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
2020-12-31
2020-06-30
N
37437575.84
105432.78
37332143.06
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
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
378148.68580000
NS
USD
3751234.96000000
10.04827114792
Long
EC
RF
US
N
1
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
5550314.31000000
PA
USD
5550314.31000000
14.86738733717
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
5257327.04000000
USD
5661323.05000000
USD
UST
N
N
N
FED HOME LN DISCOUNT NT
2549001DPIFGXC1TOL40
Federal Home Loan Bank
313384YV5
100000.00000000
PA
USD
100000.00000000
0.267865683036
Long
DBT
USGSE
US
N
2
2020-07-01
None
0.00000000
N
N
N
N
N
N
TVA DISCOUNT NOTE
549300HE1ISW43LNKM54
Tennessee Valley Authority
880592ZC7
1018000.00000000
PA
USD
1017980.21000000
2.726819642697
Long
DBT
USGA
US
N
2
2020-07-08
None
0.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SN9
15000000.00000000
PA
USD
14397656.25000000
38.56638025537
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
FREDDIE MAC DISCOUNT NT
S6XOOCT0IEG5ABCC6L87
Freddie Mac
313396YW7
300000.00000000
PA
USD
299999.58000000
0.803595924074
Long
DBT
USGSE
US
N
2
2020-07-02
None
0.00000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
149283.44400000
NS
USD
3691779.57000000
9.889010561399
Long
EC
RF
US
N
1
N
N
N
FED FARM CRD DISCOUNT NT
N/A
Federal Farm Credit
313312ZC7
100000.00000000
PA
USD
99998.06000000
0.267860486442
Long
DBT
USGSE
US
N
2
2020-07-08
None
0.00000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796WX3
625000.00000000
PA
USD
624953.21000000
1.674035184627
Long
DBT
UST
US
N
2
2020-07-23
None
0.00000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
2160718.22000000
PA
USD
2160718.22000000
5.787822618506
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
2044956.44000000
USD
2203932.60000000
USD
UST
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
2298636.41000000
PA
USD
2298636.41000000
6.157258120182
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
2247587.42000000
USD
2344609.38000000
USD
UST
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury Ultra Long Bond Futures Contracts
N/A
144.00000000
NC
USD
-96991.51000000
-0.25980697074
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
US 30yr 6.00%
2020-09-21
31502491.51000000
USD
-96991.51000000
N
N
N
2020-07-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO