NPORT-P false 0000899148 XXXXXXXX S000015881 C000043617 C000043615 C000043616 Rydex Series Funds 811-07584 0000899148 5493004D62WV1EDNTU07 702 King Farm Blvd., Suite 200 Rockville 20850 301-296-5100 High Yield Strategy Fund S000015881 9LP714THWJRO0RW4E321 2024-03-31 2023-09-30 N 42052043.78 68727.05 41983316.73 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 2767838.21000000 USD N Bloomberg Barclays U.S. Corporate High Yield Index LEH_HY TREASURY BILL 254900HROIFWPRGM1V77 912796YJ2 990000.00000000 PA USD 989565.22000000 2.357043933341 Long DBT UST US N 2 2023-10-05 None 0.00000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 N/A 5604596.99000000 PA USD 5604596.99000000 13.34958127782 Long RA CORP US N 2 Repurchase Y 5.30000000 2023-10-02 5795877.58000000 USD 5716689.23000000 USD UST N N N FED HOME LN DISCOUNT NT 2549001DPIFGXC1TOL40 313384PJ2 2500000.00000000 PA USD 2482977.50000000 5.914200433396 Long DBT USGSE US N 2 2023-11-17 None 0.00000000 N N N N N N FED HOME LN DISCOUNT NT 2549001DPIFGXC1TOL40 313384PB9 4700000.00000000 PA USD 4672970.30000000 11.13054104336 Long DBT USGSE US N 2 2023-11-10 None 0.00000000 N N N N N N FED HOME LN DISCOUNT NT 2549001DPIFGXC1TOL40 313384PG8 3230000.00000000 PA USD 3209001.77000000 7.643516567872 Long DBT USGSE US N 2 2023-11-15 None 0.00000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912797GV3 900000.00000000 PA USD 899868.47000000 2.143395377233 Long DBT UST US N 2 2023-10-03 None 0.00000000 N N N N N N Guggenheim Partners Investment Management LLC N/A 40169J523 133248.98200000 NS USD 1299177.57000000 3.094509131699 Long EC RF US N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 N/A 16337.00000000 NC USD 2287.18000000 0.005447830657 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 iShares iBoxx $ High Yield Corporate Bond ETF N/A Y iShares iBoxx $ High Yield Corporate Bond ETF-Tenor Monthly 2023-10-26 0.00000000 USD 0.00000000 USD 1204363.64000000 USD 2287.18000000 N N N Chicago Board of Trade N/A N/A 367.00000000 NC USD -155594.54000000 -0.37061040460 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 5yr 6% 2023-12-29 38808149.41000000 USD -155594.54000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A 2177115.34000000 PA USD 2177115.34000000 5.185667807051 Long RA CORP US N 2 Repurchase Y 5.29000000 2023-10-02 2405798.25000000 USD 2220660.30000000 USD UST N N N TREASURY BILL 254900HROIFWPRGM1V77 912797HA8 4000000.00000000 PA USD 3995324.44000000 9.516457372090 Long DBT UST US N 2 2023-10-10 None 0.00000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 N/A 1788.09380000 NC USD -1537.72000000 -0.00366269299 N/A DCR US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 SPDR Bloomberg Barclays High Yield Bond ETF N/A Y SPDR Bloomberg High Yield Bond ETF-Tenor Quarterly 2023-12-21 0.00000000 USD 0.00000000 USD 161643.68000000 USD -1537.72000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 N/A 1222.19800000 NC USD -831.11000000 -0.00197961967 N/A DCR US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 iShares iBoxx $ High Yield Corporate Bond ETF N/A Y iShares iBoxx $ High Yield Corporate Bond ETF-Tenor Quarterly 2023-12-21 0.00000000 USD 0.00000000 USD 90100.44000000 USD -831.11000000 N N N Guggenheim Partners Investment Management LLC N/A N/A 53172.74000000 NS USD 1290502.40000000 3.073845757112 Long EC RF US N 1 N N N FED HOME LN DISCOUNT NT 2549001DPIFGXC1TOL40 313384RS0 1200000.00000000 PA USD 1181775.60000000 2.814869553065 Long DBT USGSE US N 2 2024-01-12 None 0.00000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AWZW3 2500000.00000000 PA USD 2500577.50000000 5.956121847355 Long DBT USGSE US N 2 2024-02-27 Floating 5.35000000 N N N N N N Guggenheim Partners Investment Management LLC N/A N/A 79841.08100000 NS USD 1939339.86000000 4.619310743055 Long EC RF US N 1 N N N TREASURY BILL 254900HROIFWPRGM1V77 912797HM2 4500000.00000000 PA USD 4462041.56000000 10.62813018965 Long DBT UST US N 2 2023-11-28 None 0.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 N/A -5700000.00000000 OU Notional Amount USD 45223.80000000 0.107718502306 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 Goldman Sachs International W22LROWP2IHZNBB6K528 CDX HY41 V1 5% 12/20/2028 N/A Y CDX HY41 V1 5% 12/20/2028 - Tenor Quarterly 2028-12-20 39387.74000000 USD 0.00000000 USD -5700000.00000000 USD 5836.06000000 N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 N/A -34550000.00000000 OU Notional Amount USD 274119.70000000 0.652925307838 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX HY41 V1 5% 12/20/2028 N/A Y CDX HY41 V1 5% 12/20/2028 - Tenor Quarterly 2028-12-20 242194.54000000 USD 0.00000000 USD -34550000.00000000 USD 31925.16000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 N/A 2155614.23000000 PA USD 2155614.23000000 5.134454344955 Long RA CORP US N 2 Repurchase Y 5.30000000 2023-10-02 2209542.58000000 USD 2198727.83000000 USD UST N N N 2023-10-30 Rydex Series Funds James Howley James Howley CFO