NPORT-P
false
0001064046
XXXXXXXX
S000003734
C000010403
Rydex Variable Trust
811-08821
0001064046
549300LJH0YR8RY3N305
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Commodities Strategy Fund
S000003734
549300SFKL5J953D6X96
2019-12-31
2019-12-31
N
3115271.64
10969.66
3104301.98
0
540142.88
0
0
0
0
0
0
0
0
0
0
0
0
USD
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
859037.34000000
PA
USD
859037.34000000
27.67247985326
Long
RA
CORP
US
N
2
Repurchase
Y
1.53000000
2020-01-02
823778.12000000
USD
876218.10000000
USD
UST
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
79213.88700000
NS
USD
788178.18000000
25.38986815966
Long
EC
RF
US
N
1
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
276993.19000000
PA
USD
276993.19000000
8.922881594141
Long
RA
CORP
US
N
2
Repurchase
Y
1.50000000
2020-01-02
278597.18000000
USD
282534.22000000
USD
UST
N
N
N
Chicago Mercantile Exchange
N/A
Goldman Sachs Commodity Index Futures Contracts
N/A
28.00000000
NC
USD
101008.29000000
3.253816498870
N/A
DCO
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
S&P GSCI Index Spot CME
SPGSCI
2020-01-16
2950991.71
USD
101008.29
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
30269.19700000
NS
USD
748859.93000000
24.12329518277
Long
EC
RF
US
N
1
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796WR6
184000.00000000
PA
USD
183736.02000000
5.918754721149
Long
DBT
UST
US
N
2
2020-02-04
None
0.00000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
276993.19000000
PA
USD
276993.19000000
8.922881594141
Long
RA
CORP
US
N
2
Repurchase
Y
1.40000000
2020-01-02
280148.42000000
USD
282533.66000000
USD
UST
N
N
N
2020-01-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO