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
2020-12-31
N
3877415.10
2005478.84
1871936.26
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
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
181933.89000000
PA
USD
181933.89000000
9.719021629507
Long
RA
CORP
US
N
2
Repurchase
Y
0.06000000
2021-01-04
137128.51000000
USD
185573.04000000
USD
UST
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796UC1
44000.00000000
PA
USD
43998.31000000
2.350417102343
Long
DBT
UST
US
N
2
2021-01-28
None
0.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
471635.97000000
PA
USD
471635.97000000
25.19508703784
Long
RA
CORP
US
N
2
Repurchase
Y
0.06000000
2021-01-04
450409.63000000
USD
481069.73000000
USD
UST
N
N
N
MIZUHO SECURITIES USA LLC
7TK5RJIZDFROZCA6XF66
Mizuho Securities USA LLC
N/A
1169708.73000000
PA
USD
1169708.73000000
62.48656831937
Long
RA
CORP
US
N
2
Repurchase
Y
-0.10000000
2021-01-04
1200000.00000000
USD
1193102.90000000
USD
UST
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SS8
-2000000.00000000
PA
USD
-1992187.51000000
-106.423896612
Short
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
20960.99700000
NS
USD
523186.49000000
27.94894789847
Long
EC
RF
US
N
1
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
196488.61000000
PA
USD
196488.61000000
10.49654382996
Long
RA
CORP
US
N
2
Repurchase
Y
0.06000000
2021-01-04
194602.05000000
USD
200419.27000000
USD
UST
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
50437.75100000
NS
USD
503368.75000000
26.89027189419
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
-4.00000000
NC
USD
3798.04000000
0.202893660492
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
US 30yr 6.00%
2021-03-22
-858298.04000000
USD
3798.04000000
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
487500.00000000
PA
USD
487500.00000000
26.04255339335
Long
RA
CORP
US
N
2
Repurchase
Y
-0.05000000
2021-01-04
500000.00000000
USD
497250.00000000
USD
UST
N
N
N
2021-02-01
Rydex Variable Trust
John Sullivan
John Sullivan
CFO