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
2020-06-30
N
3687963.26
112297.27
3575665.99
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
414850.16000000
PA
USD
414850.16000000
11.60203892534
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
405637.01000000
USD
423147.21000000
USD
UST
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
S&P 500 Index
N/A
-66.64750000
NC
USD
-1101.88000000
-0.03081607742
N/A
DE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
S&P 500 Index
US78378X1072
Y
S&P 500 Index-Tenor Monthly
2020-07-30
0.00000000
USD
0.00000000
USD
-206626.58000000
USD
-1101.88000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P 500 Index
N/A
-869.40710000
NC
USD
-79325.58000000
-2.21848405924
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P 500 Index
US78378X1072
Y
S&P 500 Index-Tenor Monthly
2020-07-28
0.00000000
USD
0.00000000
USD
-2695414.14000000
USD
-79325.58000000
N
N
N
FED HOME LN DISCOUNT NT
2549001DPIFGXC1TOL40
Federal Home Loan Bank
313384YW3
100000.00000000
PA
USD
99995.67000000
2.796560704485
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 Strategy Fund II
N/A
26646.90800000
NS
USD
658978.03000000
18.42951863633
Long
EC
RF
US
N
1
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
S&P 500 Index
N/A
-161.12630000
NC
USD
-8923.04000000
-0.24954903575
N/A
DE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
S&P 500 Index
US78378X1072
Y
S&P 500 Index-Tenor Monthly
2020-07-29
0.00000000
USD
0.00000000
USD
-499538.26000000
USD
-8923.04000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
1001702.07000000
PA
USD
1001702.07000000
28.01441949000
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
948824.71000000
USD
1021736.55000000
USD
UST
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
389959.16000000
PA
USD
389959.16000000
10.90591685830
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
369066.86000000
USD
397758.35000000
USD
UST
N
N
N
FARMER MAC
549300MS654K78GYF580
Farmer Mac
31422BFX3
100000.00000000
PA
USD
99999.99000000
2.796681521139
Long
DBT
USGSE
US
N
2
2020-09-01
Floating
0.23000000
N
N
N
N
N
N
Chicago Mercantile Exchange
N/A
S&P 500 Index Mini Futures Contracts
N/A
-1.00000000
NC
USD
-2279.24000000
-0.06374309027
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
S&P 500 Index
US78378X1072
2020-09-18
-151933.26000000
USD
-2279.24000000
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
101789.66690000
NS
USD
1009753.50000000
28.23959236751
Long
EC
RF
US
N
1
N
N
N
2020-07-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO