Dreyfus Treasury Securities Cash Management Fund

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LLC FOR8UP27PHTHYVLBNG30 Short Nikkei 225 JP9010C00002 2022-12-08 -136996.70000000 USD 7321.70000000 N N N iShares Core S&P Mid-Cap ETF 549300ODQWH5PC0IUZ78 iShares Core S&P Mid-Cap ETF 464287507 9938.00000000 NS USD 2179005.88000000 6.309953587853 Long EC RF US N 1 N N N iShares 1-3 Year Treasury Bond 549300W0WX9TL4G6HM56 iShares 1-3 Year Treasury Bond ETF 464287457 21409.00000000 NS USD 1738624.89000000 5.034700669365 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 3.00000000 NC USD -10762.43000000 -0.03116578730 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 2yr 6% 2022-12-30 626699.93000000 USD -10762.43000000 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Strategy Fund III N/A 42899.52800000 NS USD 1030446.66000000 2.983961933759 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 1531711.81000000 4.435522877555 Long EC RF US N 1 N N N Chicago Board of Trade N/A U.S. Treasury 5 Year Note Futures Contracts N/A 1.00000000 NC USD -3993.88000000 -0.01156545637 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 5yr 6% 2022-12-30 111439.19000000 USD -3993.88000000 N N N iShares TIPS Bond ETF 549300EHD1VQKMRQ0829 iShares TIPS Bond ETF 464287176 3987.00000000 NS USD 418236.30000000 1.211126443475 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 1785509.99000000 5.170470291502 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 717.30000000 0.002077153508 Long EC RF US N 1 N N N ICE Futures US Indices N/A MSCI EAFE Index Futures Contracts N/A 36.00000000 NC USD -338189.40000000 -0.97932705803 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long MSCI EAFE Index N/A 2022-12-16 3329069.40000000 USD -338189.40000000 N N N TREASURY BILL 254900HROIFWPRGM1V77 U.S. Treasury Bills 912796YP8 314000.00000000 PA USD 313149.45000000 0.906816504580 Long DBT UST US N 2 2022-11-08 None 0.00000000 N N N N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Variable Insurance Strategy Fund III N/A 45728.55400000 NS USD 1097942.58000000 3.179416258357 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 409493.04000000 1.185807757870 Long EC RF US N 1 N N N iShares iBoxx $ Investment Gra 549300FYCXFXG8POR355 iShares iBoxx $ Investment Grade Corporate Bond ETF 464287242 21221.00000000 NS USD 2174091.45000000 6.295722407710 Long EC RF US N 1 N N N Chicago Mercantile Exchange N/A NASDAQ-100 Index Mini Futures Contracts N/A -2.00000000 NC USD 60111.69000000 0.174071110807 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short NASDAQ 100 Stock Index N/A 2022-12-16 -501331.69000000 USD 60111.69000000 N N N Schwab U.S. Aggregate Bond ETF N/A Schwab U.S. Aggregate Bond ETF 808524839 121882.00000000 NS USD 5522473.42000000 15.99194903060 Long EC RF US N 1 N N N iShares MSCI EAFE ETF 549300O0XO3KDQV68404 iShares MSCI EAFE ETF 464287465 35262.00000000 NS USD 1975024.62000000 5.719265744738 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 -5153.23000000 -0.01492269590 N/A DE FR N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long CAC 40 Index FR0003500008 2022-10-21 62444.89000000 EUR -5153.23000000 N N N iShares Russell 1000 Value ETF 549300KLSYN5NN4YNM90 iShares Russell 1000 Value ETF 464287598 4533.00000000 NS USD 616442.67000000 1.785091390975 Long EC RF US N 1 N N N Chicago Mercantile Exchange N/A Russell 2000 Index Mini Futures Contracts N/A 15.00000000 NC USD -120354.74000000 -0.34852261320 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Russell 2000 Index N/A 2022-12-16 1372254.74000000 USD -120354.74000000 N N N Eurex N/A DAX Index Futures Contracts N/A -1.00000000 NC 27425.15000000 0.079417602874 N/A DE DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Deutsche Boerse AG German Stock Index DAX DE0008469008 2022-12-16 -329371.24000000 EUR 27425.15000000 N N N Vanguard S&P 500 ETF 549300D8V8ZP5GRJOC71 Vanguard S&P 500 ETF 922908363 22530.00000000 NS USD 7396599.00000000 21.41903187428 Long EC RF US N 1 N N N SPDR S&P 500 ETF Trust 549300NZAMSJ8FXPQQ63 SPDR S&P 500 ETF Trust 78462F103 12384.00000000 NS USD 4423317.12000000 12.80901808835 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 12.00000000 NC USD -67989.03000000 -0.19688226990 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 10yr 6% 2022-12-20 1412739.03000000 USD -67989.03000000 N N N ICE Futures Europe Financials N/A FTSE 100 Index Futures Contracts N/A -1.00000000 NC 5906.58000000 0.017104242813 N/A DE GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short FTSE 100 Index GB0001383545 2022-12-16 -85465.10000000 GBP 5906.58000000 N N N 2022-10-31 Guggenheim Variable Funds Trust Jim Howley Jim Howley CFO XXXX