NPORT-P
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XXXXXXXX
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Rydex Variable Trust
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0001064046
549300LJH0YR8RY3N305
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Global Managed Futures Strategy Fund
S000023531
549300CLOWHV203GAV04
2020-12-31
2020-06-30
N
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44656.81
16722700.68
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831674.56000000
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ICE Futures Europe Financials
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FTSE 100 Index Futures Contracts
N/A
-5.00000000
NC
5561.85000000
0.033259280940
N/A
DE
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
FTSE 100 Index
GB0001383545
2020-09-18
-387087.07000000
GBP
5561.85000000
N
N
N
Chicago Board of Trade
N/A
Soybean Futures Contracts
N/A
-8.00000000
NC
USD
-2480.25000000
-0.01483163543
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Soybean
2020-11-13
-350319.75000000
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-2480.25000000
N
N
N
New York Mercantile Exchange
N/A
Natural Gas Futures Contracts
N/A
6.00000000
NC
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404.70000000
0.002420063647
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Henry Hub Natural Gas Spot Price
NGUSHHUB
2020-08-27
107055.30000000
USD
404.70000000
N
N
N
Cboe Futures Exchange
N/A
CBOE Volatility Index Futures Contracts
N/A
-3.00000000
NC
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3902.08000000
0.023334030038
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
Chicago Board Options Exchange SPX Volatility Index
US12497K1007
2020-08-19
-99002.08000000
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3902.08000000
N
N
N
Chicago Mercantile Exchange
N/A
Live Cattle Futures Contracts
N/A
-16.00000000
NC
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10.72000000
0.000064104478
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Live Cattle
2020-12-31
-664330.72000000
USD
10.72000000
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury Ultra Long Bond Futures Contracts
N/A
2.00000000
NC
USD
909.90000000
0.005441106777
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
US 30yr 6.00%
2020-09-21
435277.60000000
USD
909.90000000
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury Long Bond Futures Contracts
N/A
9.00000000
NC
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12936.26000000
0.077357480992
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
US 20yr 6%
2020-09-21
1593563.74000000
USD
12936.26000000
N
N
N
Chicago Mercantile Exchange
N/A
Euro FX Futures Contracts
N/A
-1.00000000
NC
USD
-571.30000000
-0.00341631421
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Euro
2020-09-14
-140084.95000000
USD
-571.30000000
N
N
N
New York Mercantile Exchange
N/A
Natural Gas Futures Contracts
N/A
12.00000000
NC
USD
-4993.10000000
-0.02985821546
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Henry Hub Natural Gas Spot Price
NGUSHHUB
2020-07-29
215473.10000000
USD
-4993.10000000
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury 5 Year Note Futures Contracts
N/A
43.00000000
NC
USD
19295.62000000
0.115385788272
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
US 5yr 6%
2020-09-30
5387282.51000000
USD
19295.62000000
N
N
N
OMX Nordic Exchange Stockholm
N/A
OMX Stockholm 30 Index Futures Contracts
N/A
-1.00000000
NC
-488.97000000
-0.00292398942
N/A
DE
SE
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
OMX Stockholm 30 Index
SE0000337842
2020-07-17
-17466.67000000
SEK
-488.97000000
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
1762527.71000000
PA
USD
1762527.71000000
10.53973125350
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
1723384.82000000
USD
1797778.45000000
USD
UST
N
N
N
Chicago Mercantile Exchange
N/A
Swiss Franc Futures Contracts
N/A
-21.00000000
NC
USD
-8851.40000000
-0.05293044568
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Swiss Franc
2020-09-14
-2767611.10000000
USD
-8851.40000000
N
N
N
Eurex
N/A
Euro - OATS Futures Contracts
N/A
5.00000000
NC
-1951.92000000
-0.01167227732
N/A
DIR
DE
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Euro-OAT 10yr 6%
2020-09-08
941141.68000000
EUR
-1951.92000000
N
N
N
ICE Futures US Softs
N/A
Cotton #2 Futures Contracts
N/A
-6.00000000
NC
USD
-2058.90000000
-0.01231200653
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Cotton
2020-12-08
-180941.10000000
USD
-2058.90000000
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
1656776.04000000
PA
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1656776.04000000
9.907347334043
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RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
1568013.26000000
USD
1689911.58000000
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UST
N
N
N
Chicago Mercantile Exchange
N/A
Japanese Yen Futures Contracts
N/A
8.00000000
NC
USD
-8608.14000000
-0.05147577633
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Japanese Yen
2020-09-14
935608.14000000
USD
-8608.14000000
N
N
N
Hong Kong Futures Exchange
N/A
Hang Seng Index Futures Contracts
N/A
-2.00000000
NC
8686.11000000
0.051942028780
N/A
DE
HK
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
Hong Kong Hang Seng Index
HSI
2020-07-30
-320232.85000000
HKD
8686.11000000
N
N
N
London Metal Exchange
N/A
LME Zinc Futures Contracts
N/A
-4.00000000
NC
USD
-727.00000000
-0.00434738391
N/A
DCO
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
LME Zinc
2020-08-17
-203473.00000000
USD
-727.00000000
N
N
N
Euronext Derivatives Amsterdam
N/A
Amsterdam Index Futures Contracts
N/A
1.00000000
NC
4415.19000000
0.026402374140
N/A
DE
NL
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
AEX-Index
NL0000000107
2020-07-17
122377.94000000
EUR
4415.19000000
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796WX3
1428000.00000000
PA
USD
1427893.10000000
8.538651305932
Long
DBT
UST
US
N
2
2020-07-23
None
0.00000000
N
N
N
N
N
N
ICE Futures Europe Financials
N/A
Long Gilt Futures Contracts
N/A
8.00000000
NC
10173.29000000
0.060835209543
N/A
DIR
GB
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
UK 10yr 4.0 %
2020-09-28
1363349.40000000
GBP
10173.29000000
N
N
N
ICE Futures US Softs
N/A
Sugar #11 Futures Contracts
N/A
82.00000000
NC
USD
-11443.12000000
-0.06842866005
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Sugar
2021-04-30
1140156.72000000
USD
-11443.12000000
N
N
N
Chicago Mercantile Exchange
N/A
Cattle Feeder Futures Contracts
N/A
-2.00000000
NC
USD
-3351.99000000
-0.02004454940
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Cattle Feeder
2020-08-27
-129898.01000000
USD
-3351.99000000
N
N
N
London Metal Exchange
N/A
LME Primary Aluminum Futures Contracts
N/A
-11.00000000
NC
USD
-7856.75000000
-0.04698254277
N/A
DCO
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
LME Primary Aluminum
2020-08-17
-434412.00000000
USD
-7856.75000000
N
N
N
Chicago Mercantile Exchange
N/A
Lean Hogs Futures Contracts
N/A
-8.00000000
NC
USD
20727.86000000
0.123950433585
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
CME LEAN HOG INDEX
IHX
2020-08-14
-177047.86000000
USD
20727.86000000
N
N
N
Cboe Futures Exchange
N/A
CBOE Volatility Index Futures Contracts
N/A
26.00000000
NC
USD
-12067.11000000
-0.07216005495
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Chicago Board Options Exchange SPX Volatility Index
US12497K1007
2020-12-16
767367.11000000
USD
-12067.11000000
N
N
N
Montreal Exchange
N/A
Canadian Government 10 Year Bond Futures Contracts
N/A
31.00000000
NC
20329.15000000
0.121566189510
N/A
DIR
CA
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Can 10yr 6%
2020-09-21
3449545.83000000
CAD
20329.15000000
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Variable Insurance Strategy Fund III
N/A
209819.08200000
NS
USD
5190924.09000000
31.04118281688
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EC
RF
US
N
1
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury 2 Year Note Futures Contracts
N/A
77.00000000
NC
USD
11067.23000000
0.066180877190
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
US 2yr 6%
2020-09-30
16992096.79000000
USD
11067.23000000
N
N
N
Cboe Futures Exchange
N/A
CBOE Volatility Index Futures Contracts
N/A
-19.00000000
NC
USD
15430.16000000
0.092270742000
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
Chicago Board Options Exchange SPX Volatility Index
US12497K1007
2020-10-21
-643570.16000000
USD
15430.16000000
N
N
N
Eurex
N/A
Euro - BTP Italian Government Bond Futures Contracts
N/A
7.00000000
NC
3241.57000000
0.019384249362
N/A
DIR
DE
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
BTP 10yr 6% (EUX)
2020-09-08
1126372.23000000
EUR
3241.57000000
N
N
N
London Metal Exchange
N/A
LME Lead Futures Contracts
N/A
1.00000000
NC
USD
-203.00000000
-0.00121391875
N/A
DCO
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
LME Lead
2020-08-17
44434.25000000
USD
-203.00000000
N
N
N
ICE Futures US Softs
N/A
Sugar #11 Futures Contracts
N/A
-70.00000000
NC
USD
12689.37000000
0.075881104630
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Sugar
2021-02-26
-997393.37000000
USD
12689.37000000
N
N
N
Hong Kong Futures Exchange
N/A
HSCEI Index Futures Contracts
N/A
2.00000000
NC
-4289.54000000
-0.02565100029
N/A
DE
HK
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Hong Kong Stock Exchange Hang Seng China Enterprises Index
HSCEI
2020-07-30
127966.31000000
HKD
-4289.54000000
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
4440.38400000
NS
USD
109810.70000000
0.656656494075
Long
EC
RF
US
N
1
N
N
N
New York Mercantile Exchange
N/A
NY Harbor ULSD Futures Contracts
N/A
-2.00000000
NC
USD
238.50000000
0.001426205040
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
NY Harbor ULSD
2020-07-31
-100131.30000000
USD
238.50000000
N
N
N
Chicago Mercantile Exchange
N/A
NASDAQ-100 Index Mini Futures Contracts
N/A
2.00000000
NC
USD
21181.40000000
0.126662555321
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
NASDAQ 100 Stock Index
NDX
2020-09-18
384168.60000000
USD
21181.40000000
N
N
N
Commodity Exchange, Inc.
N/A
Copper Futures Contracts
N/A
-2.00000000
NC
USD
-2791.81000000
-0.01669473163
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Copper
2020-09-28
-133633.19000000
USD
-2791.81000000
N
N
N
Chicago Mercantile Exchange
N/A
Mexican Peso Futures Contracts
N/A
-18.00000000
NC
USD
20944.10000000
0.125243526155
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Mexican Peso
2020-09-14
-408574.10000000
USD
20944.10000000
N
N
N
Chicago Board of Trade
N/A
Hard Red Winter Wheat Futures Contracts
N/A
-5.00000000
NC
USD
764.69000000
0.004572766173
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Hard Red Winter Wheat
2020-09-14
-110889.69000000
USD
764.69000000
N
N
N
ASX Trade24
N/A
Australian Government 10 Year Bond Futures Contracts
N/A
51.00000000
NC
18276.66000000
0.109292514108
N/A
DIR
AU
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Aust 10yr 6%
2020-09-15
5217172.80000000
AUD
18276.66000000
N
N
N
Chicago Mercantile Exchange
N/A
Australian Dollar Futures Contracts
N/A
-4.00000000
NC
USD
47.30000000
0.000282849049
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Australian Dollar
2020-09-14
-276127.30000000
USD
47.30000000
N
N
N
Singapore Exchange (was SIMEX)
N/A
MSCI Taiwan Stock Index Futures Contracts
N/A
15.00000000
NC
USD
-4018.42000000
-0.02402973106
N/A
DE
SG
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
MSCI Taiwan Index
TAMSCI
2020-07-30
651268.42000000
USD
-4018.42000000
N
N
N
Chicago Mercantile Exchange
N/A
Live Cattle Futures Contracts
N/A
11.00000000
NC
USD
-1263.88000000
-0.00755787013
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Live Cattle
2020-08-31
425973.88000000
USD
-1263.88000000
N
N
N
ASX Trade24
N/A
Australian Government 3 Year Bond Futures Contracts
N/A
182.00000000
NC
2201.02000000
0.013161869258
N/A
DIR
AU
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Aust 3yr 6%
2020-09-15
14889527.56000000
AUD
2201.02000000
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
7158.50200000
NS
USD
71012.34000000
0.424646361606
Long
EC
RF
US
N
1
N
N
N
Eurex
N/A
Euro - Schatz Futures Contracts
N/A
-52.00000000
NC
-2248.63000000
-0.01344657207
N/A
DIR
DE
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Euro-Schatz 2yr 6%
2020-09-08
-6522123.24000000
EUR
-2248.63000000
N
N
N
ICE Futures US Softs
N/A
Sugar #11 Futures Contracts
N/A
-6.00000000
NC
USD
1809.27000000
0.010819245256
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Sugar
2020-09-30
-82247.67000000
USD
1809.27000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
4255820.01000000
PA
USD
4255820.01000000
25.44935827913
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
4031165.87000000
USD
4340938.29000000
USD
UST
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund III
N/A
94597.91600000
NS
USD
2346028.32000000
14.02900383671
Long
EC
RF
US
N
1
N
N
N
ICE Futures US Softs
N/A
Cocoa Futures Contracts
N/A
-2.00000000
NC
USD
4403.70000000
0.026333665143
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Cocoa
2020-09-15
-48103.70000000
USD
4403.70000000
N
N
N
New York Mercantile Exchange
N/A
Gasoline RBOB Futures Contracts
N/A
-6.00000000
NC
USD
3663.90000000
0.021909738565
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
2020-07-31
-307903.50000000
USD
3663.90000000
N
N
N
Chicago Board of Trade
N/A
Corn Futures Contracts
N/A
-80.00000000
NC
USD
-43388.32000000
-0.25945761291
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Corn
2021-03-12
-1399611.68000000
USD
-43388.32000000
N
N
N
New York Mercantile Exchange
N/A
Gasoline RBOB Futures Contracts
N/A
9.00000000
NC
USD
-10455.75000000
-0.06252429078
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
2020-09-30
430262.55000000
USD
-10455.75000000
N
N
N
London Metal Exchange
N/A
LME Nickel Futures Contracts
N/A
-1.00000000
NC
USD
433.75000000
0.002593779607
N/A
DCO
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
LME Nickel
2020-08-17
-77122.75000000
USD
433.75000000
N
N
N
Chicago Board of Trade
N/A
Corn Futures Contracts
N/A
8.00000000
NC
USD
7626.00000000
0.045602681922
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Corn
2020-09-14
128674.00000000
USD
7626.00000000
N
N
N
Meff Renta Variable (Madrid)
N/A
IBEX 35 Index Futures Contracts
N/A
-1.00000000
NC
400.16000000
0.002392914922
N/A
DE
ES
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
IBEX 35 Index
ES0SI0000005
2020-07-17
-81783.55000000
EUR
400.16000000
N
N
N
ICE Futures US Softs
N/A
Coffee 'C' Futures Contracts
N/A
-3.00000000
NC
USD
-2913.36000000
-0.01742158791
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Coffee 'C'
2020-09-18
-110880.39000000
USD
-2913.36000000
N
N
N
ICE Futures Europe Commodities
N/A
Low Sulphur Gas Oil Futures Contracts
N/A
-6.00000000
NC
USD
823.43000000
0.004924025226
N/A
DCO
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Low Sulphur Gas Oil
2020-08-12
-213973.43000000
USD
823.43000000
N
N
N
Eurex
N/A
Euro STOXX 50 Index Futures Contracts
N/A
-5.00000000
NC
-522.22000000
-0.00312282094
N/A
DE
DE
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
EURO STOXX 50 Price EUR
EU0009658145
2020-09-18
-180972.34000000
EUR
-522.22000000
N
N
N
Chicago Mercantile Exchange
N/A
New Zealand Dollar Futures Contracts
N/A
5.00000000
NC
USD
-1100.94000000
-0.00658350598
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
New Zealand Dollar
2020-09-14
323700.94000000
USD
-1100.94000000
N
N
N
Eurex
N/A
Euro - Bund Futures Contracts
N/A
-11.00000000
NC
-7309.12000000
-0.04370777268
N/A
DIR
DE
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Euro-Bund 10yr 6%
2020-09-08
-2171016.22000000
EUR
-7309.12000000
N
N
N
Chicago Mercantile Exchange
N/A
Russell 2000 Index Mini Futures Contracts
N/A
-2.00000000
NC
USD
-3753.58000000
-0.02244601557
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
Russell 2000 Index
RTY
2020-09-18
-139886.42000000
USD
-3753.58000000
N
N
N
Commodity Exchange, Inc.
N/A
Gold 100 oz. Futures Contracts
N/A
4.00000000
NC
USD
26817.80000000
0.160367637459
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Gold 100 oz.
2020-08-27
692342.20000000
USD
26817.80000000
N
N
N
Cboe Futures Exchange
N/A
CBOE Volatility Index Futures Contracts
N/A
5.00000000
NC
USD
-1972.53000000
-0.01179552297
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Chicago Board Options Exchange SPX Volatility Index
US12497K1007
2020-11-18
154722.53000000
USD
-1972.53000000
N
N
N
Chicago Board of Trade
N/A
Soybean Meal Futures Contracts
N/A
-3.00000000
NC
USD
-319.00000000
-0.00190758661
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Soybean Meal
2020-12-14
-88541.00000000
USD
-319.00000000
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury 10 Year Note Futures Contracts
N/A
23.00000000
NC
USD
17609.15000000
0.105300874164
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
US 10yr 6%
2020-09-21
3182984.60000000
USD
17609.15000000
N
N
N
New York Mercantile Exchange
N/A
Natural Gas Futures Contracts
N/A
-40.00000000
NC
USD
1208.00000000
0.007223713580
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
Henry Hub Natural Gas Spot Price
NGUSHHUB
2020-09-28
-756008.00000000
USD
1208.00000000
N
N
N
Chicago Board of Trade
N/A
Wheat Futures Contracts
N/A
-8.00000000
NC
USD
1426.00000000
0.008527330766
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Wheat
2020-09-14
-198326.00000000
USD
1426.00000000
N
N
N
Eurex
N/A
Euro - 30 year Bond Futures Contracts
N/A
2.00000000
NC
-5114.25000000
-0.03058267978
N/A
DIR
DE
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Euro 30yr 4% Bond
2020-09-08
495530.50000000
EUR
-5114.25000000
N
N
N
2020-07-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO