NPORT-P
false
0001064046
XXXXXXXX
S000016688
C000046626
Rydex Variable Trust
811-08821
0001064046
549300LJH0YR8RY3N305
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
High Yield Strategy Fund
S000016688
549300T94NKQOIGT7F22
2020-12-31
2020-06-30
N
3374427.95
30816.10
3343611.85
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
Goldman Sachs International
W22LROWP2IHZNBB6K528
iShares iBoxx $ High Yield Corporate Bond ETF
N/A
888.00000000
NC
USD
-417.36000000
-0.01248231011
N/A
DCR
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
Y
iShares iBoxx $ High Yield Corporate Bond ETF-Tenor Monthly
2020-07-29
0.00000000
USD
0.00000000
USD
72478.56000000
USD
-417.36000000
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
16547.26000000
NS
USD
409213.74000000
12.23867357689
Long
EC
RF
US
N
1
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
792421.93000000
PA
USD
792421.93000000
23.69957894484
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
750591.95000000
USD
808270.72000000
USD
UST
N
N
N
SPDR Bloomberg Barclays High Y
549300NCLW2248PN7J24
SPDR Bloomberg Barclays High Yield Bond ETF
78468R622
15.00000000
NS
USD
1517.40000000
0.045382061916
Long
EC
RF
US
N
1
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury 5 Year Note Futures Contracts
N/A
16.00000000
NC
USD
8434.15000000
0.252246683477
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
US 5yr 6%
2020-09-30
2003315.85000000
USD
8434.15000000
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Bank
3133EKCY0
100000.00000000
PA
USD
100102.65000000
2.993847805629
Long
DBT
USGSE
US
N
2
2022-03-14
Floating
0.45000000
N
N
N
N
N
N
iShares iBoxx High Yield Corpo
N/A
iShares iBoxx High Yield Corporate Bond ETF
464288513
20.00000000
NS
USD
1632.40000000
0.048821456354
Long
EC
RF
US
N
1
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
iShares iBoxx $ High Yield Corporate Bond ETF
N/A
5377.20860000
NC
USD
-2527.27000000
-0.07558502940
N/A
DCR
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
Y
iShares iBoxx $ High Yield Corporate Bond ETF-Tenor Monthly
2020-07-29
0.00000000
USD
0.00000000
USD
438887.77000000
USD
-2527.27000000
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796WX3
17000.00000000
PA
USD
16998.73000000
0.508394238404
Long
DBT
UST
US
N
2
2020-07-23
None
0.00000000
N
N
N
N
N
N
FED HOME LN DISCOUNT NT
2549001DPIFGXC1TOL40
Federal Home Loan Bank
313384YW3
300000.00000000
PA
USD
299987.00000000
8.971944515629
Long
DBT
USGSE
US
N
2
2020-07-02
None
0.00000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
328177.79000000
PA
USD
328177.79000000
9.815068396769
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
320889.49000000
USD
334741.38000000
USD
UST
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
308487.12000000
PA
USD
308487.12000000
9.226164215203
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
291959.74000000
USD
314656.87000000
USD
UST
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CDX.NA.HY.34.V6
N/A
-2850000.00000000
OU
Notional Amount
USD
-17100.00000000
-0.51142299905
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
MARKIT CDX.NA.HY.34 5% 6/20/2025
SP9U3AC6
Y
CDX HY34 V6 5% 6/20/2025 - Tenor Quarterly
2025-06-20
0.00000000
USD
197921.02000000
USD
-2850000.00000000
USD
180821.02000000
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
68551.79920000
NS
USD
680033.85000000
20.33830122955
Long
EC
RF
US
N
1
N
N
N
2020-07-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO