NPORT-P false 0000217087 XXXXXXXX S000010065 C000027864 Guggenheim Variable Funds Trust 811-02753 0000217087 549300QDJHZ1HF5UC735 702 King Farm Blvd., Suite 200 Rockville 20850 301-296-5100 Series D (World Equity Income Series) S000010065 5493001MQV26KYOSDP36 2022-12-31 2022-06-30 N 114770384.68 160913.77 114609470.91 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 496729.33000000 N Galp Energia SGPS SA 2138003319Y7NM75FG53 N/A 49400.00000000 NS 578999.27000000 0.505193214315 Long EC CORP PT N 1 N N N Sirius XM Holdings Inc 54930055RWDMVXAGZK98 82968B103 89900.00000000 NS USD 551087.00000000 0.480838970483 Long EC CORP US N 1 N N N Illinois Tool Works Inc 76NA4I14SZCFAYMNSV04 452308109 1600.00000000 NS USD 291600.00000000 0.254429234935 Long EC CORP US N 1 N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021106 1100.00000000 NS USD 212883.00000000 0.185746429426 Long EC CORP US N 1 N N N Idemitsu Kosan Co Ltd 549300P0R46FF6DUA630 N/A 21700.00000000 NS 522957.08000000 0.456294820879 Long EC CORP JP N 1 N N N Chicago Mercantile Exchange N/A N/A -34.00000000 NC USD 21751.42000000 0.018978728221 N/A DFE US N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Short N/A Euro 2022-09-19 -4499976.42000000 USD 21751.42000000 N N N HKELECTRIC-SS N/A N/A 605500.00000000 NS 555610.07000000 0.484785476792 Long EC CORP HK N 1 N N N Marubeni Corp 4P4N3ORD02UGQT1T1W12 N/A 79600.00000000 NS 718047.28000000 0.626516529828 Long EC CORP JP N 1 N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824C109 51800.00000000 NS USD 686868.00000000 0.599311727509 Long EC CORP US N 1 N N N Western Union Co/The 28ID94QU1140NC23S047 959802109 20000.00000000 NS USD 329400.00000000 0.287410802427 Long EC CORP US N 1 N N N TotalEnergies SE 529900S21EQ1BO4ESM68 N/A 19500.00000000 NS 1029251.81000000 0.898051270831 Long EC CORP FR N 1 N N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 858119100 3400.00000000 NS USD 224910.00000000 0.196240326575 Long EC CORP US N 1 N N N Dexus N/A N/A 75800.00000000 NS 464786.63000000 0.405539460490 Long EC CORP AU N 1 N N N Eni SpA BUCRF72VH5RBN7X3VL35 N/A 60200.00000000 NS 714602.96000000 0.623511263358 Long EC CORP IT N 1 N N N Equinor ASA OW6OFBNCKXC4US5C7523 N/A 30000.00000000 NS 1043366.23000000 0.910366500879 Long EC CORP NO N 1 N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 3700.00000000 NS USD 1206977.00000000 1.053121518157 Long EC CORP US N 1 N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887109 1200.00000000 NS USD 295836.00000000 0.258125264562 Long EC CORP US N 1 N N N Nippon Yusen KK 353800YPW4XM0ZN5I149 N/A 11500.00000000 NS 785662.70000000 0.685512893272 Long EC CORP JP N 1 N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251V102 3200.00000000 NS USD 213728.00000000 0.186483715789 Long EC CORP US N 1 N N N Tesla Inc 54930043XZGB27CTOV49 88160R101 1034.00000000 NS USD 696316.28000000 0.607555618633 Long EC CORP US N 1 N N N Kansai Electric Power Co Inc/T 353800PFUKP5ONPJNZ86 N/A 68700.00000000 NS 680478.75000000 0.593736926448 Long EC CORP JP N 1 N N N Lear Corp 549300UPNBTXA1SYTQ33 521865204 4000.00000000 NS USD 503560.00000000 0.439370320796 Long EC CORP US N 1 N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156109 6400.00000000 NS USD 880000.00000000 0.767824851657 Long EC CORP US N 1 N N N Australia & New Zealand Bankin JHE42UYNWWTJB8YTTU19 N/A 50200.00000000 NS 763641.76000000 0.666299001240 Long EC CORP AU N 1 N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 5000.00000000 NS USD 1371350.00000000 1.196541602636 Long EC CORP US N 1 N N N BorgWarner Inc 549300DSFX2IE88NSX47 099724106 16700.00000000 NS USD 557279.00000000 0.486241665348 Long EC CORP US N 1 N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540109 4700.00000000 NS USD 262495.00000000 0.229034300495 Long EC CORP US N 1 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 6700.00000000 NS 318501.00000000 0.277901117133 Long EC CORP FR N 1 N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670702 1406.00000000 NS USD 383866.12000000 0.334934030278 Long EC CORP US N 1 N N N TE Connectivity Ltd 894500ZRIX9K13RHXR17 N/A 1700.00000000 NS USD 192355.00000000 0.167835169705 Long EC CORP US N 1 N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508104 7100.00000000 NS USD 1090915.00000000 0.951854145506 Long EC CORP US N 1 N N N Sumitomo Corp V82KK8NH1P0JS71FJC05 N/A 58200.00000000 NS 796514.06000000 0.694981011321 Long EC CORP JP N 1 N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156R108 5300.00000000 NS USD 332787.00000000 0.290366055577 Long EC CORP US N 1 N N N BlueScope Steel Ltd 529900H6UQI16XACWC95 N/A 33900.00000000 NS 372193.07000000 0.324748964500 Long EC CORP AU N 1 N N N GPT Group/The N/A N/A 73800.00000000 NS USD 215050.41000000 0.187637555860 Long EC CORP AU N 1 N N N Mitsui OSK Lines Ltd 353800P8O843TMAZ6S09 N/A 23900.00000000 NS 546912.77000000 0.477196836925 Long EC CORP JP N 1 N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 15580.00000000 NS USD 1654751.80000000 1.443817676550 Long EC CORP US N 1 N N N Whirlpool Corp WHENKOULSSK7WUM60H03 963320106 3586.00000000 NS USD 555363.82000000 0.484570616712 Long EC CORP US N 1 N N N United Overseas Bank Ltd IO66REGK3RCBAMA8HR66 N/A 27000.00000000 NS 510255.51000000 0.445212342355 Long EC CORP SG N 1 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 3900.00000000 NS USD 439179.00000000 0.383196080143 Long EC CORP US N 1 N N N Gjensidige Forsikring ASA 5967007LIEEXZX6FAO47 N/A 16600.00000000 NS 336234.70000000 0.293374271192 Long EC CORP NO N 1 N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 1400.00000000 NS USD 212226.00000000 0.185173178372 Long EC CORP US N 1 N N N HP Inc WHKXQACZ14C5XRO8LW03 40434L105 27800.00000000 NS USD 911284.00000000 0.795121025133 Long EC CORP US N 1 N N N Aramark 549300MR6PG2DWZUIL39 03852U106 7400.00000000 NS USD 226662.00000000 0.197768996052 Long EC CORP US N 1 N N N Exelon Corp 3SOUA6IRML7435B56G12 30161N101 16200.00000000 NS USD 734184.00000000 0.640596273737 Long EC CORP US N 1 N N N Iberdrola SA 5QK37QC7NWOJ8D7WVQ45 N/A 31400.00000000 NS 325615.01000000 0.284108291762 Long EC CORP ES N 1 N N N Canadian Apartment Properties 549300B1MYVTQEB2DI90 134921105 15100.00000000 NS 525909.18000000 0.458870611498 Long EC CORP CA N 1 N N N Snam SpA 8156002278562044AF79 N/A 133000.00000000 NS 696706.49000000 0.607896087878 Long EC CORP IT N 1 N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807102 2319.00000000 NS USD 1109803.83000000 0.968335183111 Long EC CORP US N 1 N N N General Motors Co 54930070NSV60J38I987 37045V100 7300.00000000 NS USD 231848.00000000 0.202293927508 Long EC CORP US N 1 N N N TC Energy Corp 549300UGKOFV2IWJJG27 87807B107 19000.00000000 NS 984489.62000000 0.858994995948 Long EC CORP CA N 1 N N N International Paper Co 824LMFJDH41EY779Q875 460146103 20400.00000000 NS USD 853332.00000000 0.744556268539 Long EC CORP US N 1 N N N Hasbro Inc 549300NUB6D2R1ITYR45 418056107 8700.00000000 NS USD 712356.00000000 0.621550727303 Long EC CORP US N 1 N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162100 5100.00000000 NS USD 1240830.00000000 1.082659216684 Long EC CORP US N 1 N N N Annaly Capital Management Inc 2DTL0G3FPRYUT58TI025 035710409 93200.00000000 NS USD 550812.00000000 0.480599025217 Long EC CORP US N 1 N N N Chubb Ltd E0JAN6VLUDI1HITHT809 N/A 2700.00000000 NS USD 530766.00000000 0.463108324107 Long EC CORP US N 1 N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073E105 7100.00000000 NS USD 1004508.00000000 0.876461597827 Long EC CORP US N 1 N N N Loews Corp R8V1FN4M5ITGZOG7BS19 540424108 10300.00000000 NS USD 610378.00000000 0.532572042391 Long EC CORP US N 1 N N N Chicago Mercantile Exchange N/A N/A -78.00000000 NC USD 74911.90000000 0.065362748300 N/A DFE US N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Short N/A Japanese Yen 2022-09-19 -7298686.90000000 USD 74911.90000000 N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836108 13890.00000000 NS USD 990912.60000000 0.864599227386 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K107 1106.00000000 NS USD 2419319.70000000 2.110924761095 Long EC CORP US N 1 N N N American International Group I ODVCVCQG2BP6VHV36M30 026874784 13700.00000000 NS USD 700481.00000000 0.611189454447 Long EC CORP US N 1 N N N PACCAR Inc KDTEY8BWE486IKZ3CC07 693718108 11400.00000000 NS USD 938676.00000000 0.819021318698 Long EC CORP US N 1 N N N Amcor PLC 549300GSODGFCDQ3DI89 N/A 64900.00000000 NS USD 806707.00000000 0.703874639324 Long EC CORP US N 1 N N N SPDR S&P 500 ETF Trust 549300NZAMSJ8FXPQQ63 78462F103 2445.00000000 NS USD 922376.25000000 0.804799326509 Long EC RF US N 1 N N N Genuine Parts Co 549300D46DQVEU651W04 372460105 7200.00000000 NS USD 957600.00000000 0.835533043121 Long EC CORP US N 1 N N N ENEOS Holdings Inc 3538001KQ5SAOZSQTT44 N/A 198700.00000000 NS 752256.57000000 0.656365101441 Long EC CORP JP N 1 N N N AXA SA F5WCUMTUM4RKZ1MAIE39 N/A 37800.00000000 NS 857956.62000000 0.748591380090 Long EC CORP FR N 1 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 16000.00000000 NS USD 1458720.00000000 1.272774395010 Long EC CORP US N 1 N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M102 1200.00000000 NS USD 193500.00000000 0.168834214540 Long EC CORP US N 1 N N N BP PLC 213800LH1BZH3DI6G760 N/A 157800.00000000 NS 745789.36000000 0.650722278079 Long EC CORP GB N 1 N N N Westlake Corp GOXNEVUM0LL78B1OS344 960413102 2200.00000000 NS USD 215644.00000000 0.188155479898 Long EC CORP US N 1 N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389X105 13200.00000000 NS USD 922284.00000000 0.804718835779 Long EC CORP US N 1 N N N Aurizon Holdings Ltd 5299005PC1O6NOWL3H48 N/A 270100.00000000 NS 708728.08000000 0.618385264649 Long EC CORP AU N 1 N N N Sumitomo Electric Industries L 5493005SP87FL5TOS202 N/A 31300.00000000 NS 345783.71000000 0.301706052086 Long EC CORP JP N 1 N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417E109 3900.00000000 NS USD 659607.00000000 0.575525735144 Long EC CORP US N 1 N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432100 7400.00000000 NS USD 664298.00000000 0.579618765120 Long EC CORP US N 1 N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550108 2200.00000000 NS USD 486750.00000000 0.424703121072 Long EC CORP US N 1 N N N NortonLifeLock Inc YF6ZV0M6AU4FY94MK914 668771108 34400.00000000 NS USD 755424.00000000 0.659128773566 Long EC CORP US N 1 N N N Vornado Realty Trust N/A 929042109 14400.00000000 NS USD 411696.00000000 0.359216386509 Long EC CORP US N 1 N N N Ricoh Co Ltd 549300HFIB2GRUMDID72 N/A 70800.00000000 NS 553614.17000000 0.483043997676 Long EC CORP JP N 1 N N N Enagas SA 213800OU3FQKGM4M2U23 N/A 27500.00000000 NS 607172.80000000 0.529775414875 Long EC CORP ES N 1 N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830109 2522.00000000 NS USD 1084359.12000000 0.946133955065 Long EC CORP US N 1 N N N iShares MSCI EAFE ETF 549300O0XO3KDQV68404 464287465 14652.00000000 NS USD 915603.48000000 0.798889893418 Long EC RF US N 1 N N N Yara International ASA 213800WKOUWXWFJ5Z514 N/A 7400.00000000 NS 309242.11000000 0.269822474132 Long EC CORP NO N 1 N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661107 6300.00000000 NS USD 1100421.00000000 0.960148398960 Long EC CORP US N 1 N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 042735100 5200.00000000 NS USD 582868.00000000 0.508568790495 Long EC CORP US N 1 N N N Yum! Brands Inc 549300JE8XHZZ7OHN517 988498101 6900.00000000 NS USD 783219.00000000 0.683380696011 Long EC CORP US N 1 N N N EDP - Energias de Portugal SA 529900CLC3WDMGI9VH80 N/A 184600.00000000 NS 861195.85000000 0.751417699743 Long EC CORP PT N 1 N N N Liberty Global PLC 549300BSGXG3QLIQYT84 N/A 28700.00000000 NS USD 633983.00000000 0.553168071509 Long EC CORP US N 1 N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 10108.00000000 NS USD 1548141.28000000 1.350796987114 Long EC CORP US N 1 N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103H107 200.00000000 NS USD 126352.00000000 0.110245688246 Long EC CORP US N 1 N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558103 16900.00000000 NS USD 1044589.00000000 0.911433402236 Long EC CORP US N 1 N N N Cigna Corp 549300VIWYMSIGT1U456 125523100 5000.00000000 NS USD 1317600.00000000 1.149643209708 Long EC CORP US N 1 N N N Goldman Sachs Financial Square 549300DAH6N80PM31E83 N/A 514764.93000000 NS USD 514764.93000000 0.449146938654 Long STIV RF US N 1 N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250N105 24500.00000000 NS 1034921.67000000 0.902998383800 Long EC CORP CA N 1 N N N NetApp Inc QTX3D84DZDD5JYOCYH15 64110D104 10800.00000000 NS USD 704592.00000000 0.614776418044 Long EC CORP US N 1 N N N Best Buy Co Inc HL5XPTVRV0O8TUN5LL90 086516101 8300.00000000 NS USD 541077.00000000 0.472104962795 Long EC CORP US N 1 N N N Kyocera Corp N/A N/A 4500.00000000 NS 240640.29000000 0.209965448831 Long EC CORP JP N 1 N N N Aker BP ASA 549300NFTY73920OYK69 N/A 17200.00000000 NS 597410.80000000 0.521257794191 Long EC CORP NO N 1 N N N Liberty Media Corp-Liberty Sir N/A 531229607 17300.00000000 NS USD 623665.00000000 0.544165325123 Long EC CORP US N 1 N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209S103 12371.00000000 NS USD 516736.67000000 0.450867337487 Long EC CORP US N 1 N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320102 9900.00000000 NS USD 947232.00000000 0.826486670323 Long EC CORP US N 1 N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 N/A 34200.00000000 NS 460502.69000000 0.401801601860 Long EC CORP AU N 1 N N N Dai Nippon Printing Co Ltd 529900S7NFNQ4FT6OP83 N/A 26900.00000000 NS 580076.35000000 0.506132997032 Long EC CORP JP N 1 N N N SSE PLC 549300KI75VYLLMSK856 N/A 9700.00000000 NS 190814.25000000 0.166490821818 Long EC CORP GB N 1 N N N IBM VGRQXHF3J8VDLUA7XE92 459200101 8424.00000000 NS USD 1189384.56000000 1.037771617438 Long EC CORP US N 1 N N N CDW Corp/DE 9845001B052ABF0B6755 12514G108 1700.00000000 NS USD 267852.00000000 0.233708434279 Long EC CORP US N 1 N N N McDonald's Corp UE2136O97NLB5BYP9H04 580135101 5100.00000000 NS USD 1259088.00000000 1.098589837299 Long EC CORP US N 1 N N N Intel Corp KNX4USFCNGPY45LOCE31 458140100 28067.00000000 NS USD 1049986.47000000 0.916142847238 Long EC CORP US N 1 N N N 3M Co LUZQVYP4VS22CLWDAR65 88579Y101 6590.00000000 NS USD 852811.90000000 0.744102466601 Long EC CORP US N 1 N N N Imperial Brands PLC 549300DFVPOB67JL3A42 N/A 42500.00000000 NS 949600.73000000 0.828553454143 Long EC CORP GB N 1 N N N Interpublic Group of Cos Inc/T 5493008IUOJ5VWTRC333 460690100 7400.00000000 NS USD 203722.00000000 0.177753198215 Long EC CORP US N 1 N N N Corning Inc 549300X2937PB0CJ7I56 219350105 16900.00000000 NS USD 532519.00000000 0.464637866113 Long EC CORP US N 1 N N N Southern Co/The 549300FC3G3YU2FBZD92 842587107 11300.00000000 NS USD 805803.00000000 0.703085873795 Long EC CORP US N 1 N N N National Australia Bank Ltd F8SB4JFBSYQFRQEH3Z21 N/A 44500.00000000 NS 841634.44000000 0.734349817094 Long EC CORP AU N 1 N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 N/A 8700.00000000 NS USD 760902.00000000 0.663908483267 Long EC CORP US N 1 N N N CVS Health Corp 549300EJG376EN5NQE29 126650100 9100.00000000 NS USD 843206.00000000 0.735721047575 Long EC CORP US N 1 N N N AP Moller - Maersk A/S 549300D2K6PKKKXVNN73 N/A 200.00000000 NS 466505.58000000 0.407039292910 Long EC CORP DK N 1 N N N Fortescue Metals Group Ltd 529900VEJFORCO6I4826 N/A 62200.00000000 NS 752911.20000000 0.656936284603 Long EC CORP AU N 1 N N N Wendel SE 969500M98ZMIZYJD5O34 N/A 6400.00000000 NS 534842.29000000 0.466665002249 Long EC CORP FR N 1 N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654105 1500.00000000 NS USD 219135.00000000 0.191201475986 Long EC CORP US N 1 N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224107 29000.00000000 NS 1017686.19000000 0.887959940761 Long EC CORP CA N 1 N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 194162103 3600.00000000 NS USD 288504.00000000 0.251727887502 Long EC CORP US N 1 N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076307 4300.00000000 NS USD 901280.00000000 0.786392252615 Long EC CORP US N 1 N N N DBS Group Holdings Ltd 5493007FKT78NKPM5V55 N/A 32600.00000000 NS 696588.22000000 0.607792893963 Long EC CORP SG N 1 N N N Celanese Corp 549300FHJQTDPPN41627 150870103 5900.00000000 NS USD 693899.00000000 0.605446473568 Long EC CORP US N 1 N N N Broadridge Financial Solutions 549300KZDJZQ2YIHRC28 11133T103 6400.00000000 NS USD 912320.00000000 0.796024964390 Long EC CORP US N 1 N N N Waste Connections Inc 549300HDLRTPBQU69P29 94106B101 8200.00000000 NS USD 1016472.00000000 0.886900525697 Long EC CORP US N 1 N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 053484101 1200.00000000 NS USD 233100.00000000 0.203386332865 Long EC CORP US N 1 N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 27331.00000000 NS USD 1387048.25000000 1.210238769088 Long EC CORP US N 1 N N N Engie SA LAXUQCHT4FH58LRZDY46 N/A 37600.00000000 NS 432067.06000000 0.376990711648 Long EC CORP FR N 1 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 13465.00000000 NS USD 3458215.95000000 3.017391078190 Long EC CORP US N 1 N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 N/A 64100.00000000 NS 820864.53000000 0.716227484065 Long EC CORP GB N 1 N N N CK Infrastructure Holdings Ltd 5299005U11RQ1C27MR12 N/A 74400.00000000 NS 456080.47000000 0.397943090024 Long EC CORP HK N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 11100.00000000 NS USD 1970361.00000000 1.719195616518 Long EC CORP US N 1 N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002101 8500.00000000 NS USD 1077205.00000000 0.939891783329 Long EC CORP US N 1 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 29400.00000000 NS USD 1153656.00000000 1.006597439845 Long EC CORP US N 1 N N N Cisco Systems Inc 549300LKFJ962MZ46593 17275R102 15100.00000000 NS USD 643864.00000000 0.561789523053 Long EC CORP US N 1 N N N Viatris Inc 254900ZZTSW7NL773X71 92556V106 24600.00000000 NS USD 257562.00000000 0.224730118684 Long EC CORP US N 1 N N N Philip Morris International In HL3H1H2BGXWVG3BSWR90 718172109 7900.00000000 NS USD 780046.00000000 0.680612163904 Long EC CORP US N 1 N N N South32 Ltd 213800LAZNPXSBKVHR17 N/A 273300.00000000 NS 743545.09000000 0.648764089124 Long EC CORP AU N 1 N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 25977.00000000 NS USD 3551575.44000000 3.098849869736 Long EC CORP US N 1 N N N BBVA K8MS7FD7N5Z2WQ51AZ71 N/A 58100.00000000 NS 263650.90000000 0.230042855888 Long EC CORP ES N 1 N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 1200.00000000 NS USD 582972.00000000 0.508659533432 Long EC CORP US N 1 N N N Automatic Data Processing Inc HGBOLILQXWER4SAL2I23 053015103 3700.00000000 NS USD 777148.00000000 0.678083577063 Long EC CORP US N 1 N N N Tourmaline Oil Corp 549300LCHLN94A7Y1572 89156V106 10714.00000000 NS 557229.90000000 0.486198824211 Long EC CORP CA N 1 N N N HKT Trust & HKT Ltd N/A N/A 378600.00000000 NS 508562.92000000 0.443735509781 Long EC CORP HK N 1 N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919106 11900.00000000 NS USD 756959.00000000 0.660468104415 Long EC CORP US N 1 N N N Repsol SA BSYCX13Y0NOTV14V9N85 N/A 63600.00000000 NS 936372.21000000 0.817011196862 Long EC CORP ES N 1 N N N Chicago Mercantile Exchange N/A N/A -25.00000000 NC USD 18458.07000000 0.016105187340 N/A DFE US N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Short N/A British Pound 2022-09-19 -1923145.57000000 USD 18458.07000000 N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229106 26600.00000000 NS USD 506464.00000000 0.441904142806 Long EC CORP US N 1 N N N Chicago Mercantile Exchange N/A N/A -40.00000000 NC USD 3415.06000000 0.002979736293 N/A DFE US N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Short N/A Australian Dollar 2022-09-19 -2766815.06000000 USD 3415.06000000 N N N Swiss Re AG 529900PS9YW3YY29F326 N/A 6200.00000000 NS 480560.74000000 0.419302816935 Long EC CORP CH N 1 N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677105 4300.00000000 NS USD 1055392.00000000 0.920859324818 Long EC CORP US N 1 N N N Chubu Electric Power Co Inc 529900A76GOP0PGNHT63 N/A 62900.00000000 NS 633227.70000000 0.552509050929 Long EC CORP JP N 1 N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427108 10200.00000000 NS USD 386580.00000000 0.337301967220 Long EC CORP US N 1 N N N Rio Tinto PLC 213800YOEO5OQ72G2R82 N/A 16600.00000000 NS 993385.19000000 0.866756631989 Long EC CORP GB N 1 N N N Red Electrica Corp SA 5493009HMD0C90GUV498 N/A 31800.00000000 NS 600644.45000000 0.524079245136 Long EC CORP ES N 1 N N N 2022-08-01 Guggenheim Variable Funds Trust John Sullivan John Sullivan CFO