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
2019-12-31
2019-09-30
N
11989082.46
48640.93
11940441.53
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
Barclays Capital
N/A
664259.75000000
PA
USD
664259.75000000
5.563108770568
Long
RA
CORP
US
N
2
Repurchase
Y
2.00000000
2019-10-01
571825.80000000
USD
677549.53000000
USD
UST
N
N
N
FED HOME LN DISCOUNT NT
N/A
Federal Home Loan Bank
313384MN6
1100000.00000000
PA
USD
1099821.25000000
9.210892639411
Long
DBT
USGSE
US
N
2
2019-10-04
None
0.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SJ8
2900000.00000000
PA
USD
2985640.63000000
25.00444076962
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
JPMorgan Chase & Co.
N/A
2295220.63000000
PA
USD
2295220.63000000
19.22224252958
Long
RA
CORP
US
N
2
Repurchase
Y
2.35000000
2019-10-01
2225923.41000000
USD
2341126.65000000
USD
UST
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Bank of America Merrill Lynch
N/A
738066.39000000
PA
USD
738066.39000000
6.181231976603
Long
RA
CORP
US
N
2
Repurchase
Y
2.28000000
2019-10-01
749703.67000000
USD
752830.96000000
USD
UST
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796WB1
392000.00000000
PA
USD
391430.62000000
3.278192175863
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 Strategy Fund II
N/A
70631.57600000
NS
USD
1753782.03000000
14.68774856937
Long
EC
RF
US
N
1
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
172592.21180000
NS
USD
1719018.43000000
14.39660690671
Long
EC
RF
US
N
1
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury Ultra Long Bond Futures Contracts
N/A
65.00000000
NC
USD
-121189.83000000
-1.01495266900
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
US 30yr 6.00%
2019-12-19
12607283.58000000
USD
-121189.83000000
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3136G4DR1
300000.00000000
PA
USD
299884.01000000
2.511498500675
Long
DBT
USGSE
US
N
2
2019-10-17
Fixed
1.10000000
N
N
N
N
N
N
2019-10-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO
XXXX