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702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Global Managed Futures Strategy Fund
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2021-12-31
2021-12-31
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Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
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-5009123.56000000
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2022-03-31
-16797.45000000
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2022-02-01
30010.55000000
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1357.93000000
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FOR8UP27PHTHYVLBNG30
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FR0003500008
2022-01-21
482838.73000000
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CA
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Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
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N/A
Can 10yr 6%
2022-03-22
-1333933.86000000
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-1487.03000000
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OMX Nordic Exchange Stockholm
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OMX Stockholm 30 Index Futures Contracts
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1.00000000
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879.71000000
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SE
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FOR8UP27PHTHYVLBNG30
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OMX Stockholm 30 Index
SE0000337842
2022-01-21
25718.70000000
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Cboe Futures Exchange
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US
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Goldman Sachs & Co. LLC
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132719.52000000
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1990871.40000000
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Chicago Mercantile Exchange
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190.78000000
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CME Cheese
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37729.22000000
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Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
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AEX-Index
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358277.84000000
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Guggenheim Partners Investment Management LLC
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Chicago Mercantile Exchange
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CME Nonfat Dry Milk
2022-02-01
68642.55000000
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ICE Endex
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DCO
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FOR8UP27PHTHYVLBNG30
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N/A
ECX Emission
2022-12-19
102555.01000000
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Osaka Exchange
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Tokyo Stock Price Index Futures Contracts
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1.00000000
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7278.50000000
0.068100524225
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JP
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2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
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Tokyo Stock Exchange Tokyo Price Index TOPIX
JP9010100007
2022-03-10
169514.84000000
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7278.50000000
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N
ICE Futures Europe Financials
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FTSE 100 Index Futures Contracts
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-506.58000000
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DE
GB
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Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
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FTSE 100 Index
GB0001383545
2022-03-18
99202.13000000
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-506.58000000
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London Metal Exchange
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4.00000000
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3444.25000000
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DCO
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1
Goldman Sachs & Co. LLC
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N/A
LME Primary Aluminum
2022-02-14
277055.75000000
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781901.20000000
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748060.52000000
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8993.15000000
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DCO
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Goldman Sachs & Co. LLC
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N/A
NYBOT CTN Frozen Concentrated
2022-03-11
116961.85000000
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Meff Renta Variable (Madrid)
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IBEX 35 Index Futures Contracts
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-1.00000000
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-1378.54000000
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ES
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IBEX 35 Index
ES0SI0000005
2022-01-21
-96743.45000000
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-1378.54000000
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Singapore Exchange
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FTSE Taiwan Index Futures Contracts
N/A
2.00000000
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3033.10000000
0.028378883015
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SG
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1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
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FTSE Taiwan Index
SGXDB0301422
2022-01-25
125146.90000000
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3033.10000000
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ICE Futures Europe Financials
N/A
Long Gilt Futures Contracts
N/A
-10.00000000
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19582.71000000
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GB
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2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
UK 10yr 4.0 %
2022-03-29
-1686500.99000000
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19582.71000000
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Guggenheim Partners Investment Management LLC
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Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
7267.30900000
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72091.71000000
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EC
RF
US
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1
N
N
N
Guggenheim Partners Investment Management LLC
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Guggenheim Strategy Fund III
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88959.97700000
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2226668.22000000
20.83358838477
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EC
RF
US
N
1
N
N
N
ASX Trade24
N/A
Australian Government 3 Year Bond Futures Contracts
N/A
-6.00000000
NC
-273.54000000
-0.00255934840
N/A
DIR
AU
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2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Aust 3yr 6%
2022-03-15
-496471.66000000
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-273.54000000
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N
N
London Metal Exchange
N/A
LME Zinc Futures Contracts
N/A
1.00000000
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132.00000000
0.001235044198
N/A
DCO
GB
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1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
LME Zinc
2022-02-14
88934.25000000
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132.00000000
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N
Chicago Board of Trade
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-1.00000000
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-163.00000000
-0.00152509245
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Soybean Meal
2022-03-14
-39827.00000000
USD
-163.00000000
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N
N
Eurex
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Euro STOXX 50 Index Futures Contracts
N/A
5.00000000
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-1113.43000000
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DE
DE
N
2
Goldman Sachs & Co. LLC
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EURO STOXX 50 Price EUR
EU0009658145
2022-03-18
242713.73000000
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-1113.43000000
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N
Chicago Mercantile Exchange
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N/A
-8.00000000
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50.74000000
0.000474743504
N/A
DFE
US
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1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
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N/A
Mexican Peso
2022-03-14
-192650.74000000
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50.74000000
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N
Chicago Mercantile Exchange
N/A
Live Cattle Futures Contracts
N/A
9.00000000
NC
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8137.28000000
0.076135609503
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DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Live Cattle
2022-02-28
494602.72000000
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8137.28000000
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N
Eurex
N/A
Euro - OATS Futures Contracts
N/A
7.00000000
NC
-12331.82000000
-0.11538138444
N/A
DIR
DE
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Euro-OAT 10yr 6%
2022-03-08
1306276.93000000
EUR
-12331.82000000
N
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N
Cboe Futures Exchange
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CBOE Volatility Index Futures Contracts
N/A
-11.00000000
NC
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2166.58000000
0.020271379237
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DE
US
N
1
Goldman Sachs & Co. LLC
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Chicago Board Options Exchange SPX Volatility Index
US12497K1007
2022-06-15
-283436.58000000
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2166.58000000
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Chicago Mercantile Exchange
N/A
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N/A
2.00000000
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3568.23000000
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DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
CME Class III Milk
2022-03-01
79431.77000000
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3568.23000000
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ICE Futures US-Canadian Grains
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8.00000000
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2904.94000000
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N
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Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Canola WCE
2022-03-14
122998.21000000
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N
Eurex
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N/A
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-455.77000000
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DIR
DE
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Euro-Bobl 5yr 6%
2022-03-08
151413.24000000
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-455.77000000
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New York Mercantile Exchange
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N/A
-16.00000000
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15799.20000000
0.147823562869
N/A
DCO
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N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
Henry Hub Natural Gas Spot Price
N/A
2022-03-29
-581559.20000000
USD
15799.20000000
N
N
N
Eurex
N/A
Euro - Bund Futures Contracts
N/A
-1.00000000
NC
57.49000000
0.000537899173
N/A
DIR
DE
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Euro-Bund 10yr 6%
2022-03-08
-194011.66000000
EUR
57.49000000
N
N
N
Chicago Board of Trade
N/A
Corn Futures Contracts
N/A
5.00000000
NC
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-1038.44000000
-0.00971605528
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DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Corn
2022-03-14
149163.44000000
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-1038.44000000
N
N
N
ICE Futures Europe Commodities
N/A
Brent Crude Futures Contracts
N/A
1.00000000
NC
USD
4158.35000000
0.038907166986
N/A
DCO
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Brent Crude
2022-01-31
73781.65000000
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4158.35000000
N
N
N
Chicago Mercantile Exchange
N/A
Euro FX Futures Contracts
N/A
-11.00000000
NC
USD
-6475.97000000
-0.06059173619
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Euro
2022-03-14
-1559924.03000000
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-6475.97000000
N
N
N
ICE Futures US Softs
N/A
Cotton #2 Futures Contracts
N/A
-4.00000000
NC
USD
-5789.32000000
-0.05416716726
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Cotton
2022-03-09
-219510.68000000
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-5789.32000000
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N
N
Chicago Board of Trade
N/A
U.S. Treasury 10 Year Note Futures Contracts
N/A
12.00000000
NC
USD
-2417.61000000
-0.02262011518
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
US 10yr 6%
2022-03-22
1566355.11000000
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-2417.61000000
N
N
N
Chicago Board of Trade
N/A
Soybean Futures Contracts
N/A
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NC
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7084.43000000
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DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Soybean
2022-03-14
260865.57000000
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7084.43000000
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N
N
TREASURY BILL
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912796K65
1384000.00000000
PA
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1383999.55000000
12.94924708154
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DBT
UST
US
N
2
2022-01-06
None
0.00000000
N
N
N
N
N
N
London Metal Exchange
N/A
LME Lead Futures Contracts
N/A
-1.00000000
NC
USD
-221.75000000
-0.00207478068
N/A
DCO
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
LME Lead
2022-02-14
-57765.75000000
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-221.75000000
N
N
N
ICE Futures US Softs
N/A
Coffee 'C' Futures Contracts
N/A
4.00000000
NC
USD
2798.65000000
0.026185276104
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Coffee 'C'
2022-03-21
335826.35000000
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2798.65000000
N
N
N
Cboe Futures Exchange
N/A
CBOE Volatility Index Futures Contracts
N/A
-14.00000000
NC
USD
13947.36000000
0.130497015533
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
Chicago Board Options Exchange SPX Volatility Index
US12497K1007
2022-05-18
-367167.36000000
USD
13947.36000000
N
N
N
Minneapolis Grain Exchange
N/A
Red Spring Wheat Futures Contracts
N/A
8.00000000
NC
USD
-9434.16000000
-0.08826973162
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Red Spring Wheat
2022-03-14
401034.16000000
USD
-9434.16000000
N
N
N
Chicago Mercantile Exchange
N/A
Australian Dollar Futures Contracts
N/A
-15.00000000
NC
USD
-6970.36000000
-0.06521744453
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Australian Dollar
2022-03-14
-1083154.64000000
USD
-6970.36000000
N
N
N
Eurex
N/A
Euro - BTP Italian Government Bond Futures Contracts
N/A
10.00000000
NC
-18329.76000000
-0.17150048291
N/A
DIR
DE
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
BTP 10yr 6% (EUX)
2022-03-08
1680954.57000000
EUR
-18329.76000000
N
N
N
Chicago Board of Trade
N/A
Oat Futures Contracts
N/A
3.00000000
NC
USD
-2036.48000000
-0.01905411219
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Oats
2022-03-14
104711.48000000
USD
-2036.48000000
N
N
N
ICE Futures US Indices
N/A
MSCI EAFE Index Futures Contracts
N/A
-2.00000000
NC
USD
-253.30000000
-0.00236997496
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
MSCI EAFE Index
N/A
2022-03-18
-231816.70000000
USD
-253.30000000
N
N
N
Chicago Board of Trade
N/A
Soybean Oil Futures Contracts
N/A
1.00000000
NC
USD
-167.00000000
-0.00156251803
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Soybean Oil
2022-03-14
34109.00000000
USD
-167.00000000
N
N
N
ICE Futures US Softs
N/A
Cotton #2 Futures Contracts
N/A
13.00000000
NC
USD
28471.76000000
0.266393045493
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Cotton
2022-07-07
671773.24000000
USD
28471.76000000
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury Ultra Long Bond Futures Contracts
N/A
3.00000000
NC
USD
-397.93000000
-0.00372319043
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
US 30yr 6.00%
2022-03-22
588679.18000000
USD
-397.93000000
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury Long Bond Futures Contracts
N/A
5.00000000
NC
USD
-1649.08000000
-0.01542944459
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
US 20yr 6%
2022-03-22
801336.58000000
USD
-1649.08000000
N
N
N
ICE Futures US Softs
N/A
Cocoa Futures Contracts
N/A
-4.00000000
NC
USD
-1956.60000000
-0.01830672332
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Cocoa
2022-03-16
-99603.40000000
USD
-1956.60000000
N
N
N
Euronext Derivatives Paris
N/A
Euro - Mill Wheat Futures Contracts
N/A
1.00000000
NC
-248.13000000
-0.00232160240
N/A
DCO
FR
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Mill Wheat Euro
2022-03-10
15999.65000000
EUR
-248.13000000
N
N
N
New York Mercantile Exchange
N/A
Natural Gas Futures Contracts
N/A
15.00000000
NC
USD
-18188.25000000
-0.17017645940
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Henry Hub Natural Gas Spot Price
N/A
2022-02-24
556988.25000000
USD
-18188.25000000
N
N
N
Chicago Mercantile Exchange
N/A
Cattle Feeder Futures Contracts
N/A
2.00000000
NC
USD
5014.29000000
0.046915680101
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Cattle Feeder
2022-03-31
164985.71000000
USD
5014.29000000
N
N
N
Montreal Exchange
N/A
S&P/TSX 60 IX Index Futures Contracts
N/A
3.00000000
NC
2681.23000000
0.025086648151
N/A
DE
CA
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
S&P/TSX 60 Index
N/A
2022-03-17
599720.15000000
CAD
2681.23000000
N
N
N
Chicago Mercantile Exchange
N/A
NASDAQ-100 Index Mini Futures Contracts
N/A
1.00000000
NC
USD
14094.21000000
0.131871002204
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
NASDAQ 100 Stock Index
N/A
2022-03-18
312410.79000000
USD
14094.21000000
N
N
N
Chicago Mercantile Exchange
N/A
Lean Hogs Futures Contracts
N/A
-3.00000000
NC
USD
1817.43000000
0.017004593768
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
CME LEAN HOG INDEX
IHX
2022-02-14
-99377.43000000
USD
1817.43000000
N
N
N
New York Mercantile Exchange
N/A
Gasoline RBOB Futures Contracts
N/A
10.00000000
NC
USD
23872.50000000
0.223360550192
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
2022-01-31
909325.50000000
USD
23872.50000000
N
N
N
ICE Futures US Softs
N/A
Sugar #11 Futures Contracts
N/A
19.00000000
NC
USD
-3333.06000000
-0.03118542739
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Sugar
2022-02-28
403609.86000000
USD
-3333.06000000
N
N
N
Chicago Board of Trade
N/A
Dow Jones Industrial Average Index Mini Futures Contracts
N/A
4.00000000
NC
USD
1332.43000000
0.012466741978
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Dow Jones Industrial Average
US2605661048
2022-03-18
723267.57000000
USD
1332.43000000
N
N
N
Chicago Board of Trade
N/A
CBOT Rough Rice Futures Contracts
N/A
6.00000000
NC
USD
1751.37000000
0.016386510285
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
CBOT Rough Rice
2022-03-14
176688.63000000
USD
1751.37000000
N
N
N
Chicago Mercantile Exchange
N/A
Russell 2000 Index Mini Futures Contracts
N/A
-1.00000000
NC
USD
212.28000000
0.001986175624
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
Russell 2000 Index
N/A
2022-03-18
-112337.28000000
USD
212.28000000
N
N
N
ICE Futures Europe Commodities
N/A
Low Sulphur Gas Oil Futures Contracts
N/A
1.00000000
NC
USD
-1126.65000000
-0.01054138292
N/A
DCO
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Low Sulphur Gas Oil
2022-02-10
67726.65000000
USD
-1126.65000000
N
N
N
Chicago Mercantile Exchange
N/A
Canadian Dollar Futures Contracts
N/A
-4.00000000
NC
USD
-2410.20000000
-0.02255078429
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Canadian Dollar
2022-03-15
-313849.80000000
USD
-2410.20000000
N
N
N
New York Mercantile Exchange
N/A
Natural Gas Futures Contracts
N/A
1.00000000
NC
USD
-1902.55000000
-0.01780101014
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Henry Hub Natural Gas Spot Price
N/A
2022-01-27
39552.55000000
USD
-1902.55000000
N
N
N
ASX Trade24
N/A
SPI 200 Index Futures Contracts
N/A
2.00000000
NC
6611.65000000
0.061861211925
N/A
DE
AU
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
S&P/ASX 200
N/A
2022-03-17
257413.79000000
AUD
6611.65000000
N
N
N
Chicago Mercantile Exchange
N/A
Live Cattle Futures Contracts
N/A
35.00000000
NC
USD
4512.20000000
0.042217927514
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Live Cattle
2022-06-30
1942887.80000000
USD
4512.20000000
N
N
N
Chicago Mercantile Exchange
N/A
S&P 500 Index Mini Futures Contracts
N/A
2.00000000
NC
USD
-1627.58000000
-0.01522828209
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
S&P 500 INDEX
US78378X1072
2022-03-18
477577.58000000
USD
-1627.58000000
N
N
N
Singapore Exchange
N/A
SGX Iron Ore 62% Futures Contracts
N/A
1.00000000
NC
USD
143.00000000
0.001337964548
N/A
DCO
SG
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
SGX Iron Ore 62%
2022-02-28
11952.00000000
USD
143.00000000
N
N
N
New York Mercantile Exchange
N/A
Gasoline RBOB Futures Contracts
N/A
-10.00000000
NC
USD
-47863.50000000
-0.44782983324
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
2022-03-31
-931240.50000000
USD
-47863.50000000
N
N
N
New York Mercantile Exchange
N/A
NY Harbor ULSD Futures Contracts
N/A
1.00000000
NC
USD
-2295.75000000
-0.02147994483
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
NY Harbor ULSD
2022-01-31
100084.35000000
USD
-2295.75000000
N
N
N
New York Mercantile Exchange
N/A
Platinum Futures Contracts
N/A
1.00000000
NC
USD
-741.30000000
-0.00693589594
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Platinum
2022-04-27
48971.30000000
USD
-741.30000000
N
N
N
Commodity Exchange, Inc.
N/A
Gold 100 oz. Futures Contracts
N/A
-1.00000000
NC
USD
-1663.05000000
-0.01556015344
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Gold 100 oz.
2022-02-24
-181356.95000000
USD
-1663.05000000
N
N
N
Eurex
N/A
Euro - Schatz Futures Contracts
N/A
47.00000000
NC
-1089.34000000
-0.01019229581
N/A
DIR
DE
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Euro-Schatz 2yr 6%
2022-03-08
5964225.86000000
EUR
-1089.34000000
N
N
N
Chicago Mercantile Exchange
N/A
Live Cattle Futures Contracts
N/A
-35.00000000
NC
USD
-13297.80000000
-0.12441947531
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Live Cattle
2022-04-29
-2013552.20000000
USD
-13297.80000000
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury 2 Year Note Futures Contracts
N/A
12.00000000
NC
USD
215.89000000
0.002019952212
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
US 2yr 6%
2022-03-31
2617377.85000000
USD
215.89000000
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury 5 Year Note Futures Contracts
N/A
1.00000000
NC
USD
-87.63000000
-0.00081990093
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
US 5yr 6%
2022-03-31
120970.44000000
USD
-87.63000000
N
N
N
ASX Trade24
N/A
Australian Government 10 Year Bond Futures Contracts
N/A
4.00000000
NC
-291.72000000
-0.00272944767
N/A
DIR
AU
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Aust 10yr 6%
2022-03-15
405628.31000000
AUD
-291.72000000
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Variable Insurance Strategy Fund III
N/A
134320.70500000
NS
USD
3352644.80000000
31.36867052584
Long
EC
RF
US
N
1
N
N
N
New York Mercantile Exchange
N/A
WTI Crude Futures Contracts
N/A
2.00000000
NC
USD
7206.90000000
0.067430606311
N/A
DCO
HU
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
WTI Crude
2022-01-20
143693.10000000
USD
7206.90000000
N
N
N
Cboe Futures Exchange
N/A
CBOE Volatility Index Futures Contracts
N/A
5.00000000
NC
USD
-11605.40000000
-0.10858471166
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Chicago Board Options Exchange SPX Volatility Index
US12497K1007
2022-01-19
110205.40000000
USD
-11605.40000000
N
N
N
Chicago Mercantile Exchange
N/A
CME Cash-Settled Butter Futures Contracts
N/A
1.00000000
NC
USD
5577.45000000
0.052184827758
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
CME Cash-Settled Butter
2022-02-01
40922.55000000
USD
5577.45000000
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
806731.56000000
PA
USD
806731.56000000
7.548099491017
Long
RA
CORP
US
N
2
Repurchase
Y
0.01000000
2022-01-03
718959.14000000
USD
822870.38000000
USD
UST
N
N
N
2022-01-31
Rydex Variable Trust
John Sullivan
John Sullivan
CFO