Guggenheim > Rydex Variable Trust
Global Managed Futures Strategy Fund
$17.09M
Avg Monthly Net Assets
$13.95M
Total Assets
$45K
Total Liabilities
$13.91M
Net Assets
Global Managed Futures Strategy Fund is an Underlying fund in Rydex Variable Trust
from Guggenheim,
based in Maryland,
United States of America.
The fund has one share class
and monthly net assets of $17.09M.
On August 28th, 2024 it reported 90 holdings, the largest
being Guggenheim Partners Investment Management LLC (23.9%), J.P. MORGAN SECURITIES LLC (23.5%) and BOFA SECURITIES, INC. (18.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Variable Annuity | C000069235 |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| Australian Dollar Futures Contracts (Chicago Mercantile Exchange) | Derivative-foreign exchange | US | $-799.97 | – | -0.01 | |
| Australian Government 10 Year Bond Futures Contracts (ASX Trade24) | Derivative-interest rate | AU | $57.06 | – | 0.00 | |
| Australian Government 3 Year Bond Futures Contracts (ASX Trade24) | Derivative-interest rate | AU | $6K | – | 0.04 | |
| BofA Securities, Inc. | Long | Repurchase agreement | US | $3M | – | 18.49 |
| Brent Crude Futures Contracts (ICE Futures Europe Commodities) | Derivative-commodity | GB | $-6K | – | -0.04 | |
| British Pound Futures Contracts (Chicago Mercantile Exchange) | Derivative-foreign exchange | US | $-1K | – | -0.01 | |
| CAC 40 10 Euro Index Futures Contracts (Euronext Derivatives Paris) | Derivative-equity | FR | $5K | – | 0.04 | |
| Canadian Canola (WCE) Futures Contracts (ICE Futures US-Canadian Grains) | Derivative-commodity | CA | $9K | – | 0.07 | |
| Canadian Dollar Futures Contracts (Chicago Mercantile Exchange) | Derivative-foreign exchange | US | $459.01 | – | 0.00 | |
| Canadian Government 10 Year Bond Futures Contracts (Montreal Exchange) | Derivative-interest rate | CA | $35K | – | 0.25 | |
| Cattle Feeder Futures Contracts (Chicago Mercantile Exchange) | Derivative-commodity | US | $-197.6 | – | -0.00 | |
| CBOE Volatility Index Futures Contracts (Cboe Futures Exchange) | Derivative-equity | US | $918.13 | – | 0.01 | |
| CBOE Volatility Index Futures Contracts (Cboe Futures Exchange) | Derivative-equity | US | $294.64 | – | 0.00 | |
| CBOE Volatility Index Futures Contracts (Cboe Futures Exchange) | Derivative-equity | US | $-1K | – | -0.01 | |
| CBOE Volatility Index Futures Contracts (Cboe Futures Exchange) | Derivative-equity | US | $-2K | – | -0.01 | |
| CBOE Volatility Index Futures Contracts (Cboe Futures Exchange) | Derivative-equity | US | $-6K | – | -0.05 | |
| Cocoa Futures Contracts (ICE Futures US Softs) | Derivative-commodity | US | $-26K | – | -0.19 | |
| Coffee 'C' Futures Contracts (ICE Futures US Softs) | Derivative-commodity | US | $-6K | – | -0.04 | |
| Copper Futures Contracts (Commodity Exchange, Inc.) | Derivative-commodity | US | $-19K | – | -0.14 | |
| Corn Futures Contracts (Chicago Board of Trade) | Derivative-commodity | US | $15K | – | 0.11 | |
| Cotton #2 Futures Contracts (ICE Futures US Softs) | Derivative-commodity | US | $-34.94 | – | -0.00 | |
| Cotton #2 Futures Contracts (ICE Futures US Softs) | Derivative-commodity | US | $-522.7 | – | -0.00 | |
| DAX Index Futures Contracts (Eurex) | Derivative-equity | DE | $6K | – | 0.04 | |
| Dow Jones Industrial Average Index Mini Futures Contracts (Chicago Board of Trade) | Derivative-equity | US | $438.62 | – | 0.00 | |
| Euro - 30 year Bond Futures Contracts (Eurex) | Derivative-interest rate | DE | $-2K | – | -0.01 | |
| Euro - Bobl Futures Contracts (Eurex) | Derivative-interest rate | DE | $-6K | – | -0.04 | |
| Euro - BTP Italian Government Bond Futures Contracts (Eurex) | Derivative-interest rate | DE | $-5K | – | -0.04 | |
| Euro - Bund Futures Contracts (Eurex) | Derivative-interest rate | DE | $-7K | – | -0.05 | |
| Euro - Mill Wheat Futures Contracts (Euronext Derivatives Paris) | Derivative-commodity | FR | $-406.64 | – | -0.00 | |
| Euro - OATS Futures Contracts (Eurex) | Derivative-interest rate | DE | $-8K | – | -0.06 | |
| Euro - Schatz Futures Contracts (Eurex) | Derivative-interest rate | DE | $-34K | – | -0.25 | |
| Euro FX Futures Contracts (Chicago Mercantile Exchange) | Derivative-foreign exchange | US | $9K | – | 0.07 | |
| Euro STOXX 50 Index Futures Contracts (Eurex) | Derivative-equity | DE | $-2K | – | -0.01 | |
| FTSE 100 Index Futures Contracts (ICE Futures Europe Financials) | Derivative-equity | GB | $-5K | – | -0.03 | |
| FTSE Taiwan Index Futures Contracts (Singapore Exchange (was SIMEX)) | Derivative-equity | SG | $4K | – | 0.03 | |
| FTSE/JSE TOP 40 Index Futures Contracts (South African Futures Exchange) | Derivative-equity | ZA | $3K | – | 0.02 | |
| Gasoline RBOB Futures Contracts (New York Mercantile Exchange) | Derivative-commodity | US | $21K | – | 0.15 | |
| Gasoline RBOB Futures Contracts (New York Mercantile Exchange) | Derivative-commodity | US | $-21K | – | -0.15 | |
| Guggenheim Strategy Fund II (Guggenheim Partners Investment Management LLC) | Long | Equity-common | US | $112K | 5K | 0.81 |
| Guggenheim Strategy Fund III (Guggenheim Partners Investment Management LLC) | Long | Equity-common | US | $2M | 89K | 15.84 |
| Guggenheim Ultra Short Duration Fund - Institutional Class (Guggenheim Partners Investment Management LLC) | Long | Equity-common | US | $72K | 7K | 0.52 |
| Guggenheim Variable Insurance Strategy Fund III (Guggenheim Partners Investment Management LLC) | Long | Equity-common | US | $3M | 134K | 23.89 |
| Hard Red Winter Wheat Futures Contracts (Chicago Board of Trade) | Derivative-commodity | US | $469.35 | – | 0.00 | |
| IBEX 35 Index Futures Contracts (Meff Renta Variable (Madrid)) | Derivative-equity | ES | $1K | – | 0.01 | |
| J.P. Morgan Securities LLC | Long | Repurchase agreement | US | $3M | – | 23.46 |
| Japanese Yen Futures Contracts (Chicago Mercantile Exchange) | Derivative-foreign exchange | US | $78K | – | 0.56 | |
| Lean Hogs Futures Contracts (Chicago Mercantile Exchange) | Derivative-commodity | US | $415.34 | – | 0.00 | |
| Live Cattle Futures Contracts (Chicago Mercantile Exchange) | Derivative-commodity | US | $23K | – | 0.17 | |
| Live Cattle Futures Contracts (Chicago Mercantile Exchange) | Derivative-commodity | US | $6K | – | 0.04 | |
| Live Cattle Futures Contracts (Chicago Mercantile Exchange) | Derivative-commodity | US | $-1K | – | -0.01 | |
| LME Lead Futures Contracts (London Metal Exchange) | Derivative-commodity | GB | $2K | – | 0.01 | |
| LME Nickel Futures Contracts (London Metal Exchange) | Derivative-commodity | GB | $3K | – | 0.02 | |
| LME Primary Aluminum Futures Contracts (London Metal Exchange) | Derivative-commodity | GB | $-4K | – | -0.03 | |
| LME Zinc Futures Contracts (London Metal Exchange) | Derivative-commodity | GB | $13K | – | 0.09 | |
| Long Gilt Futures Contracts (ICE Futures Europe Financials) | Derivative-interest rate | GB | $3K | – | 0.02 | |
| Low Sulphur Gas Oil Futures Contracts (ICE Futures Europe Commodities) | Derivative-commodity | GB | $-76.65 | – | -0.00 | |
| Mexican Peso Futures Contracts (Chicago Mercantile Exchange) | Derivative-foreign exchange | US | $-1K | – | -0.01 | |
| MSCI EAFE Index Futures Contracts (ICE Futures US Indices) | Derivative-equity | US | $-511.65 | – | -0.00 | |
| NASDAQ-100 Index Mini Futures Contracts (Chicago Mercantile Exchange) | Derivative-equity | US | $5K | – | 0.04 | |
| Natural Gas Futures Contracts (New York Mercantile Exchange) | Derivative-commodity | US | $27K | – | 0.20 | |
| Natural Gas Futures Contracts (New York Mercantile Exchange) | Derivative-commodity | US | $-4K | – | -0.03 | |
| Natural Gas Futures Contracts (New York Mercantile Exchange) | Derivative-commodity | US | $-20K | – | -0.14 | |
| New Zealand Dollar Futures Contracts (Chicago Mercantile Exchange) | Derivative-foreign exchange | US | $-1K | – | -0.01 | |
| Nikkei 225 (OSE) Index Futures Contracts (Osaka Exchange) | Derivative-equity | JP | $13K | – | 0.09 | |
| NY Harbor ULSD Futures Contracts (New York Mercantile Exchange) | Derivative-commodity | US | $-48.75 | – | -0.00 | |
| OMX Stockholm 30 Index Futures Contracts (OMX Nordic Exchange Stockholm) | Derivative-equity | SE | $-716.04 | – | -0.01 | |
| Red Spring Wheat Futures Contracts (Minneapolis Grain Exchange) | Derivative-commodity | US | $2K | – | 0.01 | |
| Russell 2000 Index Mini Futures Contracts (Chicago Mercantile Exchange) | Derivative-equity | US | $6K | – | 0.04 | |
| S&P 500 Index Mini Futures Contracts (Chicago Mercantile Exchange) | Derivative-equity | US | $3K | – | 0.02 | |
| S&P MidCap 400 Index Mini Futures Contracts (Chicago Mercantile Exchange) | Derivative-equity | US | $3K | – | 0.02 | |
| S&P/TSX 60 IX Index Futures Contracts (Montreal Exchange) | Derivative-equity | CA | $-10K | – | -0.07 | |
| SGX Iron Ore 62% Futures Contracts (Singapore Exchange (was SIMEX)) | Derivative-commodity | SG | $126.9 | – | 0.00 | |
| Silver Futures Contracts (Commodity Exchange, Inc.) | Derivative-commodity | US | $-6K | – | -0.04 | |
| Soybean Futures Contracts (Chicago Board of Trade) | Derivative-commodity | US | $574.8 | – | 0.00 | |
| Soybean Meal Futures Contracts (Chicago Board of Trade) | Derivative-commodity | US | $916.85 | – | 0.01 | |
| Soybean Oil Futures Contracts (Chicago Board of Trade) | Derivative-commodity | US | $3K | – | 0.02 | |
| SPI 200 Index Futures Contracts (ASX Trade24) | Derivative-equity | AU | $1K | – | 0.01 | |
| Sugar #11 Futures Contracts (ICE Futures US Softs) | Derivative-commodity | US | $24K | – | 0.17 | |
| Sugar #11 Futures Contracts (ICE Futures US Softs) | Derivative-commodity | US | $-14K | – | -0.10 | |
| Sugar #11 Futures Contracts (ICE Futures US Softs) | Derivative-commodity | US | $-27K | – | -0.19 | |
| Swiss Franc Futures Contracts (Chicago Mercantile Exchange) | Derivative-foreign exchange | US | $14K | – | 0.10 | |
| Tokyo Stock Price Index Futures Contracts (Osaka Exchange) | Derivative-equity | JP | $25K | – | 0.18 | |
| U.S. Treasury 10 Year Note Futures Contracts (Chicago Board of Trade) | Derivative-interest rate | US | $13K | – | 0.09 | |
| U.S. Treasury 2 Year Note Futures Contracts (Chicago Board of Trade) | Derivative-interest rate | US | $6K | – | 0.05 | |
| U.S. Treasury 5 Year Note Futures Contracts (Chicago Board of Trade) | Derivative-interest rate | US | $1K | – | 0.01 | |
| U.S. Treasury Bills (TREASURY BILL) | Long | Debt | US | $2M | – | 17.37 |
| U.S. Treasury Long Bond Futures Contracts (Chicago Board of Trade) | Derivative-interest rate | US | $-17K | – | -0.12 | |
| U.S. Treasury Ultra Long Bond Futures Contracts (Chicago Board of Trade) | Derivative-interest rate | US | $-12K | – | -0.09 | |
| Wheat Futures Contracts (Chicago Board of Trade) | Derivative-commodity | US | $-2K | – | -0.01 | |
| WTI Crude Futures Contracts (New York Mercantile Exchange) | Derivative-commodity | US | $533.9 | – | 0.00 |
Address
Rydex Variable Trust
702 King Farm Blvd., Suite 200
Rockville
Maryland
20850
United States of America
Directors
Randall C. Barnes
Sandra G. Sponem
Ronald E. Toupin, Jr.
Angela Brock-Kyle
Thomas F. Lydon Jr.
Amy J. Lee
Ronald A. Nyberg
Transfer Agents
MUFG Investor Services (US), LLC
Pricing Services
ICE Data Services
Custodians
U.S. Bank N.A.
Shareholder Servicing Agents
MUFG Investor Services (US), LLC
Admins
MUFG Investor Services (US), LLC
Brokers
BOFA SECURITIES, INC.
BARCLAYS CAPITAL INC.
Instinet, LLC
BTIG, LLC