Guggenheim Ultra Short Duration Fund

NPORT-P false 0000899148 XXXXXXXX S000015882 C000043618 C000043619 C000043620 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 2021-03-31 2020-09-30 N 4696034.30 112190.89 4583843.41 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 Guggenheim Partners Investment Management LLC N/A Guggenheim Ultra Short Duration Fund - Institutional Class 40169J523 70240.36800000 NS USD 700998.87000000 15.29281887052 Long EC RF US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 Barclays Capital, Inc. N/A 470602.01000000 PA USD 470602.01000000 10.26653766080 Long RA CORP US N 2 Repurchase Y 0.06000000 2020-10-01 489351.65000000 USD 480014.45000000 USD UST N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 BofA Securities, Inc. N/A 517145.07000000 PA USD 517145.07000000 11.28190960607 Long RA CORP US N 2 Repurchase Y 0.06000000 2020-10-01 466856.01000000 USD 527488.90000000 USD UST N N N TREASURY BILL 254900HROIFWPRGM1V77 U.S. Treasury Bills 9127962R9 10000.00000000 PA USD 9999.70000000 0.218150994822 Long DBT UST US N 2 2020-10-15 None 0.00000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 Freddie Mac 3134GVNP9 500000.00000000 PA USD 500162.15000000 10.91141440191 Long DBT USGSE US N 2 2023-04-27 Fixed 0.75000000 N N N N N N Chicago Board of Trade N/A U.S. Treasury 5 Year Note Futures Contracts N/A -18.00000000 NC USD 1899.27000000 0.041434007013 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A US 5yr 6% 2020-12-31 -2269899.27000000 USD 1899.27000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. Morgan Securities LLC N/A 1242456.70000000 PA USD 1242456.70000000 27.10512966672 Long RA CORP US N 2 Repurchase Y 0.06000000 2020-10-01 1160991.54000000 USD 1267306.58000000 USD UST N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 CDX.NA.HY.35.V1 N/A 2600000.00000000 OU Notional Amount USD -108810.00000000 -2.37377218782 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 CDX HY35 V1 5% 12/20/2025 SP9U3JLB Y CDX HY35 V1 5% 12/20/2025 - Tenor Quarterly 2025-12-20 0.00000000 USD 104680.56000000 USD 2600000.00000000 USD -4129.44000000 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Strategy Fund II N/A 26051.34200000 NS USD 650502.01000000 14.19119179727 Long EC RF US N 1 N N N FEDERAL FARM CREDIT BANK N/A Federal Farm Credit Bank 3133EKGP5 200000.00000000 PA USD 200653.08000000 4.377398223557 Long DBT USGSE US N 2 2022-04-11 Floating 0.39000000 N N N N N N 2020-10-30 Rydex Series Funds John Sullivan John Sullivan CFO