FTSE 100 Index Futures Contracts

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LLC FOR8UP27PHTHYVLBNG30 Short FTSE 100 Index GB0001383545 2021-03-19 -172074.58000000 GBP 298.55000000 N N N Dreyfus Treasury Securities Ca 549300U78VESCW509025 Dreyfus Treasury Securities Cash Management Fund - Institutional Shares N/A 2251576.55000000 NS USD 2251576.55000000 4.929411110278 Long STIV RF US N 1 N N N Chicago Mercantile Exchange N/A S&P 500 Index Mini Futures Contracts N/A 8.00000000 NC USD 33429.04000000 0.073186710521 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long S&P 500 INDEX US78378X1072 2021-03-19 1464270.96000000 USD 33429.04000000 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Ultra Short Duration Fund - Institutional Class 40169J523 104159.49400000 NS USD 1039511.75000000 2.275819034318 Long EC RF US N 1 N N N Chicago Mercantile Exchange N/A S&P MidCap 400 Index Mini Futures Contracts N/A 2.00000000 NC USD 12107.26000000 0.026506610205 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long S&P Midcap 400 Index MID 2021-03-19 448412.74000000 USD 12107.26000000 N N N iShares Core S&P Mid-Cap ETF 549300ODQWH5PC0IUZ78 iShares Core S&P Mid-Cap ETF 464287507 10538.00000000 NS USD 2421948.54000000 5.302409123775 Long EC RF US N 1 N N N iShares 1-3 Year Treasury Bond 549300W0WX9TL4G6HM56 iShares 1-3 Year Treasury Bond ETF 464287457 21644.00000000 NS USD 1869608.72000000 4.093163075553 Long EC RF US N 1 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Strategy Fund III N/A 89775.23000000 NS USD 2253358.27000000 4.933311857229 Long EC RF US N 1 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Strategy Fund II N/A 74879.74400000 NS USD 1868998.41000000 4.091826914499 Long EC RF US N 1 N N N Eurex N/A DAX Index Futures Contracts N/A -1.00000000 NC -19476.36000000 -0.04263989397 N/A DE DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Deutsche Boerse AG German Stock Index DAX DE0008469008 2021-03-19 -396414.27000000 EUR -19476.36000000 N N N iShares 7-10 Year Treasury Bon 549300XS1PPZG92M8L16 iShares 7-10 Year Treasury Bond ETF 464287440 18601.00000000 NS USD 2231189.95000000 4.884778413894 Long EC RF US N 1 N N N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 iShares Core S&P 500 ETF 464287200 2.00000000 NS USD 750.78000000 0.001643694181 Long EC RF US N 1 N N N ICE Futures US Indices N/A MSCI EAFE Index Futures Contracts N/A 43.00000000 NC USD 102636.70000000 0.224704103132 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long MSCI EAFE Index MXEA 2021-03-19 4477938.30000000 USD 102636.70000000 N N N Euronext Derivatives Paris N/A CAC 40 10 Euro Index Futures Contracts N/A 3.00000000 NC 3232.66000000 0.007077312170 N/A DE FR N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long CAC 40 Index FR0003500008 2021-01-15 199877.75000000 EUR 3232.66000000 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Variable Insurance Strategy Fund III N/A 92822.28700000 NS USD 2324270.07000000 5.088560149707 Long EC RF US N 1 N N N Chicago Board of Trade N/A Dow Jones Industrial Average Index Mini Futures Contracts N/A 1.00000000 NC USD 2768.25000000 0.006060572227 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Dow Jones Industrial Average US2605661048 2021-03-19 149571.75000000 USD 2768.25000000 N N N iShares iBoxx $ Investment Gra 549300FYCXFXG8POR355 iShares iBoxx $ Investment Grade Corporate Bond ETF 464287242 26879.00000000 NS USD 3712796.27000000 8.128481877970 Long EC RF US N 1 N N N TREASURY BILL 254900HROIFWPRGM1V77 U.S. Treasury Bills 912796UC1 689000.00000000 PA USD 688973.59000000 1.508380458676 Long DBT UST US N 2 2021-01-28 None 0.00000000 N N N N N N Chicago Board of Trade N/A U.S. Treasury 10 Year Note Futures Contracts N/A 27.00000000 NC USD 1009.06000000 0.002209150550 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 10yr 6% 2021-03-22 3725412.82000000 USD 1009.06000000 N N N Chicago Mercantile Exchange N/A Russell 2000 Index Mini Futures Contracts N/A 20.00000000 NC USD 54322.60000000 0.118929302216 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Russell 2000 Index RTY 2021-03-19 1919877.40000000 USD 54322.60000000 N N N Chicago Mercantile Exchange N/A Japanese Yen Futures Contracts N/A -1.00000000 NC USD -865.05000000 -0.00189386724 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Japanese Yen 2021-03-15 -120291.20000000 USD -865.05000000 N N N Chicago Mercantile Exchange N/A Nikkei 225 (CME) Index Futures Contracts N/A -1.00000000 NC USD -4853.30000000 -0.01062540420 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Nikkei 225 JP9010C00002 2021-03-11 -132771.70000000 USD -4853.30000000 N N N iShares Core U.S. Aggregate Bo 549300F7VSXTKBGHJE47 iShares Core U.S. Aggregate Bond ETF 464287226 60955.00000000 NS USD 7204271.45000000 15.77242209557 Long EC RF US N 1 N N N iShares MSCI EAFE ETF 549300O0XO3KDQV68404 iShares MSCI EAFE ETF 464287465 35190.00000000 NS USD 2567462.40000000 5.620984851606 Long EC RF US N 1 N N N Chicago Board of Trade N/A U.S. Treasury 2 Year Note Futures Contracts N/A 6.00000000 NC USD 1299.97000000 0.002846044279 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 2yr 6% 2021-03-31 1324465.66000000 USD 1299.97000000 N N N Vanguard S&P 500 ETF 549300D8V8ZP5GRJOC71 Vanguard S&P 500 ETF 922908363 23258.00000000 NS USD 7993542.02000000 17.50038427246 Long EC RF US N 1 N N N Chicago Mercantile Exchange N/A NASDAQ-100 Index Mini Futures Contracts N/A 1.00000000 NC USD 9361.63000000 0.020495560291 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long NASDAQ 100 Stock Index NDX 2021-03-19 248023.37000000 USD 9361.63000000 N N N SPDR S&P 500 ETF Trust 549300NZAMSJ8FXPQQ63 SPDR S&P 500 ETF Trust 78462F103 20224.00000000 NS USD 7561349.12000000 16.55417772086 Long EC RF US N 1 N N N 2021-02-01 Guggenheim Variable Funds Trust John Sullivan John Sullivan CFO