N-MFP LIVE N 2011-02-28 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 50 50 1045916330.15 3430566.12 0.01 1049346895.27 0.0016 0.9995 2011-02-28 0.9995 2011-02-28 C000010172 1000.00 719715229.46 1.00 -18340331.50 671532787.69 689873119.19 0.0001 0.9996 2011-02-28 0.9996 2011-02-28 C000010173 1000.00 189638751.13 1.00 1180328.04 267375269.74 266194941.70 0.0001 0.9994 2011-02-28 0.9994 2011-02-28 C000010174 1000.00 44934979.16 1.00 8736576.26 15928076.46 7191500.20 0.0001 0.9997 2011-02-28 0.9997 2011-02-28 C000010175 1000.00 48803438.68 1.00 -3056473.84 14324115.48 17380589.32 0.0001 0.9991 2011-02-28 0.9991 2011-02-28 C000076811 1000.00 46254496.84 1.00 -1280240.99 2566547.08 3846788.07 0.0001 1.0002 2011-02-28 1.0002 2011-02-28 ARCHER-DANIELS-MIDLAND CO. ARCHER-DANIELS-MIDLAND CO. 0.26% 03948HQ95 Other Commercial Paper First Tier Security S&P A-1 2011-03-09 2011-03-09 N N N 5000000.00 4999711.11 0.0048 N 4999711.11 4999711.11 BANK OF AMERICA BANK OF AMERICA 0.3% 0660P1QN4 Financial Company Commercial Paper First Tier Security S&P A-1 2011-03-22 2011-03-22 N N N 5000000.00 4999125.00 0.0048 N 4999125.00 4999125.00 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 4984891.66 0.0048 N 4984891.66 4984891.66 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 4996840.28 0.0048 N 4996840.28 4996840.28 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 4995144.44 0.0048 N 4995144.44 4995144.44 FARMER MAC DISCOUNT NOTE FARMER MAC DISCOUNT NOTE 0.16% 31315KDB3 Government Agency Debt First Tier Security S&P AAA 2011-03-15 2011-03-15 N N N 10000000.00 9999377.77 0.0095 N 9999377.77 9999377.77 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 14995200.00 0.0143 N 14995200.00 14995200.00 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 24984027.78 0.0238 N 24984027.78 24984027.78 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 14988125.00 0.0143 N 14988125.00 14988125.00 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 14977141.66 0.0143 N 14977141.66 14977141.66 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 9985277.78 0.0095 N 9985277.78 9985277.78 FEDERAL FARM CRD DISCOUNT NOTE FEDERAL FARM CRD 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 9991277.78 0.0095 N 9991277.78 9991277.78 FEDERAL FARM CRD DISCOUNT NOTE FEDERAL FARM CRD 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 9989777.78 0.0095 N 9989777.78 9989777.78 FEDERAL FARM CRD DISCOUNT NOTE FEDERAL FARM CRD 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 9989586.11 0.0095 N 9989586.11 9989586.11 FEDERAL FARM CRD DISCOUNT NOTE FEDERAL FARM CRD 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 9984305.56 0.0095 N 9984305.56 9984305.56 FEDERAL FARM CRD DISCOUNT NOTE FEDERAL FARM CRD 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 9982383.33 0.0095 N 9982383.33 9982383.33 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 15002945.07 0.0143 N 15002945.07 15002945.07 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 24982239.58 0.0238 N 24982239.58 24982239.58 FREDDIE MAC DISCOUNT NOTE FREDDIE MAC DISCOUNT NOTE 0.3% 313396DT7 Government Agency Debt First Tier Security S&P AAA 2011-03-31 2011-03-31 N N N 25000000.00 24993750.00 0.0238 N 24993750.00 24993750.00 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 14996645.83 0.0143 N 14996645.83 14996645.83 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 14988100.00 0.0143 N 14988100.00 14988100.00 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 24977250.00 0.0238 N 24977250.00 24977250.00 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 14981120.83 0.0143 N 14981120.83 14981120.83 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 24957986.11 0.0238 N 24957986.11 24957986.11 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 14996864.58 0.0143 N 14996864.58 14996864.58 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 9987400.00 0.0095 N 9987400.00 9987400.00 ING GROUPE NV ING GROUPE NV 0.35% 4497W1Q41 Financial Company Commercial Paper First Tier Security S&P A-1 2011-03-04 2011-03-04 N N N 5000000.00 4999854.17 0.0048 N 4999854.17 4999854.17 IBRD DISCOUNT NOTE IBRD DISCOUNT NOTE 0.19% 459052EU6 Other Note First Tier Security S&P AAA 2011-04-25 2011-04-25 N N N 10000000.00 9997097.22 0.0095 N 9997097.22 9997097.22 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 4995300.00 0.0048 N 4995300.00 4995300.00 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 4995016.67 0.0048 N 4995016.67 4995016.67 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 4997400.00 0.0048 N 4997400.00 4997400.00 UBS AG UBS AG 0.32% 90262DQ99 Financial Company Commercial Paper First Tier Security S&P A-1 2011-03-09 2011-03-09 N N N 5000000.00 4999650.00 0.0048 N 4999650.00 4999650.00 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 4997083.33 0.0048 N 4997083.33 4997083.33 Credit Suisse Group Credit Suisse Group 0.11% REPO Treasury Repurchase Agreement N HSBC Holdings 2039-11-15 4.375 Treasury Debt 18921544.30 18769224.30 HSBC Holdings 2038-05-15 4.5 Treasury Debt 8106040.04 8247447.26 Deutsche Bank 2013-11-30 2 Treasury Debt 9364720.08 9649472.47 Mizuho Financial Group 2011-07-14 0 Treasury Debt 14348837.76 14341649.89 Mizuho Financial Group 2011-06-09 0 Treasury Debt 3351702.44 3349995.17 Credit Suisse Group 2019-08-15 3.625 Treasury Debt 8344602.87 8637847.20 Morgan Stanley 2028-04-15 3.625 Treasury Debt 1650192.78 2132402.14 Morgan Stanley 2040-02-15 2.125 Treasury Debt 5665073.16 5887161.71 Morgan Stanley 2016-07-15 2.5 Treasury Debt 1433952.54 1632223.26 First Tier Security S&P NR 2011-03-01 2011-03-01 N N N 71225749.81 71225749.81 0.0679 N 71225749.81 71225749.81 Morgan Stanley Morgan Stanley 0.13% REPO Treasury Repurchase Agreement N HSBC Holdings 2039-11-15 4.375 Treasury Debt 21136638.74 20966487.05 HSBC Holdings 2038-05-15 4.5 Treasury Debt 9054992.40 9212953.79 Deutsche Bank 2013-11-30 2 Treasury Debt 10461022.75 10779110.34 Mizuho Financial Group 2011-07-14 0 Treasury Debt 16028617.71 16020588.37 Mizuho Financial Group 2011-06-09 0 Treasury Debt 3744077.25 3742170.11 Credit Suisse Group 2019-08-15 3.625 Treasury Debt 9321483.14 9649056.80 Morgan Stanley 2028-04-15 3.625 Treasury Debt 1843376.42 2382036.74 Morgan Stanley 2040-02-15 2.125 Treasury Debt 6328268.09 6576355.95 Morgan Stanley 2016-07-15 2.5 Treasury Debt 1601821.52 1823303.26 First Tier Security S&P NR 2011-03-01 2011-03-01 N N N 79563957.31 79563957.31 0.0758 N 79563957.31 79563957.31 Mizuho Financial Group Mizuho Financial Group 0.13% REPO Treasury Repurchase Agreement N HSBC Holdings 2039-11-15 4.375 Treasury Debt 38750504.36 38438559.59 HSBC Holdings 2038-05-15 4.5 Treasury Debt 16600819.40 16890415.28 Deutsche Bank 2013-11-30 2 Treasury Debt 19178541.70 19761702.27 Mizuho Financial Group 2011-07-14 0 Treasury Debt 29385799.14 29371078.69 Mizuho Financial Group 2011-06-09 0 Treasury Debt 6864141.63 6860645.21 Credit Suisse Group 2019-08-15 3.625 Treasury Debt 17089385.76 17689937.46 Morgan Stanley 2028-04-15 3.625 Treasury Debt 3379523.44 4367067.35 Morgan Stanley 2040-02-15 2.125 Treasury Debt 11601824.82 12056652.57 Morgan Stanley 2016-07-15 2.5 Treasury Debt 2936672.79 3342722.64 Mizuho Financial Group 2011-06-09 0 Treasury Debt 1647729.57 1646890.26 Mizuho Financial Group 2011-04-07 0 Treasury Debt 2124347.86 2123085.86 First Tier Security S&P NR 2011-03-01 2011-03-01 N N N 203095688.81 203095688.81 0.1935 N 203095688.81 203095688.81 Deutsche Bank Deutsche Bank 0.14% REPO Treasury Repurchase Agreement N HSBC Holdings 2039-11-15 4.375 Treasury Debt 21136638.74 20966487.05 HSBC Holdings 2038-05-15 4.5 Treasury Debt 9054992.40 9212953.79 Deutsche Bank 2013-11-30 2 Treasury Debt 10461022.75 10779110.34 Mizuho Financial Group 2011-07-14 0 Treasury Debt 16028617.71 16020588.37 Mizuho Financial Group 2011-06-09 0 Treasury Debt 3744077.25 3742170.11 Credit Suisse Group 2019-08-15 3.625 Treasury Debt 9321483.14 9649056.80 Morgan Stanley 2028-04-15 3.625 Treasury Debt 1843376.42 2382036.74 Morgan Stanley 2040-02-15 2.125 Treasury Debt 6328268.09 6576355.95 Morgan Stanley 2016-07-15 2.5 Treasury Debt 1601821.52 1823303.26 First Tier Security S&P NR 2011-03-01 2011-03-01 N N N 79563957.31 79563957.31 0.0758 N 79563957.31 79563957.31 HSBC Holdings HSBC Holdings 0.14% REPO Treasury Repurchase Agreement N HSBC Holdings 2039-11-15 4.375 Treasury Debt 59182588.48 58706163.74 HSBC Holdings 2038-05-15 4.5 Treasury Debt 25353978.73 25796270.62 Deutsche Bank 2013-11-30 2 Treasury Debt 29290863.69 30181508.93 Mizuho Financial Group 2011-07-14 0 Treasury Debt 44880129.60 44857647.46 Mizuho Financial Group 2011-06-09 0 Treasury Debt 10483416.31 10478076.32 Credit Suisse Group 2019-08-15 3.625 Treasury Debt 26100152.80 27017359.03 Morgan Stanley 2028-04-15 3.625 Treasury Debt 5161453.98 6669702.87 Morgan Stanley 2040-02-15 2.125 Treasury Debt 17719150.64 18413796.66 Morgan Stanley 2016-07-15 2.5 Treasury Debt 4485100.27 5105249.14 First Tier Security S&P NR 2011-03-01 2011-03-01 N N N 222779080.48 222779080.48 0.2123 N 222779080.48 222779080.48