Guggenheim Strategy Fund II

NPORT-P false 0000899148 XXXXXXXX S000003774 C000010463 C000010464 C000010465 Rydex Series Funds 811-07584 0000899148 5493004D62WV1EDNTU07 702 King Farm Blvd., Suite 200 Rockville 20850 301-296-5100 Commodities Strategy Fund S000003774 549300Y83L5ISW76HS10 2021-12-31 2021-12-31 N 22270985.59 36196.17 22234789.42 0.00000000 3937547.87000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3.99000000 N Guggenheim Partners Investment Management LLC N/A Guggenheim Strategy Fund II N/A 56518.32800000 NS USD 1406176.00000000 6.324215504983 Long EC RF US N 1 N N N FEDERAL FARM CREDIT BANK N/A Federal Farm Credit Bank 3133ENCH1 1000000.00000000 PA USD 999763.00000000 4.496390683604 Long DBT USGSE US N 2 2022-10-25 Floating 0.07000000 N N N N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Ultra Short Duration Fund - Institutional Class 40169J523 141703.95500000 NS USD 1405703.23000000 6.322089242435 Long EC RF US N 1 N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 Freddie Mac 3137EADB2 2498000.00000000 PA USD 2499625.60000000 11.24195760429 Long DBT USGSE US N 2 2022-01-13 Fixed 2.37500000 N N N N N N Chicago Mercantile Exchange N/A Goldman Sachs Commodity Index Futures Contracts N/A 159.00000000 NC USD 838106.25000000 3.769346469484 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long S&P GSCI Index Spot CME N/A 2022-01-18 21475556.25000000 USD 838106.25000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. Morgan Securities LLC N/A 7959739.30000000 PA USD 7959739.30000000 35.79858189635 Long RA CORP US N 2 Repurchase Y 0.05000000 2022-01-03 8108598.21000000 USD 8118941.22000000 USD UST N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 Barclays Capital, Inc. N/A 3291911.14000000 PA USD 3291911.14000000 14.80522742004 Long RA CORP US N 2 Repurchase Y 0.01000000 2022-01-03 2783179.15000000 USD 3357753.89000000 USD UST N N N TREASURY BILL 254900HROIFWPRGM1V77 U.S. Treasury Bills 912796K65 1227000.00000000 PA USD 1226999.60000000 5.518377425676 Long DBT UST US N 2 2022-01-06 None 0.00000000 N N N N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 BofA Securities, Inc. N/A 2992646.49000000 PA USD 2992646.49000000 13.45929765050 Long RA CORP US N 2 Repurchase Y 0.02000000 2022-01-03 2857620.60000000 USD 3052503.15000000 USD UST N N N 2022-01-31 Rydex Series Funds John Sullivan John Sullivan CFO