0001752724-22-051219.txt : 20220228
0001752724-22-051219.hdr.sgml : 20220228
20220228151006
ACCESSION NUMBER: 0001752724-22-051219
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220228
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Guggenheim Variable Funds Trust
CENTRAL INDEX KEY: 0000217087
IRS NUMBER: 480873454
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02753
FILM NUMBER: 22688365
BUSINESS ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
BUSINESS PHONE: 301-296-5100
MAIL ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
FORMER COMPANY:
FORMER CONFORMED NAME: SBL FUND
DATE OF NAME CHANGE: 19920703
0000217087
S000010070
SERIES N (MANAGED ASSET ALLOCATION SERIES)
C000027869
A
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000217087
XXXXXXXX
S000010070
C000027869
Guggenheim Variable Funds Trust
811-02753
0000217087
549300QDJHZ1HF5UC735
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Series N (Managed Asset Allocation Series)
S000010070
549300QJDJXCBA1UXY78
2021-12-31
2021-12-31
N
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47010818.62
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
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USD
N
Dreyfus Treasury Securities Ca
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Dreyfus Treasury Securities Cash Management Fund - Institutional Shares
N/A
268242.44000000
NS
USD
268242.44000000
0.570597253726
Long
STIV
RF
US
N
1
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
105099.39400000
NS
USD
1042585.99000000
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Long
EC
RF
US
N
1
N
N
N
ICE Futures US Indices
N/A
MSCI EAFE Index Futures Contracts
N/A
38.00000000
NC
USD
79072.30000000
0.168200219271
N/A
DE
US
N
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Goldman Sachs & Co. LLC
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iShares Core S&P Mid-Cap ETF
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US
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N
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iShares 1-3 Year Treasury Bond ETF
464287457
21409.00000000
NS
USD
1831325.86000000
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EC
RF
US
N
1
N
N
N
Chicago Mercantile Exchange
N/A
Nikkei 225 (CME) Index Futures Contracts
N/A
-1.00000000
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US
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Chicago Board of Trade
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U.S. Treasury 10 Year Note Futures Contracts
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NC
USD
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0.037556865671
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DIR
US
N
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Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
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N/A
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2022-03-22
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17655.79000000
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund III
N/A
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NS
USD
1782041.31000000
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EC
RF
US
N
1
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
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NS
USD
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4.018960901898
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EC
RF
US
N
1
N
N
N
iShares TIPS Bond ETF
549300EHD1VQKMRQ0829
iShares TIPS Bond ETF
464287176
3987.00000000
NS
USD
515120.40000000
1.095748627914
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EC
RF
US
N
1
N
N
N
iShares 7-10 Year Treasury Bon
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iShares 7-10 Year Treasury Bond ETF
464287440
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NS
USD
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4.550261116044
Long
EC
RF
US
N
1
N
N
N
TREASURY BILL
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U.S. Treasury Bills
912796K65
394000.00000000
PA
USD
393999.87000000
0.838104677956
Long
DBT
UST
US
N
2
2022-01-06
None
0.00000000
N
N
N
N
N
N
iShares Core S&P 500 ETF
5493007M4YMN8XL48C14
iShares Core S&P 500 ETF
464287200
2.00000000
NS
USD
953.98000000
0.002029277574
Long
EC
RF
US
N
1
N
N
N
ICE Futures Europe Financials
N/A
FTSE 100 Index Futures Contracts
N/A
-1.00000000
NC
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-0.00186727231
N/A
DE
GB
N
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Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
FTSE 100 Index
GB0001383545
2022-03-18
-96153.32000000
GBP
-877.82000000
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Variable Insurance Strategy Fund III
N/A
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NS
USD
1851354.11000000
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EC
RF
US
N
1
N
N
N
iShares iBoxx High Yield Corpo
N/A
iShares iBoxx High Yield Corporate Bond ETF
464288513
5736.00000000
NS
USD
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EC
RF
US
N
1
N
N
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iShares iBoxx $ Investment Gra
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iShares iBoxx $ Investment Grade Corporate Bond ETF
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23033.00000000
NS
USD
3052333.16000000
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Long
EC
RF
US
N
1
N
N
N
Schwab U.S. Aggregate Bond ETF
N/A
Schwab U.S. Aggregate Bond ETF
808524839
132248.00000000
NS
USD
7128167.20000000
15.16282296128
Long
EC
RF
US
N
1
N
N
N
Chicago Mercantile Exchange
N/A
Russell 2000 Index Mini Futures Contracts
N/A
18.00000000
NC
USD
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N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
Russell 2000 Index
N/A
2022-03-18
1991606.03000000
USD
26643.97000000
N
N
N
iShares MSCI EAFE ETF
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iShares MSCI EAFE ETF
464287465
36690.00000000
NS
USD
2886769.20000000
6.140648652248
Long
EC
RF
US
N
1
N
N
N
iShares Russell 1000 Value ETF
549300KLSYN5NN4YNM90
iShares Russell 1000 Value ETF
464287598
4533.00000000
NS
USD
761226.69000000
1.619258528878
Long
EC
RF
US
N
1
N
N
N
Vanguard S&P 500 ETF
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Vanguard S&P 500 ETF
922908363
22530.00000000
NS
USD
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20.92267777659
Long
EC
RF
US
N
1
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
16055.00000000
NS
USD
7625482.80000000
16.22069775393
Long
EC
RF
US
N
1
N
N
N
Montreal Exchange
N/A
S&P/TSX 60 IX Index Futures Contracts
N/A
-1.00000000
NC
-1937.71000000
-0.00412183845
N/A
DE
CA
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Short
S&P/TSX 60 Index
N/A
2022-03-17
-199508.35000000
CAD
-1937.71000000
N
N
N
Chicago Board of Trade
N/A
U.S. Treasury 2 Year Note Futures Contracts
N/A
4.00000000
NC
USD
-873.35000000
-0.00185776386
N/A
DIR
US
N
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Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
US 2yr 6%
2022-03-31
873404.60000000
USD
-873.35000000
N
N
N
2022-01-31
Guggenheim Variable Funds Trust
John Sullivan
John Sullivan
CFO