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
2021-12-31
N
9542553.78
4613196.25
4929357.53
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
0.02000000
USD
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
478467.28000000
PA
USD
478467.28000000
9.706483595236
Long
RA
CORP
US
N
2
Repurchase
Y
0.02000000
2022-01-03
510114.61000000
USD
488036.85000000
USD
UST
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796K65
26000.00000000
PA
USD
25999.99000000
0.527451901018
Long
DBT
UST
US
N
2
2022-01-06
None
0.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
1272611.00000000
PA
USD
1272611.00000000
25.81697497604
Long
RA
CORP
US
N
2
Repurchase
Y
0.05000000
2022-01-03
1298850.28000000
USD
1298064.65000000
USD
UST
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Bank
3133EMRJ3
100000.00000000
PA
USD
100018.30000000
2.029033183153
Long
DBT
USGSE
US
N
2
2023-02-17
Floating
0.10000000
N
N
N
N
N
N
MIZUHO SECURITIES USA LLC
7TK5RJIZDFROZCA6XF66
Mizuho Securities USA LLC
N/A
3309504.49000000
PA
USD
3309504.49000000
67.13865792567
Long
RA
CORP
US
N
2
Repurchase
Y
-0.15000000
2022-01-03
3400000.00000000
USD
3375694.58000000
USD
UST
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury Ultra Long Bond Futures Contracts
N/A
-4.00000000
NC
USD
8460.04000000
0.171625611421
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
US 30yr 6.00%
2022-03-22
-796835.04000000
USD
8460.04000000
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
53544.59200000
NS
USD
1333260.34000000
27.04734505228
Long
EC
RF
US
N
1
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
526314.01000000
PA
USD
526314.01000000
10.67713199533
Long
RA
CORP
US
N
2
Repurchase
Y
0.01000000
2022-01-03
469051.03000000
USD
536843.02000000
USD
UST
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
133731.23900000
NS
USD
1327951.20000000
26.93964054987
Long
EC
RF
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TB4
-4600000.00000000
PA
USD
-4585625.00000000
-93.0268289952
Short
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
1170000.00000000
PA
USD
1170000.00000000
23.73534467482
Long
RA
CORP
US
N
2
Repurchase
Y
-0.15000000
2022-01-03
1200000.00000000
USD
1193400.00000000
USD
UST
N
N
N
2022-01-31
Rydex Variable Trust
John Sullivan
John Sullivan
CFO