Series E (Total Return Bond Series)

Fund Profile

Fund profile

Fund manager

Guggenheim Variable Funds Trust

Total assets

$204.99 mm

Liabilities

$36.73 mm

Net assets

$168.26 mm

Number of holdings

560.00

Top 200 of 560 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Guggenheim Total Return Bond Fund - R6-Class	6.66 mm	273.76 k shares	3.96	Common equity	Long	USA
Dreyfus Treasury Securities Cash Management Fund - Institutional Shares	6.31 mm	6.31 mm shares	3.75	Short-term investment vehicle	Long	USA
Uniform MBS 30 Year	5.02 mm	5.02 mm principal	2.98	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	4.55 mm	4.43 mm principal	2.70	Debt	Long	USA
U.S. Treasury Bonds	4.22 mm	12.85 mm principal	2.51	Debt	Long	USA
U.S. Treasury Notes	2.75 mm	2.70 mm principal	1.63	Debt	Long	USA
Uniform MBS 30 Year	2.67 mm	2.97 mm principal	1.59	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	2.64 mm	2.50 mm principal	1.57	Debt	Long	USA
GNMA2 30YR TBA(REG C) 5.5 20241021	2.41 mm	2.38 mm principal	1.43	ABS-mortgage backed security	Long	USA
United States Treasury Inflation Indexed Bonds	2.11 mm	2.05 mm principal	1.25	Debt	Long	USA
U.S. Treasury Bonds	1.77 mm	1.69 mm principal	1.05	Debt	Long	USA
Octagon Investment Partners 49 Ltd.	1.76 mm	1.75 mm principal	1.05	ABS-other	Long	Cayman Islands
Uniform MBS 30 Year	1.64 mm	1.67 mm principal	0.98	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	1.61 mm	1.55 mm principal	0.96	Debt	Long	USA
Uniform MBS 30 Year	1.58 mm	1.58 mm principal	0.94	ABS-mortgage backed security	Long	USA
United States Treasury Inflation Indexed Bonds	1.43 mm	1.45 mm principal	0.85	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	1.41 mm	1.44 mm principal	0.84	Debt	Long	USA
Freddie Mac	1.40 mm	1.38 mm principal	0.83	ABS-mortgage backed security	Long	USA
Fannie Mae	1.25 mm	1.39 mm principal	0.74	ABS-mortgage backed security	Long	USA
Fannie Mae	1.11 mm	1.08 mm principal	0.66	ABS-mortgage backed security	Long	USA
Fannie Mae	1.10 mm	1.08 mm principal	0.65	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	1.08 mm	3.40 mm principal	0.64	Debt	Long	USA
Uniform MBS 30 Year	1.04 mm	1.20 mm principal	0.62	ABS-mortgage backed security	Long	USA
Freddie Mac	1.02 mm	993.61 k principal	0.61	ABS-mortgage backed security	Long	USA
United States Treasury Inflation Indexed Bonds	1.01 mm	1.35 mm principal	0.60	Debt	Long	USA
Uniform MBS 30 Year	999.46 k	1.21 mm principal	0.59	ABS-mortgage backed security	Long	USA
Palmer Square Loan Funding Ltd.	998.97 k	1.00 mm principal	0.59	ABS-other	Long	Cayman Islands
U.S. Treasury Bonds	988.75 k	2.55 mm principal	0.59	Debt	Long	USA
BXMT Ltd.	963.75 k	1.00 mm principal	0.57	ABS-other	Long	Cayman Islands
Fannie Mae	943.93 k	935.85 k principal	0.56	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	934.94 k	2.23 mm principal	0.56	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	934.78 k	943.74 k principal	0.56	Debt	Long	USA
Freddie Mac	923.29 k	911.05 k principal	0.55	ABS-mortgage backed security	Long	USA
Tennessee Valley Authority	914.09 k	1.00 mm principal	0.54	Debt	Long	USA
AP Grange Holdings	907.46 k	900.00 k principal	0.54	Debt	Long	Cayman Islands
Uniform MBS 30 Year	884.43 k	899.50 k principal	0.53	ABS-mortgage backed security	Long	USA
Fannie Mae	866.70 k	866.21 k principal	0.52	ABS-mortgage backed security	Long	USA
Pershing Square Holdings Ltd.	857.22 k	1.00 mm principal	0.51	Debt	Long	Guernsey
Freddie Mac	849.53 k	849.09 k principal	0.50	ABS-mortgage backed security	Long	USA
Tennessee Valley Authority	835.94 k	750.00 k principal	0.50	Debt	Long	USA
Fannie Mae	827.45 k	827.02 k principal	0.49	ABS-mortgage backed security	Long	USA
United States Treasury Inflation Indexed Bonds	827.17 k	854.32 k principal	0.49	Debt	Long	USA
GMAC Commercial Mortgage Asset Corp.	824.93 k	903.57 k principal	0.49	ABS-mortgage backed security	Long	USA
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates	821.31 k	891.51 k principal	0.49	ABS-mortgage backed security	Long	USA
STORE Master Funding I-VII	814.28 k	839.28 k principal	0.48	ABS-other	Long	USA
Ginnie Mae	800.66 k	800.00 k principal	0.48	ABS-mortgage backed security	Long	USA
Freddie Mac	799.82 k	790.46 k principal	0.48	ABS-mortgage backed security	Long	USA
UMBS 30YR TBA(REG A) 5.5 20241015	795.29 k	786.03 k principal	0.47	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	769.73 k	2.50 mm principal	0.46	Debt	Long	USA
Golub Capital Partners CLO 33M Ltd.	748.15 k	750.00 k principal	0.44	ABS-other	Long	Cayman Islands
STWD Ltd.	746.98 k	750.00 k principal	0.44	ABS-other	Long	Cayman Islands
Arbys Funding LLC	733.24 k	768.00 k principal	0.44	ABS-other	Long	USA
Anchorage Credit Funding 4 Ltd.	712.52 k	750.00 k principal	0.42	ABS-other	Long	Cayman Islands
Fannie Mae	712.17 k	702.68 k principal	0.42	ABS-mortgage backed security	Long	USA
Cerberus Loan Funding XLIV LLC	702.44 k	700.00 k principal	0.42	ABS-other	Long	USA
U.S. Treasury Bonds	696.09 k	2.18 mm principal	0.41	Debt	Long	USA
Freddie Mac	695.47 k	675.00 k principal	0.41	ABS-mortgage backed security	Long	USA
Dryden 37 Senior Loan Fund	691.26 k	1.00 mm principal	0.41	ABS-other	Long	Cayman Islands
Freddie Mac	683.18 k	670.00 k principal	0.41	ABS-mortgage backed security	Long	USA
Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares	663.50 k	663.50 k shares	0.39	Short-term investment vehicle	Long	USA
Pershing Square Holdings Ltd.	659.57 k	750.00 k principal	0.39	Debt	Long	Guernsey
Wilton RE Ltd.	630.10 k	682.00 k principal	0.37	Debt	Long	Canada
PRPM LLC	624.51 k	629.89 k principal	0.37	ABS-mortgage backed security	Long	USA
Starwood Mortgage Residential Trust	621.52 k	650.28 k principal	0.37	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Acquisition Trust	604.59 k	1.14 mm principal	0.36	ABS-mortgage backed security	Long	USA
Fannie Mae	585.06 k	584.79 k principal	0.35	ABS-mortgage backed security	Long	USA
Ameriquest Mortgage Securities Trust	582.88 k	1.98 mm principal	0.35	ABS-mortgage backed security	Long	USA
United States Treasury Inflation Indexed Bonds	577.59 k	668.39 k principal	0.34	Debt	Long	USA
JP Morgan Mortgage Trust	574.42 k	618.11 k principal	0.34	ABS-mortgage backed security	Long	USA
FirstKey Homes Trust	568.20 k	600.00 k principal	0.34	ABS-other	Long	USA
Reliance Standard Life Global Funding II	538.55 k	536.00 k principal	0.32	Debt	Long	USA
C Citigroup Inc.	530.95 k	590.00 k principal	0.32	Debt	Long	USA
Fannie Mae	529.60 k	529.32 k principal	0.31	ABS-mortgage backed security	Long	USA
BP Capital Markets plc	510.40 k	516.00 k principal	0.30	Debt	Long	USA
Golub Capital Partners CLO 54M L.P	507.53 k	500.00 k principal	0.30	ABS-other	Long	Cayman Islands
EQH Equitable Holdings, Inc.	506.15 k	511.00 k shares	0.30	Preferred equity	Long	USA
Stack Infrastructure Issuer LLC	505.49 k	500.00 k principal	0.30	ABS-other	Long	USA
Cerberus Loan Funding XL LLC	503.66 k	500.00 k principal	0.30	ABS-other	Long	USA
Cerberus Loan Funding XLII LLC	503.56 k	500.00 k principal	0.30	ABS-other	Long	USA
Owl Rock CLO XVI LLC	503.49 k	500.00 k principal	0.30	ABS-other	Long	USA
Cerberus Loan Funding XXXIII, LP	501.05 k	500.00 k principal	0.30	ABS-other	Long	Cayman Islands
ABPCI Direct Lending Fund CLO I LLC	500.89 k	500.00 k principal	0.30	ABS-other	Long	Cayman Islands
Cerberus Loan Funding XXXIII, LP	500.50 k	500.00 k principal	0.30	ABS-other	Long	Cayman Islands
Golub Capital Partners CLO 16 Ltd.	500.36 k	500.00 k principal	0.30	ABS-other	Long	Cayman Islands
THL Credit Lake Shore MM CLO I Ltd.	500.00 k	500.00 k principal	0.30	ABS-other	Long	Cayman Islands
ABPCI Direct Lending Fund CLO II LLC	499.96 k	500.00 k principal	0.30	ABS-other	Long	Cayman Islands
OBX 2024-NQM11 Trust	490.97 k	484.92 k principal	0.29	ABS-mortgage backed security	Long	USA
LoanCore Issuer Ltd.	487.84 k	500.00 k principal	0.29	ABS-other	Long	Cayman Islands
HERA Commercial Mortgage Ltd.	487.72 k	500.00 k principal	0.29	ABS-other	Long	Cayman Islands
Applebee's Funding LLC / IHOP Funding LLC	486.90 k	495.00 k principal	0.29	ABS-other	Long	USA
WFC Wells Fargo & Company	485.95 k	500.00 k shares	0.29	Preferred equity	Long	USA
KREF Ltd.	477.98 k	500.00 k principal	0.28	ABS-other	Long	Cayman Islands
Securitized Asset-Backed Receivables LLC Trust	463.80 k	544.46 k principal	0.28	ABS-mortgage backed security	Long	USA
BRAVO Residential Funding Trust	462.69 k	466.20 k principal	0.27	ABS-mortgage backed security	Long	USA
Angel Oak Mortgage Trust	458.54 k	452.76 k principal	0.27	ABS-mortgage backed security	Long	USA
Freddie Mac	457.87 k	457.53 k principal	0.27	ABS-mortgage backed security	Long	USA
KKR Core Holding Company LLC	451.51 k	484.07 k principal	0.27	ABS-other	Long	USA
Amsted Industries, Inc.	448.91 k	470.00 k principal	0.27	Debt	Long	USA
SCHW The Charles Schwab Corporation	447.15 k	500.00 k shares	0.27	Preferred equity	Long	USA
LCCM Trust	443.60 k	446.57 k principal	0.26	ABS-other	Long	USA
SERVPRO Master Issuer LLC	440.68 k	483.75 k principal	0.26	ABS-other	Long	USA
OBX Trust	433.95 k	428.99 k principal	0.26	ABS-mortgage backed security	Long	USA
Fort Moore Family Communities LLC	431.46 k	453.57 k principal	0.26	Debt	Long	USA
GCAT Trust	426.57 k	418.63 k principal	0.25	ABS-mortgage backed security	Long	USA
CARS-DB5, LP	420.08 k	495.73 k principal	0.25	ABS-other	Long	USA
Home Equity Loan Trust	415.26 k	436.05 k principal	0.25	ABS-mortgage backed security	Long	USA
Higginbotham Insurance Agency, Inc.	410.68 k	413.94 k principal	0.24	Loan	Long	USA
Freddie Mac	410.32 k	397.72 k principal	0.24	ABS-mortgage backed security	Long	USA
NYMT Loan Trust	406.94 k	414.66 k principal	0.24	ABS-mortgage backed security	Long	USA
Freddie Mac	406.74 k	393.94 k principal	0.24	ABS-mortgage backed security	Long	USA
Fannie Mae	406.42 k	401.72 k principal	0.24	ABS-mortgage backed security	Long	USA
Host Hotels & Resorts, LP	403.42 k	435.00 k principal	0.24	Debt	Long	USA
ACIW ACI Worldwide, Inc.	399.89 k	400.00 k principal	0.24	Debt	Long	USA
Crown Americas LLC / Crown Americas Capital Corporation VI	398.59 k	400.00 k principal	0.24	Debt	Long	USA
Amentum Holdings, Inc.	398.50 k	400.00 k principal	0.24	Loan	Long	USA
Golub Capital Partners CLO 36M Ltd.	397.67 k	397.75 k principal	0.24	ABS-other	Long	Cayman Islands
U.S. Treasury Bonds	394.36 k	1.30 mm principal	0.23	Debt	Long	USA
Project Onyx I	393.87 k	394.80 k principal	0.23	ABS-other	Long	USA
MET MetLife, Inc.	393.54 k	400.00 k shares	0.23	Preferred equity	Long	USA
LCCM Trust	389.10 k	400.00 k principal	0.23	ABS-other	Long	USA
CSGP CoStar Group, Inc.	387.39 k	430.00 k principal	0.23	Debt	Long	USA
FIGRE Trust 2024-HE3	387.37 k	380.97 k principal	0.23	ABS-mortgage backed security	Long	USA
KIOR Kior Inc	377.53 k	400.00 k shares	0.22	Preferred equity	Long	USA
BX Commercial Mortgage Trust	376.53 k	379.62 k principal	0.22	ABS-mortgage backed security	Long	USA
Liberty Mutual Group, Inc.	371.68 k	554.00 k principal	0.22	Debt	Long	USA
DAL Delta Air Lines, Inc.	370.87 k	367.00 k principal	0.22	Debt	Long	USA
Navigator Aircraft ABS Ltd.	369.47 k	399.57 k principal	0.22	ABS-other	Long	USA
Credit Suisse Mortgage Capital Certificates	367.03 k	369.15 k principal	0.22	ABS-mortgage backed security	Long	USA
Maple Grove Funding Trust I	360.59 k	500.00 k principal	0.21	Debt	Long	USA
MKL Markel Corporation	359.61 k	360.00 k shares	0.21	Preferred equity	Long	USA
OneMain Finance Corp.	357.32 k	350.00 k principal	0.21	Debt	Long	USA
Stadco LA LLC	355.99 k	500.00 k principal	0.21	Debt	Long	USA
OSAT Trust	355.64 k	356.29 k principal	0.21	ABS-mortgage backed security	Long	USA
Warnermedia Holdings, Inc.	355.33 k	400.00 k principal	0.21	Debt	Long	USA
Master Asset-Backed Securities Trust	350.83 k	1.07 mm principal	0.21	ABS-mortgage backed security	Long	USA
CMFT Net Lease Master Issuer LLC	348.77 k	400.00 k principal	0.21	ABS-other	Long	USA
SCBFY Standard Chartered PLC	348.75 k	350.00 k principal	0.21	Debt	Long	USA
Lunar Structured Aircraft Portfolio Notes	348.45 k	380.56 k principal	0.21	ABS-other	Long	Ireland
BX Commercial Mortgage Trust	347.38 k	350.00 k principal	0.21	ABS-mortgage backed security	Long	USA
State of Illinois General Obligation Unlimited	345.18 k	333.33 k principal	0.21	Debt	Long	USA
SVC ABS LLC	343.76 k	347.23 k principal	0.20	ABS-other	Long	USA
FAF First American Financial Corporation	341.94 k	360.00 k principal	0.20	Debt	Long	USA
First Franklin Mortgage Loan Trust	341.92 k	827.20 k principal	0.20	ABS-mortgage backed security	Long	USA
Legacy Mortgage Asset Trust	334.36 k	336.90 k principal	0.20	ABS-mortgage backed security	Long	USA
CHH Choice Hotels International, Inc.	332.98 k	360.00 k principal	0.20	Debt	Long	USA
Taco Bell Funding LLC	328.60 k	328.13 k principal	0.20	ABS-other	Long	USA
Legacy Mortgage Asset Trust	328.40 k	330.93 k principal	0.20	ABS-mortgage backed security	Long	USA
CSMC Trust	326.39 k	327.54 k principal	0.19	ABS-mortgage backed security	Long	USA
Station Place Securitization Trust Series 2024-SP1	325.00 k	325.00 k principal	0.19	ABS-other	Long	USA
Station Place Securitization Trust Series 2024-SP2	325.00 k	325.00 k principal	0.19	ABS-other	Long	USA
British Telecommunications plc	323.10 k	350.00 k principal	0.19	Debt	Long	UK
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.	322.26 k	350.00 k principal	0.19	Debt	Long	USA
JPMorgan Chase & Co.	319.16 k	305.00 k principal	0.19	Debt	Long	USA
PRPM LLC	315.65 k	317.05 k principal	0.19	ABS-mortgage backed security	Long	USA
NGLS TRI Resources Inc.	308.96 k	300.00 k principal	0.18	Debt	Long	USA
Nippon Life Insurance Co.	305.58 k	350.00 k principal	0.18	Debt	Long	Japan
VNT Vontier Corporation	304.50 k	350.00 k principal	0.18	Debt	Long	USA
OneAmerica Financial Partners, Inc.	304.37 k	410.00 k principal	0.18	Debt	Long	USA
