NPORT-P
false
0001064046
XXXXXXXX
S000003746
C000010415
Rydex Variable Trust
811-08821
0001064046
549300LJH0YR8RY3N305
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Inverse Russell 2000 Strategy Fund
S000003746
549300R2K7KRZIBKK159
2020-12-31
2020-03-31
N
1962647.08
6943.12
1955703.96
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
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
31668.50590000
NS
USD
309401.30000000
15.82045679347
Long
EC
RF
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Russell 2000 Index
N/A
-1319.33780000
NC
USD
23707.84000000
1.212240731976
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Russell 2000 Index
RTY
Y
Russell 2000 Index-Tenor Monthly
2020-04-28
0.00000000
USD
0.00000000
USD
-1521332.38000000
USD
23707.84000000
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
171842.72000000
PA
USD
171842.72000000
8.786745004085
Long
RA
CORP
US
N
2
Repurchase
Y
0.00000000
2020-04-01
153966.22000000
USD
175281.15000000
USD
UST
N
N
N
FED HOME LN DISCOUNT NT
N/A
Federal Home Loan Bank
313384WW5
100000.00000000
PA
USD
99987.78000000
5.112623487248
Long
DBT
USGSE
US
N
2
2020-05-15
None
0.00000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
Russell 2000 Index
N/A
-74.37710000
NC
USD
2024.24000000
0.103504417918
N/A
DE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
Russell 2000 Index
RTY
Y
Russell 2000 Index-Tenor Monthly
2020-04-29
0.00000000
USD
0.00000000
USD
-85764.46000000
USD
2024.24000000
N
N
N
FED HOME LN DISCOUNT NT
N/A
Federal Home Loan Bank
313384VA4
100000.00000000
PA
USD
100000.00000000
5.113248326193
Long
DBT
USGSE
US
N
2
2020-04-01
None
0.00000000
N
N
N
N
N
N
FANNIE DISCOUNT NOTE
N/A
Fannie Mae
313588VN2
100000.00000000
PA
USD
99998.33000000
5.113162934946
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 Strategy Fund II
N/A
12681.80200000
NS
USD
304997.34000000
15.59527138248
Long
EC
RF
US
N
1
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796TS8
5000.00000000
PA
USD
4999.78000000
0.255651167163
Long
DBT
UST
US
N
2
2020-04-30
None
0.00000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
Russell 2000 Index
N/A
-190.95860000
NC
USD
995.98000000
0.050926930679
N/A
DE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Russell 2000 Index
RTY
Y
Russell 2000 Index-Tenor Monthly
2020-04-30
0.00000000
USD
0.00000000
USD
-220194.93000000
USD
995.98000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
446791.05000000
PA
USD
446791.05000000
22.84553588570
Long
RA
CORP
US
N
2
Repurchase
Y
0.01000000
2020-04-01
433097.42000000
USD
455726.91000000
USD
UST
N
N
N
FED FARM CRD DISCOUNT NT
N/A
Federal Farm Credit Bank
313312C81
53000.00000000
PA
USD
52977.00000000
2.708845565767
Long
DBT
USGSE
US
N
2
2020-08-21
None
0.00000000
N
N
N
N
N
N
2020-04-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO
XXXX