NPORT-P
false
0001064046
XXXXXXXX
S000011813
C000032290
Rydex Variable Trust
811-08821
0001064046
549300LJH0YR8RY3N305
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Russell 2000 2x Strategy Fund
S000011813
5493003Y5L8MOKY2XN94
2019-12-31
2019-09-30
N
3142173.20
52009.53
3090163.67
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
Nexstar Media Group Inc
N/A
Nexstar Media Group, Inc.
N/A
207.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
28819.22500000
NS
USD
715581.36000000
23.15674625739
Long
EC
RF
US
N
1
N
N
N
Chicago Mercantile Exchange
N/A
Russell 2000 Index Mini Futures Contracts
N/A
3.00000000
NC
USD
-1843.29000000
-0.05965023852
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Russell 2000 Index
RTY
2019-12-20
230488.29000000
USD
-1843.29000000
N
N
N
Tobira Therapeutics Inc
N/A
Tobira Therapeutics, Inc.
N/A
7.00000000
NS
USD
0.00000000
0.000000
Long
CORP
IE
N
3
N
N
N
A Schulman, Inc.
N/A
A Schulman, Inc.
N/A
20.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital
N/A
227067.12000000
PA
USD
227067.12000000
7.348061275990
Long
RA
CORP
US
N
2
Repurchase
Y
2.00000000
2019-10-01
195469.98000000
USD
231610.03000000
USD
UST
N
N
N
Omthera Pharmaceuticals Inc
N/A
Omthera Pharmaceuticals, Inc.
N/A
10.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
71743.09490000
NS
USD
714561.23000000
23.12373409011
Long
EC
RF
US
N
1
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
Russell 2000 Index
N/A
1849.76010000
NC
USD
-50462.32000000
-1.63299829358
N/A
DE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
Russell 2000 Index
RTY
Y
Russell 2000 Index-Tenor Monthly
2019-10-29
0.00000000
USD
0.00000000
USD
2817874.59000000
USD
-50462.32000000
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Bank of America Merrill Lynch
N/A
252296.80000000
PA
USD
252296.80000000
8.164512528878
Long
RA
CORP
US
N
2
Repurchase
Y
2.28000000
2019-10-01
256274.83000000
USD
257343.84000000
USD
UST
N
N
N
Emergent Capital, Inc.
54930012HRI55HCFNV87
Imperial Holdings, Inc.
8AMCSBSQ9
1.00000000
NS
USD
0.00000000
0.000000
N/A
DE
US
N
3
Emergent Capital, Inc.
54930012HRI55HCFNV87
Call
Purchased
N/A
Imperial Holdings, Inc.
1.00000000
10.75000000
USD
2019-10-06
XXXX
0.00000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Russell 2000 Index
N/A
2123.85510000
NC
USD
-12079.38000000
-0.39089774167
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Russell 2000 Index
RTY
Y
Russell 2000 Index-Tenor Monthly
2019-10-28
0.00000000
USD
0.00000000
USD
3235423.52000000
USD
-12079.38000000
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
Russell 2000 Index
N/A
808.39300000
NC
USD
-8045.74000000
-0.26036614429
N/A
DE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Russell 2000 Index
RTY
Y
Russell 2000 Index-Tenor Monthly
2019-10-31
0.00000000
USD
0.00000000
USD
1231484.07000000
USD
-8045.74000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
JPMorgan Chase & Co.
N/A
784586.39000000
PA
USD
784586.39000000
25.38980046969
Long
RA
CORP
US
N
2
Repurchase
Y
2.35000000
2019-10-01
760898.18000000
USD
800278.67000000
USD
UST
N
N
N
FED HOME LN DISCOUNT NT
N/A
Federal Home Loan Bank
313384ML0
500000.00000000
PA
USD
499974.31000000
16.17954138979
Long
DBT
USGSE
US
N
2
2019-10-02
None
0.00000000
N
N
N
N
N
N
2019-10-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO
XXXX