NPORT-P
false
0001064046
XXXXXXXX
S000003745
C000010414
Rydex Variable Trust
811-08821
0001064046
549300LJH0YR8RY3N305
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Inverse Mid-Cap Strategy Fund
S000003745
549300EZ2VDGT5C02O57
2019-12-31
2019-12-31
N
299752.68
869.17
298883.51
0
0
0
0
0
0
0
0
0
0
0
0
0
0
USD
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
7297.82790000
NS
USD
72613.39000000
24.29487996845
Long
EC
RF
US
N
1
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
S&P MidCap 400 Index
N/A
-10.48160000
NC
USD
-23.93000000
-0.00800646378
N/A
DE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
S&P Midcap 400 Index
MID
Y
S&P MidCap 400 Index-Tenor Monthly
2020-01-31
0
USD
0
USD
-21623.75
USD
-23.93
N
N
N
FED FARM CRD DISCOUNT NT
N/A
Federal Farm Credit Bank
313312C81
20000.00000000
PA
USD
19798.93000000
6.624296536132
Long
DBT
USGSE
US
N
2
2020-08-21
None
0.00000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
2737.60100000
NS
USD
67728.25000000
22.66041709694
Long
EC
RF
US
N
1
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
25292.87000000
PA
USD
25292.87000000
8.462450805666
Long
RA
CORP
US
N
2
Repurchase
Y
1.40000000
2020-01-02
25580.98000000
USD
25798.78000000
USD
UST
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P MidCap 400 Index
N/A
-16.41260000
NC
USD
70.45000000
0.023571056161
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P Midcap 400 Index
MID
Y
S&P MidCap 400 Index-Tenor Monthly
2020-01-28
0
USD
0
USD
-33859.52
USD
70.45
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
25292.87000000
PA
USD
25292.87000000
8.462450805666
Long
RA
CORP
US
N
2
Repurchase
Y
1.50000000
2020-01-02
25439.33000000
USD
25798.83000000
USD
UST
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
S&P MidCap 400 Index
N/A
-101.86340000
NC
USD
438.48000000
0.146705985887
N/A
DE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
S&P Midcap 400 Index
MID
Y
S&P MidCap 400 Index-Tenor Monthly
2020-01-28
0
USD
0
USD
-210146.23
USD
438.48
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
78440.61000000
PA
USD
78440.61000000
26.24454256442
Long
RA
CORP
US
N
2
Repurchase
Y
1.53000000
2020-01-02
75221.01000000
USD
80009.42000000
USD
UST
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796WN5
10000.00000000
PA
USD
9995.11000000
3.344149029834
Long
DBT
UST
US
N
2
2020-01-14
None
0.00000000
N
N
N
N
N
N
2020-01-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO