J.P. Morgan Securities LLC

NPORT-P false 0001064046 XXXXXXXX S000003731 C000010400 Rydex Variable Trust 811-08821 0001064046 549300LJH0YR8RY3N305 702 King Farm Blvd., Suite 200 Rockville 20850 301-296-5100 Weakening Dollar 2x Strategy Fund S000003731 549300WRT3D10E9F5X60 2022-12-31 2022-09-30 N 285412.89 6077.01 279335.88 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.01000000 N U.S. Dollar Index US0RISPROX J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. Morgan Securities LLC N/A 74437.57000000 PA USD 74437.57000000 26.64805180057 Long RA CORP US N 2 Repurchase Y 2.97000000 2022-10-03 86021.83000000 USD 75926.32000000 USD UST N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Ultra Short Duration Fund - Institutional Class 40169J523 0.00490000 NS USD 0.05000000 0.000017899598 Long EC RF US N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 U.S. Dollar Index N/A -1132.25580000 NC USD 1793.78000000 0.642158823277 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1132.25580000 USD 0.00000000 USD 2022-12-23 1793.78000000 N N N ICE Futures US Currencies N/A U.S. Dollar Index Futures Contracts N/A -4.00000000 NC USD 7460.40000000 2.670763240296 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Short DOLLAR INDEX SPOT DXY 2022-12-19 -456080.40000000 USD 7460.40000000 N N N FREDDIE MAC DISCOUNT NT S6XOOCT0IEG5ABCC6L87 Freddie Mac 313397J36 100000.00000000 PA USD 99978.75000000 35.79158896451 Long DBT USGSE US N 2 2022-10-04 None 0.00000000 N N N N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 BofA Securities, Inc. N/A 28629.82000000 PA USD 28629.82000000 10.24924546033 Long RA CORP US N 2 Repurchase Y 2.91000000 2022-10-03 32820.24000000 USD 29202.47000000 USD UST N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 Fannie Mae 3135G0T78 40000.00000000 PA USD 39996.48000000 14.31841838577 Long DBT USGSE US N 2 2022-10-05 Fixed 2.00000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 U.S. Treasury Bills 912796YP8 14000.00000000 PA USD 13962.08000000 4.998312425886 Long DBT UST US N 2 2022-11-08 None 0.00000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 Barclays Capital, Inc. N/A 27782.40000000 PA USD 27782.40000000 9.945875911107 Long RA CORP US N 2 Repurchase Y 2.92000000 2022-10-03 23612.22000000 USD 28338.15000000 USD UST N N N 2022-10-31 Rydex Variable Trust Jim Howley Jim Howley CFO XXXX