NPORT-P
false
0001064046
XXXXXXXX
S000003731
C000010400
Rydex Variable Trust
811-08821
0001064046
549300LJH0YR8RY3N305
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Weakening Dollar 2x Strategy Fund
S000003731
549300WRT3D10E9F5X60
2019-12-31
2019-12-31
N
593621.09
839.46
592781.63
0
0
0
0
0
0
0
0
0
0
0
0
0
0
USD
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796WR6
17000.00000000
PA
USD
16975.61000000
2.863720658820
Long
DBT
UST
US
N
2
2020-02-04
None
0.00000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
5141.98700000
NS
USD
127212.76000000
21.46030739852
Long
EC
RF
US
N
1
N
N
N
FARMER MAC
549300MS654K78GYF580
Farmer Mac
31422BFX3
50000.00000000
PA
USD
49999.88000000
8.434789047022
Long
DBT
USGSE
US
N
2
2020-09-01
Floating
1.73000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
47771.27000000
PA
USD
47771.27000000
8.058831040361
Long
RA
CORP
US
N
2
Repurchase
Y
1.40000000
2020-01-02
48315.43000000
USD
48726.80000000
USD
UST
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
U.S. Dollar Index
N/A
-2242.28470000
NC
USD
2433.56000000
0.410532289942
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2242.28470000
USD
0.00000000
USD
2020-03-18
2433.56
N
N
N
ICE Futures US Currencies
N/A
U.S. Dollar Index Futures Contracts
N/A
-10.00000000
NC
USD
7424.64000000
1.252508449021
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
DOLLAR INDEX SPOT
DXY
2020-03-16
-968874.64
USD
7424.64
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
148152.78000000
PA
USD
148152.78000000
24.99280890333
Long
RA
CORP
US
N
2
Repurchase
Y
1.53000000
2020-01-02
142071.84000000
USD
151115.84000000
USD
UST
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
15276.12990000
NS
USD
151997.49000000
25.64139681588
Long
EC
RF
US
N
1
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
47771.27000000
PA
USD
47771.27000000
8.058831040361
Long
RA
CORP
US
N
2
Repurchase
Y
1.50000000
2020-01-02
48047.90000000
USD
48726.90000000
USD
UST
N
N
N
2020-01-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO