NPORT-P
false
0001064046
XXXXXXXX
S000003754
C000010423
Rydex Variable Trust
811-08821
0001064046
549300LJH0YR8RY3N305
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Inverse S&P 500 Strategy Fund
S000003754
549300ZPGJMLGINIMV44
2019-12-31
2019-09-30
N
2630524.95
12307.34
2618217.61
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
BNP Paribas
R0MUWSFPU8MPRO8K5P83
S&P 500 Index
N/A
-108.39460000
NC
USD
881.22000000
0.033657248222
N/A
DE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
S&P 500 Index
US78378X1072
Y
S&P 500 Index-Tenor Monthly
2019-10-29
0.00000000
USD
0.00000000
USD
-322662.54000000
USD
881.22000000
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Bank of America Merrill Lynch
N/A
139239.29000000
PA
USD
139239.29000000
5.318094625450
Long
RA
CORP
US
N
2
Repurchase
Y
2.28000000
2019-10-01
141434.71000000
USD
142024.69000000
USD
UST
N
N
N
Farmer Mac
549300MS654K78GYF580
Farmer Mac
31422BFX3
100000.00000000
PA
USD
99999.73000000
3.819381919136
Long
DBT
USGSE
US
N
2
2020-09-01
Floating
1.98000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital
N/A
125315.36000000
PA
USD
125315.36000000
4.786285124711
Long
RA
CORP
US
N
2
Repurchase
Y
2.00000000
2019-10-01
107877.31000000
USD
127822.53000000
USD
UST
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
31359.50900000
NS
USD
778656.61000000
29.73995007237
Long
EC
RF
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P 500 Index
N/A
-468.65910000
NC
USD
402.13000000
0.015358921980
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P 500 Index
US78378X1072
Y
S&P 500 Index-Tenor Monthly
2019-10-28
0.00000000
USD
0.00000000
USD
-1395076.29000000
USD
402.13000000
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
S&P 500 Index
N/A
-203.18450000
NC
USD
178.60000000
0.006821434525
N/A
DE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
S&P 500 Index
US78378X1072
Y
S&P 500 Index-Tenor Monthly
2019-10-31
0.00000000
USD
0.00000000
USD
-604827.43000000
USD
178.60000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3136G4DR1
200000.00000000
PA
USD
199922.67000000
7.635830926979
Long
DBT
USGSE
US
N
2
2019-10-17
Fixed
1.10000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
78220.04090000
NS
USD
779071.61000000
29.75580055013
Long
EC
RF
US
N
1
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
JPMorgan Chase & Co.
N/A
433002.89000000
PA
USD
433002.89000000
16.53807874281
Long
RA
CORP
US
N
2
Repurchase
Y
2.35000000
2019-10-01
419929.68000000
USD
441663.25000000
USD
UST
N
N
N
U.S. Treasury Bills
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796ST7
70000.00000000
PA
USD
69822.10000000
2.666779863267
Long
DBT
UST
US
N
2
2019-11-21
None
0.00000000
N
N
N
N
N
N
2019-10-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO
XXXX