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
2020-12-31
2020-03-31
N
2782043.52
15874.70
2766168.82
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
FARMER MAC
549300MS654K78GYF580
Farmer Mac
31422BFX3
100000.00000000
PA
USD
100000.00000000
3.615108350472
Long
DBT
USGSE
US
N
2
2020-09-01
Floating
0.23000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
23540.36500000
NS
USD
566145.78000000
20.46678336863
Long
EC
RF
US
N
1
N
N
N
FED HOME LN DISCOUNT NT
N/A
Federal Home Loan Bank
313384WG0
100000.00000000
PA
USD
99991.67000000
3.614807211947
Long
DBT
USGSE
US
N
2
2020-05-01
None
0.00000000
N
N
N
N
N
N
FED FARM CRD DISCOUNT NT
N/A
Federal Farm Credit
313312VN7
50000.00000000
PA
USD
49998.33000000
1.807493802927
Long
DBT
USGSE
US
N
2
2020-04-13
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
3.614276875552
Long
DBT
USGSE
US
N
2
2020-07-02
None
0.00000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
66858.51370000
NS
USD
653207.68000000
23.61416538561
Long
EC
RF
US
N
1
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796TS8
55000.00000000
PA
USD
54997.55000000
1.988221022605
Long
DBT
UST
US
N
2
2020-04-30
None
0.00000000
N
N
N
N
N
N
ICE Futures US Currencies
N/A
U.S. Dollar Index Futures Contracts
N/A
49.00000000
NC
USD
39646.28000000
1.433255978931
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
DOLLAR INDEX SPOT
DXY
2020-06-15
4809883.72000000
USD
39646.28000000
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
152656.26000000
PA
USD
152656.26000000
5.518689202779
Long
RA
CORP
US
N
2
Repurchase
Y
0.00000000
2020-04-01
136775.69000000
USD
155710.78000000
USD
UST
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
396906.28000000
PA
USD
396906.28000000
14.34859207183
Long
RA
CORP
US
N
2
Repurchase
Y
0.01000000
2020-04-01
384741.56000000
USD
404844.44000000
USD
UST
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
U.S. Dollar Index
N/A
5737.69130000
NC
USD
10700.31000000
0.386827800336
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
0.00000000
USD
5737.69130000
USD
2020-06-19
10700.31000000
N
N
N
FANNIE DISCOUNT NOTE
N/A
Fannie Mae
313588VN2
150000.00000000
PA
USD
149997.50000000
5.422572148000
Long
DBT
USGSE
US
N
2
2020-04-13
None
0.00000000
N
N
N
N
N
N
2020-04-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO
XXXX