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
2020-12-31
2020-06-30
N
6141422.40
2605824.61
3535597.79
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
MIZUHO SECURITIES USA LLC
7TK5RJIZDFROZCA6XF66
Mizuho Securities USA LLC
N/A
1328155.64000000
PA
USD
1328155.64000000
37.56523560899
Long
RA
CORP
US
N
2
Repurchase
Y
-0.10000000
2020-07-01
1400000.00000000
USD
1354718.75000000
USD
UST
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
537301.96000000
PA
USD
537301.96000000
15.19691978311
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
508515.68000000
USD
548048.00000000
USD
UST
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796WX3
35000.00000000
PA
USD
34997.38000000
0.989857502993
Long
DBT
UST
US
N
2
2020-07-23
None
0.00000000
N
N
N
N
N
N
FARMER MAC
549300MS654K78GYF580
Farmer Mac
31422BFX3
125000.00000000
PA
USD
124999.99000000
3.535469740182
Long
DBT
USGSE
US
N
2
2020-09-01
Floating
0.23000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
1144500.00000000
PA
USD
1144500.00000000
32.37076353076
Long
RA
CORP
US
N
2
Repurchase
Y
-0.10000000
2020-07-01
1200000.00000000
USD
1167390.00000000
USD
UST
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
1380186.78000000
PA
USD
1380186.78000000
39.03687189486
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
1307330.16000000
USD
1407791.12000000
USD
UST
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury Ultra Long Bond Futures Contracts
N/A
-6.00000000
NC
USD
-3385.14000000
-0.09574448794
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
US 30yr 6.00%
2020-09-21
-1305177.36000000
USD
-3385.14000000
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
571597.83000000
PA
USD
571597.83000000
16.16693594550
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
558903.57000000
USD
583029.85000000
USD
UST
N
N
N
FED HOME LN DISCOUNT NT
2549001DPIFGXC1TOL40
Federal Home Loan Bank
313384YW3
100000.00000000
PA
USD
99995.67000000
2.828253549734
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 Ultra Short Duration Fund - Institutional Class
40169J523
40070.61800000
NS
USD
397500.53000000
11.24280966359
Long
EC
RF
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SN9
-2700000.00000000
PA
USD
-2591578.13000000
-73.2995743274
Short
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
15757.31800000
NS
USD
389678.47000000
11.02157239440
Long
EC
RF
US
N
1
N
N
N
2020-07-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO