NPORT-P
false
0001064046
XXXXXXXX
S000003733
C000010402
Rydex Variable Trust
811-08821
0001064046
549300LJH0YR8RY3N305
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Strengthening Dollar 2x Strategy Fund
S000003733
549300X8NILLL6VH2458
2019-12-31
2019-12-31
N
1432032.37
20041.13
1411991.24
0
0
0
0
0
0
0
0
0
0
0
0
0
0
USD
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796WR6
54000.00000000
PA
USD
53922.53000000
3.818899754647
Long
DBT
UST
US
N
2
2020-02-04
None
0.00000000
N
N
N
N
N
N
ICE Futures US Currencies
N/A
U.S. Dollar Index Futures Contracts
N/A
22.00000000
NC
USD
-10319.65000000
-0.73085793365
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
DOLLAR INDEX SPOT
DXY
2020-03-16
2125509.65
USD
-10319.65
N
N
N
FARMER MAC
549300MS654K78GYF580
Farmer Mac
31422BFX3
100000.00000000
PA
USD
99999.77000000
7.082180623160
Long
DBT
USGSE
US
N
2
2020-09-01
Floating
1.73000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
13037.14900000
NS
USD
322539.07000000
22.84285205622
Long
EC
RF
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
U.S. Dollar Index
N/A
7415.36370000
NC
USD
-3842.78000000
-0.27215324650
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
0.00000000
USD
7415.36370000
USD
2020-03-18
-3842.78
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
125809.10000000
PA
USD
125809.10000000
8.910048195483
Long
RA
CORP
US
N
2
Repurchase
Y
1.40000000
2020-01-02
127242.19000000
USD
128325.56000000
USD
UST
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
390171.02000000
PA
USD
390171.02000000
27.63267993079
Long
RA
CORP
US
N
2
Repurchase
Y
1.53000000
2020-01-02
374156.43000000
USD
397974.45000000
USD
UST
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
32267.62070000
NS
USD
321062.83000000
22.73830183252
Long
EC
RF
US
N
1
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
125809.10000000
PA
USD
125809.10000000
8.910048195483
Long
RA
CORP
US
N
2
Repurchase
Y
1.50000000
2020-01-02
126537.63000000
USD
128325.81000000
USD
UST
N
N
N
2020-01-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO