Euro - BTP Italian Government Bond Futures Contracts

NPORT-P false 0001064046 XXXXXXXX S000023531 C000069235 Rydex Variable Trust 811-08821 0001064046 549300LJH0YR8RY3N305 702 King Farm Blvd., Suite 200 Rockville 20850 301-296-5100 Global Managed Futures Strategy Fund S000023531 549300CLOWHV203GAV04 2019-12-31 2019-09-30 N 16064088.71 107302.49 15956786.22 0.00000000 1095822.45000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 EUR AUD USD GBP N Eurex N/A Euro - BTP Italian Government Bond Futures Contracts N/A 2.00000000 NC 83.38000000 0.000522536298 N/A DIR DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A BTP 10yr 6% (EUX) 2019-12-06 318578.52000000 EUR 83.38000000 N N N Chicago Board of Trade N/A Soybean Meal Futures Contracts N/A -9.00000000 NC USD 14403.00000000 0.090262536587 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Soybean Meal 2019-12-13 -284943.00000000 USD 14403.00000000 N N N London Metal Exchange N/A LME Primary Aluminum Futures Contracts N/A -16.00000000 NC USD 19702.00000000 0.123470977979 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A LME Primary Aluminum 2019-11-18 -708402.00000000 USD 19702.00000000 N N N ICE Futures US Softs N/A Cotton #2 Futures Contracts N/A -48.00000000 NC USD 39856.66000000 0.249778742727 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Cotton 2020-05-06 -1537216.66000000 USD 39856.66000000 N N N Chicago Mercantile Exchange N/A Live Cattle Futures Contracts N/A -38.00000000 NC USD -28997.04000000 -0.18172230673 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Live Cattle 2020-02-28 -1743702.96000000 USD -28997.04000000 N N N Commodity Exchange, Inc. N/A Copper Futures Contracts N/A -5.00000000 NC USD 1509.75000000 0.009461491676 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Copper 2019-12-27 -323197.25000000 USD 1509.75000000 N N N South African Futures Exchange N/A FTSE/JSE TOP 40 Index Futures Contracts N/A -1.00000000 NC 196.05000000 0.001228630861 N/A DE ZA N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short FTSE/JSE Africa Top40 Tradeable Index TOP40 2019-12-19 -33054.52000000 ZAR 196.05000000 N N N New York Mercantile Exchange N/A Gasoline RBOB Futures Contracts N/A -13.00000000 NC USD 37640.85000000 0.235892425210 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 RBOB87PM 2019-12-31 -864339.45000000 USD 37640.85000000 N N N Eurex N/A Euro - 30 year Bond Futures Contracts N/A 1.00000000 NC -1814.53000000 -0.01137152541 N/A DIR DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Euro 30yr 4% Bond 2019-12-06 240028.05000000 EUR -1814.53000000 N N N ICE Futures Europe Financials N/A FTSE 100 Index Futures Contracts N/A -6.00000000 NC -5709.77000000 -0.03578270662 N/A DE GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short FTSE 100 Index GB0001383545 2019-12-20 -544660.52000000 GBP -5709.77000000 N N N New York Mercantile Exchange N/A Gasoline RBOB Futures Contracts N/A 12.00000000 NC USD -33244.20000000 -0.20833894458 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 RBOB87PM 2019-11-29 805926.60000000 USD -33244.20000000 N N N Chicago Board of Trade N/A Dow Jones Industrial Average Index Mini Futures Contracts N/A 4.00000000 NC USD -5436.12000000 -0.03406776229 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Dow Jones Industrial Average US2605661048 2019-12-20 543256.12000000 USD -5436.12000000 N N N Commodity Exchange, Inc. N/A Silver Futures Contracts N/A 2.00000000 NC USD -11766.10000000 -0.07373727915 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Silver 2019-12-27 182516.10000000 USD -11766.10000000 N N N Euronext Derivatives Paris N/A CAC 40 10 Euro Index Futures Contracts N/A 9.00000000 NC 2318.02000000 0.014526860033 N/A DE FR N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long CAC 40 Index FR0003500008 2019-10-18 563020.87000000 EUR 2318.02000000 N N N Cboe Futures Exchange N/A CBOE Volatility Index Futures Contracts N/A -74.00000000 NC USD -27788.39000000 -0.17414778650 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Chicago Board Options Exchange SPX Volatility Index US12497K1007 2019-11-20 -1348611.61000000 USD -27788.39000000 N N N Chicago Mercantile Exchange N/A S&P 500 Index Mini Futures Contracts N/A 2.00000000 NC USD -3011.59000000 -0.01887341196 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long S&P 500 Index US78378X1072 2019-12-20 300786.59000000 USD -3011.59000000 N N N Hong Kong Futures Exchange N/A HSCEI Index Futures Contracts N/A 3.00000000 NC -3247.74000000 -0.02035334656 N/A DE HK N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Hong Kong Stock Exchange Hang Seng China Enterprises Index HSCEI 2019-10-30 198253.18000000 HKD -3247.74000000 N N N Singapore Exchange (was SIMEX) N/A MSCI Taiwan Stock Index Futures Contracts N/A 10.00000000 NC USD 3553.38000000 0.022268769857 N/A DE SG N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long MSCI Taiwan Index TAMSCI 2019-10-30 402546.62000000 USD 3553.38000000 N N N Commodity Exchange, Inc. N/A Gold 100 oz. Futures Contracts N/A 7.00000000 NC USD 29798.65000000 0.186745937365 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Gold 100 oz. 2019-12-27 1005921.35000000 USD 29798.65000000 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Strategy Fund II N/A 98975.67700000 NS USD 2457566.06000000 15.40138487861 Long EC RF US N 1 N N N Chicago Board of Trade N/A U.S. Treasury Ultra Long Bond Futures Contracts N/A 4.00000000 NC USD -17116.69000000 -0.10726903126 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 30yr 6.00% 2019-12-19 785491.69000000 USD -17116.69000000 N N N New York Mercantile Exchange N/A Natural Gas Futures Contracts N/A -6.00000000 NC USD 18594.70000000 0.116531610711 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Henry Hub Natural Gas Spot Price NGUSHHUB 2019-10-29 -158214.70000000 USD 18594.70000000 N N N ICE Futures US Indices N/A MSCI EAFE Index Mini Futures Contracts N/A 1.00000000 NC USD -581.65000000 -0.00364515756 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long MSCI EAFE Index MXEA 2019-12-20 95481.65000000 USD -581.65000000 N N N ICE Futures US Softs N/A Sugar #11 Futures Contracts N/A -26.00000000 NC USD -590.59000000 -0.00370118388 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Sugar 2020-02-28 -368651.01000000 USD -590.59000000 N N N Osaka Exchange N/A Tokyo Stock Price Index Futures Contracts N/A -2.00000000 NC -15166.80000000 -0.09504921474 N/A DE JP N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Tokyo Stock Exchange Tokyo Price Index TOPIX JP9010100007 2019-12-12 -283953.65000000 JPY -15166.80000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Bank of America Merrill Lynch N/A 746439.77000000 PA USD 746439.77000000 4.677882875089 Long RA CORP US N 2 Repurchase Y 2.28000000 2019-10-01 758209.07000000 USD 761371.85000000 USD UST N N N Chicago Mercantile Exchange N/A Australian Dollar Futures Contracts N/A -30.00000000 NC USD 31298.53000000 0.196145574481 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Australian Dollar 2019-12-16 -2060798.53000000 USD 31298.53000000 N N N Chicago Mercantile Exchange N/A Russell 2000 Index Mini Futures Contracts N/A -6.00000000 NC USD 11127.70000000 0.069736473539 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Russell 2000 Index RTY 2019-12-20 -468417.70000000 USD 11127.70000000 N N N Eurex N/A Euro - Schatz Futures Contracts N/A -59.00000000 NC -5734.22000000 -0.03593593296 N/A DIR DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Euro-Schatz 2yr 6% 2019-12-06 -7296115.52000000 EUR -5734.22000000 N N N Chicago Mercantile Exchange N/A Live Cattle Futures Contracts N/A 31.00000000 NC USD 55774.52000000 0.349534794983 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Live Cattle 2019-12-31 1311945.48000000 USD 55774.52000000 N N N Chicago Board of Trade N/A Hard Red Winter Wheat Futures Contracts N/A -7.00000000 NC USD -3026.36000000 -0.01896597446 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Hard Red Winter Wheat 2020-05-14 -149836.14000000 USD -3026.36000000 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Variable Insurance Strategy Fund III N/A 206547.37200000 NS USD 5118243.88000000 32.07565614675 Long EC RF US N 1 N N N Chicago Mercantile Exchange N/A Canadian Dollar Futures Contracts N/A 21.00000000 NC USD -7744.80000000 -0.04853608924 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Canadian Dollar 2019-12-17 1594609.80000000 USD -7744.80000000 N N N Eurex N/A Euro - Bund Futures Contracts N/A 12.00000000 NC -7291.76000000 -0.04569692104 N/A DIR DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Euro-Bund 10yr 6% 2019-12-06 2305224.32000000 EUR -7291.76000000 N N N Chicago Board of Trade N/A U.S. Treasury Long Bond Futures Contracts N/A 9.00000000 NC USD -18851.15000000 -0.11813876390 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 20yr 6% 2019-12-19 1480507.40000000 USD -18851.15000000 N N N Cboe Futures Exchange N/A CBOE Volatility Index Futures Contracts N/A 33.00000000 NC USD 8470.28000000 0.053082618788 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Chicago Board Options Exchange SPX Volatility Index US12497K1007 2020-03-18 626119.72000000 USD 8470.28000000 N N N Montreal Exchange N/A S&P/TSX 60 IX Index Futures Contracts N/A 3.00000000 NC 684.87000000 0.004292029676 N/A DE CA N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long S&P/TSX 60 Index SPTSX60 2019-12-19 451254.45000000 CAD 684.87000000 N N N Chicago Board of Trade N/A Soybean Futures Contracts N/A -8.00000000 NC USD 2176.00000000 0.013636831188 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Soybean 2019-11-14 -363876.00000000 USD 2176.00000000 N N N Eurex N/A Euro - Bobl Futures Contracts N/A 38.00000000 NC -27137.05000000 -0.17006588686 N/A DIR DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Euro-Bobl 5yr 6% 2019-12-06 5696139.29000000 EUR -27137.05000000 N N N ASX Trade24 N/A Australian Government 10 Year Bond Futures Contracts N/A 67.00000000 NC 41806.46000000 0.261997995232 N/A DIR AU N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Aust 10yr 6% 2019-12-16 6724171.10000000 AUD 41806.46000000 N N N Eurex N/A Euro - OATS Futures Contracts N/A 18.00000000 NC -27739.33000000 -0.17384033111 N/A DIR DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Euro-OAT 10yr 6% 2019-12-06 3409939.28000000 EUR -27739.33000000 N N N ICE Futures US Softs N/A Coffee 'C' Futures Contracts N/A -3.00000000 NC USD -1303.20000000 -0.00816705809 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Coffee 'C' 2019-12-18 -111928.05000000 USD -1303.20000000 N N N ASX Trade24 N/A Australian Government 3 Year Bond Futures Contracts N/A 58.00000000 NC 14116.56000000 0.088467438275 N/A DIR AU N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Aust 3yr 6% 2019-12-16 4591122.54000000 AUD 14116.56000000 N N N Chicago Mercantile Exchange N/A Mexican Peso Futures Contracts N/A 8.00000000 NC USD -1680.90000000 -0.01053407607 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Mexican Peso 2019-12-16 201920.90000000 USD -1680.90000000 N N N Chicago Board of Trade N/A U.S. Treasury 5 Year Note Futures Contracts N/A 9.00000000 NC USD -4159.75000000 -0.02606884583 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 5yr 6% 2019-12-31 1076566.00000000 USD -4159.75000000 N N N Chicago Board of Trade N/A Soybean Oil Futures Contracts N/A -6.00000000 NC USD -198.00000000 -0.00124085136 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Soybean Oil 2019-12-13 -104526.00000000 USD -198.00000000 N N N London Metal Exchange N/A LME Lead Futures Contracts N/A 1.00000000 NC USD 1290.75000000 0.008089034860 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A LME Lead 2019-11-18 52178.00000000 USD 1290.75000000 N N N Chicago Mercantile Exchange N/A British Pound Futures Contracts N/A -12.00000000 NC USD 8125.41000000 0.050921343984 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A British Pound 2019-12-16 -933025.41000000 USD 8125.41000000 N N N ICE Futures Europe Commodities N/A Low Sulphur Gas Oil Futures Contracts N/A -1.00000000 NC USD 1038.35000000 0.006507262713 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Low Sulphur Gas Oil 2019-11-12 -59188.35000000 USD 1038.35000000 N N N TREASURY BILL 254900HROIFWPRGM1V77 U.S. Treasury Bills 912796WB1 1586000.00000000 PA USD 1583696.33000000 9.924907861553 Long DBT UST US N 2 2019-10-29 None 0.00000000 N N N N N N New York Mercantile Exchange N/A Platinum Futures Contracts N/A 2.00000000 NC USD -5923.67000000 -0.03712320211 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Platinum 2020-01-29 94933.67000000 USD -5923.67000000 N N N Chicago Mercantile Exchange N/A New Zealand Dollar Futures Contracts N/A -4.00000000 NC USD 5292.45000000 0.033167393026 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A New Zealand Dollar 2019-12-16 -256212.45000000 USD 5292.45000000 N N N Meff Renta Variable (Madrid) N/A IBEX 35 Index Futures Contracts N/A -1.00000000 NC -820.87000000 -0.00514433162 N/A DE ES N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short IBEX 35 Index ES0SI0000005 2019-10-18 -100883.60000000 EUR -820.87000000 N N N Borsa Italiana (IDEM) N/A FTSE MIB Index Futures Contracts N/A 1.00000000 NC 193.38000000 0.001211898168 N/A DE IT N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long FTSE MIB Index IT0003465736 2019-12-20 121414.32000000 EUR 193.38000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 JPMorgan Chase & Co. N/A 2321259.95000000 PA USD 2321259.95000000 14.54716456055 Long RA CORP US N 2 Repurchase Y 2.35000000 2019-10-01 2251176.55000000 USD 2367686.78000000 USD UST N N N Montreal Exchange N/A Canadian Government 10 Year Bond Futures Contracts N/A 6.00000000 NC -480.01000000 -0.00300818719 N/A DIR CA N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Can 10yr 6% 2019-12-18 646082.35000000 CAD -480.01000000 N N N London Metal Exchange N/A LME Nickel Futures Contracts N/A 2.00000000 NC USD -10706.50000000 -0.06709684426 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A LME Nickel 2019-11-18 216026.50000000 USD -10706.50000000 N N N Chicago Board of Trade N/A Corn Futures Contracts N/A -3.00000000 NC USD -3271.50000000 -0.02050224872 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Corn 2019-12-13 -54778.50000000 USD -3271.50000000 N N N ASX Trade24 N/A SPI 200 Index Futures Contracts N/A 8.00000000 NC 2682.88000000 0.016813410689 N/A DE AU N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long S&P/ASX 200 AS51 2019-12-19 914126.31000000 AUD 2682.88000000 N N N Chicago Mercantile Exchange N/A Japanese Yen Futures Contracts N/A 1.00000000 NC USD -462.97000000 -0.00290139877 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Japanese Yen 2019-12-16 116656.72000000 USD -462.97000000 N N N New York Mercantile Exchange N/A WTI Crude Futures Contracts N/A 13.00000000 NC USD -25597.87000000 -0.16041995955 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A WTI Crude 2019-12-19 726037.87000000 USD -25597.87000000 N N N Chicago Mercantile Exchange N/A Cattle Feeder Futures Contracts N/A -1.00000000 NC USD -4053.08000000 -0.02540035282 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Cattle Feeder 2019-11-21 -66771.92000000 USD -4053.08000000 N N N ICE Futures US Softs N/A Cotton #2 Futures Contracts N/A 20.00000000 NC USD 18480.92000000 0.115818559860 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Cotton 2019-12-06 588719.08000000 USD 18480.92000000 N N N Chicago Mercantile Exchange N/A Swiss Franc Futures Contracts N/A -32.00000000 NC USD 37421.97000000 0.234520720426 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Swiss Franc 2019-12-16 -4071021.97000000 USD 37421.97000000 N N N OMX Nordic Exchange Stockholm N/A OMX Stockholm 30 Index Futures Contracts N/A 5.00000000 NC -1036.72000000 -0.00649704762 N/A DE SE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long OMX Stockholm 30 Index SE0000337842 2019-10-18 85909.78000000 SEK -1036.72000000 N N N Chicago Board of Trade N/A U.S. Treasury 2 Year Note Futures Contracts N/A 10.00000000 NC USD -5421.64000000 -0.03397701720 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 2yr 6% 2019-12-31 2160421.64000000 USD -5421.64000000 N N N Osaka Exchange N/A Nikkei 225 (OSE) Index Futures Contracts N/A 3.00000000 NC 1058.75000000 0.006635108006 N/A DE JP N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Nikkei 225 JP9010C00002 2019-12-12 605523.27000000 JPY 1058.75000000 N N N Cboe Futures Exchange N/A CBOE Volatility Index Futures Contracts N/A 1.00000000 NC USD 35.72000000 0.000223854600 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Chicago Board Options Exchange SPX Volatility Index US12497K1007 2019-10-16 17364.28000000 USD 35.72000000 N N N Chicago Board of Trade N/A U.S. Treasury 10 Year Note Futures Contracts N/A 15.00000000 NC USD 4347.97000000 0.027248406665 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 10yr 6% 2019-12-19 1950573.91000000 USD 4347.97000000 N N N Cboe Futures Exchange N/A CBOE Volatility Index Futures Contracts N/A 76.00000000 NC USD 13740.44000000 0.086110322032 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Chicago Board Options Exchange SPX Volatility Index US12497K1007 2019-12-18 1396059.56000000 USD 13740.44000000 N N N Chicago Mercantile Exchange N/A Euro FX Futures Contracts N/A -22.00000000 NC USD 45047.52000000 0.282309478731 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Euro 2019-12-16 -3059185.02000000 USD 45047.52000000 N N N New York Mercantile Exchange N/A NY Harbor ULSD Futures Contracts N/A 1.00000000 NC USD -2064.75000000 -0.01293963566 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A NY Harbor ULSD 2019-10-31 81915.15000000 USD -2064.75000000 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Strategy Fund III N/A 92828.42600000 NS USD 2304001.53000000 14.43900731785 Long EC RF US N 1 N N N New York Mercantile Exchange N/A Natural Gas Futures Contracts N/A 18.00000000 NC USD -46065.90000000 -0.28869159093 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Henry Hub Natural Gas Spot Price NGUSHHUB 2019-12-27 517845.90000000 USD -46065.90000000 N N N New York Mercantile Exchange N/A Gasoline RBOB Futures Contracts N/A 1.00000000 NC USD -3677.55000000 -0.02304693407 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 RBOB87PM 2019-10-31 69693.15000000 USD -3677.55000000 N N N Chicago Mercantile Exchange N/A Lean Hogs Futures Contracts N/A -3.00000000 NC USD -9019.24000000 -0.05652291053 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short CME LEAN HOG INDEX IHX 2019-12-13 -77980.76000000 USD -9019.24000000 N N N Chicago Board of Trade N/A Hard Red Winter Wheat Futures Contracts N/A -11.00000000 NC USD 5317.83000000 0.033326447610 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Hard Red Winter Wheat 2019-12-13 -233705.33000000 USD 5317.83000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 Barclays Capital N/A 671795.79000000 PA USD 671795.79000000 4.210094568779 Long RA CORP US N 2 Repurchase Y 2.00000000 2019-10-01 578313.18000000 USD 685236.34000000 USD UST N N N ICE Futures US Softs N/A Cocoa Futures Contracts N/A -1.00000000 NC USD -2013.15000000 -0.01261626227 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Cocoa 2019-12-13 -22446.85000000 USD -2013.15000000 N N N ICE Futures Europe Commodities N/A Brent Crude Futures Contracts N/A 2.00000000 NC USD -2433.30000000 -0.01524931127 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Brent Crude 2019-10-31 121333.30000000 USD -2433.30000000 N N N Euronext Derivatives Amsterdam N/A Amsterdam Index Futures Contracts N/A 8.00000000 NC 8011.70000000 0.050208731818 N/A DE NL N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long AEX-Index NL0000000107 2019-10-18 1019728.49000000 EUR 8011.70000000 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Ultra Short Duration Fund - Institutional Class 40169J523 74251.44900000 NS USD 739544.43000000 4.634670288889 Long EC RF US N 1 N N N New York Mercantile Exchange N/A WTI Crude Futures Contracts N/A -12.00000000 NC USD 25334.58000000 0.158769940580 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A WTI Crude 2019-10-22 -676934.58000000 USD 25334.58000000 N N N New York Mercantile Exchange N/A Natural Gas Futures Contracts N/A -13.00000000 NC USD 21416.85000000 0.134217816198 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Henry Hub Natural Gas Spot Price NGUSHHUB 2019-11-26 -346806.85000000 USD 21416.85000000 N N N 2019-10-30 Rydex Variable Trust John Sullivan John Sullivan CFO XXXX