Switch ABS Issuer LLC	303.13 k	300.00 k principal	0.18	ABS-other	Long	USA
Top Pressure Recovery Turbines	302.25 k	299.55 k principal	0.18	ABS-mortgage backed security	Long	USA
Fortress Credit BSL XV Ltd.	301.22 k	300.00 k principal	0.18	ABS-other	Long	Jersey
Cerberus Loan Funding XLVII LLC	300.27 k	300.00 k principal	0.18	ABS-other	Long	USA
New Residential Mortgage Loan Trust 2024-NQM2	299.75 k	300.00 k principal	0.18	ABS-mortgage backed security	Long	USA
Nationwide Mutual Insurance Co.	299.61 k	370.00 k principal	0.18	Debt	Long	USA
WAVE LLC	297.13 k	321.21 k principal	0.18	ABS-other	Long	USA
AASET Trust	295.67 k	317.70 k principal	0.18	ABS-other	Long	USA
United Wholesale Mortgage LLC	292.20 k	300.00 k principal	0.17	Debt	Long	USA
JOL Air Ltd.	291.40 k	301.94 k principal	0.17	ABS-other	Long	Cayman Islands
CLI Funding VIII LLC	283.08 k	310.51 k principal	0.17	ABS-other	Long	USA
FIGRE Trust	282.48 k	275.91 k principal	0.17	ABS-mortgage backed security	Long	USA
NovaStar Mortgage Funding Trust Series	282.42 k	289.75 k principal	0.17	ABS-mortgage backed security	Long	USA
BPCE S.A.	279.94 k	250.00 k principal	0.17	Debt	Long	France
Lightning A	278.21 k	296.60 k principal	0.17	ABS-other	Long	USA
Sapphire Aviation Finance II Ltd.	276.80 k	301.56 k principal	0.16	ABS-other	Long	USA
Broadcom Pte. Ltd.	276.76 k	277.00 k principal	0.16	Debt	Long	USA
Thunderbird A	276.25 k	294.51 k principal	0.16	ABS-other	Long	USA
ABN AMRO Bank N.V.	275.83 k	300.00 k principal	0.16	Debt	Long	Netherlands
BNP Paribas	275.00 k	275.00 k principal	0.16	Repurchase agreement	Long	France
Obra Longevity	274.78 k	270.00 k principal	0.16	ABS-other	Long	USA
GLP Capital Limited Partnership / GLP Financing II, Inc.	271.85 k	290.00 k principal	0.16	Debt	Long	USA
Fortress Credit Opportunities XI CLO Ltd.	271.22 k	271.17 k principal	0.16	ABS-other	Long	Cayman Islands
Macquarie Bank Ltd.	270.93 k	290.00 k principal	0.16	Debt	Long	Australia
HarborView Mortgage Loan Trust	268.85 k	290.88 k principal	0.16	ABS-mortgage backed security	Long	USA
LVNV Funding LLC	266.72 k	250.00 k principal	0.16	ABS-other	Long	USA
Galaxy Pipeline Assets Bidco Ltd.	265.52 k	328.00 k principal	0.16	Debt	Long	Jersey
Lazard Group LLC	263.62 k	250.00 k principal	0.16	Debt	Long	USA
Plains All American Pipeline Limited Partnership / PAA Finance Corp.	259.79 k	250.00 k principal	0.15	Debt	Long	USA
MO Altria Group, Inc.	258.29 k	350.00 k principal	0.15	Debt	Long	USA
Medline Borrower Limited Partnership/Medline Company-Issuer, Inc.	257.58 k	250.00 k principal	0.15	Debt	Long	USA
Credit Agricole S.A.	257.26 k	250.00 k principal	0.15	Debt	Long	France
Jefferies Financial Group, Inc.	255.92 k	300.00 k principal	0.15	Debt	Long	USA
UBS Group AG	255.53 k	300.00 k principal	0.15	Debt	Long	Switzerland
AASET Trust	255.34 k	245.86 k principal	0.15	ABS-other	Long	USA
GS Mortgage Securities Trust	254.60 k	9.80 mm principal	0.15	ABS-mortgage backed security	Long	USA
GLP Capital Limited Partnership / GLP Financing II, Inc.	254.25 k	250.00 k principal	0.15	Debt	Long	USA
SFD Smithfield Foods Inc	254.21 k	300.00 k principal	0.15	Debt	Long	USA
JP Morgan Mortgage Trust	251.88 k	271.01 k principal	0.15	ABS-mortgage backed security	Long	USA
FLS Flowserve Corporation	251.36 k	270.00 k principal	0.15	Debt	Long	USA
Owl Rock CLO IV Ltd.	251.26 k	250.00 k principal	0.15	ABS-other	Long	Cayman Islands
Owl Rock CLO III Ltd.	251.10 k	250.00 k principal	0.15	ABS-other	Long	Cayman Islands