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
2019-12-31
N
3899013.67
14194.3
3884819.37
0
0
0
0
0
0
0
0
0
0
0
0
0
0
USD
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Russell 2000 Index
N/A
1620.53050000
NC
USD
-11661.21000000
-0.30017380190
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Russell 2000 Index
RTY
Y
Russell 2000 Index-Tenor Monthly
2020-01-28
0
USD
0
USD
2703804.9
USD
-11661.21
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
395227.95000000
PA
USD
395227.95000000
10.17365062201
Long
RA
CORP
US
N
2
Repurchase
Y
1.40000000
2020-01-02
399729.99000000
USD
403133.37000000
USD
UST
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
26423.78900000
NS
USD
653724.54000000
16.82766887563
Long
EC
RF
US
N
1
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
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
395227.95000000
PA
USD
395227.95000000
10.17365062201
Long
RA
CORP
US
N
2
Repurchase
Y
1.50000000
2020-01-02
397516.61000000
USD
403134.17000000
USD
UST
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
Russell 2000 Index
N/A
1799.71560000
NC
USD
7773.20000000
0.200091671186
N/A
DE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Russell 2000 Index
RTY
Y
Russell 2000 Index-Tenor Monthly
2020-01-31
0
USD
0
USD
3002769.69
USD
7773.2
N
N
N
Chicago Mercantile Exchange
N/A
Russell 2000 Index Mini Futures Contracts
N/A
-7.00000000
NC
USD
1302.47000000
0.033527170144
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
Russell 2000 Index
RTY
2020-03-20
-585732.47
USD
1302.47
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
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796WN5
275000.00000000
PA
USD
274865.48000000
7.075373494134
Long
DBT
UST
US
N
2
2020-01-14
None
0.00000000
N
N
N
N
N
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
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
1225718.02000000
PA
USD
1225718.02000000
31.55148034591
Long
RA
CORP
US
N
2
Repurchase
Y
1.53000000
2020-01-02
1175408.37000000
USD
1250232.40000000
USD
UST
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
Russell 2000 Index
N/A
1571.92050000
NC
USD
-8900.50000000
-0.22910975137
N/A
DE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
Russell 2000 Index
RTY
Y
Russell 2000 Index-Tenor Monthly
2020-01-28
0
USD
0
USD
2622700.62
USD
-8900.5
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
95786.83390000
NS
USD
953079.00000000
24.53341865415
Long
EC
RF
US
N
1
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
2020-01-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO