0001752724-21-190082.txt : 20210827
0001752724-21-190082.hdr.sgml : 20210827
20210827143915
ACCESSION NUMBER: 0001752724-21-190082
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210827
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: RYDEX VARIABLE TRUST
CENTRAL INDEX KEY: 0001064046
IRS NUMBER: 000000000
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08821
FILM NUMBER: 211217903
BUSINESS ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
BUSINESS PHONE: 301-296-5100
MAIL ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
0001064046
S000011813
Russell 2000(R) 2x Strategy Fund
C000032290
Variable Annuity
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001064046
XXXXXXXX
S000011813
C000032290
Rydex Variable Trust
811-08821
0001064046
549300LJH0YR8RY3N305
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Russell 2000 2x Strategy Fund
S000011813
5493003Y5L8MOKY2XN94
2021-12-31
2021-06-30
N
8678883.30
781425.76
7897457.54
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
0.00000000
USD
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
24283.42800000
NS
USD
606842.87000000
7.684028270191
Long
EC
RF
US
N
1
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
166571.98590000
NS
USD
1660722.70000000
21.02857396305
Long
EC
RF
US
N
1
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
Russell 2000 Index
N/A
239.62650000
NC
USD
14683.59000000
0.185928065147
N/A
DE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
Russell 2000 Index
RTY
Y
Russell 2000 Index-Tenor Monthly
2021-07-15
0.00000000
USD
0.00000000
USD
553668.77000000
USD
14683.59000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
2771734.08000000
PA
USD
2771734.08000000
35.09653665070
Long
RA
CORP
US
N
2
Repurchase
Y
0.05000000
2021-07-01
2831819.57000000
USD
2827181.62000000
USD
UST
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796J59
350000.00000000
PA
USD
349917.82000000
4.430765448597
Long
DBT
UST
US
N
2
2021-12-09
None
0.00000000
N
N
N
N
N
N
First American Funds
N/A
First American Government Obligations Fund
N/A
381312.00000000
NS
USD
381312.00000000
4.828288066997
Long
STIV
RF
US
N
1
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AFL54
50000.00000000
PA
USD
50952.25000000
0.645172826089
Long
DBT
USGSE
US
N
2
2030-12-24
Fixed
4.00000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
1091229.20000000
PA
USD
1091229.20000000
13.81747473124
Long
RA
CORP
US
N
2
Repurchase
Y
0.03000000
2021-07-01
1005260.12000000
USD
1113058.08000000
USD
UST
N
N
N
Chicago Mercantile Exchange
N/A
Russell 2000 Index Mini Futures Contracts
N/A
35.00000000
NC
USD
37470.30000000
0.474460290672
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Russell 2000 Index
RTY
2021-09-17
3997679.70000000
USD
37470.30000000
N
N
N
Tobira Therapeutics Inc
N/A
Tobira Therapeutics, Inc.
N/A
7.00000000
NS
USD
0.00000000
0.000000
Long
CORP
IE
N
3
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Russell 2000 Index
N/A
4433.01430000
NC
USD
91811.07000000
1.162539583593
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Russell 2000 Index
RTY
Y
Russell 2000 Index-Tenor Monthly
2021-07-15
0.00000000
USD
0.00000000
USD
10242696.76000000
USD
91811.07000000
N
N
N
Vanguard Russell 2000 ETF
N/A
Vanguard Russell 2000 ETF
92206C664
3515.00000000
NS
USD
325383.55000000
4.120105088909
Long
EC
RF
US
N
1
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
1069832.54000000
PA
USD
1069832.54000000
13.54654373994
Long
RA
CORP
US
N
2
Repurchase
Y
0.04000000
2021-07-01
1050836.31000000
USD
1091233.08000000
USD
UST
N
N
N
Nexstar Media Group Inc
N/A
Nexstar Media Group, Inc.
N/A
207.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
Omthera Pharmaceuticals Inc
N/A
Omthera Pharmaceuticals, Inc.
N/A
10.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AEX88
50000.00000000
PA
USD
50408.03000000
0.638281747571
Long
DBT
USGSE
US
N
2
2033-09-21
Fixed
3.98000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796J83
229000.00000000
PA
USD
228990.26000000
2.899544047437
Long
DBT
UST
US
N
2
2021-08-03
None
0.00000000
N
N
N
N
N
N
iShares Russell 2000 ETF
549300O80OAR5VTWR172
iShares Russell 2000 Index ETF
464287655
1420.00000000
NS
USD
325705.40000000
4.124180451117
Long
EC
RF
US
N
1
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
Russell 2000 Index
N/A
145.08910000
NC
USD
15205.22000000
0.192533102241
N/A
DE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Russell 2000 Index
RTY
Y
Russell 2000 Index-Tenor Monthly
2021-07-14
0.00000000
USD
0.00000000
USD
335235.47000000
USD
15205.22000000
N
N
N
2021-07-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO