NPORT-P
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XXXXXXXX
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Rydex Series Funds
811-07584
0000899148
5493004D62WV1EDNTU07
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Managed Futures Strategy Fund
S000014094
5493008TG2LUF83EGF33
2019-12-31
2019-12-31
N
27174929.33
77377.27
27097552.06
0
1655651.76
0
0
0
0
0
0
0
0
0
0
0
0
USD
EUR
GBP
CAD
AUD
N
Chicago Mercantile Exchange
N/A
NASDAQ-100 Index Mini Futures Contracts
N/A
-4.00000000
NC
USD
-1703.83000000
-0.00628776354
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
NASDAQ 100 Stock Index
NDX
2020-03-20
-698116.17
USD
-1703.83
N
N
N
London Metal Exchange
N/A
LME Primary Aluminum Futures Contracts
N/A
-9.00000000
NC
USD
-8577.00000000
-0.03165230564
N/A
DCO
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
LME Primary Aluminum
2020-02-17
-396648
USD
-8577
N
N
N
Cboe Futures Exchange
N/A
CBOE Volatility Index Futures Contracts
N/A
-9.00000000
NC
USD
3933.34000000
0.014515480923
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
Chicago Board Options Exchange SPX Volatility Index
US12497K1007
2020-04-15
-161613.34
USD
3933.34
N
N
N
Chicago Mercantile Exchange
N/A
Live Cattle Futures Contracts
N/A
13.00000000
NC
USD
2559.96000000
0.009447200228
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Live Cattle
2020-02-28
652510.04
USD
2559.96
N
N
N
Chicago Board of Trade
N/A
Corn Futures Contracts
N/A
1.00000000
NC
USD
-78.00000000
-0.00028784887
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Corn
2020-03-13
19440.5
USD
-78
N
N
N
Chicago Mercantile Exchange
N/A
Lean Hogs Futures Contracts
N/A
-16.00000000
NC
USD
2015.72000000
0.007438753122
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
CME LEAN HOG INDEX
IHX
2020-02-14
-458015.72
USD
2015.72
N
N
N
Chicago Board of Trade
N/A
Soybean Oil Futures Contracts
N/A
20.00000000
NC
USD
27191.68000000
0.100347366949
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Soybean Oil
2020-03-13
390648.32
USD
27191.68
N
N
N
New York Mercantile Exchange
N/A
Gasoline RBOB Futures Contracts
N/A
28.00000000
NC
USD
51454.11000000
0.189884716841
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Bloomberg 84 Octane RBOB Gasoline Prompt Month Spot Pipeline Px/New York Harbor
RBOB87PM
2020-01-31
1940807.49
USD
51454.11
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury 5 Year Note Futures Contracts
N/A
-7.00000000
NC
USD
-136.83000000
-0.00050495336
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
US 5yr 6%
2020-03-31
-829417.86
USD
-136.83
N
N
N
Eurex
N/A
Euro - BTP Italian Government Bond Futures Contracts
N/A
20.00000000
NC
-5545.79000000
-0.02046601843
N/A
DIR
DE
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
BTP 10yr 6% (EUX)
2020-03-06
3184914.19
EUR
-5545.79
N
N
N
Chicago Mercantile Exchange
N/A
S&P MidCap 400 Index Mini Futures Contracts
N/A
2.00000000
NC
USD
1821.91000000
0.006723522464
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
S&P Midcap 400 Index
MID
2020-03-20
411038.09
USD
1821.91
N
N
N
Eurex
N/A
DAX Index Futures Contracts
N/A
5.00000000
NC
-26650.96000000
-0.09835190994
N/A
DE
DE
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Deutsche Boerse AG German Stock Index DAX
DE0008469008
2020-03-20
1856604.91
EUR
-26650.96
N
N
N
ICE Futures Europe Financials
N/A
Long Gilt Futures Contracts
N/A
2.00000000
NC
-3843.66000000
-0.01418452851
N/A
DIR
GB
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
UK 10yr 4.0 %
2020-03-27
342609.41
GBP
-3843.66
N
N
N
ICE Futures US Softs
N/A
Cocoa Futures Contracts
N/A
9.00000000
NC
USD
-5955.02000000
-0.02197622865
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Cocoa
2020-03-16
234375.02
USD
-5955.02
N
N
N
ASX Trade24
N/A
SPI 200 Index Futures Contracts
N/A
13.00000000
NC
1733.41000000
0.006396924696
N/A
DE
AU
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
S&P/ASX 200
AS51
2020-03-19
1478248.83
AUD
1733.41
N
N
N
ICE Futures Europe Commodities
N/A
Brent Crude Futures Contracts
N/A
15.00000000
NC
USD
25558.09000000
0.094318815011
N/A
DCO
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Brent Crude
2020-01-31
964891.91
USD
25558.09
N
N
N
Chicago Mercantile Exchange
N/A
Mexican Peso Futures Contracts
N/A
97.00000000
NC
USD
46053.02000000
0.169952694981
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Mexican Peso
2020-03-16
2491466.98
USD
46053.02
N
N
N
Eurex
N/A
Euro - 30 year Bond Futures Contracts
N/A
1.00000000
NC
-2517.99000000
-0.00929231538
N/A
DIR
DE
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Euro 30yr 4% Bond
2020-03-06
223700.07
EUR
-2517.99
N
N
N
ICE Futures US Softs
N/A
Sugar #11 Futures Contracts
N/A
-50.00000000
NC
USD
-31127.16000000
-0.11487074526
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Sugar
2020-02-28
-721512.84
USD
-31127.16
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury 5 Year Note Futures Contracts
N/A
2.00000000
NC
USD
-1426.35000000
-0.00526375960
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
US 5yr 6%
2020-03-31
238441.98
USD
-1426.35
N
N
N
Montreal Exchange
N/A
S&P/TSX 60 IX Index Futures Contracts
N/A
9.00000000
NC
4830.47000000
0.017826222786
N/A
DE
CA
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
S&P/TSX 60 Index
SPTSX60
2020-03-19
1376786.22
CAD
4830.47
N
N
N
New York Mercantile Exchange
N/A
NY Harbor ULSD Futures Contracts
N/A
-20.00000000
NC
USD
-59665.80000000
-0.22018889332
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
NY Harbor ULSD
2020-01-31
-1642762.2
USD
-59665.8
N
N
N
Eurex
N/A
Euro - Bund Futures Contracts
N/A
-13.00000000
NC
997.35000000
0.003680590769
N/A
DIR
DE
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Euro-Bund 10yr 6%
2020-03-06
-2482469.69
EUR
997.35
N
N
N
Commodity Exchange, Inc.
N/A
Gold 100 oz. Futures Contracts
N/A
14.00000000
NC
USD
69557.31000000
0.256692227570
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Gold 100 oz.
2020-02-26
2059282.69
USD
69557.31
N
N
N
Cboe Futures Exchange
N/A
CBOE Volatility Index Futures Contracts
N/A
1.00000000
NC
USD
-32.64000000
-0.00012045368
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Chicago Board Options Exchange SPX Volatility Index
US12497K1007
2020-06-17
17952.64
USD
-32.64
N
N
N
Chicago Mercantile Exchange
N/A
S&P 500 Index Mini Futures Contracts
N/A
10.00000000
NC
USD
29173.00000000
0.107659171335
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
S&P 500 Index
US78378X1072
2020-03-20
1585577
USD
29173
N
N
N
Chicago Mercantile Exchange
N/A
S&P 500 Index Mini Futures Contracts
N/A
-5.00000000
NC
USD
-606.78000000
-0.00223924286
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
S&P 500 Index
US78378X1072
2020-03-20
-806768.22
USD
-606.78
N
N
N
Cboe Futures Exchange
N/A
CBOE Volatility Index Futures Contracts
N/A
-37.00000000
NC
USD
-8840.88000000
-0.03262612054
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
Chicago Board Options Exchange SPX Volatility Index
US12497K1007
2020-03-18
-622009.12
USD
-8840.88
N
N
N
South African Futures Exchange
N/A
FTSE/JSE TOP 40 Index Futures Contracts
N/A
1.00000000
NC
-117.03000000
-0.00043188403
N/A
DE
ZA
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
FTSE/JSE Africa Top40 Tradeable Index
TOP40
2020-03-19
36864.69
ZAR
-117.03
N
N
N
Hong Kong Futures Exchange
N/A
HSCEI Index Futures Contracts
N/A
1.00000000
NC
899.94000000
0.003321111803
N/A
DE
HK
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Hong Kong Stock Exchange Hang Seng China Enterprises Index
HSCEI
2020-01-30
71107.81
HKD
899.94
N
N
N
Chicago Mercantile Exchange
N/A
NASDAQ-100 Index Mini Futures Contracts
N/A
3.00000000
NC
USD
15403.67000000
0.056845245525
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
NASDAQ 100 Stock Index
NDX
2020-03-20
509461.33
USD
15403.67
N
N
N
Chicago Mercantile Exchange
N/A
British Pound Futures Contracts
N/A
-7.00000000
NC
USD
-8942.85000000
-0.03300242760
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
British Pound
2020-03-16
-571794.65
USD
-8942.85
N
N
N
Eurex
N/A
Euro STOXX 50 Index Futures Contracts
N/A
15.00000000
NC
1371.44000000
0.005061121377
N/A
DE
DE
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
EURO STOXX 50 Price EUR
EU0009658145
2020-03-20
621047.19
EUR
1371.44
N
N
N
Chicago Board of Trade
N/A
Dow Jones Industrial Average Index Mini Futures Contracts
N/A
5.00000000
NC
USD
6591.71000000
0.024325850487
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Dow Jones Industrial Average
US2605661048
2020-03-20
705833.29
USD
6591.71
N
N
N
Montreal Exchange
N/A
Canadian Government 10 Year Bond Futures Contracts
N/A
-34.00000000
NC
42246.02000000
0.155903455435
N/A
DIR
CA
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Can 10yr 6%
2020-03-20
-3584046.45
CAD
42246.02
N
N
N
Chicago Mercantile Exchange
N/A
Canadian Dollar Futures Contracts
N/A
89.00000000
NC
USD
119191.81000000
0.439861909799
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Canadian Dollar
2020-03-17
6737368.19
USD
119191.81
N
N
N
Montreal Exchange
N/A
Canadian Government 10 Year Bond Futures Contracts
N/A
2.00000000
NC
-1076.66000000
-0.00397327403
N/A
DIR
CA
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Can 10yr 6%
2020-03-20
211422.49
CAD
-1076.66
N
N
N
New York Mercantile Exchange
N/A
NY Harbor ULSD Futures Contracts
N/A
22.00000000
NC
USD
66497.10000000
0.245398919624
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
NY Harbor ULSD
2020-03-31
1784090.1
USD
66497.1
N
N
N
Chicago Mercantile Exchange
N/A
Live Cattle Futures Contracts
N/A
-59.00000000
NC
USD
-22601.72000000
-0.08340871511
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Live Cattle
2020-04-30
-2979318.28
USD
-22601.72
N
N
N
New York Mercantile Exchange
N/A
Natural Gas Futures Contracts
N/A
69.00000000
NC
USD
-41575.95000000
-0.15343064904
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Henry Hub Natural Gas Spot Price
NGUSHHUB
2020-02-26
1527145.95
USD
-41575.95
N
N
N
London Metal Exchange
N/A
LME Zinc Futures Contracts
N/A
-4.00000000
NC
USD
-2262.00000000
-0.00834761750
N/A
DCO
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
LME Zinc
2020-02-17
-225513
USD
-2262
N
N
N
New York Mercantile Exchange
N/A
WTI Crude Futures Contracts
N/A
3.00000000
NC
USD
5377.35000000
0.019844412469
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
WTI Crude
2020-01-21
178162.65
USD
5377.35
N
N
N
Eurex
N/A
Euro - Bund Futures Contracts
N/A
9.00000000
NC
-15860.82000000
-0.05853229828
N/A
DIR
DE
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Euro-Bund 10yr 6%
2020-03-06
1716277.16
EUR
-15860.82
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796WR6
4369000.00000000
PA
USD
4362731.89000000
16.10009598040
Long
DBT
UST
US
N
2
2020-02-04
None
0.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
N/A
Live Cattle Futures Contracts
N/A
82.00000000
NC
USD
35007.44000000
0.129190415143
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Live Cattle
2020-06-30
3865732.56
USD
35007.44
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund III
N/A
384969.85900000
NS
USD
9516454.91000000
35.11924209584
Long
EC
RF
US
N
1
N
N
N
Eurex
N/A
Euro - OATS Futures Contracts
N/A
32.00000000
NC
-41855.42000000
-0.15446199681
N/A
DIR
DE
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Euro-OAT 10yr 6%
2020-03-06
5823045.72
EUR
-41855.42
N
N
N
Chicago Mercantile Exchange
N/A
Australian Dollar Futures Contracts
N/A
-23.00000000
NC
USD
-45265.07000000
-0.16704486774
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Australian Dollar
2020-03-16
-1571634.93
USD
-45265.07
N
N
N
Chicago Board of Trade
N/A
Soybean Meal Futures Contracts
N/A
-26.00000000
NC
USD
2179.11000000
0.008041722717
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Soybean Meal
2020-03-13
-795179.11
USD
2179.11
N
N
N
Singapore Exchange (was SIMEX)
N/A
MSCI Taiwan Stock Index Futures Contracts
N/A
40.00000000
NC
USD
-4938.00000000
-0.01822304829
N/A
DE
SG
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
MSCI Taiwan Index
TAMSCI
2020-01-30
1844138
USD
-4938
N
N
N
ICE Futures Europe Financials
N/A
Long Gilt Futures Contracts
N/A
-25.00000000
NC
40023.11000000
0.147700094500
N/A
DIR
GB
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
UK 10yr 4.0 %
2020-03-27
-4294603.25
GBP
40023.11
N
N
N
New York Mercantile Exchange
N/A
Natural Gas Futures Contracts
N/A
-77.00000000
NC
USD
64393.65000000
0.237636410320
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
Henry Hub Natural Gas Spot Price
NGUSHHUB
2020-01-29
-1743763.65
USD
64393.65
N
N
N
Chicago Board of Trade
N/A
Corn Futures Contracts
N/A
-30.00000000
NC
USD
-2829.73000000
-0.01044275141
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Corn
2020-03-13
-578045.27
USD
-2829.73
N
N
N
Cboe Futures Exchange
N/A
CBOE Volatility Index Futures Contracts
N/A
-80.00000000
NC
USD
-20949.98000000
-0.07731318295
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
Chicago Board Options Exchange SPX Volatility Index
US12497K1007
2020-02-19
-1323050.02
USD
-20949.98
N
N
N
Cboe Futures Exchange
N/A
CBOE Volatility Index Futures Contracts
N/A
75.00000000
NC
USD
-79236.20000000
-0.29241091529
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Chicago Board Options Exchange SPX Volatility Index
US12497K1007
2020-01-22
1189236.2
USD
-79236.2
N
N
N
Chicago Mercantile Exchange
N/A
Australian Dollar Futures Contracts
N/A
1.00000000
NC
USD
161.89000000
0.000597434039
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Australian Dollar
2020-03-16
70138.11
USD
161.89
N
N
N
Osaka Exchange
N/A
Tokyo Stock Price Index Futures Contracts
N/A
-1.00000000
NC
1235.26000000
0.004558566756
N/A
DE
JP
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
Tokyo Stock Exchange Tokyo Price Index TOPIX
JP9010100007
2020-03-12
-157664.71
JPY
1235.26
N
N
N
ICE Futures US Softs
N/A
Coffee 'C' Futures Contracts
N/A
5.00000000
NC
USD
14918.62000000
0.055055231435
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Coffee 'C'
2020-03-19
227237.63
USD
14918.62
N
N
N
Chicago Board of Trade
N/A
Soybean Futures Contracts
N/A
-28.00000000
NC
USD
-61359.00000000
-0.22643742823
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Soybean
2020-03-13
-1277041
USD
-61359
N
N
N
Eurex
N/A
Euro STOXX 50 Index Futures Contracts
N/A
-22.00000000
NC
8356.24000000
0.030837619507
N/A
DE
DE
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
EURO STOXX 50 Price EUR
EU0009658145
2020-03-20
-919217.02
EUR
8356.24
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
188262.46900000
NS
USD
4657613.49000000
17.18831826464
Long
EC
RF
US
N
1
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury Long Bond Futures Contracts
N/A
21.00000000
NC
USD
-48986.24000000
-0.18077736280
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
US 20yr 6%
2020-03-20
3315798.74
USD
-48986.24
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
871551.13000000
PA
USD
871551.13000000
3.216346362469
Long
RA
CORP
US
N
2
Repurchase
Y
1.53000000
2020-01-02
805582.77000000
USD
888982.32000000
USD
UST
N
N
N
Chicago Mercantile Exchange
N/A
Euro FX Futures Contracts
N/A
-51.00000000
NC
USD
-70691.28000000
-0.26087699672
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Euro
2020-03-16
-7114571.22
USD
-70691.28
N
N
N
Commodity Exchange, Inc.
N/A
Silver Futures Contracts
N/A
5.00000000
NC
USD
17536.57000000
0.064716436234
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Silver
2020-03-27
430338.43
USD
17536.57
N
N
N
Chicago Mercantile Exchange
N/A
Swiss Franc Futures Contracts
N/A
-80.00000000
NC
USD
-149960.75000000
-0.55341069063
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Swiss Franc
2020-03-16
-10238039.25
USD
-149960.75
N
N
N
Euronext Derivatives Amsterdam
N/A
Amsterdam Index Futures Contracts
N/A
12.00000000
NC
6269.99000000
0.023138584570
N/A
DE
NL
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
AEX-Index
NL0000000107
2020-01-17
1613990.57
EUR
6269.99
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
724691.72090000
NS
USD
7210682.62000000
26.61008863100
Long
EC
RF
US
N
1
N
N
N
Chicago Mercantile Exchange
N/A
Cattle Feeder Futures Contracts
N/A
-3.00000000
NC
USD
-796.74000000
-0.00294026559
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Cattle Feeder
2020-03-26
-215503.26
USD
-796.74
N
N
N
ICE Futures US Indices
N/A
MSCI Emerging Markets Index Mini Futures Contracts
N/A
7.00000000
NC
USD
9610.65000000
0.035466856853
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
MSCI Emerging Markets Index
MXEF
2020-03-20
381899.35
USD
9610.65
N
N
N
OMX Nordic Exchange Stockholm
N/A
OMX Stockholm 30 Index Futures Contracts
N/A
6.00000000
NC
-340.88000000
-0.00125797341
N/A
DE
SE
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
OMX Stockholm 30 Index
SE0000337842
2020-01-17
113318.57
SEK
-340.88
N
N
N
Chicago Mercantile Exchange
N/A
British Pound Futures Contracts
N/A
38.00000000
NC
USD
26721.17000000
0.098611010842
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
British Pound
2020-03-16
3125853.83
USD
26721.17
N
N
N
ICE Futures Europe Commodities
N/A
Low Sulphur Gas Oil Futures Contracts
N/A
-6.00000000
NC
USD
-3869.16000000
-0.01427863296
N/A
DCO
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Low Sulphur Gas Oil
2020-02-12
-364980.84
USD
-3869.16
N
N
N
Hong Kong Futures Exchange
N/A
HSCEI Index Futures Contracts
N/A
-1.00000000
NC
-751.50000000
-0.00277331324
N/A
DE
HK
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
Hong Kong Stock Exchange Hang Seng China Enterprises Index
HSCEI
2020-01-30
-71263.57
HKD
-751.5
N
N
N
Chicago Mercantile Exchange
N/A
Japanese Yen Futures Contracts
N/A
-31.00000000
NC
USD
2656.11000000
0.009802029327
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Japanese Yen
2020-03-16
-3582768.61
USD
2656.11
N
N
N
Eurex
N/A
Euro - Schatz Futures Contracts
N/A
-345.00000000
NC
16512.64000000
0.060937755423
N/A
DIR
DE
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Euro-Schatz 2yr 6%
2020-03-06
-42826779.04
EUR
16512.64
N
N
N
London Metal Exchange
N/A
LME Lead Futures Contracts
N/A
3.00000000
NC
USD
-109.00000000
-0.00040225035
N/A
DCO
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
LME Lead
2020-02-17
144540.25
USD
-109
N
N
N
ASX Trade24
N/A
Australian Government 10 Year Bond Futures Contracts
N/A
81.00000000
NC
-131683.30000000
-0.48596013288
N/A
DIR
AU
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Aust 10yr 6%
2020-03-16
8125219.77
AUD
-131683.3
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
281028.22000000
PA
USD
281028.22000000
1.037098182809
Long
RA
CORP
US
N
2
Repurchase
Y
1.40000000
2020-01-02
284228.92000000
USD
286648.90000000
USD
UST
N
N
N
ICE Futures Europe Commodities
N/A
Low Sulphur Gas Oil Futures Contracts
N/A
8.00000000
NC
USD
-5484.50000000
-0.02023983564
N/A
DCO
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Low Sulphur Gas Oil
2020-04-08
491884.5
USD
-5484.5
N
N
N
ICE Futures US Indices
N/A
MSCI EAFE Index Mini Futures Contracts
N/A
7.00000000
NC
USD
4735.15000000
0.017474456694
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
MSCI EAFE Index
MXEA
2020-03-20
707969.85
USD
4735.15
N
N
N
Commodity Exchange, Inc.
N/A
Copper Futures Contracts
N/A
-8.00000000
NC
USD
-22071.28000000
-0.08145119511
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Copper
2020-03-27
-537628.72
USD
-22071.28
N
N
N
ICE Futures Europe Financials
N/A
FTSE 100 Index Futures Contracts
N/A
1.00000000
NC
655.11000000
0.002417598455
N/A
DE
GB
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
FTSE 100 Index
GB0001383545
2020-03-20
97941.01
GBP
655.11
N
N
N
Eurex
N/A
Euro - Bobl Futures Contracts
N/A
-5.00000000
NC
3837.53000000
0.014161906549
N/A
DIR
DE
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Euro-Bobl 5yr 6%
2020-03-06
-746268.37
EUR
3837.53
N
N
N
ICE Futures US Softs
N/A
Sugar #11 Futures Contracts
N/A
1.00000000
NC
USD
-59.15000000
-0.00021828540
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Sugar
2020-02-28
15111.95
USD
-59.15
N
N
N
Euronext Derivatives Paris
N/A
CAC 40 10 Euro Index Futures Contracts
N/A
28.00000000
NC
19608.88000000
0.072364027409
N/A
DE
FR
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
CAC 40 Index
FR0003500008
2020-01-17
1846917.58
EUR
19608.88
N
N
N
Chicago Mercantile Exchange
N/A
Live Cattle Futures Contracts
N/A
-2.00000000
NC
USD
653.84000000
0.002412911684
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Live Cattle
2020-02-28
-101433.84
USD
653.84
N
N
N
Chicago Mercantile Exchange
N/A
Russell 2000 Index Mini Futures Contracts
N/A
6.00000000
NC
USD
2919.03000000
0.010772301474
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Russell 2000 Index
RTY
2020-03-20
498020.97
USD
2919.03
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury 10 Year Note Futures Contracts
N/A
84.00000000
NC
USD
-39057.40000000
-0.14413626704
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
US 10yr 6%
2020-03-20
10813369.9
USD
-39057.4
N
N
N
Chicago Board of Trade
N/A
Hard Red Winter Wheat Futures Contracts
N/A
-15.00000000
NC
USD
-34632.50000000
-0.12780674772
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Hard Red Winter Wheat
2020-03-13
-329680
USD
-34632.5
N
N
N
Commodity Exchange, Inc.
N/A
Copper Futures Contracts
N/A
1.00000000
NC
USD
-1278.05000000
-0.00471647769
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Copper
2020-03-27
71240.55
USD
-1278.05
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury Ultra Long Bond Futures Contracts
N/A
12.00000000
NC
USD
-51258.51000000
-0.18916288041
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
US 30yr 6.00%
2020-03-20
2225508.51
USD
-51258.51
N
N
N
Chicago Mercantile Exchange
N/A
Russell 2000 Index Mini Futures Contracts
N/A
-8.00000000
NC
USD
2755.68000000
0.010169479493
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
Russell 2000 Index
RTY
2020-03-20
-670675.68
USD
2755.68
N
N
N
Chicago Board of Trade
N/A
Wheat Futures Contracts
N/A
-6.00000000
NC
USD
-10143.00000000
-0.03743142545
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Wheat
2020-03-13
-157707
USD
-10143
N
N
N
Borsa Italiana (IDEM)
N/A
FTSE MIB Index Futures Contracts
N/A
1.00000000
NC
704.85000000
0.002601157471
N/A
DE
IT
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
FTSE MIB Index
IT0003465736
2020-03-20
129723.56
EUR
704.85
N
N
N
New York Mercantile Exchange
N/A
Natural Gas Futures Contracts
N/A
-9.00000000
NC
USD
3577.05000000
0.013200638906
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
Henry Hub Natural Gas Spot Price
NGUSHHUB
2020-03-27
-196627.05
USD
3577.05
N
N
N
Meff Renta Variable (Madrid)
N/A
IBEX 35 Index Futures Contracts
N/A
6.00000000
NC
-1880.81000000
-0.00694088527
N/A
DE
ES
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
IBEX 35 Index
ES0SI0000005
2020-01-17
640224.85
EUR
-1880.81
N
N
N
ICE Futures US Softs
N/A
Cotton #2 Futures Contracts
N/A
-13.00000000
NC
USD
-16240.95000000
-0.05993511872
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Cotton
2020-03-09
-431934.05
USD
-16240.95
N
N
N
Chicago Board of Trade
N/A
Wheat Futures Contracts
N/A
10.00000000
NC
USD
22845.00000000
0.084306508386
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Wheat
2020-03-13
256905
USD
22845
N
N
N
Eurex
N/A
Euro - Bobl Futures Contracts
N/A
7.00000000
NC
-4964.09000000
-0.01831933005
N/A
DIR
DE
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Euro-Bobl 5yr 6%
2020-03-06
1040197.91
EUR
-4964.09
N
N
N
ICE Futures Europe Financials
N/A
FTSE 100 Index Futures Contracts
N/A
-14.00000000
NC
-1842.14000000
-0.00679817865
N/A
DE
GB
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
FTSE 100 Index
GB0001383545
2020-03-20
-1371588.63
GBP
-1842.14
N
N
N
London Metal Exchange
N/A
LME Nickel Futures Contracts
N/A
2.00000000
NC
USD
4101.50000000
0.015136053584
N/A
DCO
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
LME Nickel
2020-02-17
163886.5
USD
4101.5
N
N
N
ASX Trade24
N/A
Australian Government 3 Year Bond Futures Contracts
N/A
-30.00000000
NC
2348.84000000
0.008668089260
N/A
DIR
AU
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Aust 3yr 6%
2020-03-16
-2403608.49
AUD
2348.84
N
N
N
New York Mercantile Exchange
N/A
Gasoline RBOB Futures Contracts
N/A
-20.00000000
NC
USD
-54315.00000000
-0.20044246018
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
Bloomberg 84 Octane RBOB Gasoline Prompt Month Spot Pipeline Px/New York Harbor
RBOB87PM
2020-03-31
-1527321
USD
-54315
N
N
N
Osaka Exchange
N/A
Tokyo Stock Price Index Futures Contracts
N/A
3.00000000
NC
744.93000000
0.002749067511
N/A
DE
JP
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Tokyo Stock Exchange Tokyo Price Index TOPIX
JP9010100007
2020-03-12
472178.67
JPY
744.93
N
N
N
Chicago Mercantile Exchange
N/A
New Zealand Dollar Futures Contracts
N/A
-2.00000000
NC
USD
-1667.96000000
-0.00615538996
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
New Zealand Dollar
2020-03-16
-133112.04
USD
-1667.96
N
N
N
ASX Trade24
N/A
Australian Government 3 Year Bond Futures Contracts
N/A
5.00000000
NC
-2849.23000000
-0.01051471363
N/A
DIR
AU
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Aust 3yr 6%
2020-03-16
398621.21
AUD
-2849.23
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
281028.22000000
PA
USD
281028.22000000
1.037098182809
Long
RA
CORP
US
N
2
Repurchase
Y
1.50000000
2020-01-02
234670.80000000
USD
286649.24000000
USD
UST
N
N
N
Chicago Mercantile Exchange
N/A
Cattle Feeder Futures Contracts
N/A
1.00000000
NC
USD
-1028.08000000
-0.00379399584
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Cattle Feeder
2020-03-26
73128.08
USD
-1028.08
N
N
N
New York Mercantile Exchange
N/A
Platinum Futures Contracts
N/A
4.00000000
NC
USD
7063.14000000
0.026065601735
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Platinum
2020-04-28
187236.86
USD
7063.14
N
N
N
Osaka Exchange
N/A
Nikkei 225 (OSE) Index Futures Contracts
N/A
6.00000000
NC
12930.09000000
0.047716819480
N/A
DE
JP
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Nikkei 225
JP9010C00002
2020-03-12
1287098.16
JPY
12930.09
N
N
N
2020-01-30
Rydex Series Funds
John Sullivan
John Sullivan
CFO