NPORT-P
false
0000899148
XXXXXXXX
S000015882
C000043618
C000043620
C000043619
Rydex Series Funds
811-07584
0000899148
5493004D62WV1EDNTU07
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Inverse High Yield Strategy Fund
S000015882
SCQPAL0SXRZDT2DWGE91
2020-03-31
2020-03-31
N
9053449.14
463398.65
8590050.49
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CDX.NA.HY.34
N/A
15050000.00000000
OU
Notional Amount
USD
992547.50000000
11.55461776569
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
MARKIT CDX.NA.HY.34 5% 6/20/2025
SP9U3AC6
Y
CDX HY34 5% 6/20/2025 - Tenor Quarterly
2025-06-20
837052.84000000
USD
0.00000000
USD
15050000.00000000
USD
155494.66000000
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
158742.53600000
NS
USD
1550914.58000000
18.05477839513
Long
EC
RF
US
N
1
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Bank
3133EKGP5
200000.00000000
PA
USD
199672.78000000
2.324465731981
Long
DBT
USGSE
US
N
2
2022-04-11
Floating
0.37500000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Bank
3133EKCY0
250000.00000000
PA
USD
250551.11000000
2.916759456672
Long
DBT
USGSE
US
N
2
2022-03-14
Floating
0.45000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
1730193.40000000
PA
USD
1730193.40000000
20.14183038870
Long
RA
CORP
US
N
2
Repurchase
Y
0.01000000
2020-04-01
1677160.01000000
USD
1764797.77000000
USD
UST
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796TS8
83000.00000000
PA
USD
82996.31000000
0.966191177765
Long
DBT
UST
US
N
2
2020-04-30
None
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury 5 Year Note Futures Contracts
N/A
-81.00000000
NC
USD
-35611.91000000
-0.41457160282
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
US 5yr 6%
2020-06-30
-10123559.97000000
USD
-35611.91000000
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
665459.00000000
PA
USD
665459.00000000
7.746857841809
Long
RA
CORP
US
N
2
Repurchase
Y
0.00000000
2020-04-01
659626.49000000
USD
678768.23000000
USD
UST
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
63948.38400000
NS
USD
1537958.64000000
17.90395343764
Long
EC
RF
US
N
1
N
N
N
2020-04-30
Rydex Series Funds
John Sullivan
John Sullivan
CFO