NPORT-P
false
0001064046
XXXXXXXX
S000003735
C000010404
Rydex Variable Trust
811-08821
0001064046
549300LJH0YR8RY3N305
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Inverse Government Long Bond Strategy Fund
S000003735
549300YHH0I2FKPD4805
2019-12-31
2019-09-30
N
3191058.12
938601.51
2252456.61
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
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SJ8
-900000.00000000
PA
USD
-926578.13000000
-41.1363364730
Short
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury Ultra Long Bond Futures Contracts
N/A
-8.00000000
NC
USD
27461.00000000
1.219157779913
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
US 30yr 6.00%
2019-12-19
-1564211.00000000
USD
27461.00000000
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital
N/A
76365.25000000
PA
USD
76365.25000000
3.390309480811
Long
RA
CORP
US
N
2
Repurchase
Y
2.00000000
2019-10-01
65738.77000000
USD
77893.08000000
USD
UST
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3136G4DR1
300000.00000000
PA
USD
299884.01000000
13.31364203282
Long
DBT
USGSE
US
N
2
2019-10-17
Fixed
1.10000000
N
N
N
N
N
N
MIZUHO SECURITIES USA LLC
7TK5RJIZDFROZCA6XF66
Mizuho Financial Group, Inc.
N/A
504672.18000000
PA
USD
504672.18000000
22.40541184054
Long
RA
CORP
US
N
2
Repurchase
Y
1.90000000
2019-10-01
500000.00000000
USD
514765.63000000
USD
UST
N
N
N
FED HOME LN DISCOUNT NT
N/A
Federal Home Loan Bank
313384ML0
100000.00000000
PA
USD
99994.67000000
4.439360543331
Long
DBT
USGSE
US
N
2
2019-10-02
None
0.00000000
N
N
N
N
N
N
FARMER MAC
549300MS654K78GYF580
Farmer Mac
31422BFX3
125000.00000000
PA
USD
124999.66000000
5.549481372695
Long
DBT
USGSE
US
N
2
2020-09-01
Floating
1.98000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Bank of America Merrill Lynch
N/A
84850.28000000
PA
USD
84850.28000000
3.767010632892
Long
RA
CORP
US
N
2
Repurchase
Y
2.28000000
2019-10-01
86188.14000000
USD
86547.66000000
USD
UST
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796WB1
49000.00000000
PA
USD
48928.83000000
2.172242953883
Long
DBT
UST
US
N
2
2019-10-29
None
0.00000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
55960.29400000
NS
USD
557364.53000000
24.74473992198
Long
EC
RF
US
N
1
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
JPMorgan Chase & Co.
N/A
263865.29000000
PA
USD
263865.29000000
11.71455595763
Long
RA
CORP
US
N
2
Repurchase
Y
2.35000000
2019-10-01
255898.68000000
USD
269142.78000000
USD
UST
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
29176.74600000
NS
USD
724458.60000000
32.16304353139
Long
EC
RF
US
N
1
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital
N/A
402500.00000000
PA
USD
402500.00000000
17.86937862478
Long
RA
CORP
US
N
2
Repurchase
Y
1.65000000
2019-10-01
400000.00000000
USD
410550.00000000
USD
UST
N
N
N
2019-10-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO
XXXX