NPORT-P
false
0000899148
XXXXXXXX
S000015881
C000043615
C000043616
C000043617
Rydex Series Funds
811-07584
0000899148
5493004D62WV1EDNTU07
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
High Yield Strategy Fund
S000015881
9LP714THWJRO0RW4E321
2020-03-31
2020-03-31
N
29824085.57
1714747.62
28109337.95
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
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
5455767.77000000
PA
USD
5455767.77000000
19.40909380258
Long
RA
CORP
US
N
2
Repurchase
Y
0.01000000
2020-04-01
5288539.16000000
USD
5564884.72000000
USD
UST
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CDX.NA.HY.34
N/A
-9750000.00000000
OU
Notional Amount
USD
-643012.50000000
-2.28754053597
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
0.00000000
USD
465457.18000000
USD
-9750000.00000000
USD
-177555.32000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
iShares iBoxx $ High Yield Corporate Bond ETF
N/A
15944.00000000
NC
USD
89445.84000000
0.318206854103
N/A
DCR
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
Y
iShares iBoxx $ High Yield Corporate Bond ETF-Tenor Monthly
2020-04-29
0.00000000
USD
0.00000000
USD
1228804.08000000
USD
89445.84000000
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796TS8
1117000.00000000
PA
USD
1116950.28000000
3.973591558743
Long
DBT
UST
US
N
2
2020-04-30
None
0.00000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
28786.19400000
NS
USD
692307.97000000
2.462910977239
Long
EC
RF
US
N
1
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Bank
3133EKGP5
2500000.00000000
PA
USD
2495909.70000000
8.879290236005
Long
DBT
USGSE
US
N
2
2022-04-11
Floating
0.37500000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
195254.95200000
NS
USD
1907640.88000000
6.786502348056
Long
EC
RF
US
N
1
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
iShares iBoxx $ High Yield Corporate Bond ETF
N/A
45287.27900000
NC
USD
7299.15000000
0.025966993648
N/A
DCR
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
Y
iShares iBoxx $ High Yield Corporate Bond ETF-Tenor Monthly
2020-04-29
0.00000000
USD
0.00000000
USD
3490290.59000000
USD
7299.15000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
CDX.NA.HY.34
N/A
-14800000.00000000
OU
Notional Amount
USD
-976060.00000000
-3.47236922383
N/A
DCR
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
MARKIT CDX.NA.HY.34 5% 6/20/2025
SP9U3AC6
Y
CDX HY34 5% 6/20/2025 - Tenor Quarterly
2025-06-20
0.00000000
USD
672048.81000000
USD
-14800000.00000000
USD
-304011.19000000
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund III
N/A
112348.19200000
NS
USD
2704220.98000000
9.620365249477
Long
EC
RF
US
N
1
N
N
N
FARMER MAC
549300MS654K78GYF580
Farmer Mac
31422BLQ1
5000000.00000000
PA
USD
4999522.10000000
17.78598310957
Long
DBT
USGSE
US
N
2
2020-09-23
Floating
0.24000000
N
N
N
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury 5 Year Note Futures Contracts
N/A
132.00000000
NC
USD
301972.31000000
1.074277560493
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
US 5yr 6%
2020-06-30
16253715.19000000
USD
301972.31000000
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
2098372.21000000
PA
USD
2098372.21000000
7.465036045076
Long
RA
CORP
US
N
2
Repurchase
Y
0.00000000
2020-04-01
2079980.74000000
USD
2140339.83000000
USD
UST
N
N
N
2020-04-30
Rydex Series Funds
John Sullivan
John Sullivan
CFO