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
2020-06-30
N
1476764.75
4420.79
1472343.96
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
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796WX3
209000.00000000
PA
USD
208984.35000000
14.19398969789
Long
DBT
UST
US
N
2
2020-07-23
None
0.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
N/A
Japanese Yen Futures Contracts
N/A
26.00000000
NC
USD
-5043.70000000
-0.34256261695
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Japanese Yen
2020-09-14
3017793.70000000
USD
-5043.70000000
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
159271.99000000
PA
USD
159271.99000000
10.81758028877
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
155734.82000000
USD
162457.45000000
USD
UST
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
149715.67000000
PA
USD
149715.67000000
10.16852543070
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
141694.56000000
USD
152709.98000000
USD
UST
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
6158.73800000
NS
USD
152305.59000000
10.34442997952
Long
EC
RF
US
N
1
N
N
N
Chicago Mercantile Exchange
N/A
Nikkei 225 (CME) Index Futures Contracts
N/A
27.00000000
NC
USD
-115570.85000000
-7.84944640245
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Nikkei 225
JP9010C00002
2020-09-10
3130795.85000000
USD
-115570.85000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
384580.02000000
PA
USD
384580.02000000
26.12025657374
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
364279.00000000
USD
392271.79000000
USD
UST
N
N
N
FARMER MAC
549300MS654K78GYF580
Farmer Mac
31422BFX3
75000.00000000
PA
USD
74999.99000000
5.093917728300
Long
DBT
USGSE
US
N
2
2020-09-01
Floating
0.23000000
N
N
N
N
N
N
FED HOME LN DISCOUNT NT
2549001DPIFGXC1TOL40
Federal Home Loan Bank
313384YW3
100000.00000000
PA
USD
99995.67000000
6.791597121096
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
24078.80680000
NS
USD
238861.76000000
16.22323088145
Long
EC
RF
US
N
1
N
N
N
2020-07-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO