NPORT-P
false
0001064046
XXXXXXXX
S000003750
C000010419
Rydex Variable Trust
811-08821
0001064046
549300LJH0YR8RY3N305
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Japan 2x Strategy Fund
S000003750
5493000PFRZWXIS4EO85
2020-12-31
2020-03-31
N
1981009.92
4149.41
1976860.51
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
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
121694.69000000
PA
USD
121694.69000000
6.155957356849
Long
RA
CORP
US
N
2
Repurchase
Y
0.00000000
2020-04-01
109035.00000000
USD
124129.70000000
USD
UST
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
316406.20000000
PA
USD
316406.20000000
16.00548943132
Long
RA
CORP
US
N
2
Repurchase
Y
0.01000000
2020-04-01
306708.72000000
USD
322734.35000000
USD
UST
N
N
N
FED HOME LN DISCOUNT NT
N/A
Federal Home Loan Bank
313384YW3
100000.00000000
PA
USD
99977.00000000
5.057362393262
Long
DBT
USGSE
US
N
2
2020-07-02
None
0.00000000
N
N
N
N
N
N
FED HOME LN DISCOUNT NT
N/A
Federal Home Loan Bank
313384WW5
100000.00000000
PA
USD
99987.78000000
5.057907702349
Long
DBT
USGSE
US
N
2
2020-05-15
None
0.00000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
33227.30980000
NS
USD
324630.82000000
16.42153396043
Long
EC
RF
US
N
1
N
N
N
Chicago Mercantile Exchange
N/A
Japanese Yen Futures Contracts
N/A
30.00000000
NC
USD
58245.54000000
2.946365699823
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Japanese Yen
2020-06-15
3440504.46000000
USD
58245.54000000
N
N
N
Chicago Mercantile Exchange
N/A
Nikkei 225 (CME) Index Futures Contracts
N/A
37.00000000
NC
USD
-28488.06000000
-1.44107588046
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Nikkei 225
JP9010C00002
2020-06-11
3536088.06000000
USD
-28488.06000000
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796TS8
146000.00000000
PA
USD
145993.50000000
7.385118942964
Long
DBT
UST
US
N
2
2020-04-30
None
0.00000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
13365.58100000
NS
USD
321442.22000000
16.26023780504
Long
EC
RF
US
N
1
N
N
N
FARMER MAC
549300MS654K78GYF580
Farmer Mac
31422BFX3
75000.00000000
PA
USD
75000.00000000
3.793894390656
Long
DBT
USGSE
US
N
2
2020-09-01
Floating
0.23000000
N
N
N
N
N
N
2020-04-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO
XXXX