NPORT-P
false
0001064046
XXXXXXXX
S000003754
C000010423
Rydex Variable Trust
811-08821
0001064046
549300LJH0YR8RY3N305
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Inverse S&P 500 Strategy Fund
S000003754
549300ZPGJMLGINIMV44
2020-12-31
2020-03-31
N
7328765.54
14949.98
7313815.56
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
FED HOME LN DISCOUNT NT
N/A
Federal Home Loan Bank
313384WW5
200000.00000000
PA
USD
199975.55000000
2.734216475100
Long
DBT
USGSE
US
N
2
2020-05-15
None
0.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P 500 Index
N/A
-697.02800000
NC
USD
31058.00000000
0.424648389684
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P 500 Index
US78378X1072
Y
S&P 500 Index-Tenor Monthly
2020-04-28
0.00000000
USD
0.00000000
USD
-1801531.60000000
USD
31058.00000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
1759333.49000000
PA
USD
1759333.49000000
24.05493378342
Long
RA
CORP
US
N
2
Repurchase
Y
0.01000000
2020-04-01
1705411.96000000
USD
1794520.32000000
USD
UST
N
N
N
FANNIE DISCOUNT NOTE
N/A
Fannie Mae
313588VN2
300000.00000000
PA
USD
299995.00000000
4.101757797129
Long
DBT
USGSE
US
N
2
2020-04-13
None
0.00000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
121568.29790000
NS
USD
1187722.27000000
16.23943426322
Long
EC
RF
US
N
1
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
S&P 500 Index
N/A
-203.18450000
NC
USD
8545.76000000
0.116844073109
N/A
DE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
S&P 500 Index
US78378X1072
Y
S&P 500 Index-Tenor Monthly
2020-04-30
0.00000000
USD
0.00000000
USD
-525148.63000000
USD
8545.76000000
N
N
N
FARMER MAC
549300MS654K78GYF580
Farmer Mac
31422BFX3
100000.00000000
PA
USD
100000.00000000
1.367275386966
Long
DBT
USGSE
US
N
2
2020-09-01
Floating
0.23000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796TS8
9000.00000000
PA
USD
8999.60000000
0.123049315725
Long
DBT
UST
US
N
2
2020-04-30
None
0.00000000
N
N
N
N
N
N
FED HOME LN DISCOUNT NT
N/A
Federal Home Loan Bank
313384YW3
100000.00000000
PA
USD
99977.00000000
1.366960913627
Long
DBT
USGSE
US
N
2
2020-07-02
None
0.00000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
S&P 500 Index
N/A
-1246.40360000
NC
USD
56686.41000000
0.775059331684
N/A
DE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
S&P 500 Index
US78378X1072
Y
S&P 500 Index-Tenor Monthly
2020-04-29
0.00000000
USD
0.00000000
USD
-3221442.28000000
USD
56686.41000000
N
N
N
FED HOME LN DISCOUNT NT
N/A
Federal Home Loan Bank
313384VA4
200000.00000000
PA
USD
200000.00000000
2.734550773932
Long
DBT
USGSE
US
N
2
2020-04-01
None
0.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
N/A
S&P 500 Index Mini Futures Contracts
N/A
-1.00000000
NC
USD
610.66000000
0.008349403878
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
S&P 500 Index
US78378X1072
2020-06-19
-129235.66000000
USD
610.66000000
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
48844.78900000
NS
USD
1174717.18000000
16.06161886860
Long
EC
RF
US
N
1
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
676666.73000000
PA
USD
676666.73000000
9.251897651080
Long
RA
CORP
US
N
2
Repurchase
Y
0.00000000
2020-04-01
606274.26000000
USD
690206.25000000
USD
UST
N
N
N
2020-04-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO
XXXX