LME Zinc 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 2021-12-31 2021-03-31 N 13495682.94 33895.58 13461787.36 0.00000000 1496646.24000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N London Metal Exchange N/A LME Zinc Futures Contracts N/A 1.00000000 NC USD 1309.50000000 0.009727534427 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A LME Zinc 2021-05-17 68996.75000000 USD 1309.50000000 N N N Cboe Futures Exchange N/A CBOE Volatility Index Futures Contracts N/A -16.00000000 NC USD 61632.97000000 0.457836454787 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Chicago Board Options Exchange SPX Volatility Index US12497K1007 2021-06-16 -440512.97000000 USD 61632.97000000 N N N ICE Futures Europe Financials N/A FTSE 100 Index Futures Contracts N/A -4.00000000 NC -218.20000000 -0.00162088431 N/A DE GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short FTSE 100 Index GB0001383545 2021-06-18 -369970.70000000 GBP -218.20000000 N N N Chicago Board of Trade N/A U.S. Treasury 10 Year Note Futures Contracts N/A 13.00000000 NC USD -16534.23000000 -0.12282343761 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 10yr 6% 2021-06-21 1720143.61000000 USD -16534.23000000 N N N Montreal Exchange N/A S&P/TSX 60 IX Index Futures Contracts N/A 1.00000000 NC 1168.56000000 0.008680570928 N/A DE CA N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long S&P/TSX 60 Index SPTSX60 2021-06-17 176444.73000000 CAD 1168.56000000 N N N Chicago Board of Trade N/A Soybean Oil Futures Contracts N/A 5.00000000 NC USD 11462.08000000 0.085145305697 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Soybean Oil 2021-05-14 147357.92000000 USD 11462.08000000 N N N ASX Trade24 N/A Australian Government 3 Year Bond Futures Contracts N/A 14.00000000 NC -277.78000000 -0.00206347041 N/A DIR AU N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Aust 3yr 6% 2021-06-15 1262503.46000000 AUD -277.78000000 N N N Chicago Mercantile Exchange N/A Lean Hogs Futures Contracts N/A 6.00000000 NC USD 14331.52000000 0.106460751583 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long CME LEAN HOG INDEX IHX 2021-06-14 238268.48000000 USD 14331.52000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. Morgan Securities LLC N/A 2995382.68000000 PA USD 2995382.68000000 22.25100278214 Long RA CORP US N 2 Repurchase Y 0.00500000 2021-04-01 2945772.61000000 USD 3055291.97000000 USD UST N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Strategy Fund II N/A 4497.88500000 NS USD 112357.17000000 0.834637830737 Long EC RF US N 1 N N N Commodity Exchange, Inc. N/A Silver Futures Contracts N/A 1.00000000 NC USD -13590.55000000 -0.10095650478 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Silver 2021-05-26 135940.55000000 USD -13590.55000000 N N N New York Mercantile Exchange N/A Natural Gas Futures Contracts N/A -1.00000000 NC USD 1247.45000000 0.009266600092 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Henry Hub Natural Gas Spot Price NGUSHHUB 2021-04-28 -27277.45000000 USD 1247.45000000 N N N Cboe Futures Exchange N/A CBOE Volatility Index Futures Contracts N/A -6.00000000 NC USD 11043.03000000 0.082032420396 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Chicago Board Options Exchange SPX Volatility Index US12497K1007 2021-07-21 -157023.03000000 USD 11043.03000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 BofA Securities, Inc. N/A 1242897.38000000 PA USD 1242897.38000000 9.232781255281 Long RA CORP US N 2 Repurchase Y 0.00500000 2021-04-01 1267737.62000000 USD 1267758.88000000 USD UST N N N Commodity Exchange, Inc. N/A Copper Futures Contracts N/A 3.00000000 NC USD 15778.35000000 0.117208432862 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Copper 2021-05-26 283059.15000000 USD 15778.35000000 N N N ICE Futures US Softs N/A Cotton #2 Futures Contracts N/A 2.00000000 NC USD -3239.65000000 -0.02406552646 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Cotton 2021-05-06 83989.65000000 USD -3239.65000000 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Ultra Short Duration Fund - Institutional Class 40169J523 7218.29200000 NS USD 71894.19000000 0.534061251135 Long EC RF US N 1 N N N Osaka Exchange N/A Tokyo Stock Price Index Futures Contracts N/A 1.00000000 NC 8043.26000000 0.059748826696 N/A DE JP N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Tokyo Stock Exchange Tokyo Price Index TOPIX JP9010100007 2021-06-10 173269.19000000 JPY 8043.26000000 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Strategy Fund III N/A 95836.53500000 NS USD 2409330.49000000 17.89755272140 Long EC RF US N 1 N N N Eurex N/A Euro - 30 year Bond Futures Contracts N/A 1.00000000 NC -2676.28000000 -0.01988056955 N/A DIR DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Euro 30yr 4% Bond 2021-06-08 245535.00000000 EUR -2676.28000000 N N N OMX Nordic Exchange Stockholm N/A OMX Stockholm 30 Index Futures Contracts N/A 2.00000000 NC 962.61000000 0.007150684929 N/A DE SE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long OMX Stockholm 30 Index SE0000337842 2021-04-16 50382.10000000 SEK 962.61000000 N N N Chicago Board of Trade N/A U.S. Treasury Long Bond Futures Contracts N/A -3.00000000 NC USD 12852.95000000 0.095477291805 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A US 20yr 6% 2021-06-21 -477665.45000000 USD 12852.95000000 N N N Chicago Mercantile Exchange N/A Canadian Dollar Futures Contracts N/A 32.00000000 NC USD 6352.69000000 0.047190538894 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Canadian Dollar 2021-06-15 2540047.31000000 USD 6352.69000000 N N N South African Futures Exchange N/A FTSE/JSE TOP 40 Index Futures Contracts N/A 3.00000000 NC -4804.41000000 -0.03568924297 N/A DE ZA N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long FTSE/JSE Africa Top40 Tradeable Index TOP40 2021-06-17 128342.33000000 ZAR -4804.41000000 N N N Chicago Mercantile Exchange N/A Swiss Franc Futures Contracts N/A -23.00000000 NC USD 53173.71000000 0.394997399513 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Swiss Franc 2021-06-14 -3100961.21000000 USD 53173.71000000 N N N London Metal Exchange N/A LME Lead Futures Contracts N/A 1.00000000 NC USD 584.50000000 0.004341919719 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A LME Lead 2021-05-17 48559.25000000 USD 584.50000000 N N N Eurex N/A Euro - Bund Futures Contracts N/A -3.00000000 NC 896.16000000 0.006657065484 N/A DIR DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Euro-Bund 10yr 6% 2021-06-08 -619266.19000000 EUR 896.16000000 N N N London Metal Exchange N/A LME Primary Aluminum Futures Contracts N/A 2.00000000 NC USD 1894.00000000 0.014069454147 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A LME Primary Aluminum 2021-05-17 108118.50000000 USD 1894.00000000 N N N Chicago Board of Trade N/A Corn Futures Contracts N/A -15.00000000 NC USD -3795.00000000 -0.02819090733 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Corn 2021-07-14 -406830.00000000 USD -3795.00000000 N N N Eurex N/A Euro - Schatz Futures Contracts N/A -43.00000000 NC 7.07000000 0.000052519028 N/A DIR DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Euro-Schatz 2yr 6% 2021-06-08 -5812459.92000000 EUR 7.07000000 N N N Chicago Board of Trade N/A U.S. Treasury 2 Year Note Futures Contracts N/A 2.00000000 NC USD -83.74000000 -0.00062205706 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 2yr 6% 2021-06-30 441568.12000000 USD -83.74000000 N N N Chicago Board of Trade N/A Soybean Meal Futures Contracts N/A -11.00000000 NC USD -23493.00000000 -0.17451620183 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Soybean Meal 2021-07-14 -443677.00000000 USD -23493.00000000 N N N ICE Futures US Softs N/A Sugar #11 Futures Contracts N/A 10.00000000 NC USD -15195.85000000 -0.11288137001 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Sugar 2021-04-30 180283.85000000 USD -15195.85000000 N N N ICE Futures US Indices N/A MSCI EAFE Index Futures Contracts N/A 1.00000000 NC USD 134.93000000 0.001002318610 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long MSCI EAFE Index MXEA 2021-06-18 109465.07000000 USD 134.93000000 N N N Eurex N/A Euro - BTP Italian Government Bond Futures Contracts N/A 5.00000000 NC -4581.72000000 -0.03403500499 N/A DIR DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A BTP 10yr 6% (EUX) 2021-06-08 884790.68000000 EUR -4581.72000000 N N N ICE Futures US Softs N/A Cocoa Futures Contracts N/A 2.00000000 NC USD -2816.30000000 -0.02092069889 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Cocoa 2021-05-13 49836.30000000 USD -2816.30000000 N N N Chicago Board of Trade N/A Soybean Meal Futures Contracts N/A 16.00000000 NC USD 26706.50000000 0.198387474752 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Soybean Meal 2021-12-14 609293.50000000 USD 26706.50000000 N N N Chicago Board of Trade N/A Soybean Meal Futures Contracts N/A 2.00000000 NC USD 4434.00000000 0.032937676709 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Soybean Meal 2021-05-14 80206.00000000 USD 4434.00000000 N N N Singapore Exchange (was SIMEX) N/A FTSE Taiwan Index Futures Contracts N/A 7.00000000 NC USD 11385.85000000 0.084579036167 N/A DE SG N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long FTSE Taiwan Index SGXDB0301422 2021-04-28 396574.15000000 USD 11385.85000000 N N N New York Mercantile Exchange N/A WTI Crude Futures Contracts N/A 3.00000000 NC USD -15167.65000000 -0.11267188817 N/A DCO HU N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A WTI Crude 2021-04-20 193127.65000000 USD -15167.65000000 N N N ICE Futures US Softs N/A Coffee 'C' Futures Contracts N/A -2.00000000 NC USD 4924.95000000 0.036584666421 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Coffee 'C' 2021-05-18 -97887.45000000 USD 4924.95000000 N N N Chicago Board of Trade N/A U.S. Treasury 5 Year Note Futures Contracts N/A -6.00000000 NC USD 1896.12000000 0.014085202427 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A US 5yr 6% 2021-06-30 -742661.75000000 USD 1896.12000000 N N N Chicago Board of Trade N/A Corn Futures Contracts N/A -2.00000000 NC USD -1006.00000000 -0.00747300468 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Corn 2021-05-14 -55419.00000000 USD -1006.00000000 N N N Chicago Board of Trade N/A Soybean Futures Contracts N/A 15.00000000 NC USD 50722.77000000 0.376790753289 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Soybean 2021-11-12 891464.73000000 USD 50722.77000000 N N N ICE Futures Europe Financials N/A Long Gilt Futures Contracts N/A -5.00000000 NC 8278.87000000 0.061499040050 N/A DIR GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A UK 10yr 4.0 % 2021-06-28 -901356.43000000 GBP 8278.87000000 N N N TREASURY BILL 254900HROIFWPRGM1V77 U.S. Treasury Bills 9127962Q1 807000.00000000 PA USD 806994.12000000 5.994702623203 Long DBT UST US N 2 2021-04-22 None 0.00000000 N N N N N N Eurex N/A Euro - Bobl Futures Contracts N/A 8.00000000 NC -1094.89000000 -0.00813331818 N/A DIR DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Euro-Bobl 5yr 6% 2021-06-08 1286494.42000000 EUR -1094.89000000 N N N ICE Futures Europe Commodities N/A Brent Crude Futures Contracts N/A 2.00000000 NC USD -8838.30000000 -0.06565472892 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Brent Crude 2021-04-30 134658.30000000 USD -8838.30000000 N N N Chicago Board of Trade N/A Corn Futures Contracts N/A 32.00000000 NC USD 16137.16000000 0.119873829295 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Corn 2021-09-14 777462.84000000 USD 16137.16000000 N N N Chicago Board of Trade N/A Dow Jones Industrial Average Index Mini Futures Contracts N/A 1.00000000 NC USD -269.06000000 -0.00199869447 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Dow Jones Industrial Average US2605661048 2021-06-18 164794.06000000 USD -269.06000000 N N N ASX Trade24 N/A Australian Government 10 Year Bond Futures Contracts N/A 20.00000000 NC -13296.86000000 -0.09877484797 N/A DIR AU N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Aust 10yr 6% 2021-06-15 2135796.58000000 AUD -13296.86000000 N N N New York Mercantile Exchange N/A Gasoline RBOB Futures Contracts N/A 4.00000000 NC USD -17410.20000000 -0.12933052301 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 2021-04-30 346942.20000000 USD -17410.20000000 N N N Chicago Mercantile Exchange N/A S&P 500 Index Mini Futures Contracts N/A -1.00000000 NC USD -1935.34000000 -0.01437654561 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short S&P 500 INDEX US78378X1072 2021-06-18 -196489.66000000 USD -1935.34000000 N N N Chicago Mercantile Exchange N/A New Zealand Dollar Futures Contracts N/A 11.00000000 NC USD -16877.85000000 -0.12537599613 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A New Zealand Dollar 2021-06-14 785007.85000000 USD -16877.85000000 N N N Chicago Mercantile Exchange N/A Japanese Yen Futures Contracts N/A -12.00000000 NC USD 21408.43000000 0.159031111006 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Japanese Yen 2021-06-14 -1376958.43000000 USD 21408.43000000 N N N Cboe Futures Exchange N/A CBOE Volatility Index Futures Contracts N/A -4.00000000 NC USD 7840.01000000 0.058238997469 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Chicago Board Options Exchange SPX Volatility Index US12497K1007 2021-05-19 -98840.01000000 USD 7840.01000000 N N N Chicago Mercantile Exchange N/A Mexican Peso Futures Contracts N/A 8.00000000 NC USD 5894.33000000 0.043785641849 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Mexican Peso 2021-06-14 188345.67000000 USD 5894.33000000 N N N Chicago Mercantile Exchange N/A Euro FX Futures Contracts N/A 2.00000000 NC USD -4548.67000000 -0.03378949524 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Euro 2021-06-14 298123.67000000 USD -4548.67000000 N N N ICE Futures Europe Commodities N/A Low Sulphur Gas Oil Futures Contracts N/A -4.00000000 NC USD 12468.40000000 0.092620687480 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Low Sulphur Gas Oil 2021-05-12 -211668.40000000 USD 12468.40000000 N N N Chicago Mercantile Exchange N/A NASDAQ-100 Index Mini Futures Contracts N/A 2.00000000 NC USD 1158.29000000 0.008604280910 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long NASDAQ 100 Stock Index NDX 2021-06-18 522231.71000000 USD 1158.29000000 N N N Chicago Mercantile Exchange N/A British Pound Futures Contracts N/A 18.00000000 NC USD -8154.47000000 -0.06057494285 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A British Pound 2021-06-14 1559191.97000000 USD -8154.47000000 N N N Commodity Exchange, Inc. N/A Gold 100 oz. Futures Contracts N/A -1.00000000 NC USD 1566.95000000 0.011639984781 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Gold 100 oz. 2021-06-28 -172446.95000000 USD 1566.95000000 N N N Eurex N/A Euro STOXX 50 Index Futures Contracts N/A -2.00000000 NC -2270.31000000 -0.01686484817 N/A DE DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short EURO STOXX 50 Price EUR EU0009658145 2021-06-18 -90087.32000000 EUR -2270.31000000 N N N Eurex N/A Euro - OATS Futures Contracts N/A -1.00000000 NC 446.73000000 0.003318504356 N/A DIR DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Euro-OAT 10yr 6% 2021-06-08 -196081.39000000 EUR 446.73000000 N N N Chicago Mercantile Exchange N/A Australian Dollar Futures Contracts N/A 1.00000000 NC USD -1007.61000000 -0.00748496446 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Australian Dollar 2021-06-14 76987.61000000 USD -1007.61000000 N N N Chicago Board of Trade N/A Hard Red Winter Wheat Futures Contracts N/A -1.00000000 NC USD -28.00000000 -0.00020799615 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Hard Red Winter Wheat 2021-05-14 -28809.50000000 USD -28.00000000 N N N Cboe Futures Exchange N/A CBOE Volatility Index Futures Contracts N/A 14.00000000 NC USD -36680.62000000 -0.27247956767 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Chicago Board Options Exchange SPX Volatility Index US12497K1007 2021-04-21 327740.62000000 USD -36680.62000000 N N N Chicago Board of Trade N/A Soybean Futures Contracts N/A -6.00000000 NC USD -16593.00000000 -0.12326000668 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Soybean 2021-07-14 -411732.00000000 USD -16593.00000000 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Variable Insurance Strategy Fund III N/A 172356.31700000 NS USD 4319249.30000000 32.08525869925 Long EC RF US N 1 N N N Chicago Mercantile Exchange N/A Cattle Feeder Futures Contracts N/A -3.00000000 NC USD -4146.74000000 -0.03080378473 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Cattle Feeder 2021-05-27 -220478.26000000 USD -4146.74000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 Barclays Capital, Inc. N/A 1361846.57000000 PA USD 1361846.57000000 10.11638747204 Long RA CORP US N 2 Repurchase Y 0.01000000 2021-04-01 1141696.82000000 USD 1389086.61000000 USD UST N N N Montreal Exchange N/A Canadian Government 10 Year Bond Futures Contracts N/A 16.00000000 NC -17393.01000000 -0.12920282823 N/A DIR CA N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Can 10yr 6% 2021-06-21 1784528.29000000 CAD -17393.01000000 N N N 2021-04-30 Rydex Variable Trust John Sullivan John Sullivan CFO XXXX