.81 19845043.05 HSBC Holdings 2026-02-15 6 Treasury Debt 16961273.27 17299126.56 HSBC Holdings 2039-11-15 4.375 Treasury Debt 13273141.18 13537530.20 HSBC Holdings 2030-05-15 6.25 Treasury Debt 12865696.61 13121969.70 HSBC Holdings 2037-05-15 5 Treasury Debt 7366767.81 7513507.19 HSBC Holdings 2038-02-15 4.375 Treasury Debt 4968256.23 5067219.42 Deutsche Bank 2016-11-30 2.75 Treasury Debt 6000329.50 6119850.66 Mizuho Financial Group 2012-06-28 0 Treasury Debt 29850587.03 30445183.84 Credit Suisse Group 2012-05-31 0.75 Treasury Debt 33336810.32 34000849.56 First Tier Security S&P NR 2011-07-01 2011-07-01 N N N 171853910.81 171853910.81 0.1486 N 171853910.81 171853910.81 Credit Suisse Group Credit Suisse Group 0% Repo Treasury Repurchase Agreement N BNP Paribas 2012-10-31 0.375 Treasury Debt 1826445.67 1862826.82 HSBC Holdings 2027-11-15 6.125 Treasury Debt 7685054.68 7838134.05 HSBC Holdings 2025-02-15 7.625 Treasury Debt 6663516.38 6796247.62 HSBC Holdings 2026-02-15 6 Treasury Debt 5808655.23 5924358.41 HSBC Holdings 2039-11-15 4.375 Treasury Debt 4545596.30 4636140.48 HSBC Holdings 2030-05-15 6.25 Treasury Debt 4406060.48 4493825.24 HSBC Holdings 2037-05-15 5 Treasury Debt 2522865.69 2573118.90 HSBC Holdings 2038-02-15 4.375 Treasury Debt 1701457.62 1735349.12 Deutsche Bank 2016-11-30 2.75 Treasury Debt 2054907.37 2095839.27 Mizuho Financial Group 2012-06-28 0 Treasury Debt 10222803.78 10426432.82 Credit Suisse Group 2012-05-31 0.75 Treasury Debt 11416715.86 11644126.56 First Tier Security S&P NR 2011-07-01 2011-07-01 N N N 58854079.04 58854079.04 0.0509 N 58854079.04 58854079.04 Mizuho Financial Group Mizuho Financial Group 0% Repo Treasury Repurchase Agreement N BNP Paribas 2012-10-31 0.375 Treasury Debt 1635409.80 1667985.69 HSBC Holdings 2027-11-15 6.125 Treasury Debt 6881241.52 7018309.65 HSBC Holdings 2025-02-15 7.625 Treasury Debt 5966550.32 6085398.63 HSBC Holdings 2026-02-15 6 Treasury Debt 5201102.82 5304704.10 HSBC Holdings 2039-11-15 4.375 Treasury Debt 4070152.68 4151226.46 HSBC Holdings 2030-05-15 6.25 Treasury Debt 3945211.53 4023796.59 HSBC Holdings 2037-05-15 5 Treasury Debt 2258988.24 2303985.25 HSBC Holdings 2038-02-15 4.375 Treasury Debt 1523494.79 1553841.43 Deutsche Bank 2016-11-30 2.75 Treasury Debt 1839975.70 1876626.36 Mizuho Financial Group 2012-06-28 0 Treasury Debt 9153556.44 9335887.04 Credit Suisse Group 2012-05-31 0.75 Treasury Debt 10222592.08 10426216.91 First Tier Security S&P NR 2011-07-01 2011-07-01 N N N 52698275.92 52698275.92 0.0456 N 52698275.92 52698275.92 Mizuho Financial Group Mizuho Financial Group 0% Repo Treasury Repurchase Agreement N Mizuho Financial Group 2012-06-28 0 Treasury Debt 170117843.55 173520288.02 First Tier Security S&P NR 2011-07-01 2011-07-01 N N N 170117843.55 170117843.55 0.1471 N 170117843.55 170117843.55