Dreyfus Treasury Securities Cash Management Fund

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LLC FOR8UP27PHTHYVLBNG30 Long MSCI EAFE Index N/A 2022-09-16 3373229.40000000 USD -27029.40000000 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Strategy Fund III N/A 42899.52800000 NS USD 1038597.57000000 2.795481089777 Long EC RF US N 1 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Strategy Fund II N/A 63901.20200000 NS USD 1542575.02000000 4.151982849308 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 -3835.42000000 -0.01032338645 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short NASDAQ 100 Stock Index N/A 2022-09-16 -226924.58000000 USD -3835.42000000 N N N iShares TIPS Bond ETF 549300EHD1VQKMRQ0829 iShares TIPS Bond ETF 464287176 3987.00000000 NS USD 454159.17000000 1.222411267035 Long EC RF US N 1 N N N Montreal Exchange N/A S&P/TSX 60 IX Index Futures Contracts N/A 1.00000000 NC -16628.89000000 -0.04475819016 N/A DE CA N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long S&P/TSX 60 Index N/A 2022-09-15 196679.32000000 CAD -16628.89000000 N N N iShares 7-10 Year Treasury Bon 549300XS1PPZG92M8L16 iShares 7-10 Year Treasury Bond ETF 464287440 18601.00000000 NS USD 1902882.30000000 5.121783103846 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 758.30000000 0.002041034344 Long EC RF US N 1 N N N Euronext Derivatives Paris N/A CAC 40 10 Euro Index Futures Contracts N/A 1.00000000 NC -978.30000000 -0.00263318462 N/A DE FR N 1 Goldman Sachs & Co. 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LLC FOR8UP27PHTHYVLBNG30 Short S&P/ASX 200 N/A 2022-09-15 -114341.57000000 AUD -146.86000000 N N N Schwab U.S. Aggregate Bond ETF N/A Schwab U.S. Aggregate Bond ETF 808524839 121882.00000000 NS USD 5834491.34000000 15.70407122119 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 8921.70000000 0.024013577885 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Nikkei 225 JP9010C00002 2022-09-08 -141121.70000000 USD 8921.70000000 N N N Chicago Board of Trade N/A U.S. Treasury 2 Year Note Futures Contracts N/A 4.00000000 NC USD -3818.66000000 -0.01027827536 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 2yr 6% 2022-09-30 843131.16000000 USD -3818.66000000 N N N Chicago Mercantile Exchange N/A Euro FX Futures Contracts N/A 4.00000000 NC USD -4460.20000000 -0.01200503940 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Euro 2022-09-19 531310.20000000 USD -4460.20000000 N N N iShares MSCI EAFE ETF 549300O0XO3KDQV68404 iShares MSCI EAFE ETF 464287465 35262.00000000 NS USD 2203522.38000000 5.930983589911 Long EC RF US N 1 N N N Chicago Board of Trade N/A U.S. Treasury 10 Year Note Futures Contracts N/A 15.00000000 NC USD -21001.91000000 -0.05652857656 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 10yr 6% 2022-09-21 1796158.16000000 USD -21001.91000000 N N N iShares Russell 1000 Value ETF 549300KLSYN5NN4YNM90 iShares Russell 1000 Value ETF 464287598 4533.00000000 NS USD 657149.01000000 1.768777131474 Long EC RF US N 1 N N N Vanguard S&P 500 ETF 549300D8V8ZP5GRJOC71 Vanguard S&P 500 ETF 922908363 22530.00000000 NS USD 7815206.40000000 21.03534837262 Long EC RF US N 1 N N N SPDR S&P 500 ETF Trust 549300NZAMSJ8FXPQQ63 SPDR S&P 500 ETF Trust 78462F103 13890.00000000 NS USD 5240002.50000000 14.10394971281 Long EC RF US N 1 N N N Chicago Mercantile Exchange N/A Russell 2000 Index Mini Futures Contracts N/A 19.00000000 NC USD -8.39000000 -0.00002258245 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Russell 2000 Index N/A 2022-09-16 1623083.39000000 USD -8.39000000 N N N Chicago Mercantile Exchange N/A Swiss Franc Futures Contracts N/A -4.00000000 NC USD -5635.20000000 -0.01516766021 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Swiss Franc 2022-09-19 -521064.80000000 USD -5635.20000000 N N N ICE Futures Europe Financials N/A FTSE 100 Index Futures Contracts N/A -1.00000000 NC 112.93000000 0.000303961504 N/A DE GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short FTSE 100 Index GB0001383545 2022-09-16 -86847.79000000 GBP 112.93000000 N N N Eurex N/A DAX Index Futures Contracts N/A -1.00000000 NC 16406.67000000 0.044160064548 N/A DE DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Deutsche Boerse AG German Stock Index DAX DE0008469008 2022-09-16 -349995.37000000 EUR 16406.67000000 N N N TREASURY BILL 254900HROIFWPRGM1V77 U.S. Treasury Bills 912796X20 421000.00000000 PA USD 420784.76000000 1.132580966318 Long DBT UST US N 2 2022-07-19 None 0.00000000 N N N N N N 2022-08-01 Guggenheim Variable Funds Trust John Sullivan John Sullivan CFO