Global Managed Futures Strategy Fund

Fund Profile

Fund profile

Fund manager

Rydex Variable Trust

Total assets

$12.62 mm

Liabilities

$84.56 k

Net assets

$12.53 mm

Number of holdings

77.00

77 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
J.P. Morgan Securities LLC	3.16 mm	3.16 mm principal	25.24	Repurchase agreement	Long	USA
BofA Securities, Inc.	2.61 mm	2.61 mm principal	20.85	Repurchase agreement	Long	USA
Guggenheim Variable Insurance Strategy Fund III	2.49 mm	100.29 k shares	19.90	Common equity	Long	USA
Guggenheim Strategy Fund III	2.22 mm	89.11 k shares	17.70	Common equity	Long	USA
U.S. Treasury Bills	1.91 mm	1.91 mm principal	15.23	Debt	Long	USA
Guggenheim Strategy Fund II	112.89 k	4.55 k shares	0.90	Common equity	Long	USA
Guggenheim Ultra Short Duration Fund - Institutional Class	72.88 k	7.27 k shares	0.58	Common equity	Long	USA
S&P/TSX 60 IX Index Futures Contracts	48.65 k	9.00 contracts	0.39	Equity derivative	N/A	Canada
Copper Futures Contracts	34.27 k	3.00 contracts	0.27	Commodity derivative	N/A	USA
S&P 500 Index Mini Futures Contracts	33.10 k	6.00 contracts	0.26	Equity derivative	N/A	USA
British Pound Futures Contracts	21.79 k	19.00 contracts	0.17	DFE	N/A	USA
Natural Gas Futures Contracts	21.53 k	10.00 contracts	0.17	Commodity derivative	N/A	USA
Sugar #11 Futures Contracts	21.39 k	8.00 contracts	0.17	Commodity derivative	N/A	USA
Australian Dollar Futures Contracts	18.64 k	19.00 contracts	0.15	DFE	N/A	USA
Cocoa Futures Contracts	15.37 k	2.00 contracts	0.12	Commodity derivative	N/A	USA
LME Primary Aluminum Futures Contracts	15.37 k	6.00 contracts	0.12	Commodity derivative	N/A	UK
Euro - Schatz Futures Contracts	14.01 k	42.00 contracts	0.11	Interest rate derivative	N/A	Germany
Euro - Bund Futures Contracts	12.07 k	14.00 contracts	0.10	Interest rate derivative	N/A	Germany
New Zealand Dollar Futures Contracts	9.74 k	7.00 contracts	0.08	DFE	N/A	USA
Lean Hogs Futures Contracts	7.83 k	-16.00 contracts	0.06	Commodity derivative	N/A	USA
Euro FX Futures Contracts	7.34 k	24.00 contracts	0.06	DFE	N/A	USA
Euro - BTP Italian Government Bond Futures Contracts	5.95 k	3.00 contracts	0.05	Interest rate derivative	N/A	Germany
Gasoline RBOB Futures Contracts	5.49 k	-3.00 contracts	0.04	Commodity derivative	N/A	USA
Tokyo Stock Price Index Futures Contracts	3.94 k	2.00 contracts	0.03	Equity derivative	N/A	Japan
Cotton #2 Futures Contracts	3.92 k	2.00 contracts	0.03	Commodity derivative	N/A	USA
Soybean Oil Futures Contracts	3.80 k	-19.00 contracts	0.03	Commodity derivative	N/A	USA
Canadian Dollar Futures Contracts	3.79 k	45.00 contracts	0.03	DFE	N/A	USA
U.S. Treasury 2 Year Note Futures Contracts	3.77 k	42.00 contracts	0.03	Interest rate derivative	N/A	USA
Euro - OATS Futures Contracts	2.74 k	4.00 contracts	0.02	Interest rate derivative	N/A	Germany
U.S. Treasury Long Bond Futures Contracts	2.59 k	-4.00 contracts	0.02	Interest rate derivative	N/A	USA
CAC 40 10 Euro Index Futures Contracts	2.27 k	1.00 contracts	0.02	Equity derivative	N/A	France
Russell 2000 Index Mini Futures Contracts	2.14 k	3.00 contracts	0.02	Equity derivative	N/A	USA
WTI Crude Futures Contracts	2.05 k	-3.00 contracts	0.02	Commodity derivative	N/A	USA
Canadian Government 10 Year Bond Futures Contracts	1.92 k	-9.00 contracts	0.02	Interest rate derivative	N/A	Canada
Euro - Bobl Futures Contracts	1.83 k	4.00 contracts	0.01	Interest rate derivative	N/A	Germany
Euro STOXX 50 Index Futures Contracts	1.45 k	1.00 contracts	0.01	Equity derivative	N/A	Germany
Gasoline RBOB Futures Contracts	1.45 k	-1.00 contracts	0.01	Commodity derivative	N/A	USA
SPI 200 Index Futures Contracts	1.11 k	1.00 contracts	0.01	Equity derivative	N/A	Australia
Hard Red Winter Wheat Futures Contracts	1.10 k	4.00 contracts	0.01	Commodity derivative	N/A	USA
Red Spring Wheat Futures Contracts	1.05 k	5.00 contracts	0.01	Commodity derivative	N/A	USA
Coffee 'C' Futures Contracts	953.10	1.00 contracts	0.01	Commodity derivative	N/A	USA
Low Sulphur Gas Oil Futures Contracts	745.05	-3.00 contracts	0.01	Commodity derivative	N/A	UK
Dow Jones Industrial Average Index Mini Futures Contracts	473.62	2.00 contracts	0.00	Equity derivative	N/A	USA
Euro - 30 year Bond Futures Contracts	443.65	1.00 contracts	0.00	Interest rate derivative	N/A	Germany
S&P MidCap 400 Index Mini Futures Contracts	358.06	1.00 contracts	0.00	Equity derivative	N/A	USA
Gold 100 oz. Futures Contracts	154.50	5.00 contracts	0.00	Commodity derivative	N/A	USA
FTSE 100 Index Futures Contracts	-244.88	8.00 contracts	-0.00	Equity derivative	N/A	UK
Swiss Franc Futures Contracts	-434.51	-9.00 contracts	-0.00	DFE	N/A	USA
Low Sulphur Gas Oil Futures Contracts	-604.95	3.00 contracts	-0.00	Commodity derivative	N/A	UK
Brent Crude Futures Contracts	-691.65	-1.00 contracts	-0.01	Commodity derivative	N/A	UK
U.S. Treasury Ultra Long Bond Futures Contracts	-1.07 k	2.00 contracts	-0.01	Interest rate derivative	N/A	USA
LME Lead Futures Contracts	-1.19 k	-1.00 contracts	-0.01	Commodity derivative	N/A	UK
Long Gilt Futures Contracts	-1.20 k	4.00 contracts	-0.01	Interest rate derivative	N/A	UK
Wheat Futures Contracts	-1.27 k	-7.00 contracts	-0.01	Commodity derivative	N/A	USA
FTSE Taiwan Index Futures Contracts	-1.29 k	-6.00 contracts	-0.01	Equity derivative	N/A	Singapore
Australian Government 10 Year Bond Futures Contracts	-1.30 k	5.00 contracts	-0.01	Interest rate derivative	N/A	Australia
Low Sulphur Gas Oil Futures Contracts	-1.64 k	-5.00 contracts	-0.01	Commodity derivative	N/A	UK
Platinum Futures Contracts	-1.76 k	-2.00 contracts	-0.01	Commodity derivative	N/A	USA
Japanese Yen Futures Contracts	-2.12 k	-4.00 contracts	-0.02	DFE	N/A	USA
Soybean Meal Futures Contracts	-2.23 k	-4.00 contracts	-0.02	Commodity derivative	N/A	USA
Natural Gas Futures Contracts	-2.32 k	-1.00 contracts	-0.02	Commodity derivative	N/A	USA
NASDAQ-100 Index Mini Futures Contracts	-3.69 k	-1.00 contracts	-0.03	Equity derivative	N/A	USA
Gasoline RBOB Futures Contracts	-4.10 k	2.00 contracts	-0.03	Commodity derivative	N/A	USA
Australian Government 3 Year Bond Futures Contracts	-4.46 k	36.00 contracts	-0.04	Interest rate derivative	N/A	Australia
Mexican Peso Futures Contracts	-5.07 k	14.00 contracts	-0.04	DFE	N/A	USA
NY Harbor ULSD Futures Contracts	-5.40 k	-4.00 contracts	-0.04	Commodity derivative	N/A	USA
Live Cattle Futures Contracts	-6.07 k	-3.00 contracts	-0.05	Commodity derivative	N/A	USA
ICE Endex Dutch TTF Natural Gas Futures Contracts	-7.43 k	-5.00 contracts	-0.06	Commodity derivative	N/A	Netherlands
Soybean Futures Contracts	-7.74 k	-16.00 contracts	-0.06	Commodity derivative	N/A	USA
Natural Gas Futures Contracts	-7.81 k	-4.00 contracts	-0.06	Commodity derivative	N/A	USA
Silver Futures Contracts	-7.91 k	2.00 contracts	-0.06	Commodity derivative	N/A	USA
U.S. Treasury 5 Year Note Futures Contracts	-9.49 k	33.00 contracts	-0.08	Interest rate derivative	N/A	USA
U.S. Treasury 10 Year Note Futures Contracts	-12.63 k	28.00 contracts	-0.10	Interest rate derivative	N/A	USA
MSCI EAFE Index Futures Contracts	-12.88 k	-5.00 contracts	-0.10	Equity derivative	N/A	USA
Cotton #2 Futures Contracts	-13.32 k	-7.00 contracts	-0.11	Commodity derivative	N/A	USA
Corn Futures Contracts	-24.25 k	-48.00 contracts	-0.19	Commodity derivative	N/A	USA
Sugar #11 Futures Contracts	-44.24 k	-16.00 contracts	-0.35	Commodity derivative	N/A	USA