NPORT-P
false
0000899148
XXXXXXXX
S000041673
C000129380
C000129378
C000129379
Rydex Series Funds
811-07584
0000899148
5493004D62WV1EDNTU07
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Emerging Markets Bond Strategy Fund
S000041673
5493007HTK1ZMPR37V06
2020-03-31
2019-12-31
N
4514426.6
146434.75
4367991.85
0
0
0
0
0
0
0
0
0
0
0
0
0
0
USD
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
iShares J.P. Morgan USD Emerging Markets Bond ETF
N/A
8073.00000000
NC
USD
1816.43000000
0.041585013488
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
iShares JP Morgan USD Emerging Markets Bond ETF
EMB
Y
iShares J.P. Morgan USD Emerging Markets Bond ETF-Tenor Monthly
2020-01-29
0
USD
0
USD
924318.14
USD
1816.43
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury 5 Year Note Futures Contracts
N/A
15.00000000
NC
USD
-5494.54000000
-0.12579098562
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
US 5yr 6%
2020-03-31
1784752.35
USD
-5494.54
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796WR6
19000.00000000
PA
USD
18974.18000000
0.434391378271
Long
DBT
UST
US
N
2
2020-02-04
None
0.00000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CDX EM32 1% 12/20/2024
N/A
-3900000.00000000
OU
Swap
USD
-131183.48000000
-3.00329040220
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
MARKIT CDX.EM.32 1% 12/20/24
IBOXUMSE
Y
CDXEM32 1% 12/20/2024 - Tenor Quarterly
2024-12-20
0
USD
202707.21
USD
-3900000
USD
71523.73
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
749693.87000000
PA
USD
749693.87000000
17.16335322374
Long
RA
CORP
US
N
2
Repurchase
Y
1.50000000
2020-01-02
626027.04000000
USD
764688.96000000
USD
UST
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
2325021.16000000
PA
USD
2325021.16000000
53.22860572645
Long
RA
CORP
US
N
2
Repurchase
Y
1.53000000
2020-01-02
2149038.56000000
USD
2371522.03000000
USD
UST
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Invesco Emerging Markets Sovereign Debt ETF
N/A
31744.00000000
NC
USD
1266.59000000
0.028997077913
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Invesco Emerging Markets Sovereign Debt ETF
PCY
Y
Invesco Emerging Markets Sovereign Debt ETF-Tenor Monthly
2020-01-29
0
USD
0
USD
938032.03
USD
1266.59
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
749693.87000000
PA
USD
749693.87000000
17.16335322374
Long
RA
CORP
US
N
2
Repurchase
Y
1.40000000
2020-01-02
758232.31000000
USD
764688.06000000
USD
UST
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury 10 Year Note Futures Contracts
N/A
7.00000000
NC
USD
-7652.45000000
-0.17519377926
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
US 10yr 6%
2020-03-20
906605.58
USD
-7652.45
N
N
N
2020-01-30
Rydex Series Funds
John Sullivan
John Sullivan
CFO
XXXX