0001752724-21-190112.txt : 20210827 0001752724-21-190112.hdr.sgml : 20210827 20210827144043 ACCESSION NUMBER: 0001752724-21-190112 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: 211217944 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 S000003750 Japan 2x Strategy Fund C000010419 Variable Annuity NPORT-P 1 primary_doc.xml NPORT-P false 0001064046 XXXXXXXX S000003750 C000010419 Rydex Variable Trust 811-08821 0001064046 549300LJH0YR8RY3N305 702 King Farm Blvd., Suite 200 Rockville 20850 301-296-5100 Japan 2x Strategy Fund S000003750 5493000PFRZWXIS4EO85 2021-12-31 2021-06-30 N 2664636.08 9206.23 2655429.85 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 Chicago Mercantile Exchange N/A Japanese Yen Futures Contracts N/A 46.00000000 NC USD -71442.47000000 -2.69042957395 N/A DFE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A Japanese Yen 2021-09-13 5250754.97000000 USD -71442.47000000 N N N Chicago Mercantile Exchange N/A Nikkei 225 (CME) Index Futures Contracts N/A 36.00000000 NC USD -32195.30000000 -1.21243270651 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Nikkei 225 JP9010C00002 2021-09-09 5212595.30000000 USD -32195.30000000 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Strategy Fund II N/A 24655.37400000 NS USD 616137.80000000 23.20294019440 Long EC RF US N 1 N N N TREASURY BILL 254900HROIFWPRGM1V77 U.S. Treasury Bills 912796J83 335000.00000000 PA USD 334985.75000000 12.61512331045 Long DBT UST US N 2 2021-08-03 None 0.00000000 N N N N N N FEDERAL FARM CREDIT BANK N/A Federal Farm Credit Bank 3133EMFK3 150000.00000000 PA USD 150018.61000000 5.649503789377 Long DBT USGSE US N 2 2021-11-02 Fixed 0.12500000 N N N N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Ultra Short Duration Fund - Institutional Class 40169J523 61612.49780000 NS USD 614276.60000000 23.13284984726 Long EC RF US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. Morgan Securities LLC N/A 557041.04000000 PA USD 557041.04000000 20.97743384183 Long RA CORP US N 2 Repurchase Y 0.05000000 2021-07-01 569116.54000000 USD 568184.44000000 USD UST N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 Barclays Capital, Inc. N/A 219306.55000000 PA USD 219306.55000000 8.258796593704 Long RA CORP US N 2 Repurchase Y 0.03000000 2021-07-01 202029.17000000 USD 223693.54000000 USD UST N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 BofA Securities, Inc. N/A 215006.42000000 PA USD 215006.42000000 8.096859346519 Long RA CORP US N 2 Repurchase Y 0.04000000 2021-07-01 211188.71000000 USD 219307.33000000 USD UST N N N 2021-07-30 Rydex Variable Trust John Sullivan John Sullivan CFO