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
2019-12-31
N
1873636.53
11787.83
1861848.7
0
0
0
0
0
0
0
0
0
0
0
0
0
0
USD
N
FARMER MAC
549300MS654K78GYF580
Farmer Mac
31422BFX3
100000.00000000
PA
USD
99999.77000000
5.370993357301
Long
DBT
USGSE
US
N
2
2020-09-01
Floating
1.73000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
S&P 500 Index
N/A
-203.18450000
NC
USD
-1928.44000000
-0.10357662252
N/A
DE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
S&P 500 Index
US78378X1072
Y
S&P 500 Index-Tenor Monthly
2020-01-31
0
USD
0
USD
-656444.42
USD
-1928.44
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
164217.49000000
PA
USD
164217.49000000
8.820130765727
Long
RA
CORP
US
N
2
Repurchase
Y
1.40000000
2020-01-02
166088.09000000
USD
167502.20000000
USD
UST
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796WR6
7000.00000000
PA
USD
6989.96000000
0.375431150769
Long
DBT
UST
US
N
2
2020-02-04
None
0.00000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
164217.49000000
PA
USD
164217.49000000
8.820130765727
Long
RA
CORP
US
N
2
Repurchase
Y
1.50000000
2020-01-02
165168.43000000
USD
167502.53000000
USD
UST
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P 500 Index
N/A
-231.33040000
NC
USD
1392.02000000
0.074765473692
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P 500 Index
US78378X1072
Y
S&P 500 Index-Tenor Monthly
2020-01-28
0
USD
0
USD
-747377.63
USD
1392.02
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
16264.28600000
NS
USD
402378.44000000
21.61176899068
Long
EC
RF
US
N
1
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
509286.73000000
PA
USD
509286.73000000
27.35381935170
Long
RA
CORP
US
N
2
Repurchase
Y
1.53000000
2020-01-02
488383.03000000
USD
519472.47000000
USD
UST
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796WN5
70000.00000000
PA
USD
69965.76000000
3.757864965074
Long
DBT
UST
US
N
2
2020-01-14
None
0.00000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
45516.80990000
NS
USD
452892.26000000
24.32486914753
Long
EC
RF
US
N
1
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
S&P 500 Index
N/A
-108.83510000
NC
USD
993.80000000
0.053377054752
N/A
DE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
S&P 500 Index
US78378X1072
Y
S&P 500 Index-Tenor Monthly
2020-01-28
0
USD
0
USD
-351622.26
USD
993.8
N
N
N
2020-01-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO