0001752724-24-184371.txt : 20240820 0001752724-24-184371.hdr.sgml : 20240820 20240820163821 ACCESSION NUMBER: 0001752724-24-184371 CONFORMED SUBMISSION TYPE: NPORT-P/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231231 FILED AS OF DATE: 20240820 DATE AS OF CHANGE: 20240820 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: RYDEX SERIES FUNDS CENTRAL INDEX KEY: 0000899148 ORGANIZATION NAME: IRS NUMBER: 000000000 FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: NPORT-P/A SEC ACT: 1940 Act SEC FILE NUMBER: 811-07584 FILM NUMBER: 241225756 BUSINESS ADDRESS: STREET 1: 702 KING FARM BOULEVARD STREET 2: SUITE 200 CITY: ROCKVILLE STATE: MD ZIP: 20850 BUSINESS PHONE: 301-296-5100 MAIL ADDRESS: STREET 1: 702 KING FARM BOULEVARD STREET 2: SUITE 200 CITY: ROCKVILLE STATE: MD ZIP: 20850 FORMER COMPANY: FORMER CONFORMED NAME: RYDEX DYNAMIC FUNDS DATE OF NAME CHANGE: 20170712 FORMER COMPANY: FORMER CONFORMED NAME: RYDEX SERIES FUNDS DATE OF NAME CHANGE: 20000229 FORMER COMPANY: FORMER CONFORMED NAME: RYDEX SERIES TRUST DATE OF NAME CHANGE: 19930714 0000899148 S000014094 Guggenheim Managed Futures Strategy Fund C000038557 Class P RYMFX C000039064 Class A RYMTX C000039065 Class C RYMZX C000088408 Institutional Class RYIFX NPORT-P/A 1 primary_doc.xml NPORT-P/A false 0001752724-24-048512 0000899148 XXXXXXXX S000014094 C000038557 C000039064 C000039065 C000088408 Rydex Series Funds 811-07584 0000899148 5493004D62WV1EDNTU07 702 King Farm Blvd., Suite 200 Rockville 20850 301-296-5100 Managed Futures Strategy Fund S000014094 5493008TG2LUF83EGF33 2023-12-31 2023-12-31 N 69665747.35 175729.16 69490018.19 0.00000000 12357190.06000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1446589.57000000 USD N N/A N/A Guggenheim Partners Investment Management LLC N/A N/A 166855.88100000 NS USD 4087969.09000000 5.882814822155 Long EC RF US N 1 N N N Guggenheim Partners Investment Management LLC N/A N/A 235195.19600000 NS USD 5774042.07000000 8.309167590390 Long EC RF US N 1 N N N Guggenheim Partners Investment Management LLC N/A 40169J523 257496.72590000 NS USD 2536342.75000000 3.649938244461 Long EC RF US N 1 N N N TREASURY BILL 254900HROIFWPRGM1V77 912797HY6 10545000.00000000 PA USD 10534247.26000000 15.15936753851 Long DBT UST US N 2 2024-01-09 None 0.00000000 N N N N N N Chicago Mercantile Exchange N/A N/A 122.00000000 NC USD 64372.90000000 0.092636182399 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Australian Dollar 2024-03-18 8270057.10000000 USD 64372.90000000 N N N Chicago Mercantile Exchange N/A N/A -17.00000000 NC USD -43028.38000000 -0.06192023130 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Australian Dollar 2024-03-18 -1118326.62000000 USD -43028.38000000 N N N South African Futures Exchange N/A N/A -52.00000000 NC -17892.37000000 -0.02574811529 N/A DE ZA N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short FTSE/JSE Africa Top40 Tradeable Index N/A 2024-03-20 -1987526.05000000 ZAR -17892.37000000 N N N Chicago Board of Trade N/A N/A -39.00000000 NC USD 15458.03000000 0.022244964676 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Soybean Oil 2024-03-14 -1142168.03000000 USD 15458.03000000 N N N Chicago Mercantile Exchange N/A N/A 122.00000000 NC USD 62569.79000000 0.090041406852 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A British Pound 2024-03-18 9660830.21000000 USD 62569.79000000 N N N Chicago Board of Trade N/A N/A 190.00000000 NC USD -44830.93000000 -0.06451420098 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Corn 2024-03-14 4516955.93000000 USD -44830.93000000 N N N Chicago Board of Trade N/A N/A -45.00000000 NC USD 32385.45000000 0.046604463264 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Corn 2024-03-14 -1091572.95000000 USD 32385.45000000 N N N ICE Futures US Softs N/A N/A 69.00000000 NC USD 94106.88000000 0.135425032905 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Cocoa 2024-03-13 2803893.12000000 USD 94106.88000000 N N N Chicago Mercantile Exchange N/A N/A -7.00000000 NC USD -12317.98000000 -0.01772625813 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Canadian Dollar 2024-03-19 -516602.02000000 USD -12317.98000000 N N N Chicago Mercantile Exchange N/A N/A 133.00000000 NC USD 142448.46000000 0.204991254442 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Canadian Dollar 2024-03-19 9907031.54000000 USD 142448.46000000 N N N Euronext Derivatives Paris N/A N/A 35.00000000 NC 14153.26000000 0.020367328097 N/A DE FR N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long CAC 40 Index FR0003500008 2024-01-19 2848414.48000000 EUR 14153.26000000 N N N New York Mercantile Exchange N/A N/A 2.00000000 NC USD -5363.15000000 -0.00771787105 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A WTI Crude 2024-01-22 148123.15000000 USD -5363.15000000 N N N New York Mercantile Exchange N/A N/A -4.00000000 NC USD 7679.80000000 0.011051659216 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A WTI Crude 2024-01-22 -293199.80000000 USD 7679.80000000 N N N Montreal Exchange N/A N/A 14.00000000 NC -71.27000000 -0.00010256149 N/A DIR CA N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Can 10yr 6% 2024-03-19 1314288.39000000 CAD -71.27000000 N N N Montreal Exchange N/A N/A -62.00000000 NC -190551.30000000 -0.27421391584 N/A DIR CA N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Can 10yr 6% 2024-03-19 -5463167.96000000 CAD -190551.30000000 N N N ICE Futures Europe Commodities N/A N/A 2.00000000 NC USD -5163.30000000 -0.00743027579 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Brent Crude 2024-01-31 159323.30000000 USD -5163.30000000 N N N ICE Futures Europe Commodities N/A N/A -5.00000000 NC USD 6168.73000000 0.008877145467 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Brent Crude 2024-01-31 -391568.73000000 USD 6168.73000000 N N N ICE Futures US Softs N/A N/A -5.00000000 NC USD 134.25000000 0.000193193214 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Cotton 2024-03-06 -202509.25000000 USD 134.25000000 N N N ICE Futures US Softs N/A N/A 15.00000000 NC USD 7132.34000000 0.010263833836 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Cotton 2024-03-06 599992.66000000 USD 7132.34000000 N N N Chicago Board of Trade N/A N/A 53.00000000 NC USD 63206.82000000 0.090958128442 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Dow Jones Industrial Average US2605661048 2024-03-15 10007588.18000000 USD 63206.82000000 N N N Eurex N/A N/A 168.00000000 NC 79201.25000000 0.113975002544 N/A DIR DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Euro-Schatz 2yr 6% 2024-03-07 19280563.20000000 EUR 79201.25000000 N N N Chicago Mercantile Exchange N/A N/A 95.00000000 NC USD 91894.62000000 0.132241467758 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Euro 2024-03-18 13059667.88000000 USD 91894.62000000 N N N Chicago Mercantile Exchange N/A N/A 37.00000000 NC USD 85964.82000000 0.123708155846 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long S&P 500 INDEX US78378X1072 2024-03-15 8829185.18000000 USD 85964.82000000 N N N Chicago Mercantile Exchange N/A N/A 13.00000000 NC USD -27036.64000000 -0.03890722826 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long S&P Midcap 400 Index N/A 2024-03-15 3677566.64000000 USD -27036.64000000 N N N Chicago Mercantile Exchange N/A N/A -10.00000000 NC USD -23696.39000000 -0.03410042279 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Cattle Feeder 2024-03-28 -1091928.61000000 USD -23696.39000000 N N N Chicago Board of Trade N/A N/A 1.00000000 NC USD -1.69000000 -0.00000243200 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 5yr 6% 2024-03-28 108689.19000000 USD -1.69000000 N N N Chicago Board of Trade N/A N/A -73.00000000 NC USD -15047.11000000 -0.02165362794 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A US 5yr 6% 2024-03-28 -7919140.39000000 USD -15047.11000000 N N N ICE Futures Europe Financials N/A N/A -23.00000000 NC -160709.22000000 -0.23126950342 N/A DIR GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A UK 10yr 4.0 % 2024-03-26 -2808410.57000000 GBP -160709.22000000 N N N Commodity Exchange, Inc. N/A N/A 20.00000000 NC USD 145810.50000000 0.209829416940 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Gold 100 oz. 2024-02-27 3999989.50000000 USD 145810.50000000 N N N Eurex N/A N/A -2.00000000 NC -5307.92000000 -0.00763839201 N/A DE DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Deutsche Boerse AG German Stock Index DAX DE0008469008 2024-03-15 -918970.98000000 EUR -5307.92000000 N N N Eurex N/A N/A 1.00000000 NC 1100.26000000 0.001583335317 N/A DE DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Deutsche Boerse AG German Stock Index DAX DE0008469008 2024-03-15 454499.68000000 EUR 1100.26000000 N N N Commodity Exchange, Inc. N/A N/A -26.00000000 NC USD 1169.36000000 0.001682774059 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Copper 2024-03-26 -2531294.36000000 USD 1169.36000000 N N N New York Mercantile Exchange N/A N/A 7.00000000 NC USD -10129.35000000 -0.01457669786 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A NY Harbor ULSD 2024-01-31 759652.95000000 USD -10129.35000000 N N N New York Mercantile Exchange N/A N/A -10.00000000 NC USD -16066.16000000 -0.02312009756 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A NY Harbor ULSD 2024-01-31 -1054681.84000000 USD -16066.16000000 N N N New York Mercantile Exchange N/A N/A 17.00000000 NC USD 2210.72000000 0.003181349001 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A NY Harbor ULSD 2024-03-28 1761940.48000000 USD 2210.72000000 N N N Meff Renta Variable (Madrid) N/A N/A 21.00000000 NC -7242.65000000 -0.01042257606 N/A DE ES N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long IBEX 35 Index ES0SI0000005 2024-01-19 2320681.24000000 EUR -7242.65000000 N N N Eurex N/A N/A 27.00000000 NC 71144.38000000 0.102380718631 N/A DIR DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A BTP 10yr 6% (EUX) 2024-03-07 3432073.31000000 EUR 71144.38000000 N N N Chicago Mercantile Exchange N/A N/A 44.00000000 NC USD 75242.55000000 0.108278213130 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Japanese Yen 2024-03-18 3872657.45000000 USD 75242.55000000 N N N Chicago Mercantile Exchange N/A N/A -15.00000000 NC USD -43973.66000000 -0.06328054178 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Japanese Yen 2024-03-18 -1301901.34000000 USD -43973.66000000 N N N ICE Futures US Softs N/A N/A 16.00000000 NC USD -18222.50000000 -0.02622319071 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Coffee 'C' 2024-03-18 1147422.50000000 USD -18222.50000000 N N N ICE Futures US Softs N/A N/A 15.00000000 NC USD -51478.50000000 -0.07408042383 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Coffee 'C' 2024-05-20 1099416.00000000 USD -51478.50000000 N N N ICE Futures US Softs N/A N/A -15.00000000 NC USD 50828.56000000 0.073145124039 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Coffee 'C' 2024-07-19 -1099609.81000000 USD 50828.56000000 N N N Chicago Board of Trade N/A N/A -42.00000000 NC USD 14646.22000000 0.021076724947 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Hard Red Winter Wheat 2024-03-14 -1366521.22000000 USD 14646.22000000 N N N London Metal Exchange N/A N/A 6.00000000 NC USD 17455.49000000 0.025119420680 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A LME Primary Aluminum 2024-02-19 337894.51000000 USD 17455.49000000 N N N London Metal Exchange N/A N/A -22.00000000 NC USD -34073.37000000 -0.04903347399 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A LME Primary Aluminum 2024-02-19 -1268876.63000000 USD -34073.37000000 N N N Chicago Mercantile Exchange N/A N/A -11.00000000 NC USD 39785.35000000 0.057253330818 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Live Cattle 2024-02-29 -781295.35000000 USD 39785.35000000 N N N Chicago Mercantile Exchange N/A N/A -45.00000000 NC USD 25208.25000000 0.036276073393 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Live Cattle 2024-04-30 -3123908.25000000 USD 25208.25000000 N N N Chicago Mercantile Exchange N/A N/A 50.00000000 NC USD -51456.44000000 -0.07404867827 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Live Cattle 2024-06-28 3450456.44000000 USD -51456.44000000 N N N Chicago Mercantile Exchange N/A N/A -4.00000000 NC USD 7802.40000000 0.011228087433 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short CME LEAN HOG INDEX IHX 2024-02-14 -117042.40000000 USD 7802.40000000 N N N Chicago Mercantile Exchange N/A N/A 4.00000000 NC USD 913.62000000 0.001314749979 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long CME LEAN HOG INDEX IHX 2024-02-14 108326.38000000 USD 913.62000000 N N N London Metal Exchange N/A N/A -11.00000000 NC USD -5680.31000000 -0.00817428192 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A LME Lead 2024-02-19 -561465.94000000 USD -5680.31000000 N N N London Metal Exchange N/A N/A -23.00000000 NC USD -45844.75000000 -0.06597314433 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A LME Nickel 2024-02-19 -2233984.25000000 USD -45844.75000000 N N N London Metal Exchange N/A N/A -56.00000000 NC USD -266777.26000000 -0.38390731064 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A LME Zinc 2024-02-19 -3456242.74000000 USD -266777.26000000 N N N London Metal Exchange N/A N/A 3.00000000 NC USD 7512.87000000 0.010811437664 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A LME Zinc 2024-02-19 191934.63000000 USD 7512.87000000 N N N ICE Futures US Indices N/A N/A 16.00000000 NC USD 41049.85000000 0.059073016627 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long MSCI EAFE Index N/A 2024-03-15 1760870.15000000 USD 41049.85000000 N N N Minneapolis Grain Exchange N/A N/A -68.00000000 NC USD 83678.88000000 0.120418561081 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Red Spring Wheat 2024-03-14 -2542728.88000000 USD 83678.88000000 N N N New York Mercantile Exchange N/A N/A -144.00000000 NC USD -11860.61000000 -0.01706807727 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Henry Hub Natural Gas Spot Price N/A 2024-01-29 -3599659.39000000 USD -11860.61000000 N N N New York Mercantile Exchange N/A N/A 43.00000000 NC USD 42070.35000000 0.060541572870 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Henry Hub Natural Gas Spot Price N/A 2024-02-27 956819.65000000 USD 42070.35000000 N N N New York Mercantile Exchange N/A N/A -47.00000000 NC USD -33677.97000000 -0.04846447141 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Henry Hub Natural Gas Spot Price N/A 2024-03-26 -1048732.03000000 USD -33677.97000000 N N N Osaka Exchange N/A N/A 1.00000000 NC -907.32000000 -0.00130568392 N/A DE JP N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Nikkei 225 JP9010C00002 2024-03-07 227467.78000000 JPY -907.32000000 N N N Chicago Mercantile Exchange N/A N/A 26.00000000 NC USD 157025.62000000 0.225968598210 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long NASDAQ 100 Stock Index N/A 2024-03-15 8692984.38000000 USD 157025.62000000 N N N Chicago Mercantile Exchange N/A N/A 75.00000000 NC USD 103442.54000000 0.148859566732 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A New Zealand Dollar 2024-03-18 4639557.46000000 USD 103442.54000000 N N N Eurex N/A N/A 26.00000000 NC 937.58000000 0.001349229751 N/A DIR DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Euro-OAT 10yr 6% 2024-03-07 3740780.82000000 EUR 937.58000000 N N N Eurex N/A N/A 3.00000000 NC -1401.93000000 -0.00201745522 N/A DIR DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Euro-Bobl 5yr 6% 2024-03-07 397961.04000000 EUR -1401.93000000 N N N New York Mercantile Exchange N/A N/A -4.00000000 NC USD -24973.46000000 -0.03593819752 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A NYMEX Palladium 2024-03-26 -416826.54000000 USD -24973.46000000 N N N Chicago Mercantile Exchange N/A N/A 171.00000000 NC USD 136751.52000000 0.196793041017 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Mexican Peso 2024-03-18 4838493.48000000 USD 136751.52000000 N N N New York Mercantile Exchange N/A N/A 10.00000000 NC USD 9672.66000000 0.013919495564 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Platinum 2024-04-26 493277.34000000 USD 9672.66000000 N N N Montreal Exchange N/A N/A 27.00000000 NC 165005.37000000 0.237451902154 N/A DE CA N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long S&P/TSX 60 Index N/A 2024-03-14 4892428.16000000 CAD 165005.37000000 N N N OMX Nordic Exchange Stockholm N/A N/A 5.00000000 NC 1224.13000000 0.001761591134 N/A DE SE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long OMX Stockholm 30 Index SE0000337842 2024-01-19 116666.92000000 SEK 1224.13000000 N N N ICE Futures Europe Commodities N/A N/A 5.00000000 NC USD 82.47000000 0.000118678915 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Low Sulphur Gas Oil 2024-02-12 370667.53000000 USD 82.47000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 N/A 19604137.29000000 PA USD 19604137.29000000 28.21144360100 Long RA CORP US N 2 Repurchase Y 5.35000000 2024-01-02 39787690.71000000 USD 19996220.04000000 USD UST N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 N/A 24326183.41000000 PA USD 24326183.41000000 35.00673052565 Long RA CORP US N 2 Repurchase Y 5.33000000 2024-01-02 24995380.73000000 USD 24812724.50000000 USD UST N N N Chicago Mercantile Exchange N/A N/A -1.00000000 NC USD 2143.06000000 0.003083982499 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Russell 2000 Index N/A 2024-03-15 -104493.06000000 USD 2143.06000000 N N N Chicago Mercantile Exchange N/A N/A 43.00000000 NC USD 35642.66000000 0.051291769564 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Russell 2000 Index N/A 2024-03-15 4365407.34000000 USD 35642.66000000 N N N Eurex N/A N/A 31.00000000 NC -6119.31000000 -0.00880602733 N/A DIR DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Euro-Bund 10yr 6% 2024-03-07 4680490.60000000 EUR -6119.31000000 N N N Chicago Board of Trade N/A N/A -2.00000000 NC USD 1425.49000000 0.002051359370 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Soybean 2024-03-14 -131175.49000000 USD 1425.49000000 N N N Chicago Board of Trade N/A N/A 47.00000000 NC USD -36194.97000000 -0.05208657436 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Soybean 2024-03-14 3085319.97000000 USD -36194.97000000 N N N ICE Futures US Softs N/A N/A 3.00000000 NC USD -1455.71000000 -0.00209484763 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Sugar 2024-02-29 70302.11000000 USD -1455.71000000 N N N ICE Futures US Softs N/A N/A -12.00000000 NC USD 21344.48000000 0.030715893528 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Sugar 2024-02-29 -296730.08000000 USD 21344.48000000 N N N Chicago Mercantile Exchange N/A N/A -32.00000000 NC USD -195493.22000000 -0.28132561350 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Swiss Franc 2024-03-18 -4597906.78000000 USD -195493.22000000 N N N Chicago Mercantile Exchange N/A N/A 31.00000000 NC USD 152835.48000000 0.219938753767 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Swiss Franc 2024-03-18 4490770.77000000 USD 152835.48000000 N N N Commodity Exchange, Inc. N/A N/A -16.00000000 NC USD 34581.23000000 0.049764312775 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Silver 2024-03-26 -1957381.23000000 USD 34581.23000000 N N N Commodity Exchange, Inc. N/A N/A 2.00000000 NC USD -10660.37000000 -0.01534086517 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Silver 2024-03-26 251010.37000000 USD -10660.37000000 N N N Chicago Board of Trade N/A N/A 22.00000000 NC USD -10869.30000000 -0.01564152706 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Soybean Meal 2024-03-14 860289.30000000 USD -10869.30000000 N N N Borsa Italiana (IDEM) N/A N/A 1.00000000 NC 943.03000000 0.001357072604 N/A DE IT N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long FTSE MIB Index IT0003465736 2024-03-15 163735.00000000 EUR 943.03000000 N N N Osaka Exchange N/A N/A 19.00000000 NC -15308.09000000 -0.02202919267 N/A DE JP N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Tokyo Stock Exchange Tokyo Price Index TOPIX JP9010100007 2024-03-07 3081616.75000000 JPY -15308.09000000 N N N Chicago Board of Trade N/A N/A -91.00000000 NC USD -15093.86000000 -0.02172090379 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A US 2yr 6% 2024-03-28 -18720242.03000000 USD -15093.86000000 N N N Chicago Board of Trade N/A N/A 17.00000000 NC USD 1517.70000000 0.002184054688 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 2yr 6% 2024-03-28 3498490.10000000 USD 1517.70000000 N N N Singapore Exchange (was SIMEX) N/A N/A 66.00000000 NC USD 63053.23000000 0.090737103892 N/A DE SG N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long FTSE Taiwan Index SGXDB0301422 2024-01-30 4025646.77000000 USD 63053.23000000 N N N Chicago Board of Trade N/A N/A 23.00000000 NC USD -6283.06000000 -0.00904167269 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 10yr 6% 2024-03-19 2599173.69000000 USD -6283.06000000 N N N Chicago Board of Trade N/A N/A -60.00000000 NC USD -11753.67000000 -0.01691418466 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A US 10yr 6% 2024-03-19 -6752308.83000000 USD -11753.67000000 N N N ICE Endex N/A N/A -70.00000000 NC 215338.95000000 0.309884722452 N/A DCO NL N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A ICE Endex Dutch TTF Natural Gas 2024-02-28 -2073322.49000000 EUR 215338.95000000 N N N Eurex N/A N/A 6.00000000 NC -16912.75000000 -0.02433838764 N/A DIR DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Euro 30yr 4% Bond 2024-03-07 950176.29000000 EUR -16912.75000000 N N N Chicago Board of Trade N/A N/A -31.00000000 NC USD -25500.72000000 -0.03669695398 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A US 20yr 6% 2024-03-19 -3833999.28000000 USD -25500.72000000 N N N Chicago Board of Trade N/A N/A 6.00000000 NC USD -6066.81000000 -0.00873047692 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 20yr 6% 2024-03-19 753066.81000000 USD -6066.81000000 N N N Cboe Futures Exchange N/A N/A -106.00000000 NC USD 79250.98000000 0.114046566779 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Chicago Board Options Exchange SPX Volatility Index US12497K1007 2024-01-17 -1573850.98000000 USD 79250.98000000 N N N Cboe Futures Exchange N/A N/A 82.00000000 NC USD -532.29000000 -0.00076599490 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Chicago Board Options Exchange SPX Volatility Index US12497K1007 2024-05-22 1427332.29000000 USD -532.29000000 N N N Cboe Futures Exchange N/A N/A 114.00000000 NC USD -5126.46000000 -0.00737726098 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Chicago Board Options Exchange SPX Volatility Index US12497K1007 2024-06-18 2028626.46000000 USD -5126.46000000 N N N Eurex N/A N/A -20.00000000 NC -805.29000000 -0.00115885708 N/A DE DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short EURO STOXX 50 Price EUR EU0009658145 2024-03-15 -1002346.02000000 EUR -805.29000000 N N N Eurex N/A N/A 16.00000000 NC -2300.21000000 -0.00331013008 N/A DE DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long EURO STOXX 50 Price EUR EU0009658145 2024-03-15 794669.01000000 EUR -2300.21000000 N N N Chicago Board of Trade N/A N/A -140.00000000 NC USD -26378.41000000 -0.03795999869 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Wheat 2024-03-14 -4374871.59000000 USD -26378.41000000 N N N Chicago Board of Trade N/A N/A -14.00000000 NC USD 8260.10000000 0.011886743182 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A US 30yr 6.00% 2024-03-19 -1871135.10000000 USD 8260.10000000 N N N Chicago Board of Trade N/A N/A 11.00000000 NC USD 23905.04000000 0.034400681742 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 30yr 6.00% 2024-03-19 1439782.46000000 USD 23905.04000000 N N N New York Mercantile Exchange N/A N/A 28.00000000 NC USD -47887.47000000 -0.06891273199 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Bloomberg 84 Octane RBOB Gasoline Prompt Month Spot Pipeline Px/New York Harbor N/A 2024-01-31 2528306.67000000 USD -47887.47000000 N N N New York Mercantile Exchange N/A N/A -19.00000000 NC USD 61275.75000000 0.088179211340 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Bloomberg 84 Octane RBOB Gasoline Prompt Month Spot Pipeline Px/New York Harbor N/A 2024-03-28 -1909842.75000000 USD 61275.75000000 N N N ASX Trade24 N/A N/A 45.00000000 NC -2033.68000000 -0.00292657859 N/A DIR AU N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Aust 10yr 6% 2024-03-15 3583841.29000000 AUD -2033.68000000 N N N ASX Trade24 N/A N/A 7.00000000 NC 12687.04000000 0.018257355992 N/A DE AU N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long S&P/ASX 200 N/A 2024-03-21 877275.96000000 AUD 12687.04000000 N N N ASX Trade24 N/A N/A -122.00000000 NC -67435.15000000 -0.09704293041 N/A DIR AU N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Aust 3yr 6% 2024-03-15 -8580163.54000000 AUD -67435.15000000 N N N ICE Futures Europe Financials N/A N/A 66.00000000 NC 15069.31000000 0.021685574982 N/A DE GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long FTSE 100 Index GB0001383545 2024-03-15 6451311.90000000 GBP 15069.31000000 N N N ICE Futures Europe Financials N/A N/A -14.00000000 NC -5975.75000000 -0.00859943651 N/A DE GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short FTSE 100 Index GB0001383545 2024-03-15 -1366719.70000000 GBP -5975.75000000 N N N 2024-07-15 Rydex Series Funds James Howley James Howley CFO