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
2019-12-31
N
4676520.12
2016881.05
2659639.07
0
0
0
0
0
0
0
0
0
0
0
0
0
0
USD
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796WR6
31000.00000000
PA
USD
30957.87000000
1.163987638367
Long
DBT
UST
US
N
2
2020-02-04
None
0.00000000
N
N
N
N
N
N
FARMER MAC
549300MS654K78GYF580
Farmer Mac
31422BFX3
125000.00000000
PA
USD
124999.71000000
4.699874934533
Long
DBT
USGSE
US
N
2
2020-09-01
Floating
1.73000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
58357.81600000
NS
USD
580660.27000000
21.83229583854
Long
EC
RF
US
N
1
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
21336.79500000
NS
USD
527872.31000000
19.84751675346
Long
EC
RF
US
N
1
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
279536.55000000
PA
USD
279536.55000000
10.51031898098
Long
RA
CORP
US
N
2
Repurchase
Y
1.40000000
2020-01-02
282720.75000000
USD
285127.89000000
USD
UST
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
866925.05000000
PA
USD
866925.05000000
32.59559012268
Long
RA
CORP
US
N
2
Repurchase
Y
1.53000000
2020-01-02
831342.08000000
USD
884263.56000000
USD
UST
N
N
N
MIZUHO SECURITIES USA LLC
7TK5RJIZDFROZCA6XF66
Mizuho Securities USA LLC
N/A
297344.15000000
PA
USD
297344.15000000
11.17986847741
Long
RA
CORP
US
N
2
Repurchase
Y
1.25000000
2020-01-02
300000.00000000
USD
303291.04000000
USD
UST
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury Ultra Long Bond Futures Contracts
N/A
-4.00000000
NC
USD
23266.68000000
0.874805918684
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
US 30yr 6.00%
2020-03-20
-750266.68
USD
23266.68
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
1680875.00000000
PA
USD
1680875.00000000
63.19936486720
Long
RA
CORP
US
N
2
Repurchase
Y
1.15000000
2020-01-02
1700000.00000000
USD
1714492.50000000
USD
UST
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
279536.55000000
PA
USD
279536.55000000
10.51031898098
Long
RA
CORP
US
N
2
Repurchase
Y
1.50000000
2020-01-02
281155.27000000
USD
285128.46000000
USD
UST
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SK5
-2000000.00000000
PA
USD
-2000000.00000000
-75.1981734123
Short
DBT
UST
US
N
2
2049-11-15
Fixed
2.37500000
N
N
N
N
N
N
2020-01-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO