NPORT-P
false
0001064046
XXXXXXXX
S000003745
C000010414
Rydex Variable Trust
811-08821
0001064046
549300LJH0YR8RY3N305
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Inverse Mid-Cap Strategy Fund
S000003745
549300EZ2VDGT5C02O57
2020-12-31
2020-06-30
N
311257.63
11024.50
300233.13
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
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
2030.71500000
NS
USD
50219.58000000
16.72686155588
Long
EC
RF
US
N
1
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
35661.15000000
PA
USD
35661.15000000
11.87781974627
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
34869.17000000
USD
36374.38000000
USD
UST
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
7608.58290000
NS
USD
75477.14000000
25.13951075286
Long
EC
RF
US
N
1
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
S&P MidCap 400 Index
N/A
-45.56340000
NC
USD
-1329.16000000
-0.44270930393
N/A
DE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
S&P Midcap 400 Index
MID
Y
S&P MidCap 400 Index-Tenor Monthly
2020-07-30
0.00000000
USD
0.00000000
USD
-81249.11000000
USD
-1329.16000000
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
33521.48000000
PA
USD
33521.48000000
11.16515022842
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
31725.55000000
USD
34191.91000000
USD
UST
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
86107.83000000
PA
USD
86107.83000000
28.68032252136
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
81562.41000000
USD
87830.02000000
USD
UST
N
N
N
FED FARM CRD DISCOUNT NT
N/A
Federal Farm Credit Bank
313312C81
20000.00000000
PA
USD
19995.75000000
6.660074456140
Long
DBT
USGSE
US
N
2
2020-08-21
None
0.00000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
S&P MidCap 400 Index
N/A
-5.96240000
NC
USD
-308.86000000
-0.10287339042
N/A
DE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
S&P Midcap 400 Index
MID
Y
S&P MidCap 400 Index-Tenor Monthly
2020-07-29
0.00000000
USD
0.00000000
USD
-10632.21000000
USD
-308.86000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P MidCap 400 Index
N/A
-116.89760000
NC
USD
-7468.51000000
-2.48757024249
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P Midcap 400 Index
MID
Y
S&P MidCap 400 Index-Tenor Monthly
2020-07-28
0.00000000
USD
0.00000000
USD
-208452.97000000
USD
-7468.51000000
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3136G33M5
10000.00000000
PA
USD
10006.50000000
3.332909995642
Long
DBT
USGSE
US
N
2
2021-08-24
Fixed
1.50000000
N
N
N
N
N
N
2020-07-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO