Guggenheim > Guggenheim Variable Funds Trust
Series E (Total Return Bond Series)
$142.46M
Avg Monthly Net Assets
$194.58M
Total Assets
$34.75M
Total Liabilities
$159.83M
Net Assets
Series E (Total Return Bond Series) is an Underlying fund in Guggenheim Variable Funds Trust
from Guggenheim,
based in Maryland,
United States of America.
The fund has one share class
and monthly net assets of $142.46M.
On August 28th, 2024 it reported 544 holdings, the largest
being Guggenheim Partners Investment Management LLC (4.0%), US TREASURY N/B (2.7%) and UNIFORM MBS (2.7%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Variable Annuity | C000027865 |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 3-Month SOFR Futures Contracts (Chicago Mercantile Exchange) | Derivative-interest rate | US | $2K | – | 0.00 | |
| 3-Month SOFR Futures Contracts (Chicago Mercantile Exchange) | Derivative-interest rate | US | $913.2 | – | 0.00 | |
| 3-Month SOFR Futures Contracts (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-586.58 | – | -0.00 | |
| 6-Month/10-Year Interest Rate Swap (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $6K | – | 0.00 | |
| 6-Month/10-Year Interest Rate Swap (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-22K | – | -0.01 | |
| 6-Month/2-Year Interest Rate Swap (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $24K | – | 0.02 | |
| 6-Month/2-Year Interest Rate Swap (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| AASET 2024-1 (Apollo Aviation Securitization) | Long | ABS-other | US | $250K | – | 0.16 |
| AASET Trust (AASET 2021-1 Trust) | Long | ABS-other | US | $307K | – | 0.19 |
| ABN AMRO Bank N.V. (ABN AMRO BANK NV) | Long | Debt | NL | $264K | – | 0.17 |
| ABPCI Direct Lending Fund CLO I LLC | Long | ABS-other | KY | $501K | – | 0.31 |
| ABPCI Direct Lending Fund CLO II LLC | Long | ABS-other | KY | $1000K | – | 0.63 |
| ACI Worldwide, Inc. (ACI WORLDWIDE INC) | Long | Debt | US | $398K | – | 0.25 |
| AES Corp. (AES CORP/THE) | Long | Debt | US | $201K | – | 0.13 |
| Air Canada | Long | Debt | CA | $143K | – | 0.09 |
| Albertsons Companies Incorporated / Safeway Inc / New Albertsons Limited Partnership / Albertsons LL (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $144K | – | 0.09 |
| Alcoa Nederland Holding BV | Long | Debt | NL | $197K | – | 0.12 |
| Aligned Data Centers Issuer LLC | Long | ABS-other | US | $230K | – | 0.14 |
| Altice France S.A. (ALTICE FRANCE SA) | Long | Debt | FR | $132K | – | 0.08 |
| Altria Group, Inc. (ALTRIA GROUP INC) | Long | Debt | US | $237K | – | 0.15 |
| Altria Group, Inc. (ALTRIA GROUP INC) | Long | Debt | US | $38K | – | 0.02 |
| American Home Mortgage Investment Trust | Long | ABS-mortgage backed security | US | $235K | – | 0.15 |
| American National Group, Inc. | Long | Debt | US | $67K | – | 0.04 |
| Americo Life, Inc. (AMERICO LIFE INC) | Long | Debt | US | $159K | – | 0.10 |
| AmeriGas Partners Limited Partnership / AmeriGas Finance Corp. (AMERIGAS PART/FIN CORP) | Long | Debt | US | $97K | – | 0.06 |
| Ameriquest Mortgage Securities Trust (Argent Securities Inc.) | Long | ABS-mortgage backed security | US | $570K | – | 0.36 |
| AmFam Holdings, Inc. (AMFAM HOLDINGS INC) | Long | Debt | US | $153K | – | 0.10 |
| Amsted Industries, Inc. | Long | Debt | US | $431K | – | 0.27 |
| Anchorage Credit Funding 4 Ltd. (Anchorage Credit Funding Ltd.) | Long | ABS-other | KY | $679K | – | 0.42 |
| Angel Oak Mortgage Trust | Long | ABS-mortgage backed security | US | $471K | – | 0.29 |
| Angel Oak Mortgage Trust | Long | ABS-mortgage backed security | US | $171K | – | 0.11 |
| Anglo American Capital plc | Long | Debt | GB | $201K | – | 0.13 |
| Anglo American Capital plc | Long | Debt | GB | $171K | – | 0.11 |
| AP Grange Holdings (AP GRANGE HOLDINGS LLC) | Long | Debt | KY | $900K | – | 0.56 |
| AP Grange Holdings (AP GRANGE HOLDINGS LLC) | Long | Debt | KY | $200K | – | 0.13 |
| Apollo Management Holdings, LP | Long | Debt | US | $79K | – | 0.05 |
| Applebee's Funding LLC / IHOP Funding LLC (Applebees/IHOP Funding LLC) | Long | ABS-other | US | $477K | – | 0.30 |
| Arbys Funding LLC | Long | ABS-other | US | $714K | – | 0.45 |
| Ares Direct Lending CLO 1 LLC (Ares Direct Lending CLO LLC) | Long | ABS-other | US | $250K | – | 0.16 |
| Ares Finance Company II LLC (ARES FINANCE CO II LLC) | Long | Debt | US | $365K | – | 0.23 |
| Aretec Group, Inc. (ARETEC GROUP INC) | Long | Debt | US | $109K | – | 0.07 |
| Arsenal AIC Parent LLC | Long | Debt | US | $105K | – | 0.07 |
| Assurant, Inc. (ASSURANT INC) | Long | Debt | US | $206K | – | 0.13 |
| Assurant, Inc. (ASSURANT INC) | Long | Debt | US | $202K | – | 0.13 |
| Assurant, Inc. (ASSURANT INC) | Long | Equity-preferred | US | $2K | 75 | 0.00 |
| Assured Guaranty US Holdings, Inc. (ASSURED GUARANTY US HLDG) | Long | Debt | US | $69K | – | 0.04 |
| Atlassian Corp. (ATLASSIAN CORPORATION) | Long | Debt | US | $99K | – | 0.06 |
| Authentic Brands (ABG INTERMEDIATE HOLDINGS 2 LLC) | Short | Loan | US | $0 | – | – |
| AZ Battery Property LLC | Long | Debt | US | $101K | – | 0.06 |
| Bank of America Corp. | Long | Debt | US | $164K | – | 0.10 |
| Bank of America Corp. | Long | Equity-preferred | US | $95K | 100K | 0.06 |
| Bank of Montreal (Bank of Montreal Chicago Branch) | Long | Repurchase agreement | CA | $44K | – | 0.03 |
| Bank of New York Mellon Corp. (BANK OF NY MELLON CORP) | Long | Equity-preferred | US | $369K | 400K | 0.23 |
| Beacon Roofing Supply, Inc. (BEACON ROOFING SUPPLY IN) | Long | Debt | US | $97K | – | 0.06 |
| Belrose Funding Trust | Long | Debt | US | $261K | – | 0.16 |
| Berry Global, Inc. (BERRY GLOBAL INC) | Long | Debt | US | $150K | – | 0.09 |
| Berry Global, Inc. (BERRY GLOBAL INC) | Long | Debt | US | $47K | – | 0.03 |
| Blue Owl Capital GP LLC (BLUE OWL GP STAKES V ISSUER) | Long | Debt | US | $180K | – | 0.11 |
| Blue Owl Capital GP LLC (BLUE OWL GP STAKES V ISSUER) | Long | Debt | US | $179K | – | 0.11 |
| BNP Paribas (BNP PARIBAS SECURITIES CORP.) | Long | Repurchase agreement | FR | $124K | – | 0.08 |
| BNP Paribas S.A. | Long | Debt | FR | $199K | – | 0.12 |
| Boeing Co. | Long | Debt | US | $103K | – | 0.06 |
| Boeing Co. | Long | Debt | US | $51K | – | 0.03 |
| BofA Securities, Inc. | Long | Repurchase agreement | US | $138K | – | 0.09 |
| Booz Allen Hamilton, Inc. (BOOZ ALLEN HAMILTON INC) | Long | Debt | US | $103K | – | 0.06 |
| BP Capital Markets plc | Long | Debt | US | $486K | – | 0.30 |
| BPCE S.A. (BPCE SA) | Long | Debt | FR | $267K | – | 0.17 |
| BRAVO Residential Funding Trust | Long | ABS-mortgage backed security | US | $441K | – | 0.28 |
| BRAVO Residential Funding Trust | Long | ABS-mortgage backed security | US | $230K | – | 0.14 |
| BRAVO Residential Funding Trust | Long | ABS-mortgage backed security | US | $214K | – | 0.13 |
| Brink's Co. (BRINK'S CO/THE) | Long | Debt | US | $151K | – | 0.09 |
| Brink's Co. (BRINK'S CO/THE) | Long | Debt | US | $101K | – | 0.06 |
| British Airways Class A Pass Through Trust (BRITISH AIR 21-1 A PPT) | Long | Debt | US | $77K | – | 0.05 |
| British Telecommunications plc | Long | Debt | GB | $314K | – | 0.20 |
| British Telecommunications plc | Long | Debt | GB | $122K | – | 0.08 |
| Broadcom, Inc. (BROADCOM INC) | Long | Debt | US | $261K | – | 0.16 |
| Broadcom, Inc. (BROADCOM INC) | Long | Debt | US | $21K | – | 0.01 |
| Brookfield Finance LLC / Brookfield Finance, Inc. (BROOKFLD FIN LLC/FIN INC) | Long | Debt | US | $34K | – | 0.02 |
| Brookfield Finance, Inc. (BROOKFIELD FINANCE INC) | Long | Debt | CA | $194K | – | 0.12 |
| Brookfield Finance, Inc. (BROOKFIELD FINANCE INC) | Long | Debt | CA | $99K | – | 0.06 |
| Brookfield Finance, Inc. (BROOKFIELD FINANCE INC) | Long | Debt | CA | $42K | – | 0.03 |
| Brown & Brown, Inc. (BROWN & BROWN INC) | Long | Debt | US | $99K | – | 0.06 |
| Brown & Brown, Inc. (BROWN & BROWN INC) | Long | Debt | US | $74K | – | 0.05 |
| BX Commercial Mortgage Trust (BX Trust) | Long | ABS-mortgage backed security | US | $389K | – | 0.24 |
| BX Commercial Mortgage Trust (BX Trust) | Long | ABS-mortgage backed security | US | $345K | – | 0.22 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $149K | – | 0.09 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $100K | – | 0.06 |
| BXMT Ltd. | Long | ABS-other | KY | $956K | – | 0.60 |
| BXMT Ltd. | Long | ABS-other | KY | $213K | – | 0.13 |
| Cable One, Inc. (CABLE ONE INC) | Long | Debt | US | $224K | – | 0.14 |
| Capital Automotive REIT | Long | ABS-other | US | $392K | – | 0.25 |
| Capital One Financial Corp. | Long | Debt | US | $154K | – | 0.10 |
| CARS-DB4, LP (Capital Automotive Reit) | Long | ABS-other | US | $214K | – | 0.13 |
| Castlelake Aircraft Structured Trust (Castlelake Aircraft Securitiza) | Long | ABS-other | US | $156K | – | 0.10 |
| Catalent Pharma Solutions, Inc. | Long | Debt | US | $41K | – | 0.03 |
| Central Garden & Pet Co. | Long | Debt | US | $37K | – | 0.02 |
| Cerberus Loan Funding XL LLC | Long | ABS-other | US | $505K | – | 0.32 |
| Cerberus Loan Funding XLII LLC | Long | ABS-other | US | $503K | – | 0.31 |
| Cerberus Loan Funding XLIV LLC | Long | ABS-other | US | $708K | – | 0.44 |
| Cerberus Loan Funding XLIV LLC | Long | ABS-other | US | $254K | – | 0.16 |
| Cerberus Loan Funding XLVII LLC | Long | ABS-other | US | $300K | – | 0.19 |
| Cerberus Loan Funding XXXIII, LP | Long | ABS-other | KY | $501K | – | 0.31 |
| Cerberus Loan Funding XXXIII, LP | Long | ABS-other | KY | $500K | – | 0.31 |
| CF Hippolyta Issuer LLC | Long | ABS-other | US | $240K | – | 0.15 |
| CF Hippolyta Issuer LLC | Long | ABS-other | US | $210K | – | 0.13 |
| CFCRE Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $57K | – | 0.04 |
| Charles Schwab Corp. | Long | Equity-preferred | US | $427K | 500K | 0.27 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $31K | – | 0.02 |
| Cheniere Energy Partners, LP | Long | Debt | US | $151K | – | 0.09 |
| Choice Hotels International, Inc. (CHOICE HOTELS INTL INC) | Long | Debt | US | $318K | – | 0.20 |
| Choice Hotels International, Inc. (CHOICE HOTELS INTL INC) | Long | Debt | US | $30K | – | 0.02 |
| CIFC Funding 2017-II Ltd. (CIFC Funding Ltd) | Long | ABS-other | KY | $250K | – | 0.16 |
| Citadel Securities, LP (CITADEL SECURITIES LP) | Long | Loan | US | $200K | – | 0.12 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $54K | – | 0.03 |
| Citigroup, Inc. (CITIGROUP INC) | Long | Debt | US | $506K | – | 0.32 |
| Citigroup, Inc. (CITIGROUP INC) | Long | Equity-preferred | US | $192K | 200K | 0.12 |
| Citigroup, Inc. (CITIGROUP INC) | Long | Equity-preferred | US | $189K | 200K | 0.12 |
| Citigroup, Inc. (CITIGROUP INC) | Long | Equity-preferred | US | $104K | 100K | 0.07 |
| CLI Funding VIII LLC (CLI Funding LLC) | Long | ABS-other | US | $289K | – | 0.18 |
| CMFT Net Lease Master Issuer LLC | Long | ABS-other | US | $317K | – | 0.20 |
| CNO Financial Group, Inc. (CNO FINANCIAL GROUP INC) | Long | Debt | US | $170K | – | 0.11 |
| CNO Financial Group, Inc. (CNO FINANCIAL GROUP INC) | Long | Equity-preferred | US | $116K | 6K | 0.07 |
| CNO Financial Group, Inc. (CNO FINANCIAL GROUP INC) | Long | Debt | US | $49K | – | 0.03 |
| COMM Mortgage Trust | Long | ABS-mortgage backed security | US | $36K | – | 0.02 |
| Constellation Software, Inc. | Long | Debt | CA | $100K | – | 0.06 |
| Copper River CLO Ltd. | Long | ABS-other | KY | $60 | – | 0.00 |
| Corebridge Financial, Inc. (COREBRIDGE FINANCIAL INC) | Long | Debt | US | $252K | – | 0.16 |
| CoStar Group, Inc. (COSTAR GROUP INC) | Long | Debt | US | $364K | – | 0.23 |
| CPI Holdco B LLC | Long | Loan | US | $150K | – | 0.09 |
| Credit Agricole S.A. (CREDIT AGRICOLE SA) | Long | Debt | FR | $247K | – | 0.15 |
| Credit Suisse Mortgage Capital Certificates (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $378K | – | 0.24 |
| Crown Americas LLC / Crown Americas Capital Corporation VI (CROWN AMER/CAP CORP VI) | Long | Debt | US | $393K | – | 0.25 |
| CSC Holdings LLC | Long | Debt | US | $129K | – | 0.08 |
| CSMC Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $390K | – | 0.24 |
| CSMC Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $331K | – | 0.21 |
| CURRENCY CONTRACT - Rec EUR / Deliver USD (Barclays Bank plc) | Derivative-foreign exchange | US | $-156.9 | – | -0.00 | |
| CURRENCY CONTRACT - Rec USD / Deliver GBP (Goldman Sachs International) | Derivative-foreign exchange | US | $680.11 | – | 0.00 | |
| Cushman & Wakefield US Borrower LLC | Long | Debt | US | $35K | – | 0.02 |
| CVS Health Corp. | Long | Debt | US | $150K | – | 0.09 |
| Datix Bidco Ltd. (DATIX BIDCO LIMITED) | Long | Loan | GB | $88K | – | 0.06 |
| Datix Bidco Ltd. (DATIX BIDCO LIMITED) | Long | Loan | US | $20K | – | 0.01 |
| Datix Bidco Ltd. (DATIX BIDCO LIMITED) | Short | Loan | US | $0 | – | – |
| Delta Air Lines, Inc. (DELTA AIR LINES INC) | Long | Debt | US | $370K | – | 0.23 |
| Delta Air Lines, Inc. / SkyMiles IP Ltd. (DELTA AIR LINES/SKYMILES) | Long | Debt | US | $148K | – | 0.09 |
| Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares | Long | Short-term investment vehicle | US | $664K | 664K | 0.42 |
| Dreyfus Treasury Securities Cash Management Fund - Institutional Shares | Long | Short-term investment vehicle | US | $2M | 2M | 1.34 |
| Dryden 37 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-other | KY | $694K | – | 0.43 |
| Dyal Capital Partners III (A) LP (BLUE OWL GP STAKES III) | Long | Debt | US | $165K | – | 0.10 |
| Dyal Capital Partners III (B) LP (BLUE OWL GP STAKES III) | Long | Debt | US | $130K | – | 0.08 |
| Eisner Advisory Group | Long | Loan | US | $101K | – | 0.06 |
| Elanco Animal Health, Inc. (ELANCO ANIMAL HEALTH INC) | Long | Loan | US | $24K | – | 0.02 |
| EMRLD Borrower, LP (EMRLD BORROWER LP) | Long | Loan | US | $100K | – | 0.06 |
| EMRLD Borrower, LP (EMERSON CLIMATE TECHNOLOGIES INC) | Long | Loan | US | $99K | – | 0.06 |
| Enel Finance International N.V. (ENEL FINANCE INTL NV) | Long | Debt | NL | $190K | – | 0.12 |
| Energy Transfer, LP (ENERGY TRANSFER LP) | Long | Debt | US | $52K | – | 0.03 |
| Equinix Europe 2 Financing Corporation LLC (EQUINIX EU 2 FINANCING C) | Long | Debt | US | $150K | – | 0.09 |
| Equitable Holdings, Inc. (EQUITABLE HOLDINGS INC) | Long | Equity-preferred | US | $541K | 550K | 0.34 |
| Extended Stay America Trust | Long | ABS-mortgage backed security | US | $227K | – | 0.14 |
| Fairfax Financial Holdings Ltd. (FAIRFAX FINL HLDGS LTD) | Long | Debt | CA | $217K | – | 0.14 |
| Fairfax Financial Holdings Ltd. (FAIRFAX FINL HLDGS LTD) | Long | Debt | CA | $99K | – | 0.06 |
| Falcon Aerospace Ltd. | Long | ABS-other | US | $53K | – | 0.03 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $1M | – | 0.76 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $921K | – | 0.58 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $857K | – | 0.54 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $808K | – | 0.51 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $785K | – | 0.49 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $697K | – | 0.44 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $639K | – | 0.40 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $569K | – | 0.36 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $535K | – | 0.33 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $520K | – | 0.33 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $406K | – | 0.25 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $279K | – | 0.17 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $195K | – | 0.12 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $190K | – | 0.12 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $176K | – | 0.11 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $237K | – | 0.15 |
| Federal Home Loan Bank (FED HOME LN DISCOUNT NT) | Long | Debt | US | $370K | – | 0.23 |
| Ferguson Finance plc | Long | Debt | GB | $189K | – | 0.12 |
| Fidelity National Financial, Inc. (FIDELITY NATL FINANCIAL) | Long | Debt | US | $226K | – | 0.14 |
| Fidelity National Financial, Inc. (FIDELITY NATL FINANCIAL) | Long | Debt | US | $122K | – | 0.08 |
| FIGRE Trust | Long | ABS-mortgage backed security | US | $95K | – | 0.06 |
| FIGRE Trust 2024-HE2 | Long | ABS-mortgage backed security | US | $246K | – | 0.15 |
| First American Financial Corp. | Long | Debt | US | $323K | – | 0.20 |
| First Brands Group LLC | Long | Loan | US | $342K | – | 0.21 |
| First Franklin Mortgage Loan Trust (First Franklin Mtg Loan Asset) | Long | ABS-mortgage backed security | US | $336K | – | 0.21 |
| First Republic Bank | Long | Equity-preferred | US | $330.5 | 17K | 0.00 |
| First Republic Bank | Long | Equity-preferred | US | $13.5 | 675 | 0.00 |
| FirstKey Homes Trust | Long | ABS-other | US | $551K | – | 0.34 |
| FirstKey Homes Trust | Long | ABS-other | US | $144K | – | 0.09 |
| FirstKey Homes Trust | Long | ABS-other | US | $143K | – | 0.09 |
| FirstKey Homes Trust | Long | ABS-other | US | $95K | – | 0.06 |
| Fiserv, Inc. (FISERV INC) | Long | Debt | US | $50K | – | 0.03 |
| Flowserve Corp. (FLOWSERVE CORPORATION) | Long | Debt | US | $240K | – | 0.15 |
| Flowserve Corp. (FLOWSERVE CORPORATION) | Long | Debt | US | $82K | – | 0.05 |
| Flutter Treasury Designated Activity Co. (FLUTTER TREASURY DAC) | Long | Debt | IE | $201K | – | 0.13 |
| Fort Moore Family Communities LLC (FORT MOORE FAMILY LLC) | Long | Debt | US | $415K | – | 0.26 |
| Fortress Credit BSL XV Ltd. (Fortress Credit BSL Limited) | Long | ABS-other | JE | $300K | – | 0.19 |
| Fortress Credit Opportunities XI CLO Ltd. | Long | ABS-other | KY | $341K | – | 0.21 |
| Foundry JV Holdco LLC | Long | Debt | US | $198K | – | 0.12 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $2M | – | 1.13 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $1M | – | 0.87 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $1M | – | 0.63 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $923K | – | 0.58 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $832K | – | 0.52 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $796K | – | 0.50 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $531K | – | 0.33 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $505K | – | 0.32 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $447K | – | 0.28 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $232K | – | 0.15 |
| Freddie Mac | Long | ABS-mortgage backed security | US | $203K | – | 0.13 |
| Freddie Mac Military Housing Bonds Resecuritization Trust Certificates | Long | ABS-mortgage backed security | US | $780K | – | 0.49 |
| FS KKR Capital Corp. | Long | Debt | US | $226K | – | 0.14 |
| FS KKR Capital Corp. | Long | Debt | US | $181K | – | 0.11 |
| Galaxy Pipeline Assets Bidco Ltd. | Long | Debt | JE | $248K | – | 0.16 |
| GCAT Trust | Long | ABS-mortgage backed security | US | $447K | – | 0.28 |
| Ginkgo Bioworks Holdings, Inc. (GINKGO BIOWORKS HOLDINGS INC) | Derivative-equity | US | $19.29 | 684 | 0.00 | |
| Ginnie Mae (UNITED STATES OF AMERICA) | Long | ABS-mortgage backed security | US | $528K | – | 0.33 |
| Ginnie Mae (UNITED STATES OF AMERICA) | Long | ABS-mortgage backed security | US | $495K | – | 0.31 |
| Ginnie Mae | Long | ABS-mortgage backed security | US | $264K | – | 0.17 |
| Ginnie Mae | Long | ABS-mortgage backed security | US | $247K | – | 0.15 |
| Global Atlantic Finance Co. | Long | Debt | US | $232K | – | 0.15 |
| Global Atlantic Finance Co. (GLOBAL ATLANTIC FIN CO) | Long | Debt | US | $161K | – | 0.10 |
| Global Payments, Inc. (GLOBAL PAYMENTS INC) | Long | Debt | US | $170K | – | 0.11 |
| Global Payments, Inc. (GLOBAL PAYMENTS INC) | Long | Debt | US | $117K | – | 0.07 |
| Global Payments, Inc. (GLOBAL PAYMENTS INC) | Long | Debt | US | $13K | – | 0.01 |
| GLP Capital Limited Partnership / GLP Financing II, Inc. (GLP CAPITAL LP / FIN II) | Long | Debt | US | $260K | – | 0.16 |
| GLP Capital Limited Partnership / GLP Financing II, Inc. (GLP CAPITAL LP / FIN II) | Long | Debt | US | $246K | – | 0.15 |
| GMAC Commercial Mortgage Asset Corp. | Long | ABS-mortgage backed security | US | $872K | – | 0.55 |
| Go Daddy Operating Company LLC / GD Finance Co., Inc. (GO DADDY OPCO/FINCO) | Long | Debt | US | $50K | – | 0.03 |
| Goldman Sachs Group, Inc. (GOLDMAN SACHS GROUP INC) | Long | Equity-preferred | US | $141K | 150K | 0.09 |
| Golub Capital Partners CLO 16 Ltd. (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $503K | – | 0.31 |
| Golub Capital Partners CLO 17 Ltd. (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $141K | – | 0.09 |
| Golub Capital Partners CLO 33M Ltd. (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $746K | – | 0.47 |
| Golub Capital Partners CLO 36M Ltd. (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $583K | – | 0.36 |
| Golub Capital Partners CLO 54M L.P (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $498K | – | 0.31 |
| Graham Holdings Co. | Long | Debt | US | $149K | – | 0.09 |
| Greensaif Pipelines Bidco SARL | Long | Debt | LU | $203K | – | 0.13 |
| GS Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $265K | – | 0.17 |
| Guggenheim Total Return Bond Fund - R6-Class (Guggenheim Partners Investment Management LLC) | Long | Equity-common | US | $6M | 271K | 3.96 |
| GXO Logistics, Inc. (GXO LOGISTICS INC) | Long | Debt | US | $102K | – | 0.06 |
| GXO Logistics, Inc. (GXO LOGISTICS INC) | Long | Debt | US | $101K | – | 0.06 |
| HAH Group Holding Co. LLC (HAH GROUP HOLDING CO LLC) | Long | Loan | US | $30K | – | 0.02 |
| HAH Group Holding Co. LLC (HAH GROUP HOLDING CO LLC) | Long | Loan | US | $4K | – | 0.00 |
| HarborView Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $260K | – | 0.16 |
| Hasbro, Inc. (HASBRO INC) | Long | Debt | US | $150K | – | 0.09 |
| HERA Commercial Mortgage Ltd. | Long | ABS-other | KY | $484K | – | 0.30 |
| Hess Midstream Operations, LP | Long | Debt | US | $198K | – | 0.12 |
| Higginbotham Insurance Agency, Inc. (HIGGINBOTHAM INSURANCE AGENCY INC) | Long | Loan | US | $193K | – | 0.12 |
| Higginbotham Insurance Agency, Inc. (HIGGINBOTHAM INSURANCE AGENCY INC) | Long | Loan | US | $126K | – | 0.08 |
| Higginbotham Insurance Agency, Inc. (HIGGINBOTHAM INSURANCE AGENCY INC) | Long | Loan | US | $92K | – | 0.06 |
| HighTower Holding LLC | Long | Loan | US | $55K | – | 0.03 |
| Home Equity Loan Trust | Long | ABS-mortgage backed security | US | $422K | – | 0.26 |
| Host Hotels & Resorts, LP (HOST HOTELS & RESORTS LP) | Long | Debt | US | $384K | – | 0.24 |
| Host Hotels & Resorts, LP (HOST HOTELS & RESORTS LP) | Long | Debt | US | $42K | – | 0.03 |
| Hotwire Funding LLC | Long | ABS-other | US | $230K | – | 0.14 |
| Hotwire Funding LLC | Long | ABS-other | US | $152K | – | 0.10 |
| Hunt Companies, Inc. (HUNT COS INC) | Long | Debt | US | $182K | – | 0.11 |
| Hyatt Hotels Corp. | Long | Debt | US | $219K | – | 0.14 |
| Hyatt Hotels Corp. | Long | Debt | US | $193K | – | 0.12 |
| Imperial Fund Mortgage Trust (Imperial Fund LLC) | Long | ABS-mortgage backed security | US | $153K | – | 0.10 |
| International Flavors & Fragrances, Inc. (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $161K | – | 0.10 |
| International Game Technology plc | Long | Debt | GB | $224K | – | 0.14 |
| IQVIA, Inc. (IQVIA INC) | Long | Debt | US | $195K | – | 0.12 |
| Iron Mountain, Inc. (IRON MOUNTAIN INC) | Long | Debt | US | $236K | – | 0.15 |
| Iron Mountain, Inc. (IRON MOUNTAIN INC) | Long | Debt | US | $119K | – | 0.07 |
| ITRAXX.EUR.41.V1 (BofA Securities, Inc.) | Derivative-credit | US | $-7K | – | -0.00 | |
| ITT Holdings LLC | Long | Debt | US | $225K | – | 0.14 |
| J.P. Morgan Securities LLC | Long | Repurchase agreement | US | $138K | – | 0.09 |
| Jane Street Group / JSG Finance, Inc. (JANE STREET GRP/JSG FIN) | Long | Debt | US | $164K | – | 0.10 |
| Jane Street Group LLC | Long | Loan | US | $224K | – | 0.14 |
| JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc. (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | US | $165K | – | 0.10 |
| JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc. (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $98K | – | 0.06 |
| JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc. (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | US | $75K | – | 0.05 |
| Jefferies Finance LLC / JFIN Company-Issuer Corp. (JEFFERIES FIN LLC / JFIN) | Long | Debt | US | $231K | – | 0.14 |
| Jefferies Financial Group, Inc. (JEFFERIES FIN GROUP INC) | Long | Debt | US | $240K | – | 0.15 |
| Jefferies Financial Group, Inc. (JEFFERIES FIN GROUP INC) | Long | Debt | US | $101K | – | 0.06 |
| Jefferies Financial Group, Inc. (JEFFERIES FIN GROUP INC) | Long | Debt | US | $81K | – | 0.05 |
| JOL Air Ltd. | Long | ABS-other | KY | $289K | – | 0.18 |
| JP Morgan Mortgage Acquisition Trust | Long | ABS-mortgage backed security | US | $597K | – | 0.37 |
| JP Morgan Mortgage Trust 2021-12 | Long | ABS-mortgage backed security | US | $578K | – | 0.36 |
| JP Morgan Mortgage Trust 2021-13 | Long | ABS-mortgage backed security | US | $254K | – | 0.16 |
| JPMorgan Chase & Co. | Long | Debt | US | $304K | – | 0.19 |
| JPMorgan Chase & Co. | Long | Equity-preferred | US | $236K | 250K | 0.15 |
| JPMorgan Chase & Co. | Long | Debt | US | $118K | – | 0.07 |
| Kemper Corp. | Long | Debt | US | $62K | – | 0.04 |
| Kennedy-Wilson, Inc. (KENNEDY-WILSON INC) | Long | Debt | US | $93K | – | 0.06 |
| Kinder Morgan, Inc. (KINDER MORGAN INC) | Long | Debt | US | $146K | – | 0.09 |
| KKR Core Holding Company LLC | Long | ABS-other | US | $466K | – | 0.29 |
| KKR Group Finance Company VIII LLC (KKR GROUP FINAN CO VIII) | Long | Debt | US | $131K | – | 0.08 |
| KREF Ltd. (KREF 2021-FL2 Ltd) | Long | ABS-other | KY | $467K | – | 0.29 |
| KREF Ltd. (KREF 2021-FL2 Ltd) | Long | ABS-other | KY | $145K | – | 0.09 |
| Kuvare US Holdings, Inc. (KUVARE US HOLDINGS INC) | Long | Equity-preferred | US | $100K | 100K | 0.06 |
| Lazard Group LLC | Long | Debt | US | $253K | – | 0.16 |
| LCCM Trust (Ladder Capital Commercial Mort) | Long | ABS-other | US | $530K | – | 0.33 |
| LCCM Trust (Ladder Capital Commercial Mort) | Long | ABS-other | US | $387K | – | 0.24 |
| Legacy Mortgage Asset Trust | Long | ABS-mortgage backed security | US | $339K | – | 0.21 |
| Legacy Mortgage Asset Trust | Long | ABS-mortgage backed security | US | $338K | – | 0.21 |
| Leidos, Inc. (LEIDOS INC) | Long | Debt | US | $206K | – | 0.13 |
| Level 3 Financing, Inc. (LEVEL 3 FINANCING INC) | Long | Debt | US | $173K | – | 0.11 |
| Level 3 Financing, Inc. (LEVEL 3 FINANCING INC) | Long | Debt | US | $73K | – | 0.05 |
| Level 3 Financing, Inc. (LEVEL 3 FINANCING INC) | Long | Debt | US | $52K | – | 0.03 |
| LG Energy Solution Ltd. (LGENERGYSOLUTION) | Long | Debt | KR | $195K | – | 0.12 |
| Liberty Mutual Group, Inc. (LIBERTY MUTUAL GROUP INC) | Long | Debt | US | $345K | – | 0.22 |
| Life Mortgage Trust (Life Financial Services Trust) | Long | ABS-mortgage backed security | US | $236K | – | 0.15 |
| Lightning A (THUNDERBIRD 2022-1) | Long | ABS-other | US | $239K | – | 0.15 |
| Lightning A (THUNDERBIRD 2022-1) | Long | ABS-other | US | $0 | – | – |
| Lincoln National Corp. | Long | Debt | US | $30K | – | 0.02 |
| Lloyds Banking Group plc | Long | Debt | GB | $200K | – | 0.12 |
| LoanCore Issuer Ltd. (LoanCore 2021-CRE6 Issuer, Ltd) | Long | ABS-other | KY | $470K | – | 0.29 |
| LPL Holdings, Inc. (LPL HOLDINGS INC) | Long | Debt | US | $162K | – | 0.10 |
| LPL Holdings, Inc. (LPL HOLDINGS INC) | Long | Debt | US | $160K | – | 0.10 |
| LSTAR Securities Investment Ltd. | Long | ABS-mortgage backed security | US | $88K | – | 0.05 |
| Lunar Structured Aircraft Portfolio Notes (SOLRR Aircraft 2021-1 Limited) | Long | ABS-other | IE | $348K | – | 0.22 |
| LVNV Funding LLC | Long | ABS-other | US | $255K | – | 0.16 |
| LVNV Funding LLC | Long | ABS-other | US | $100K | – | 0.06 |
| Macquarie Bank Ltd. | Long | Debt | AU | $258K | – | 0.16 |
| Macquarie Group Ltd. | Long | Debt | AU | $207K | – | 0.13 |
| Macquarie Group Ltd. | Long | Debt | AU | $166K | – | 0.10 |
| Maple Grove Funding Trust I (MAPLE GROVE FUNDING TR I) | Long | Debt | US | $338K | – | 0.21 |
| Markel Group, Inc. (MARKEL GROUP INC) | Long | Equity-preferred | US | $358K | 360K | 0.22 |
| Master Asset-Backed Securities Trust (MASTR Asset Backed Securities) | Long | ABS-mortgage backed security | US | $353K | – | 0.22 |
| MB2 Dental Solutions, LLC (MB2 DENTAL SOLUTIONS LLC) | Long | Loan | US | $135K | – | 0.08 |
| MB2 Dental Solutions, LLC (MB2 DENTAL SOLUTIONS LLC) | Long | Loan | US | $2K | – | 0.00 |
| MB2 Dental Solutions, LLC | Short | Loan | US | $-467.91 | – | -0.00 |
| MB2 Dental Solutions, LLC | Short | Loan | US | $-561.5 | – | -0.00 |
| MB2 Dental Solutions, LLC (MB2 DENTAL SOLUTIONS LLC) | Short | Loan | US | $-975 | – | -0.00 |
| McGraw-Hill Education, Inc. | Long | Debt | US | $15K | – | 0.01 |
| Medline Borrower Limited Partnership/Medline Company-Issuer, Inc. (MEDLINE BORROWER/MEDL CO) | Long | Debt | US | $253K | – | 0.16 |
| MetLife, Inc. (METLIFE INC) | Long | Equity-preferred | US | $387K | 400K | 0.24 |
| Midwest Connector Capital Company LLC | Long | Debt | US | $107K | – | 0.07 |
| Midwest Veterinary Partners LLC | Long | Loan | US | $146K | – | 0.09 |
| Mileage Plus Holdings LLC (UNITED AIRLINES HOLDINGS INC) | Long | Loan | US | $153K | – | 0.10 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd. (MILEAGE PLUS HLDINGS LLC) | Long | Debt | US | $210K | – | 0.13 |
| Minerals Technologies, Inc. (MINERALS TECHNOLOGIES IN) | Long | Debt | US | $180K | – | 0.11 |
| Morgan Stanley | Long | Debt | US | $238K | – | 0.15 |
| Morgan Stanley | Long | Debt | US | $148K | – | 0.09 |
| Morgan Stanley Re-REMIC Trust (Morgan Stanley ReRemic Trust) | Long | ABS-mortgage backed security | US | $25K | – | 0.02 |
| MSCI, Inc. (MSCI INC) | Long | Debt | US | $132K | – | 0.08 |
| Mutual of Omaha Insurance Co. (MUTUAL OF OMAHA INS CO) | Long | Debt | US | $49K | – | 0.03 |
| Nassau LLC (Nassau 2019 CFO LLC) | Long | ABS-other | US | $111K | – | 0.07 |
| Nationstar Mortgage Holdings, Inc. (NATIONSTAR MTG HLD INC) | Long | Debt | US | $49K | – | 0.03 |
| Nationwide Mutual Insurance Co. | Long | Debt | US | $284K | – | 0.18 |
| Navigator Aircraft ABS Ltd. (Navigator Aircraft ABS LLC) | Long | ABS-other | US | $367K | – | 0.23 |
| Nippon Life Insurance Co. | Long | Debt | JP | $292K | – | 0.18 |
| Nippon Life Insurance Co. | Long | Debt | JP | $165K | – | 0.10 |
| Norfolk Southern Corp. | Long | Debt | US | $35K | – | 0.02 |
| NovaStar Mortgage Funding Trust Series (Novastar Home Equity Loan) | Long | ABS-mortgage backed security | US | $295K | – | 0.18 |
| NRG Energy, Inc. (NRG ENERGY INC) | Long | Debt | US | $180K | – | 0.11 |
| NRG Energy, Inc. (NRG ENERGY INC) | Long | Debt | US | $106K | – | 0.07 |
| NuStar Logistics, LP (NUSTAR LOGISTICS LP) | Long | Debt | US | $99K | – | 0.06 |
| NYMT Loan Trust (New York Mortgage Trust) | Long | ABS-mortgage backed security | US | $416K | – | 0.26 |
| Obra Longevity (OBRA CAPITAL INC) | Long | ABS-other | US | $180K | – | 0.11 |
| Obra Longevity (OBRA CAPITAL INC) | Long | ABS-other | US | $0 | – | – |
| OBX 2024-NQM8 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $100K | – | 0.06 |
| OBX 2024-NQM9 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $100K | – | 0.06 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $465K | – | 0.29 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $239K | – | 0.15 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $233K | – | 0.15 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $200K | – | 0.12 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $148K | – | 0.09 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $85K | – | 0.05 |
| Octagon Investment Partners 49 Ltd. | Long | ABS-other | KY | $2M | – | 1.10 |
| OneAmerica Financial Partners, Inc. (ONEAMERICA FINL PARTNERS) | Long | Debt | US | $276K | – | 0.17 |
| OneMain Finance Corp. | Long | Debt | US | $356K | – | 0.22 |
| Oracle Corp. | Long | Debt | US | $160K | – | 0.10 |
| OSAT Trust (OWS Structured Asset Trust) | Long | ABS-mortgage backed security | US | $364K | – | 0.23 |
| Owens Corning | Long | Debt | US | $111K | – | 0.07 |
| Owl Rock CLO III Ltd. (Owl Rock CLO Ltd) | Long | ABS-other | KY | $250K | – | 0.16 |
| Owl Rock CLO IV Ltd. (Owl Rock CLO Ltd) | Long | ABS-other | KY | $251K | – | 0.16 |
| Owl Rock CLO XVI (Owl Rock CLO Ltd) | Long | ABS-other | US | $502K | – | 0.31 |
| Owl Rock CLO XVII LLC (Owl Rock CLO Ltd) | Long | ABS-other | US | $250K | – | 0.16 |
| Oxford Finance Funding (Oxford Finance Funding Trust) | Long | ABS-other | US | $91K | – | 0.06 |
| Pacific Beacon LLC | Long | Debt | US | $143K | – | 0.09 |
| Pacific Bells LLC | Long | Loan | US | $89K | – | 0.06 |
| Palmer Square Loan Funding Ltd. | Long | ABS-other | KY | $999K | – | 0.63 |
| Paramount Global | Long | Debt | US | $92K | – | 0.06 |
| Paramount Global | Long | Debt | US | $69K | – | 0.04 |
| Paramount Global | Long | Debt | US | $34K | – | 0.02 |
| Paramount Global | Long | Debt | US | $25K | – | 0.02 |
| Paramount Global | Long | Debt | US | $13K | – | 0.01 |
| Parkland Corp. | Long | Debt | CA | $91K | – | 0.06 |
| PartnerRe Finance B LLC | Long | Debt | US | $127K | – | 0.08 |
| Penn Mutual Life Insurance Co. (PENN MUTUAL LIFE INS CO) | Long | Debt | US | $64K | – | 0.04 |
| Pershing Square Holdings Ltd. (PS HOLDINGS INDEPENDENT VOTING COMPANY LTD) | Long | Debt | GG | $814K | – | 0.51 |
| Pershing Square Holdings Ltd. (PS HOLDINGS INDEPENDENT VOTING COMPANY LTD) | Long | Debt | GG | $632K | – | 0.40 |
| Pershing Square Holdings Ltd. (PS HOLDINGS INDEPENDENT VOTING COMPANY LTD) | Short | Debt | GG | $-632K | – | -0.40 |
| Pershing Square SPARC Holdings, Ltd. (Pershing Square Holdings, Ltd.) | Derivative-equity | US | $2.34 | 23K | 0.00 | |
| Pershing Square Tontine Holdings, Ltd. | Derivative-equity | US | $0.85 | 9K | 0.00 | |
| Pershing Square Tontine Holdings, Ltd. - Class A (PERSHING SQUARE TONTINE HOLDINGS LTD) | Long | Equity-common | US | $7.66 | 77K | 0.00 |
| Pine Street Trust III | Long | Debt | US | $100K | – | 0.06 |
| Plains All American Pipeline Limited Partnership / PAA Finance Corp. (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $248K | – | 0.15 |
| Project Onyx I (PMH NEWCO LP) | Long | ABS-other | US | $411K | – | 0.26 |
| Project Onyx II (PMH SPV - C LLC) | Long | ABS-other | US | $124K | – | 0.08 |
| PRPM LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $637K | – | 0.40 |
| PRPM LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $335K | – | 0.21 |
| PRPM LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $126K | – | 0.08 |
| Prudential Financial, Inc. (PRUDENTIAL FINANCIAL INC) | Long | Debt | US | $151K | – | 0.09 |
| Prudential Financial, Inc. (PRUDENTIAL FINANCIAL INC) | Long | Debt | US | $113K | – | 0.07 |
| Qorvo, Inc. (QORVO INC) | Long | Debt | US | $112K | – | 0.07 |
| Qorvo, Inc. (QORVO INC) | Long | Debt | US | $86K | – | 0.05 |
| Quirch Foods Holdings LLC | Long | Loan | US | $142K | – | 0.09 |
| RCKT Mortgage Trust 2024-CES4 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $200K | – | 0.13 |
| Reinsurance Group of America, Inc. (REINSURANCE GRP OF AMER) | Long | Debt | US | $181K | – | 0.11 |
| Reinsurance Group of America, Inc. (REINSURANCE GRP OF AMER) | Long | Debt | US | $100K | – | 0.06 |
| Reliance Standard Life Global Funding II (RELIANCE STAND LIFE II) | Long | Debt | US | $791K | – | 0.50 |
| RGA Global Funding | Long | Debt | US | $120K | – | 0.07 |
| RLDatix (RL DATIX MERGER SUB INC) | Short | Loan | US | $0 | – | – |
| Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc. (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $305K | – | 0.19 |
| Rogers Communications, Inc. (ROGERS COMMUNICATIONS IN) | Long | Debt | CA | $163K | – | 0.10 |
| Royalty Pharma plc | Long | Debt | GB | $208K | – | 0.13 |
| Safehold GL Holdings LLC | Long | Debt | US | $151K | – | 0.09 |
| Safehold GL Holdings LLC | Long | Debt | US | $124K | – | 0.08 |
| Safehold GL Holdings LLC | Long | Debt | US | $99K | – | 0.06 |
| Saluda Grade Alternative Mortgage Trust | Long | ABS-mortgage backed security | US | $138K | – | 0.09 |
| Sapphire Aviation Finance II Ltd. (Sapphire Aviation Finance I Li) | Long | ABS-other | US | $281K | – | 0.18 |
| SBA Communications Corp. | Long | Debt | US | $223K | – | 0.14 |
| Sealed Air Corp. | Long | Debt | US | $99K | – | 0.06 |
| Securitized Asset-Backed Receivables LLC Trust (Securitized Asset Backed Recei) | Long | ABS-mortgage backed security | US | $466K | – | 0.29 |
| Selective Insurance Group, Inc. | Long | Equity-preferred | US | $73K | 4K | 0.05 |
| Sequoia Mortgage Trust 2024-5 | Long | ABS-mortgage backed security | US | $148K | – | 0.09 |
| Service Experts Issuer LLC | Long | ABS-other | US | $151K | – | 0.09 |
| ServiceMaster Funding LLC (ServiceMaster Brands) | Long | ABS-other | US | $199K | – | 0.12 |
| SERVPRO Master Issuer LLC (Servpro Master Issuer, LLC) | Long | ABS-other | US | $428K | – | 0.27 |
| Sirius XM Radio, Inc. (SIRIUS XM RADIO INC) | Long | Debt | US | $154K | – | 0.10 |
| Smithfield Foods, Inc. (SMITHFIELD FOODS INC) | Long | Debt | US | $240K | – | 0.15 |
| Smithfield Foods, Inc. (SMITHFIELD FOODS INC) | Long | Debt | US | $93K | – | 0.06 |
| Societe Generale S.A. | Long | Debt | FR | $204K | – | 0.13 |
| Southern Veterinary Partners LLC (SOUTHERN VETERINARY COMPANY LLC) | Long | Loan | US | $105K | – | 0.07 |
| Sprite Ltd. (Sprite Limited) | Long | ABS-other | US | $147K | – | 0.09 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $498K | – | 0.31 |
| Stadco LA LLC | Long | Debt | US | $337K | – | 0.21 |
| Standard Chartered plc | Long | Debt | US | $333K | – | 0.21 |
| Starwood Mortgage Residential Trust | Long | ABS-mortgage backed security | US | $624K | – | 0.39 |
| State of Illinois General Obligation Unlimited (ILLINOIS ST) | Long | Debt | US | $339K | – | 0.21 |
| Station Place Securitization Trust (JEFFERIES FINANCIAL GROUP INC) | Long | ABS-other | US | $325K | – | 0.20 |
| Station Place Securitization Trust (JEFFERIES FINANCIAL GROUP INC) | Long | ABS-other | US | $325K | – | 0.20 |
| Stewart Information Services Corp. | Long | Debt | US | $207K | – | 0.13 |
| Stolthaven Houston, Inc. (STOLTHAVEN HOUSTON INC) | Long | Debt | US | $198K | – | 0.12 |
| STORE Master Funding I-VII (STORE Master Funding LLC) | Long | ABS-other | US | $801K | – | 0.50 |
| STWD Ltd. (Starwood Commercial Mortgage T) | Long | ABS-other | KY | $739K | – | 0.46 |
| Subway Funding LLC | Long | ABS-other | US | $203K | – | 0.13 |
| Subway Funding LLC | Long | ABS-other | US | $102K | – | 0.06 |
| Sunoco, LP (SUNOCO LP) | Long | Debt | US | $103K | – | 0.06 |
| SVC ABS LLC | Long | ABS-other | US | $334K | – | 0.21 |
| Switch ABS Issuer LLC (Switch ABS Issuer, LLC) | Long | ABS-other | US | $291K | – | 0.18 |
| Switch ABS Issuer LLC (Switch ABS Issuer, LLC) | Long | ABS-other | US | $100K | – | 0.06 |
| Taco Bell Funding LLC (Taco Bell Funding, LLC) | Long | ABS-other | US | $322K | – | 0.20 |
| Targa Resources Corp. | Long | Debt | US | $67K | – | 0.04 |
| Targa Resources Partners Limited Partnership / Targa Resources Partners Finance Corp. | Long | Debt | US | $37K | – | 0.02 |
| TD SYNNEX Corp. | Long | Debt | US | $173K | – | 0.11 |
| TD SYNNEX Corp. | Long | Debt | US | $134K | – | 0.08 |
| TD SYNNEX Corp. | Long | Debt | US | $100K | – | 0.06 |
| Tenet Healthcare Corp. | Long | Debt | US | $71K | – | 0.04 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $848K | – | 0.53 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $777K | – | 0.49 |
| Tennessee Valley Authority Principal Strips (TVA PRIN STRIP) | Long | Debt | US | $149K | – | 0.09 |
| Textainer Marine Containers Ltd. (Textainer Marine Containers Li) | Long | ABS-other | US | $199K | – | 0.12 |
| Textainer Marine Containers VII Ltd. (Textainer Marine Containers Li) | Long | ABS-other | US | $135K | – | 0.08 |
| THL Credit Lake Shore MM CLO I Ltd. | Long | ABS-other | KY | $500K | – | 0.31 |
| Thunderbird A (THUNDERBIRD 2022-1) | Long | ABS-other | US | $239K | – | 0.15 |
| Thunderbird A (THUNDERBIRD 2022-1) | Long | ABS-other | US | $0 | – | – |
| TIF Funding III LLC | Long | ABS-other | US | $98K | – | 0.06 |
| Top Pressure Recovery Turbines (TOWD POINT REVOLVING TRUST TPRT_24-A) | Long | ABS-mortgage backed security | US | $300K | – | 0.19 |
| TPG Operating Group II, LP | Long | Debt | US | $201K | – | 0.13 |
| TransCanada PipeLines Ltd. | Long | Debt | CA | $100K | – | 0.06 |
| Transurban Finance Company Pty Ltd. | Long | Debt | AU | $125K | – | 0.08 |
| Treman Park CLO Ltd. | Long | ABS-other | KY | $544.25 | – | 0.00 |
| Tricon Residential 2024-SFR2 Trust | Long | ABS-other | US | $99K | – | 0.06 |
| Tricon Residential Trust | Long | ABS-other | US | $240K | – | 0.15 |
| Triton Container International Limited / TAL International Container Corp. (TRITON CONTAINER/TAL INT) | Long | Debt | BM | $82K | – | 0.05 |
| Triton Container International Ltd. | Long | Debt | BM | $166K | – | 0.10 |
| Trustage Financial Group, Inc. | Long | Debt | US | $176K | – | 0.11 |
| Twilio, Inc. (TWILIO INC) | Long | Debt | US | $34K | – | 0.02 |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $101K | – | 0.06 | |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $56K | – | 0.04 | |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $13K | – | 0.01 | |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $8K | – | 0.01 | |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $381.72 | – | 0.00 | |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $-42K | – | -0.03 | |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $-136K | – | -0.09 | |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $-216K | – | -0.13 | |
| U.S. Treasury Bills (TREASURY BILL) | Long | Debt | US | $300K | – | 0.19 |
| U.S. Treasury Bonds (STRIP PRINC) | Long | Debt | US | $4M | – | 2.21 |
| U.S. Treasury Bonds (US TREASURY N/B) | Long | Debt | US | $2M | – | 1.05 |
| U.S. Treasury Bonds (STRIP PRINC) | Long | Debt | US | $973K | – | 0.61 |
| U.S. Treasury Bonds (STRIPS) | Long | Debt | US | $903K | – | 0.57 |
| U.S. Treasury Bonds (STRIPS) | Long | Debt | US | $855K | – | 0.54 |
| U.S. Treasury Bonds (STRIP PRINC) | Long | Debt | US | $633K | – | 0.40 |
| U.S. Treasury Bonds (STRIP PRINC) | Long | Debt | US | $329K | – | 0.21 |
| U.S. Treasury Bonds (STRIPS) | Long | Debt | US | $187K | – | 0.12 |
| U.S. Treasury Notes (US TREASURY N/B) | Long | Debt | US | $4M | – | 2.74 |
| U.S. Treasury Notes (US TREASURY N/B) | Long | Debt | US | $3M | – | 2.15 |
| U.S. Treasury Notes (US TREASURY N/B) | Long | Debt | US | $3M | – | 2.02 |
| U.S. Treasury Notes (US TREASURY N/B) | Long | Debt | US | $3M | – | 1.59 |
| U.S. Treasury Notes (US TREASURY N/B) | Long | Debt | US | $2M | – | 1.03 |
| U.S. Treasury Notes (US TREASURY N/B) | Long | Debt | US | $551K | – | 0.35 |
| UBS Group AG | Long | Debt | CH | $241K | – | 0.15 |
| UCFC Manufactured Housing Contract | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Uniform MBS 15 Year | Long | ABS-mortgage backed security | US | $2M | – | 1.33 |
| Uniform MBS 15 Year | Long | ABS-mortgage backed security | US | $359K | – | 0.22 |
| Uniform MBS 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 2.70 |
| Uniform MBS 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 2.58 |
| Uniform MBS 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 1.05 |
| Uniform MBS 30 Year | Long | ABS-mortgage backed security | US | $947K | – | 0.59 |
| United Airlines, Inc. (UNITED AIRLINES INC) | Long | Debt | US | $145K | – | 0.09 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $1M | – | 0.88 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $1M | – | 0.87 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $565K | – | 0.35 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $456K | – | 0.29 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $185K | – | 0.12 |
| United Wholesale Mortgage LLC (UNITED WHOLESALE MTGE LL) | Long | Debt | US | $285K | – | 0.18 |
| United Wholesale Mortgage LLC (UNITED WHOLESALE MTGE LL) | Long | Debt | US | $50K | – | 0.03 |
| Universal Health Services, Inc. (UNIVERSAL HEALTH SVCS) | Long | Debt | US | $128K | – | 0.08 |
| Vacasa, Inc. (Vacasa Inc) | Long | Equity-common | US | $813.29 | 167 | 0.00 |
| VB-S1 Issuer LLC - VBTEL | Long | ABS-other | US | $233K | – | 0.15 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $179K | – | 0.11 |
| Venture Global LNG, Inc. (VENTURE GLOBAL LNG INC) | Long | Debt | US | $219K | – | 0.14 |
| Venture Global LNG, Inc. (VENTURE GLOBAL LNG INC) | Long | Debt | US | $109K | – | 0.07 |
| VFH Parent LLC / Valor Company-Issuer, Inc. (VFH PARENT / VALOR CO) | Long | Debt | US | $100K | – | 0.06 |
| Viper Energy, Inc. (VIPER ENERGY INC) | Long | Debt | US | $104K | – | 0.06 |
| Virgin Media Secured Finance plc | Long | Debt | US | $254K | – | 0.16 |
| Vodafone Group plc | Long | Debt | GB | $213K | – | 0.13 |
| Vontier Corp. | Long | Debt | US | $291K | – | 0.18 |
| Walgreens Boots Alliance, Inc. | Long | Debt | US | $94K | – | 0.06 |
| Walgreens Boots Alliance, Inc. | Long | Debt | US | $67K | – | 0.04 |
| Warnermedia Holdings, Inc. (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $349K | – | 0.22 |
| Warnermedia Holdings, Inc. (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $153K | – | 0.10 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust | Long | ABS-mortgage backed security | US | $145K | – | 0.09 |
| WAVE LLC (Wave USA) | Long | ABS-other | US | $299K | – | 0.19 |
| Weir Group plc (WEIR GROUP PLC (THE)) | Long | Debt | GB | $188K | – | 0.12 |
| Wells Fargo & Co. (WELLS FARGO & COMPANY) | Long | Equity-preferred | US | $478K | 500K | 0.30 |
| Wells Fargo Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $53K | – | 0.03 |
| Western & Southern Life Insurance Co. | Long | Debt | US | $66K | – | 0.04 |
| Westinghouse Air Brake Technologies Corp. | Long | Debt | US | $101K | – | 0.06 |
| Westpac Banking Corp. | Long | Debt | AU | $123K | – | 0.08 |
| Westpac Banking Corp. | Long | Debt | AU | $51K | – | 0.03 |
| Westpac Banking Corp. | Long | Debt | AU | $22K | – | 0.01 |
| Wilton RE Ltd. | Long | Debt | CA | $621K | – | 0.39 |
| Woodmont Trust | Long | ABS-other | US | $871K | – | 0.55 |
| Worldpay (BOOST NEWCO BORROWER LLC) | Long | Loan | US | $250K | – | 0.16 |
| Yamana Gold, Inc. (YAMANA GOLD INC) | Long | Debt | CA | $125K | – | 0.08 |
Address
Guggenheim Variable Funds Trust
702 King Farm Blvd., Suite 200
Rockville
Maryland
20850
United States of America
Directors
Randall C. Barnes
Sandra G. Sponem
Ronald E. Toupin, Jr.
Angela Brock-Kyle
Thomas F. Lydon Jr.
Amy J. Lee
Ronald A. Nyberg
Transfer Agents
MUFG Investor Services (US), LLC
Pricing Services
ICE Data Services
Bloomberg
Custodians
The Bank of New York Mellon
Shareholder Servicing Agents
MUFG Investor Services (US), LLC
Admins
MUFG Investor Services (US), LLC
Brokers
WILLIAM BLAIR
Citigroup Global Markets Inc.
Morgan Stanley & Co. LLC