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
2020-12-31
2020-03-31
N
1182640.01
50866.97
1131773.04
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
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
4880.83400000
NS
USD
117384.06000000
10.37169607786
Long
EC
RF
US
N
1
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
130996.14000000
PA
USD
130996.14000000
11.57441778256
Long
RA
CORP
US
N
2
Repurchase
Y
0.00000000
2020-04-01
117368.84000000
USD
133617.26000000
USD
UST
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
Russell 2000 Index
N/A
389.92100000
NC
USD
16672.88000000
1.473164619648
N/A
DE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Russell 2000 Index
RTY
Y
Russell 2000 Index-Tenor Monthly
2020-04-30
0.00000000
USD
0.00000000
USD
449619.07000000
USD
16672.88000000
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
Russell 2000 Index
N/A
432.90750000
NC
USD
-11781.47000000
-1.04097461095
N/A
DE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
Russell 2000 Index
RTY
Y
Russell 2000 Index-Tenor Monthly
2020-04-29
0.00000000
USD
0.00000000
USD
499186.94000000
USD
-11781.47000000
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
Chicago Mercantile Exchange
N/A
Russell 2000 Index Mini Futures Contracts
N/A
7.00000000
NC
USD
33568.95000000
2.966049624225
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Russell 2000 Index
RTY
2020-06-19
368651.05000000
USD
33568.95000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Russell 2000 Index
N/A
667.52350000
NC
USD
-9192.24000000
-0.81219817711
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Russell 2000 Index
RTY
Y
Russell 2000 Index-Tenor Monthly
2020-04-28
0.00000000
USD
0.00000000
USD
769723.35000000
USD
-9192.24000000
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
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
21460.32090000
NS
USD
209667.34000000
18.52556410073
Long
EC
RF
US
N
1
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796TS8
26000.00000000
PA
USD
25998.84000000
2.297177886478
Long
DBT
UST
US
N
2
2020-04-30
None
0.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
340589.95000000
PA
USD
340589.95000000
30.09348499766
Long
RA
CORP
US
N
2
Repurchase
Y
0.01000000
2020-04-01
330151.26000000
USD
347401.78000000
USD
UST
N
N
N
FED HOME LN DISCOUNT NT
N/A
Federal Home Loan Bank
313384VC0
100000.00000000
PA
USD
99999.97000000
8.835691120544
Long
DBT
USGSE
US
N
2
2020-04-03
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
2020-04-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO
XXXX