Tokyo Stock Price Index Futures Contracts

NPORT-P false 0000899148 XXXXXXXX S000014094 C000088408 C000039064 C000039065 C000038557 Rydex Series Funds 811-07584 0000899148 5493004D62WV1EDNTU07 702 King Farm Blvd., Suite 200 Rockville 20850 301-296-5100 Managed Futures Strategy Fund S000014094 5493008TG2LUF83EGF33 2020-12-31 2020-06-30 N 33630084.53 79405.45 33550679.08 0.00000000 2610041.93000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N Osaka Exchange N/A Tokyo Stock Price Index Futures Contracts N/A 1.00000000 NC 1678.16000000 0.005001865971 N/A DE JP N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Tokyo Stock Exchange Tokyo Price Index TOPIX JP9010100007 2020-09-10 143436.22000000 JPY 1678.16000000 N N N Euronext Derivatives Amsterdam N/A Amsterdam Index Futures Contracts N/A 2.00000000 NC 7101.05000000 0.021165145370 N/A DE NL N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long AEX-Index NL0000000107 2020-07-17 245807.01000000 EUR 7101.05000000 N N N Hong Kong Futures Exchange N/A HSCEI Index Futures Contracts N/A 4.00000000 NC -8579.06000000 -0.02557045113 N/A DE HK N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Hong Kong Stock Exchange Hang Seng China Enterprises Index HSCEI 2020-07-30 255932.61000000 HKD -8579.06000000 N N N Chicago Mercantile Exchange N/A Mexican Peso Futures Contracts N/A -35.00000000 NC USD 33555.75000000 0.100015114209 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Mexican Peso 2020-09-14 -787280.75000000 USD 33555.75000000 N N N ICE Futures US Softs N/A Sugar #11 Futures Contracts N/A -141.00000000 NC USD 16027.32000000 0.047770478689 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Sugar 2021-02-26 -1999502.52000000 USD 16027.32000000 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Ultra Short Duration Fund - Institutional Class 40169J523 397956.66990000 NS USD 3947730.16000000 11.76646872209 Long EC RF US N 1 N N N Chicago Mercantile Exchange N/A Cattle Feeder Futures Contracts N/A -2.00000000 NC USD -4068.66000000 -0.01212690804 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Cattle Feeder 2020-08-27 -129181.34000000 USD -4068.66000000 N N N ICE Futures Europe Financials N/A FTSE 100 Index Futures Contracts N/A -11.00000000 NC -1941.04000000 -0.00578539705 N/A DE GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short FTSE 100 Index GB0001383545 2020-09-18 -841028.41000000 GBP -1941.04000000 N N N New York Mercantile Exchange N/A Natural Gas Futures Contracts N/A 49.00000000 NC USD -12190.20000000 -0.03633369080 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Henry Hub Natural Gas Spot Price NGUSHHUB 2020-07-29 871650.20000000 USD -12190.20000000 N N N Eurex N/A DAX Index Futures Contracts N/A 1.00000000 NC 12339.36000000 0.036778271970 N/A DE DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Deutsche Boerse AG German Stock Index DAX DE0008469008 2020-09-18 336639.48000000 EUR 12339.36000000 N N N Commodity Exchange, Inc. N/A Silver Futures Contracts N/A 1.00000000 NC USD 1566.95000000 0.004670397270 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Silver 2020-09-28 91283.05000000 USD 1566.95000000 N N N Eurex N/A DAX Index Futures Contracts N/A -1.00000000 NC -7911.33000000 -0.02358023806 N/A DE DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Deutsche Boerse AG German Stock Index DAX DE0008469008 2020-09-18 -338443.76000000 EUR -7911.33000000 N N N Chicago Board of Trade N/A U.S. Treasury 10 Year Note Futures Contracts N/A 47.00000000 NC USD 26491.52000000 0.078959713264 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 10yr 6% 2020-09-21 6513852.23000000 USD 26491.52000000 N N N Chicago Board of Trade N/A U.S. Treasury Long Bond Futures Contracts N/A 18.00000000 NC USD 13548.08000000 0.040380941225 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 20yr 6% 2020-09-21 3199451.92000000 USD 13548.08000000 N N N Cboe Futures Exchange N/A CBOE Volatility Index Futures Contracts N/A 11.00000000 NC USD -6703.96000000 -0.01998159257 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Chicago Board Options Exchange SPX Volatility Index US12497K1007 2020-11-18 342753.96000000 USD -6703.96000000 N N N OMX Nordic Exchange Stockholm N/A OMX Stockholm 30 Index Futures Contracts N/A -3.00000000 NC -1543.50000000 -0.00460050300 N/A DE SE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short OMX Stockholm 30 Index SE0000337842 2020-07-17 -52320.59000000 SEK -1543.50000000 N N N ICE Futures Europe Commodities N/A Low Sulphur Gas Oil Futures Contracts N/A -11.00000000 NC USD 123.52000000 0.000368159463 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Low Sulphur Gas Oil 2020-08-12 -390898.52000000 USD 123.52000000 N N N Chicago Mercantile Exchange N/A S&P 500 Index Mini Futures Contracts N/A -2.00000000 NC USD -2566.08000000 -0.00764836978 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short S&P 500 Index US78378X1072 2020-09-18 -305858.92000000 USD -2566.08000000 N N N London Metal Exchange N/A LME Zinc Futures Contracts N/A -8.00000000 NC USD -4524.00000000 -0.01348407878 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A LME Zinc 2020-08-17 -403876.00000000 USD -4524.00000000 N N N ICE Futures US Softs N/A Cotton #2 Futures Contracts N/A -13.00000000 NC USD -5415.95000000 -0.01614259427 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Cotton 2020-12-08 -391084.05000000 USD -5415.95000000 N N N Chicago Board of Trade N/A Soybean Oil Futures Contracts N/A 9.00000000 NC USD -900.33000000 -0.00268349262 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Soybean Oil 2020-12-14 155934.33000000 USD -900.33000000 N N N Chicago Mercantile Exchange N/A Japanese Yen Futures Contracts N/A 26.00000000 NC USD -15841.78000000 -0.04721746454 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Japanese Yen 2020-09-14 3028591.78000000 USD -15841.78000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 Barclays Capital, Inc. N/A 3595342.53000000 PA USD 3595342.53000000 10.71615427344 Long RA CORP US N 2 Repurchase Y 0.07000000 2020-07-01 3468661.80000000 USD 3667254.85000000 USD UST N N N ASX Trade24 N/A SPI 200 Index Futures Contracts N/A 1.00000000 NC 388.10000000 0.001156757510 N/A DE AU N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long S&P/ASX 200 AS51 2020-09-17 100468.55000000 AUD 388.10000000 N N N Eurex N/A Euro - BTP Italian Government Bond Futures Contracts N/A 15.00000000 NC 6919.40000000 0.020623725628 N/A DIR DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A BTP 10yr 6% (EUX) 2020-09-08 2412258.36000000 EUR 6919.40000000 N N N Cboe Futures Exchange N/A CBOE Volatility Index Futures Contracts N/A 52.00000000 NC USD -27471.19000000 -0.08187968396 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Chicago Board Options Exchange SPX Volatility Index US12497K1007 2020-12-16 1538071.19000000 USD -27471.19000000 N N N Chicago Mercantile Exchange N/A Lean Hogs Futures Contracts N/A -15.00000000 NC USD 37044.22000000 0.110412727896 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short CME LEAN HOG INDEX IHX 2020-08-14 -330144.22000000 USD 37044.22000000 N N N ASX Trade24 N/A SPI 200 Index Futures Contracts N/A -1.00000000 NC -1796.66000000 -0.00535506299 N/A DE AU N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short S&P/ASX 200 AS51 2020-09-17 -99119.30000000 AUD -1796.66000000 N N N Chicago Mercantile Exchange N/A Russell 2000 Index Mini Futures Contracts N/A -3.00000000 NC USD -3042.87000000 -0.00906947365 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Russell 2000 Index RTY 2020-09-18 -212417.13000000 USD -3042.87000000 N N N Chicago Mercantile Exchange N/A Canadian Dollar Futures Contracts N/A -20.00000000 NC USD 9163.67000000 0.027312919592 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Canadian Dollar 2020-09-15 -1482563.67000000 USD 9163.67000000 N N N New York Mercantile Exchange N/A Natural Gas Futures Contracts N/A 13.00000000 NC USD 1986.85000000 0.005921936766 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Henry Hub Natural Gas Spot Price NGUSHHUB 2020-08-27 230843.15000000 USD 1986.85000000 N N N Eurex N/A Euro - Bund Futures Contracts N/A -33.00000000 NC -16828.42000000 -0.05015820979 N/A DIR DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Euro-Bund 10yr 6% 2020-09-08 -6518445.63000000 EUR -16828.42000000 N N N London Metal Exchange N/A LME Nickel Futures Contracts N/A -2.00000000 NC USD -305.50000000 -0.00091056279 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A LME Nickel 2020-08-17 -153072.50000000 USD -305.50000000 N N N Chicago Mercantile Exchange N/A Japanese Yen Futures Contracts N/A -9.00000000 NC USD 5954.55000000 0.017747926907 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Japanese Yen 2020-09-14 -1048829.55000000 USD 5954.55000000 N N N Chicago Board of Trade N/A U.S. Treasury 2 Year Note Futures Contracts N/A 154.00000000 NC USD 19591.77000000 0.058394555750 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 2yr 6% 2020-09-30 33986736.28000000 USD 19591.77000000 N N N Chicago Mercantile Exchange N/A Live Cattle Futures Contracts N/A -32.00000000 NC USD -1778.56000000 -0.00530111475 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Live Cattle 2020-12-31 -1326861.44000000 USD -1778.56000000 N N N Montreal Exchange N/A Canadian Government 10 Year Bond Futures Contracts N/A 63.00000000 NC 18816.35000000 0.056083365571 N/A DIR CA N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Can 10yr 6% 2020-09-21 7051452.88000000 CAD 18816.35000000 N N N ICE Futures US Softs N/A Sugar #11 Futures Contracts N/A -13.00000000 NC USD 2450.31000000 0.007303309700 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Sugar 2020-09-30 -176733.51000000 USD 2450.31000000 N N N Chicago Board of Trade N/A Corn Futures Contracts N/A 114.00000000 NC USD 72473.91000000 0.216013243210 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Corn 2020-09-14 1869801.09000000 USD 72473.91000000 N N N Euronext Derivatives Paris N/A CAC 40 10 Euro Index Futures Contracts N/A 2.00000000 NC 2608.97000000 0.007776206239 N/A DE FR N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long CAC 40 Index FR0003500008 2020-07-17 108727.31000000 EUR 2608.97000000 N N N London Metal Exchange N/A LME Primary Aluminum Futures Contracts N/A -21.00000000 NC USD -17506.75000000 -0.05218001685 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A LME Primary Aluminum 2020-08-17 -826824.50000000 USD -17506.75000000 N N N Chicago Board of Trade N/A Corn Futures Contracts N/A -160.00000000 NC USD -101301.11000000 -0.30193460394 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Corn 2021-03-12 -2784698.89000000 USD -101301.11000000 N N N Eurex N/A Euro - OATS Futures Contracts N/A 10.00000000 NC -4138.22000000 -0.01233423618 N/A DIR DE N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Euro-OAT 10yr 6% 2020-09-08 1882390.73000000 EUR -4138.22000000 N N N TREASURY BILL 254900HROIFWPRGM1V77 U.S. Treasury Bills 912796WX3 2438000.00000000 PA USD 2437817.49000000 7.266074955404 Long DBT UST US N 2 2020-07-23 None 0.00000000 N N N N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Strategy Fund II N/A 139121.38300000 NS USD 3440471.80000000 10.25455190279 Long EC RF US N 1 N N N Eurex N/A Euro STOXX 50 Index Futures Contracts N/A -9.00000000 NC -1721.70000000 -0.00513163979 N/A DE DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short EURO STOXX 50 Price EUR EU0009658145 2020-09-18 -324911.99000000 EUR -1721.70000000 N N N Cboe Futures Exchange N/A CBOE Volatility Index Futures Contracts N/A -6.00000000 NC USD 9614.16000000 0.028655634591 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Chicago Board Options Exchange SPX Volatility Index US12497K1007 2020-08-19 -199814.16000000 USD 9614.16000000 N N N Chicago Mercantile Exchange N/A S&P 500 Index Mini Futures Contracts N/A 2.00000000 NC USD 8471.42000000 0.025249623054 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long S&P 500 Index US78378X1072 2020-09-18 299953.58000000 USD 8471.42000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 BofA Securities, Inc. N/A 3824832.47000000 PA USD 3824832.47000000 11.40016409468 Long RA CORP US N 2 Repurchase Y 0.07000000 2020-07-01 4829039.97000000 USD 3901329.12000000 USD UST N N N Hong Kong Futures Exchange N/A Hang Seng Index Futures Contracts N/A -3.00000000 NC 13029.17000000 0.038834295928 N/A DE HK N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Hong Kong Hang Seng Index HSI 2020-07-30 -480349.28000000 HKD 13029.17000000 N N N Eurex N/A Euro - 30 year Bond Futures Contracts N/A 3.00000000 NC -7671.36000000 -0.02286499173 N/A DIR DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Euro 30yr 4% Bond 2020-09-08 743295.74000000 EUR -7671.36000000 N N N Chicago Board of Trade N/A Corn Futures Contracts N/A -83.00000000 NC USD -30869.44000000 -0.09200839102 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Corn 2020-09-14 -1383243.06000000 USD -30869.44000000 N N N New York Mercantile Exchange N/A Natural Gas Futures Contracts N/A -21.00000000 NC USD 13263.73000000 0.039533417396 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Henry Hub Natural Gas Spot Price NGUSHHUB 2020-07-29 -381603.73000000 USD 13263.73000000 N N N Cboe Futures Exchange N/A CBOE Volatility Index Futures Contracts N/A -38.00000000 NC USD 29877.44000000 0.089051669949 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Chicago Board Options Exchange SPX Volatility Index US12497K1007 2020-10-21 -1286157.44000000 USD 29877.44000000 N N N Chicago Board of Trade N/A Soybean Oil Futures Contracts N/A -9.00000000 NC USD 1107.00000000 0.003299486121 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Soybean Oil 2020-12-14 -156141.00000000 USD 1107.00000000 N N N Chicago Mercantile Exchange N/A Euro FX Futures Contracts N/A -1.00000000 NC USD -571.30000000 -0.00170279712 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Euro 2020-09-14 -140084.95000000 USD -571.30000000 N N N ICE Futures US Softs N/A Sugar #11 Futures Contracts N/A 164.00000000 NC USD -14274.74000000 -0.04254679902 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Sugar 2021-04-30 2271701.94000000 USD -14274.74000000 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Strategy Fund III N/A 260728.84600000 NS USD 6466075.39000000 19.27256188937 Long EC RF US N 1 N N N New York Mercantile Exchange N/A Gasoline RBOB Futures Contracts N/A 17.00000000 NC USD -270.15000000 -0.00080519979 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 2020-09-30 793238.55000000 USD -270.15000000 N N N Chicago Board of Trade N/A Soybean Futures Contracts N/A -15.00000000 NC USD -5676.25000000 -0.01691843550 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Soybean 2020-11-13 -655823.75000000 USD -5676.25000000 N N N Eurex N/A Euro - Bobl Futures Contracts N/A 2.00000000 NC -162.17000000 -0.00048335832 N/A DIR DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Euro-Bobl 5yr 6% 2020-09-08 303506.64000000 EUR -162.17000000 N N N Chicago Board of Trade N/A Soybean Meal Futures Contracts N/A -13.00000000 NC USD -2629.00000000 -0.00783590696 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Soybean Meal 2020-12-14 -382431.00000000 USD -2629.00000000 N N N Chicago Board of Trade N/A Hard Red Winter Wheat Futures Contracts N/A -10.00000000 NC USD 6278.86000000 0.018714554137 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Hard Red Winter Wheat 2020-09-14 -226528.86000000 USD 6278.86000000 N N N Chicago Mercantile Exchange N/A Australian Dollar Futures Contracts N/A 1.00000000 NC USD -420.55000000 -0.00125347686 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Australian Dollar 2020-09-14 69440.55000000 USD -420.55000000 N N N ICE Futures Europe Financials N/A Long Gilt Futures Contracts N/A 25.00000000 NC 21781.22000000 0.064920355108 N/A DIR GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A UK 10yr 4.0 % 2020-09-28 4215840.42000000 GBP 21781.22000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. Morgan Securities LLC N/A 9235485.17000000 PA USD 9235485.17000000 27.52696941834 Long RA CORP US N 2 Repurchase Y 0.07000000 2020-07-01 8269286.13000000 USD 9420231.61000000 USD UST N N N Chicago Mercantile Exchange N/A NASDAQ-100 Index Mini Futures Contracts N/A 4.00000000 NC USD 32373.82000000 0.096492294307 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long NASDAQ 100 Stock Index NDX 2020-09-18 778326.18000000 USD 32373.82000000 N N N ICE Futures US Softs N/A Cocoa Futures Contracts N/A -4.00000000 NC USD 4747.40000000 0.014149937140 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Cocoa 2020-09-15 -92147.40000000 USD 4747.40000000 N N N New York Mercantile Exchange N/A Natural Gas Futures Contracts N/A -80.00000000 NC USD -2954.00000000 -0.00880459078 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short Henry Hub Natural Gas Spot Price NGUSHHUB 2020-09-28 -1506646.00000000 USD -2954.00000000 N N N Chicago Mercantile Exchange N/A Live Cattle Futures Contracts N/A 27.00000000 NC USD -403.16000000 -0.00120164482 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Live Cattle 2020-08-31 1042873.16000000 USD -403.16000000 N N N New York Mercantile Exchange N/A NY Harbor ULSD Futures Contracts N/A -4.00000000 NC USD -3382.80000000 -0.01008265731 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A NY Harbor ULSD 2020-07-31 -196402.80000000 USD -3382.80000000 N N N Chicago Board of Trade N/A Wheat Futures Contracts N/A -17.00000000 NC USD 1096.92000000 0.003269442020 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Wheat 2020-09-14 -419509.42000000 USD 1096.92000000 N N N Commodity Exchange, Inc. N/A Copper Futures Contracts N/A -4.00000000 NC USD -5583.62000000 -0.01664234570 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Copper 2020-09-28 -267266.38000000 USD -5583.62000000 N N N Chicago Board of Trade N/A U.S. Treasury Ultra Long Bond Futures Contracts N/A 3.00000000 NC USD 1771.49000000 0.005280042158 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 30yr 6.00% 2020-09-21 652509.76000000 USD 1771.49000000 N N N New York Mercantile Exchange N/A WTI Crude Futures Contracts N/A -1.00000000 NC USD -1932.55000000 -0.00576009205 N/A DCO HU N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A WTI Crude 2020-07-21 -37417.45000000 USD -1932.55000000 N N N ICE Futures Europe Commodities N/A Brent Crude Futures Contracts N/A 2.00000000 NC USD 2036.70000000 0.006070517962 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Brent Crude 2020-07-31 80663.30000000 USD 2036.70000000 N N N Chicago Mercantile Exchange N/A British Pound Futures Contracts N/A -19.00000000 NC USD 17919.41000000 0.053409977059 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A British Pound 2020-09-14 -1489825.66000000 USD 17919.41000000 N N N New York Mercantile Exchange N/A WTI Crude Futures Contracts N/A 1.00000000 NC USD -482.55000000 -0.00143827193 N/A DCO HU N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A WTI Crude 2020-07-21 39832.55000000 USD -482.55000000 N N N ICE Futures US Softs N/A Coffee 'C' Futures Contracts N/A -5.00000000 NC USD -6913.41000000 -0.02060587204 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Coffee 'C' 2020-09-18 -182742.84000000 USD -6913.41000000 N N N New York Mercantile Exchange N/A Gasoline RBOB Futures Contracts N/A -14.00000000 NC USD 707.70000000 0.002109346276 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 2020-07-31 -710600.10000000 USD 707.70000000 N N N Chicago Mercantile Exchange N/A British Pound Futures Contracts N/A 19.00000000 NC USD -20647.45000000 -0.06154107924 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A British Pound 2020-09-14 1492553.70000000 USD -20647.45000000 N N N ASX Trade24 N/A Australian Government 3 Year Bond Futures Contracts N/A 365.00000000 NC 996.32000000 0.002969597120 N/A DIR AU N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Aust 3yr 6% 2020-09-15 29740009.77000000 AUD 996.32000000 N N N Chicago Board of Trade N/A Dow Jones Industrial Average Index Mini Futures Contracts N/A 1.00000000 NC USD -196.77000000 -0.00058648589 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Dow Jones Industrial Average US2605661048 2020-09-18 128411.77000000 USD -196.77000000 N N N Chicago Mercantile Exchange N/A S&P MidCap 400 Index Mini Futures Contracts N/A -1.00000000 NC USD 188.21000000 0.000560972252 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short S&P Midcap 400 Index MID 2020-09-18 -177988.21000000 USD 188.21000000 N N N Eurex N/A Euro - Bund Futures Contracts N/A 9.00000000 NC 8257.05000000 0.024610679206 N/A DIR DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Euro-Bund 10yr 6% 2020-09-08 1768743.11000000 EUR 8257.05000000 N N N Commodity Exchange, Inc. N/A Gold 100 oz. Futures Contracts N/A 8.00000000 NC USD 54095.60000000 0.161235484596 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Gold 100 oz. 2020-08-27 1384224.40000000 USD 54095.60000000 N N N Chicago Mercantile Exchange N/A Swiss Franc Futures Contracts N/A -42.00000000 NC USD -10469.29000000 -0.03120440565 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Swiss Franc 2020-09-14 -5542455.71000000 USD -10469.29000000 N N N ICE Futures Europe Commodities N/A Brent Crude Futures Contracts N/A -2.00000000 NC USD -2753.30000000 -0.00820639127 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Brent Crude 2020-07-31 -79946.70000000 USD -2753.30000000 N N N Euronext Derivatives Paris N/A CAC 40 10 Euro Index Futures Contracts N/A -1.00000000 NC -1759.52000000 -0.00524436478 N/A DE FR N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short CAC 40 Index FR0003500008 2020-07-17 -54059.54000000 EUR -1759.52000000 N N N ASX Trade24 N/A Australian Government 10 Year Bond Futures Contracts N/A 101.00000000 NC 20954.78000000 0.062457096471 N/A DIR AU N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Aust 10yr 6% 2020-09-15 10332905.49000000 AUD 20954.78000000 N N N ICE Futures Europe Financials N/A Long Gilt Futures Contracts N/A -10.00000000 NC -88.63000000 -0.00026416752 N/A DIR GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A UK 10yr 4.0 % 2020-09-28 -1707017.91000000 GBP -88.63000000 N N N Eurex N/A Euro - Schatz Futures Contracts N/A -104.00000000 NC -3880.55000000 -0.01156623384 N/A DIR DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Euro-Schatz 2yr 6% 2020-09-08 -13050096.58000000 EUR -3880.55000000 N N N Chicago Mercantile Exchange N/A Live Cattle Futures Contracts N/A -6.00000000 NC USD 511.52000000 0.001524618916 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Live Cattle 2020-08-31 -232171.52000000 USD 511.52000000 N N N London Metal Exchange N/A LME Lead Futures Contracts N/A -3.00000000 NC USD -2946.50000000 -0.00878223654 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A LME Lead 2020-08-17 -129747.25000000 USD -2946.50000000 N N N Chicago Board of Trade N/A U.S. Treasury 5 Year Note Futures Contracts N/A 85.00000000 NC USD 31424.18000000 0.093661829988 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 5yr 6% 2020-09-30 10655997.70000000 USD 31424.18000000 N N N London Metal Exchange N/A LME Lead Futures Contracts N/A 3.00000000 NC USD 3259.75000000 0.009715898722 N/A DCO GB N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A LME Lead 2020-08-17 129434.00000000 USD 3259.75000000 N N N Chicago Mercantile Exchange N/A Canadian Dollar Futures Contracts N/A 20.00000000 NC USD -8009.09000000 -0.02387161815 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Canadian Dollar 2020-09-15 1481409.09000000 USD -8009.09000000 N N N Chicago Mercantile Exchange N/A Australian Dollar Futures Contracts N/A -8.00000000 NC USD 797.33000000 0.002376494371 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Australian Dollar 2020-09-14 -552957.33000000 USD 797.33000000 N N N Chicago Board of Trade N/A Soybean Meal Futures Contracts N/A 6.00000000 NC USD 1564.50000000 0.004663094884 N/A DCO US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Soybean Meal 2020-12-14 176155.50000000 USD 1564.50000000 N N N Singapore Exchange (was SIMEX) N/A MSCI Taiwan Stock Index Futures Contracts N/A 29.00000000 NC USD -7773.38000000 -0.02316906904 N/A DE SG N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long MSCI Taiwan Index TAMSCI 2020-07-30 1259123.38000000 USD -7773.38000000 N N N Meff Renta Variable (Madrid) N/A IBEX 35 Index Futures Contracts N/A -1.00000000 NC -1257.55000000 -0.00374821027 N/A DE ES N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short IBEX 35 Index ES0SI0000005 2020-07-17 -79947.69000000 EUR -1257.55000000 N N N Chicago Mercantile Exchange N/A New Zealand Dollar Futures Contracts N/A 10.00000000 NC USD -1137.30000000 -0.00338979725 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A New Zealand Dollar 2020-09-14 646337.30000000 USD -1137.30000000 N N N Eurex N/A Euro - Bobl Futures Contracts N/A -3.00000000 NC -1345.87000000 -0.00401145382 N/A DIR DE N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short N/A Euro-Bobl 5yr 6% 2020-09-08 -450894.90000000 EUR -1345.87000000 N N N 2020-07-30 Rydex Series Funds John Sullivan John Sullivan CFO