Dreyfus Treasury Securities Cash Management Fund

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LLC FOR8UP27PHTHYVLBNG30 Long MSCI EAFE Index MXEA 2021-06-18 4488072.08000000 USD 5527.92000000 N N N Chicago Board of Trade N/A U.S. Treasury 10 Year Note Futures Contracts N/A 21.00000000 NC USD -72433.93000000 -0.15839543233 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 10yr 6% 2021-06-21 2824418.31000000 USD -72433.93000000 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Ultra Short Duration Fund - Institutional Class 40169J523 104390.49900000 NS USD 1039729.37000000 2.273635892293 Long EC RF US N 1 N N N iShares Core S&P Mid-Cap ETF 549300ODQWH5PC0IUZ78 iShares Core S&P Mid-Cap ETF 464287507 10157.00000000 NS USD 2643663.96000000 5.781051723699 Long EC RF US N 1 N N N iShares 1-3 Year Treasury Bond 549300W0WX9TL4G6HM56 iShares 1-3 Year Treasury Bond ETF 464287457 23731.00000000 NS USD 2046798.75000000 4.475852309820 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 5.00000000 NC USD -1060.08000000 -0.00231813778 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 2yr 6% 2021-06-30 1104771.02000000 USD -1060.08000000 N N N Chicago Mercantile Exchange N/A Russell 2000 Index Mini Futures Contracts N/A 16.00000000 NC USD -76777.58000000 -0.16789394110 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Russell 2000 Index RTY 2021-06-18 1855417.58000000 USD -76777.58000000 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Strategy Fund III N/A 90115.50800000 NS USD 2265503.87000000 4.954107349071 Long EC RF US N 1 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Strategy Fund II N/A 75130.12400000 NS USD 1876750.50000000 4.103998041029 Long EC RF US N 1 N N N iShares TIPS Bond ETF 549300EHD1VQKMRQ0829 iShares TIPS Bond ETF 464287176 3987.00000000 NS USD 500368.50000000 1.094184519355 Long EC RF US N 1 N N N iShares 7-10 Year Treasury Bon 549300XS1PPZG92M8L16 iShares 7-10 Year Treasury Bond ETF 464287440 18601.00000000 NS USD 2100610.93000000 4.593526492565 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 795.64000000 0.001739871656 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 -3.55000000 -0.00000776298 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Nikkei 225 JP9010C00002 2021-06-10 146853.55000000 USD -3.55000000 N N N Chicago Mercantile Exchange N/A S&P MidCap 400 Index Mini Futures Contracts N/A 1.00000000 NC USD -921.37000000 -0.00201481266 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long S&P Midcap 400 Index MID 2021-06-18 261581.37000000 USD -921.37000000 N N N Chicago Mercantile Exchange N/A S&P 500 Index Mini Futures Contracts N/A 1.00000000 NC USD 2056.45000000 0.004496957252 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long S&P 500 INDEX US78378X1072 2021-06-18 196368.55000000 USD 2056.45000000 N N N TREASURY BILL 254900HROIFWPRGM1V77 U.S. Treasury Bills 9127962Q1 520000.00000000 PA USD 519996.21000000 1.137105559413 Long DBT UST US N 2 2021-04-22 None 0.00000000 N N N N N N Chicago Board of Trade N/A Dow Jones Industrial Average Index Mini Futures Contracts N/A 1.00000000 NC USD 2678.25000000 0.005856683002 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Dow Jones Industrial Average US2605661048 2021-06-18 161846.75000000 USD 2678.25000000 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Variable Insurance Strategy Fund III N/A 93178.88300000 NS USD 2335062.81000000 5.106215875749 Long EC RF US N 1 N N N iShares iBoxx High Yield Corpo N/A iShares iBoxx High Yield Corporate Bond ETF 464288513 5736.00000000 NS USD 500064.48000000 1.093519701371 Long EC RF US N 1 N N N iShares iBoxx $ Investment Gra 549300FYCXFXG8POR355 iShares iBoxx $ Investment Grade Corporate Bond ETF 464287242 23033.00000000 NS USD 2995441.65000000 6.550304189937 Long EC RF US N 1 N N N Schwab U.S. Aggregate Bond ETF N/A Schwab U.S. Aggregate Bond ETF 808524839 128562.00000000 NS USD 6935919.90000000 15.16717415678 Long EC RF US N 1 N N N iShares MSCI EAFE ETF 549300O0XO3KDQV68404 iShares MSCI EAFE ETF 464287465 35190.00000000 NS USD 2669865.30000000 5.838347697795 Long EC RF US N 1 N N N iShares Russell 1000 Value ETF 549300KLSYN5NN4YNM90 iShares Russell 1000 Value ETF 464287598 3287.00000000 NS USD 498144.85000000 1.089321936266 Long EC RF US N 1 N N N Vanguard S&P 500 ETF 549300D8V8ZP5GRJOC71 Vanguard S&P 500 ETF 922908363 21606.00000000 NS USD 7871065.80000000 17.21211137229 Long EC RF US N 1 N N N SPDR S&P 500 ETF Trust 549300NZAMSJ8FXPQQ63 SPDR S&P 500 ETF Trust 78462F103 20909.00000000 NS USD 8286863.97000000 18.12136109682 Long EC RF US N 1 N N N ICE Futures Europe Financials N/A FTSE 100 Index Futures Contracts N/A 1.00000000 NC -28.91000000 -0.00006321915 N/A DE GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long FTSE 100 Index GB0001383545 2021-06-18 92073.41000000 GBP -28.91000000 N N N Montreal Exchange N/A S&P/TSX 60 IX Index Futures Contracts N/A -1.00000000 NC 156.85000000 0.000342992897 N/A DE CA N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short S&P/TSX 60 Index SPTSX60 2021-06-17 -177151.80000000 CAD 156.85000000 N N N 2021-04-30 Guggenheim Variable Funds Trust John Sullivan John Sullivan CFO XXXX