iShares Core U.S. Aggregate Bond ETF

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LLC FOR8UP27PHTHYVLBNG30 Long Russell 2000 Index RTY 2019-12-20 2051905.53000000 USD -70315.53000000 N N N iShares 1-3 Year Treasury Bond 549300W0WX9TL4G6HM56 iShares 1-3 Year Treasury Bond ETF 464287457 25124.00000000 NS USD 2131017.68000000 4.695441848603 Long EC RF US N 1 N N N SPDR S&P 500 ETF Trust 549300NZAMSJ8FXPQQ63 SPDR S&P 500 ETF Trust 78462F103 26555.00000000 NS USD 7880727.35000000 17.36423744575 Long EC RF US N 1 N N N Chicago Mercantile Exchange N/A Nikkei 225 (CME) Index Futures Contracts N/A 1.00000000 NC USD 1695.90000000 0.003736712231 N/A DE US N 1 Goldman Sachs & Co. 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LLC FOR8UP27PHTHYVLBNG30 Short Deutsche Boerse AG German Stock Index DAX DE0008469008 2019-12-20 -344987.48000000 EUR 1251.93000000 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Ultra Short Duration Fund - Institutional Class 40169J523 102003.67700000 NS USD 1015956.62000000 2.238538551174 Long EC RF US N 1 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Strategy Fund II N/A 72799.84000000 NS USD 1807620.03000000 3.982873917421 Long EC RF US N 1 N N N Chicago Mercantile Exchange N/A Japanese Yen Futures Contracts N/A 1.00000000 NC USD -414.10000000 -0.00091241967 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Japanese Yen 2019-12-16 116607.85000000 USD -414.10000000 N N N 2019-10-30 Guggenheim Variable Funds Trust John Sullivan John Sullivan CFO XXXX