0001752724-21-190115.txt : 20210827 0001752724-21-190115.hdr.sgml : 20210827 20210827144045 ACCESSION NUMBER: 0001752724-21-190115 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: 211217948 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 S000003721 Government Long Bond 1.2x Strategy Fund C000010390 Variable Annuity NPORT-P 1 primary_doc.xml NPORT-P false 0001064046 XXXXXXXX S000003721 C000010390 Rydex Variable Trust 811-08821 0001064046 549300LJH0YR8RY3N305 702 King Farm Blvd., Suite 200 Rockville 20850 301-296-5100 Government Long Bond 1.2x Strategy Fund S000003721 54930051US1ACWPK2310 2021-12-31 2021-06-30 N 9829535.26 30616.81 9798918.45 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 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 N/A 254010.79000000 PA USD 254010.79000000 2.592232921379 Long RA CORP US N 2 Repurchase Y 0.03000000 2021-07-01 233999.34000000 USD 259092.00000000 USD UST N N N Chicago Board of Trade N/A N/A 40.00000000 NC USD 253045.62000000 2.582383160868 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 30yr 6.00% 2021-09-21 7448204.38000000 USD 253045.62000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 N/A 645190.17000000 PA USD 645190.17000000 6.584299821374 Long RA CORP US N 2 Repurchase Y 0.05000000 2021-07-01 659176.56000000 USD 658096.97000000 USD UST N N N TREASURY BILL 254900HROIFWPRGM1V77 912796J83 177000.00000000 PA USD 176992.47000000 1.806244953492 Long DBT UST US N 2 2021-08-03 None 0.00000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130A8QS5 160000.00000000 PA USD 160062.11000000 1.633467109831 Long DBT USGSE US N 2 2021-07-14 Fixed 1.12500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SX7 4100000.00000000 PA USD 4376750.00000000 44.66564368642 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 N/A 249030.18000000 PA USD 249030.18000000 2.541404760848 Long RA CORP US N 2 Repurchase Y 0.04000000 2021-07-01 244608.33000000 USD 254011.69000000 USD UST N N N FEDERAL FARM CREDIT BANK N/A 3133EMFK3 200000.00000000 PA USD 200024.82000000 2.041294873721 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 40169J523 135116.47680000 NS USD 1347111.27000000 13.74755057789 Long EC RF US N 1 N N N Guggenheim Partners Investment Management LLC N/A N/A 41063.13200000 NS USD 1026167.67000000 10.47225441497 Long EC RF US N 1 N N N FED HOME LN DISCOUNT NT 2549001DPIFGXC1TOL40 313385HQ2 612000.00000000 PA USD 611999.83000000 6.245585501326 Long DBT USGSE US N 2 2021-07-02 None 0.00000000 N N N N N N 2021-07-30 Rydex Variable Trust John Sullivan John Sullivan CFO