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
2020-06-30
N
1989312.32
83905.01
1905407.31
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
Chicago Mercantile Exchange
N/A
Russell 2000 Index Mini Futures Contracts
N/A
-4.00000000
NC
USD
625.71000000
0.032838648026
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
Russell 2000 Index
RTY
2020-09-18
-287905.71000000
USD
625.71000000
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
264414.62000000
PA
USD
264414.62000000
13.87706547635
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
258542.40000000
USD
269702.94000000
USD
UST
N
N
N
FED HOME LN DISCOUNT NT
2549001DPIFGXC1TOL40
Federal Home Loan Bank
313384YW3
192000.00000000
PA
USD
191999.63000000
10.07656625396
Long
DBT
USGSE
US
N
2
2020-07-02
None
0.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
638458.62000000
PA
USD
638458.62000000
33.50772386823
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
604755.98000000
USD
651228.07000000
USD
UST
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
7666.59300000
NS
USD
189594.84000000
9.950357543238
Long
EC
RF
US
N
1
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
Russell 2000 Index
N/A
-30.55850000
NC
USD
-856.88000000
-0.04497096214
N/A
DE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Russell 2000 Index
RTY
Y
Russell 2000 Index-Tenor Monthly
2020-07-30
0.00000000
USD
0.00000000
USD
-44045.95000000
USD
-856.88000000
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
Russell 2000 Index
N/A
-283.72280000
NC
USD
-16316.15000000
-0.85630772561
N/A
DE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
Russell 2000 Index
RTY
Y
Russell 2000 Index-Tenor Monthly
2020-07-29
0.00000000
USD
0.00000000
USD
-408948.11000000
USD
-16316.15000000
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
248549.74000000
PA
USD
248549.74000000
13.04444140082
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
235233.54000000
USD
253520.74000000
USD
UST
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Russell 2000 Index
N/A
-729.39820000
NC
USD
-40872.54000000
-2.14508151540
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Russell 2000 Index
RTY
Y
Russell 2000 Index-Tenor Monthly
2020-07-28
0.00000000
USD
0.00000000
USD
-1051329.04000000
USD
-40872.54000000
N
N
N
FED FARM CRD DISCOUNT NT
N/A
Federal Farm Credit Bank
313312C81
53000.00000000
PA
USD
52988.74000000
2.780966553550
Long
DBT
USGSE
US
N
2
2020-08-21
None
0.00000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
35055.30690000
NS
USD
347748.64000000
18.25061960111
Long
EC
RF
US
N
1
N
N
N
2020-07-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO