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
2021-12-31
2021-03-31
N
11997950.13
5672181.19
6325768.94
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
714809.63000000
PA
USD
714809.63000000
11.29996426964
Long
RA
CORP
US
N
2
Repurchase
Y
0.00500000
2021-04-01
729095.64000000
USD
729107.87000000
USD
UST
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SU3
-5650000.00000000
PA
USD
-5015257.82000000
-79.2829752014
Short
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
1722691.19000000
PA
USD
1722691.19000000
27.23291360054
Long
RA
CORP
US
N
2
Repurchase
Y
0.00500000
2021-04-01
1694159.67000000
USD
1757145.95000000
USD
UST
N
N
N
MIZUHO SECURITIES USA LLC
7TK5RJIZDFROZCA6XF66
Mizuho Securities USA LLC
N/A
4253100.54000000
PA
USD
4253100.54000000
67.23452248004
Long
RA
CORP
US
N
2
Repurchase
Y
-0.25000000
2021-04-01
4850000.00000000
USD
4338162.55000000
USD
UST
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
45031.17800000
NS
USD
1124878.83000000
17.78248368964
Long
EC
RF
US
N
1
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
783219.16000000
PA
USD
783219.16000000
12.38140639389
Long
RA
CORP
US
N
2
Repurchase
Y
0.01000000
2021-04-01
656607.61000000
USD
798885.33000000
USD
UST
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
9127962Q1
128000.00000000
PA
USD
127999.07000000
2.023454716953
Long
DBT
UST
US
N
2
2021-04-22
None
0.00000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
N/A
195865.15800000
NS
USD
1950816.97000000
30.83920687751
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
-8.00000000
NC
USD
30847.80000000
0.487652968241
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
US 30yr 6.00%
2021-06-21
-1487097.80000000
USD
30847.80000000
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
1314375.00000000
PA
USD
1314375.00000000
20.77810638464
Long
RA
CORP
US
N
2
Repurchase
Y
-0.25000000
2021-04-01
1500000.00000000
USD
1340662.50000000
USD
UST
N
N
N
2021-04-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO
XXXX