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
2022-12-31
2022-06-30
N
2955341.45
79044.47
2876296.98
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
307240.97000000
USD
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
iShares iBoxx $ High Yield Corporate Bond ETF
N/A
363.80990000
NC
USD
-2608.50000000
-0.09068952260
N/A
DCR
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
iShares iBoxx $ High Yield Corporate Bond ETF
N/A
Y
iShares iBoxx $ High Yield Corporate Bond ETF-Tenor Semi-Annually
2022-11-17
0.00000000
USD
0.00000000
USD
26780.05000000
USD
-2608.50000000
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury 5 Year Note Futures Contracts
N/A
16.00000000
NC
USD
2722.41000000
0.094649822981
N/A
DIR
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
US 5yr 6%
2022-09-30
1791277.59000000
USD
2722.41000000
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CDX.NA.HY.38.V2
N/A
-2376000.00000000
OU
Notional Amount
USD
-68756.69000000
-2.39045865145
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Intercontinental Exchange
5493000F4ZO33MV32P92
CDX HY38 V2 5% 06/20/2027
N/A
Y
CDX HY38 V2 5% 06/20/2027 - Tenor Quarterly
2027-06-20
8529.78000000
USD
0.00000000
USD
-2376000.00000000
USD
-77286.47000000
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
SPDR Bloomberg High Yield Bond ETF
N/A
844.31900000
NC
USD
-5230.16000000
-0.18183657794
N/A
DCR
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
SPDR Bloomberg Barclays High Yield Bond ETF
N/A
Y
SPDR Bloomberg High Yield Bond ETF-Tenor Semi-Annually
2022-11-17
0.00000000
USD
0.00000000
USD
76588.18000000
USD
-5230.16000000
N
N
N
First American Funds
N/A
First American Government Obligations Fund
N/A
223412.00000000
NS
USD
223412.00000000
7.767348140802
Long
STIV
RF
US
N
1
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
213948.96000000
PA
USD
213948.96000000
7.438347343395
Long
RA
CORP
US
N
2
Repurchase
Y
1.42000000
2022-07-01
172204.84000000
USD
218228.18000000
USD
UST
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
67631.27420000
NS
USD
652641.80000000
22.69034819902
Long
EC
RF
US
N
1
N
N
N
SPDR Bloomberg High Yield Bond
549300NCLW2248PN7J24
SPDR Bloomberg High Yield Bond ETF
78468R622
1783.00000000
NS
USD
161735.93000000
5.623060870439
Long
EC
RF
US
N
1
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
211830.65000000
PA
USD
211830.65000000
7.364700219516
Long
RA
CORP
US
N
2
Repurchase
Y
1.44000000
2022-07-01
257497.92000000
USD
216067.47000000
USD
UST
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
549380.45000000
PA
USD
549380.45000000
19.10026863776
Long
RA
CORP
US
N
2
Repurchase
Y
1.48000000
2022-07-01
657876.89000000
USD
560368.06000000
USD
UST
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796X20
24000.00000000
PA
USD
23987.73000000
0.833979598309
Long
DBT
UST
US
N
2
2022-07-19
None
0.00000000
N
N
N
N
N
N
iShares iBoxx High Yield Corpo
N/A
iShares iBoxx High Yield Corporate Bond ETF
464288513
2227.00000000
NS
USD
163929.47000000
5.699323510050
Long
EC
RF
US
N
1
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
27135.28300000
NS
USD
655045.73000000
22.77392545188
Long
EC
RF
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
iShares iBoxx $ High Yield Corporate Bond ETF
N/A
888.00000000
NC
USD
-328.56000000
-0.01142302072
N/A
DCR
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
iShares iBoxx $ High Yield Corporate Bond ETF
N/A
Y
iShares iBoxx $ High Yield Corporate Bond ETF-Tenor Monthly
2022-07-29
0.00000000
USD
0.00000000
USD
65365.68000000
USD
-328.56000000
N
N
N
2022-08-01
Rydex Variable Trust
John Sullivan
John Sullivan
CFO