Barclays Capital, Inc.

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 2021-12-31 2021-12-31 N 13464472.36 41488.28 13422984.08 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 240751.24000000 USD N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 Barclays Capital, Inc. N/A 441848.36000000 PA USD 441848.36000000 3.291729747771 Long RA CORP US N 2 Repurchase Y 0.01000000 2022-01-03 393775.25000000 USD 450687.62000000 USD UST N N N TREASURY BILL 254900HROIFWPRGM1V77 U.S. Treasury Bills 912796K65 150000.00000000 PA USD 149999.95000000 1.117485866823 Long DBT UST US N 2 2022-01-06 None 0.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810TB4 5600000.00000000 PA USD 5582500.00000000 41.58911287332 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. Morgan Securities LLC N/A 1068375.66000000 PA USD 1068375.66000000 7.959300656490 Long RA CORP US N 2 Repurchase Y 0.05000000 2022-01-03 1090403.92000000 USD 1089744.37000000 USD UST N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 BofA Securities, Inc. N/A 401680.32000000 PA USD 401680.32000000 2.992481534702 Long RA CORP US N 2 Repurchase Y 0.02000000 2022-01-03 428248.72000000 USD 409714.11000000 USD UST N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Ultra Short Duration Fund - Institutional Class 40169J523 216608.95680000 NS USD 2150926.94000000 16.02420838153 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 53.00000000 NC USD 58547.01000000 0.436169853521 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 30yr 6.00% 2022-03-22 10387421.74000000 USD 58547.01000000 N N N Guggenheim Partners Investment Management LLC N/A Guggenheim Strategy Fund II N/A 57411.46200000 NS USD 1429545.40000000 10.64998208654 Long EC RF US N 1 N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 Fannie Mae 3135G0S38 1081000.00000000 PA USD 1081113.51000000 8.054196470446 Long DBT USGSE US N 2 2022-01-05 Fixed 2.00000000 N N N N N N 2022-01-31 Rydex Variable Trust John Sullivan John Sullivan CFO