NPORT-P
false
0001064046
XXXXXXXX
S000003733
C000010402
Rydex Variable Trust
811-08821
0001064046
549300LJH0YR8RY3N305
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Strengthening Dollar 2x Strategy Fund
S000003733
549300X8NILLL6VH2458
2020-12-31
2020-06-30
N
3010621.09
10268.02
3000353.07
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
50000.00000000
PA
USD
49996.26000000
1.666345887752
Long
DBT
UST
US
N
2
2020-07-23
None
0.00000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
38755.97570000
NS
USD
384459.28000000
12.81380127706
Long
EC
RF
US
N
1
N
N
N
FARMER MAC
549300MS654K78GYF580
Farmer Mac
31422BFX3
100000.00000000
PA
USD
99999.99000000
3.332940746203
Long
DBT
USGSE
US
N
2
2020-09-01
Floating
0.23000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
1033244.14000000
PA
USD
1033244.14000000
34.43741839356
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
978701.76000000
USD
1053909.48000000
USD
UST
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
U.S. Dollar Index
N/A
9778.80850000
NC
USD
6543.02000000
0.218075001419
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
0.00000000
USD
9778.80850000
USD
2020-09-18
6543.02000000
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
402238.39000000
PA
USD
402238.39000000
13.40636853782
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
380688.23000000
USD
410283.16000000
USD
UST
N
N
N
FED HOME LN DISCOUNT NT
2549001DPIFGXC1TOL40
Federal Home Loan Bank
313384YW3
100000.00000000
PA
USD
99995.67000000
3.332796763148
Long
DBT
USGSE
US
N
2
2020-07-02
None
0.00000000
N
N
N
N
N
N
ICE Futures US Currencies
N/A
U.S. Dollar Index Futures Contracts
N/A
50.00000000
NC
USD
15260.39000000
0.508619807201
N/A
DFE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
DOLLAR INDEX SPOT
DXY
2020-09-14
4852989.61000000
USD
15260.39000000
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
427913.18000000
PA
USD
427913.18000000
14.26209416080
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
418409.92000000
USD
436471.49000000
USD
UST
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
14679.50800000
NS
USD
363024.23000000
12.09938369020
Long
EC
RF
US
N
1
N
N
N
FED HOME LN DISCOUNT NT
2549001DPIFGXC1TOL40
Federal Home Loan Bank
313384YV5
100000.00000000
PA
USD
100000.00000000
3.332941079497
Long
DBT
USGSE
US
N
2
2020-07-01
None
0.00000000
N
N
N
N
N
N
2020-07-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO