NPORT-P
false
0001064046
XXXXXXXX
S000016688
C000046626
Rydex Variable Trust
811-08821
0001064046
549300LJH0YR8RY3N305
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
High Yield Strategy Fund
S000016688
549300T94NKQOIGT7F22
2019-12-31
2019-12-31
N
10719181.11
209428.18
10509752.93
0
0
0
0
0
0
0
0
0
0
0
0
0
0
USD
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796WR6
41000.00000000
PA
USD
40944.28000000
0.389583658842
Long
DBT
UST
US
N
2
2020-02-04
None
0.00000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
iShares iBoxx $ High Yield Corporate Bond ETF
N/A
7481.17950000
NC
USD
-336.64000000
-0.00320312001
N/A
DE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
Y
iShares iBoxx $ High Yield Corporate Bond ETF-Tenor Monthly
2020-01-28
0
USD
0
USD
657707.9
USD
-336.64
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CDX HY33 5% 12/20/2024
N/A
-9009000.00000000
OU
Swap
USD
869030.66000000
8.268801995519
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
MARKIT CDX.HY.33 5% 12/20/24
IBOXHYSE
Y
CDX HY33 5% 12/20/2024 - Tenor Quarterly
2024-12-20
668844.08
USD
0
USD
-9009000
USD
200186.58
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
3174276.36000000
PA
USD
3174276.36000000
30.20314921903
Long
RA
CORP
US
N
2
Repurchase
Y
1.53000000
2020-01-02
3043988.05000000
USD
3237761.93000000
USD
UST
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
1023532.85000000
PA
USD
1023532.85000000
9.738885935922
Long
RA
CORP
US
N
2
Repurchase
Y
1.50000000
2020-01-02
1029459.84000000
USD
1044007.81000000
USD
UST
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
1023532.85000000
PA
USD
1023532.85000000
9.738885935922
Long
RA
CORP
US
N
2
Repurchase
Y
1.40000000
2020-01-02
1035191.90000000
USD
1044005.74000000
USD
UST
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
246063.67320000
NS
USD
2448333.55000000
23.29582404369
Long
EC
RF
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
iShares iBoxx $ High Yield Corporate Bond ETF
N/A
4294.00000000
NC
USD
364.99000000
0.003472869461
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
Y
iShares iBoxx $ High Yield Corporate Bond ETF-Tenor Monthly
2020-01-29
0
USD
0
USD
377507.01
USD
364.99
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Bank
3133EKCY0
100000.00000000
PA
USD
100196.56000000
0.953367416602
Long
DBT
USGSE
US
N
2
2022-03-14
Floating
1.95000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
88978.66700000
NS
USD
2201332.22000000
20.94561341890
Long
EC
RF
US
N
1
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury 5 Year Note Futures Contracts
N/A
78.00000000
NC
USD
-16501.73000000
-0.15701349127
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
US 5yr 6%
2020-03-31
9268642.36
USD
-16501.73
N
N
N
SPDR Bloomberg Barclays High Y
549300NCLW2248PN7J24
SPDR Bloomberg Barclays High Yield Bond ETF
78468R622
15.00000000
NS
USD
1642.05000000
0.015624059013
Long
EC
RF
US
N
1
N
N
N
iShares iBoxx High Yield Corpo
N/A
iShares iBoxx High Yield Corporate Bond ETF
464288513
20.00000000
NS
USD
1758.30000000
0.016730174455
Long
EC
RF
US
N
1
N
N
N
2020-01-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO