0001752724-21-045122.txt : 20210301
0001752724-21-045122.hdr.sgml : 20210301
20210301103234
ACCESSION NUMBER: 0001752724-21-045122
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210301
PERIOD START: 20201231
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: 21695183
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
S000010054
SERIES O (ALL CAP VALUE SERIES)
C000027853
A
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000217087
XXXXXXXX
S000010054
C000027853
Guggenheim Variable Funds Trust
811-02753
0000217087
549300QDJHZ1HF5UC735
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Series O (All Cap Value Series)
S000010054
54930048Q6OB360YDF79
2020-12-31
2020-12-31
N
92004030.61
294086.76
91709943.85
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
N
Dana Inc
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825205
5083.00000000
NS
USD
99220.16000000
0.108189096879
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare, Inc.
40412C101
6217.00000000
NS
USD
1022447.82000000
1.114871274670
Long
EC
CORP
US
N
1
N
N
N
Ingredion Inc
PKSTQ48QDN0XSVS7YK88
Ingredion, Inc.
457187102
8169.00000000
NS
USD
642655.23000000
0.700747599465
Long
EC
CORP
US
N
1
N
N
N
Avista Corp
Q0IK63NITJD6RJ47SW96
Avista Corp.
05379B107
6144.00000000
NS
USD
246620.16000000
0.268913216655
Long
EC
CORP
US
N
1
N
N
N
Pinnacle Financial Partners In
54930098EZ8JMSAZGS24
Pinnacle Financial Partners, Inc.
72346Q104
8768.00000000
NS
USD
564659.20000000
0.615701172954
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
Chevron Corp.
166764100
19271.00000000
NS
USD
1627435.95000000
1.774546883009
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp.
670346105
15903.00000000
NS
USD
845880.57000000
0.922343351756
Long
EC
CORP
US
N
1
N
N
N
Gaming and Leisure Properties
5493006GWRDBCZYWTM57
Gaming and Leisure Properties, Inc.
36467J108
11540.00000000
NS
USD
489296.00000000
0.533525569266
Long
EC
CORP
US
N
1
N
N
N
Viavi Solutions Inc
5493006K3E3N1QOBF092
Viavi Solutions, Inc.
925550105
22862.00000000
NS
USD
342358.45000000
0.373305702334
Long
EC
CORP
US
N
1
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner, Inc.
099724106
5015.00000000
NS
USD
193779.60000000
0.211296171238
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320102
7716.00000000
NS
USD
602388.12000000
0.656840572256
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart, Inc.
931142103
8159.00000000
NS
USD
1176119.85000000
1.282434380205
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
1636.00000000
NS
USD
376149.12000000
0.410150856285
Long
EC
CORP
US
N
1
N
N
N
Graphic Packaging Holding Co
N/A
Graphic Packaging Holding Co.
388689101
20768.00000000
NS
USD
351809.92000000
0.383611531346
Long
EC
CORP
US
N
1
N
N
N
UniFirst Corp/MA
5493003XBTNWBC8UK019
UniFirst Corp.
904708104
1425.00000000
NS
USD
301658.25000000
0.328926436257
Long
EC
CORP
US
N
1
N
N
N
Alleghany Corp
549300DCJE6AYX159479
Alleghany Corp.
017175100
1206.00000000
NS
USD
728050.14000000
0.793861722553
Long
EC
CORP
US
N
1
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co.
759509102
6554.00000000
NS
USD
784841.50000000
0.855786697769
Long
EC
CORP
US
N
1
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
5354.00000000
NS
USD
1138795.80000000
1.241736448844
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc.
084670702
6100.00000000
NS
USD
1414407.00000000
1.542261330258
Long
EC
CORP
US
N
1
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp.
521865204
5073.00000000
NS
USD
806759.19000000
0.879685622007
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Company, Inc.
58933Y105
6587.00000000
NS
USD
538816.60000000
0.587522549224
Long
EC
CORP
US
N
1
N
N
N
Public Service Enterprise Grou
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573106
16529.00000000
NS
USD
963640.70000000
1.050748326240
Long
EC
CORP
US
N
1
N
N
N
Westlake Chemical Corp
GOXNEVUM0LL78B1OS344
Westlake Chemical Corp.
960413102
14254.00000000
NS
USD
1163126.40000000
1.268266396392
Long
EC
CORP
US
N
1
N
N
N
Kraton Corp
N/A
Kraton Corp.
50077C106
5854.00000000
NS
USD
162682.66000000
0.177388245124
Long
EC
CORP
US
N
1
N
N
N
Knight-Swift Transportation Ho
N/A
Knight-Swift Transportation Holdings, Inc.
499049104
21358.00000000
NS
USD
893191.56000000
0.973930985565
Long
EC
CORP
US
N
1
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial, Inc.
929089100
24286.00000000
NS
USD
1428259.66000000
1.557366191757
Long
EC
CORP
US
N
1
N
N
N
Radian Group Inc
54930005OUP720S5U385
Radian Group, Inc.
750236101
24321.00000000
NS
USD
492500.25000000
0.537019465201
Long
EC
CORP
US
N
1
N
N
N
Pinnacle West Capital Corp
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp.
723484101
10663.00000000
NS
USD
852506.85000000
0.929568609696
Long
EC
CORP
US
N
1
N
N
N
BOK Financial Corp
GRI2NT5QHYW751NMR949
BOK Financial Corp.
05561Q201
7672.00000000
NS
USD
525378.56000000
0.572869787009
Long
EC
CORP
US
N
1
N
N
N
Axis Capital Holdings Ltd
N/A
Axis Capital Holdings Ltd.
N/A
8833.00000000
NS
USD
445094.87000000
0.485328909074
Long
EC
CORP
US
N
1
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112103
22842.00000000
NS
USD
1717261.56000000
1.872492216120
Long
EC
CORP
US
N
1
N
N
N
Infinera Corp
549300ZOF66WPV3H0H17
Infinera Corp.
45667G103
77869.00000000
NS
USD
816067.12000000
0.889834935821
Long
EC
CORP
US
N
1
N
N
N
Heartland Financial USA Inc
549300QF7B0DFZT32C73
Heartland Financial USA, Inc.
42234Q102
3967.00000000
NS
USD
160147.79000000
0.174624237325
Long
EC
CORP
US
N
1
N
N
N
Crane Co
549300X1RO9ID7AUCA83
Crane Co.
224399105
1331.00000000
NS
USD
103365.46000000
0.112709108370
Long
EC
CORP
US
N
1
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties, Inc.
925652109
13634.00000000
NS
USD
347667.00000000
0.379094114994
Long
EC
CORP
US
N
1
N
N
N
Encompass Health Corp
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261A100
8850.00000000
NS
USD
731806.50000000
0.797957636084
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
4958.00000000
NS
USD
657877.02000000
0.717345352512
Long
EC
CORP
US
N
1
N
N
N
Kennametal Inc
549300GZDSG25XUV0Y08
Kennametal, Inc.
489170100
5690.00000000
NS
USD
206205.60000000
0.224845410806
Long
EC
CORP
US
N
1
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736K101
6411.00000000
NS
USD
1065956.97000000
1.162313403815
Long
EC
CORP
US
N
1
N
N
N
Curtiss-Wright Corp
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corp.
231561101
2055.00000000
NS
USD
239099.25000000
0.260712459262
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
41246.00000000
NS
USD
1250166.26000000
1.363174163583
Long
EC
CORP
US
N
1
N
N
N
Patterson-UTI Energy Inc
254900XGFBKIXD6G0697
Patterson-UTI Energy, Inc.
703481101
33553.00000000
NS
USD
176488.78000000
0.192442359673
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp.
565849106
51739.00000000
NS
USD
345099.13000000
0.376294124184
Long
EC
CORP
US
N
1
N
N
N
Commercial Metals Co
549300OQS2LO07ZJ7N73
Commercial Metals Co.
201723103
11660.00000000
NS
USD
239496.40000000
0.261145509359
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076102
1752.00000000
NS
USD
465366.24000000
0.507432695369
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
27789.00000000
NS
USD
1632603.75000000
1.780181822671
Long
EC
CORP
US
N
1
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co.
369604103
30573.00000000
NS
USD
330188.40000000
0.360035549187
Long
EC
CORP
US
N
1
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US, Inc.
872590104
2842.00000000
NS
USD
383243.70000000
0.417886745876
Long
EC
CORP
US
N
1
N
N
N
Old Republic International Cor
N/A
Old Republic International Corp.
680223104
9140.00000000
NS
USD
180149.40000000
0.196433878854
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
23857.00000000
NS
USD
1471022.62000000
1.603994679580
Long
EC
CORP
US
N
1
N
N
N
Science Applications Internati
549300LZPNZIXQGZPZ48
Science Applications International Corp.
808625107
2581.00000000
NS
USD
244265.84000000
0.266346079547
Long
EC
CORP
US
N
1
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp.
31428X106
1764.00000000
NS
USD
457969.68000000
0.499367528508
Long
EC
CORP
US
N
1
N
N
N
Park Hotels & Resorts Inc
5493005UZ5TQN0H6HS73
Park Hotels & Resorts, Inc.
700517105
28247.00000000
NS
USD
484436.05000000
0.528226307489
Long
EC
CORP
US
N
1
N
N
N
MSC Industrial Direct Co Inc
0XVKH0LN6YGOWO2EGO17
MSC Industrial Direct Company, Inc.
553530106
4351.00000000
NS
USD
367180.89000000
0.400371949415
Long
EC
CORP
US
N
1
N
N
N
Evolent Health Inc
549300CZOCFHQ2BBTR11
Evolent Health, Inc.
30050B101
30098.00000000
NS
USD
482470.94000000
0.526083562747
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
13028.00000000
NS
USD
892808.84000000
0.973513669859
Long
EC
CORP
US
N
1
N
N
N
Loews Corp.
R8V1FN4M5ITGZOG7BS19
Loews Corp.
540424108
10075.00000000
NS
USD
453576.50000000
0.494577230078
Long
EC
CORP
US
N
1
N
N
N
Hartford Financial Services Gr
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc.
416515104
10480.00000000
NS
USD
513310.40000000
0.559710734137
Long
EC
CORP
US
N
1
N
N
N
US Foods Holding Corp
549300UGOZSO64CFPR97
US Foods Holding Corp.
912008109
8453.00000000
NS
USD
281569.43000000
0.307021701442
Long
EC
CORP
US
N
1
N
N
N
Stifel Financial Corp
549300E5F07FE5GHJX84
Stifel Financial Corp.
860630102
5272.50000000
NS
USD
266050.35000000
0.290099785073
Long
EC
CORP
US
N
1
N
N
N
Penske Automotive Group Inc
549300W7UTQ0M4C7LB15
Penske Automotive Group, Inc.
70959W103
11376.00000000
NS
USD
675620.64000000
0.736692894616
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513105
8169.00000000
NS
USD
433283.76000000
0.472450142057
Long
EC
CORP
US
N
1
N
N
N
First Horizon National Corp
TF3RXI1ZB1TQ30H9JV10
First Horizon National Corp.
320517105
44618.00000000
NS
USD
569325.68000000
0.620789476145
Long
EC
CORP
US
N
1
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp.
75281A109
70480.00000000
NS
USD
472216.00000000
0.514901634627
Long
EC
CORP
US
N
1
N
N
N
EnerSys
7ZS3DE5PN30BYUJFWP05
EnerSys
29275Y102
3666.00000000
NS
USD
304497.96000000
0.332022839854
Long
EC
CORP
US
N
1
N
N
N
Heritage Insurance Holdings In
9845008CCYDD87F66B45
Heritage Insurance Holdings, Inc.
42727J102
23153.00000000
NS
USD
234539.89000000
0.255740959108
Long
EC
CORP
US
N
1
N
N
N
MGP Ingredients Inc
2549006OMHFVZ4MS8538
MGP Ingredients, Inc.
55303J106
5140.00000000
NS
USD
241888.40000000
0.263753732523
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems, Inc.
17275R102
14121.00000000
NS
USD
631914.75000000
0.689036241297
Long
EC
CORP
US
N
1
N
N
N
Ciena Corp
W0CZ7N0GH8UIGXDM1H41
Ciena Corp.
171779309
3527.00000000
NS
USD
186401.95000000
0.203251623733
Long
EC
CORP
US
N
1
N
N
N
Cerner Corp
549300L4UJ40IEVVI304
Cerner Corp.
156782104
2940.00000000
NS
USD
230731.20000000
0.251587985243
Long
EC
CORP
US
N
1
N
N
N
Hilltop Holdings Inc
54930010TA543US0PM65
Hilltop Holdings, Inc.
432748101
10087.00000000
NS
USD
277493.37000000
0.302577188853
Long
EC
CORP
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp.
30161N101
23741.00000000
NS
USD
1002345.02000000
1.092951296142
Long
EC
CORP
US
N
1
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL Corp.
69351T106
9865.00000000
NS
USD
278193.00000000
0.303340061416
Long
EC
CORP
US
N
1
N
N
N
Altra Industrial Motion Corp
NQ0NIXPGW4YKG4MWM571
Altra Industrial Motion Corp.
02208R106
3570.00000000
NS
USD
197885.10000000
0.215772785035
Long
EC
CORP
US
N
1
N
N
N
Movado Group Inc
549300WCGCGPWGHVXM59
Movado Group, Inc.
624580106
6583.00000000
NS
USD
109409.46000000
0.119299451517
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
20031.00000000
NS
USD
801039.69000000
0.873449111810
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
49889.00000000
NS
USD
818678.49000000
0.892682358784
Long
EC
CORP
US
N
1
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431109
1706.00000000
NS
USD
322468.12000000
0.351617399883
Long
EC
CORP
US
N
1
N
N
N
Schneider National Inc
529900V6GZ6G6E3BLV72
Schneider National, Inc.
80689H102
5577.00000000
NS
USD
115443.90000000
0.125879370495
Long
EC
CORP
US
N
1
N
N
N
Pan American Silver Corp
549300MKTF5851TYIB83
Pan American Silver Corp.
697900132
40146.00000000
NS
USD
33120.45000000
0.036114349883
Long
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
12026.00000000
NS
USD
1528143.82000000
1.666279310452
Long
EC
CORP
US
N
1
N
N
N
Apple Hospitality REIT Inc
549300EVZAR0FBZO4F16
Apple Hospitality REIT, Inc.
03784Y200
15426.00000000
NS
USD
199149.66000000
0.217151654051
Long
EC
CORP
US
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow, Inc.
260557103
3272.00000000
NS
USD
181596.00000000
0.198011243248
Long
EC
CORP
US
N
1
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co.
039483102
16063.00000000
NS
USD
809735.83000000
0.882931333296
Long
EC
CORP
US
N
1
N
N
N
Park Aerospace Corp
5299004AG0G7IB636095
Park Aerospace Corp.
70014A104
11271.00000000
NS
USD
151144.11000000
0.164806675977
Long
EC
CORP
US
N
1
N
N
N
Amdocs Ltd
N/A
Amdocs Ltd.
N/A
4891.00000000
NS
USD
346918.63000000
0.378278096612
Long
EC
CORP
US
N
1
N
N
N
Alexion Pharmaceuticals Inc
M1YXUUZR0EIMU8T0EM75
Alexion Pharmaceuticals, Inc.
015351109
2906.00000000
NS
USD
454033.44000000
0.495075474849
Long
EC
CORP
US
N
1
N
N
N
Dicks Sporting Goods, Inc.
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc.
253393102
3056.00000000
NS
USD
171777.76000000
0.187305490319
Long
EC
CORP
US
N
1
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc.
26614N102
5258.00000000
NS
USD
373896.38000000
0.407694481431
Long
EC
CORP
US
N
1
N
N
N
Bunge Ltd
5493007M0RIN8HY3MM77
Bunge Ltd.
N/A
18787.00000000
NS
USD
1232051.46000000
1.343421888923
Long
EC
CORP
US
N
1
N
N
N
Skechers USA Inc
529900D2R54KZPA4XR56
Skechers USA, Inc.
830566105
4730.00000000
NS
USD
169996.20000000
0.185362887450
Long
EC
CORP
US
N
1
N
N
N
Jacobs Engineering Group Inc
549300CZ8QS1GE53O776
Jacobs Engineering Group, Inc.
469814107
3679.00000000
NS
USD
400863.84000000
0.437099646092
Long
EC
CORP
US
N
1
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities, Inc.
866674104
2052.00000000
NS
USD
311801.40000000
0.339986469198
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889208
13820.00000000
NS
USD
487016.80000000
0.531040342578
Long
EC
CORP
US
N
1
N
N
N
Urban Outfitters Inc
549300N3DUFR5U6NRN38
Urban Outfitters, Inc.
917047102
6291.00000000
NS
USD
161049.60000000
0.175607565809
Long
EC
CORP
US
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR, Inc.
693718108
5968.00000000
NS
USD
514919.04000000
0.561464786023
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp.
7591EP100
22189.00000000
NS
USD
357686.68000000
0.390019516951
Long
EC
CORP
US
N
1
N
N
N
MDU Resources Group Inc
0T6SBMK3JTBI1JR36794
MDU Resources Group, Inc.
552690109
19696.00000000
NS
USD
518792.64000000
0.565688537383
Long
EC
CORP
US
N
1
N
N
N
Aerojet Rocketdyne Holdings In
549300VULNLWHE8QWI76
Aerojet Rocketdyne Holdings, Inc.
007800105
5469.00000000
NS
USD
289036.65000000
0.315163915564
Long
EC
CORP
US
N
1
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
Tapestry, Inc.
876030107
8289.00000000
NS
USD
257622.12000000
0.280909691125
Long
EC
CORP
US
N
1
N
N
N
Integer Holdings Corp
549300SUD2ED5XG6X569
Integer Holdings Corp.
45826H109
3227.00000000
NS
USD
262000.13000000
0.285683448273
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
8556.00000000
NS
USD
1346543.28000000
1.468263116813
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441C204
6950.00000000
NS
USD
636342.00000000
0.693863689460
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic plc
N/A
6276.00000000
NS
USD
735170.64000000
0.801625875164
Long
EC
CORP
US
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
14831.00000000
NS
USD
1123596.56000000
1.225163284188
Long
EC
CORP
US
N
1
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group, Inc.
74251V102
11835.00000000
NS
USD
587134.35000000
0.640207948399
Long
EC
CORP
US
N
1
N
N
N
Valmont Industries Inc
5493009ZGZJJ8F77JN08
Valmont Industries, Inc.
920253101
4528.00000000
NS
USD
792083.04000000
0.863682831706
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
23964.00000000
NS
USD
723233.52000000
0.788609707561
Long
EC
CORP
US
N
1
N
N
N
Cabot Oil & Gas Corp
FCNMH6O7VWU7LHXMK351
Cabot Oil & Gas Corp.
127097103
29092.00000000
NS
USD
473617.76000000
0.516430105741
Long
EC
CORP
US
N
1
N
N
N
Plexus Corp
549300W7HCBI5YT25I79
Plexus Corp.
729132100
5474.00000000
NS
USD
428121.54000000
0.466821286795
Long
EC
CORP
US
N
1
N
N
N
Sabre Corp
529900VKCYZW8GZ4WW58
Sabre Corp.
78573M104
27673.00000000
NS
USD
332629.46000000
0.362697267096
Long
EC
CORP
US
N
1
N
N
N
Colfax Corp
635400OP2DYYYMOIYL17
Colfax Corp.
194014106
6293.00000000
NS
USD
240644.32000000
0.262397194783
Long
EC
CORP
US
N
1
N
N
N
Emergent BioSolutions Inc
549300YW6TUOX8BE5103
Emergent BioSolutions, Inc.
29089Q105
4318.00000000
NS
USD
386892.80000000
0.421865703715
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana, Inc.
444859102
1232.00000000
NS
USD
505452.64000000
0.551142677425
Long
EC
CORP
US
N
1
N
N
N
Ashland Global Holdings Inc
529900E4L9R04SB8HB11
Ashland Global Holdings, Inc.
044186104
4903.00000000
NS
USD
388317.60000000
0.423419297513
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030N101
25395.00000000
NS
USD
1330698.00000000
1.450985513824
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
17606.00000000
NS
USD
1106008.92000000
1.205985821787
Long
EC
CORP
US
N
1
N
N
N
Meritage Homes Corp.
52990044W9UMFJO2FB97
Meritage Homes Corp.
59001A102
1270.00000000
NS
USD
105181.40000000
0.114689198994
Long
EC
CORP
US
N
1
N
N
N
Southwest Gas Holdings Inc
N/A
Southwest Gas Holdings, Inc.
844895102
3787.00000000
NS
USD
230060.25000000
0.250856385187
Long
EC
CORP
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton, Inc.
23331A109
11089.00000000
NS
USD
764253.88000000
0.833338074276
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc.
74834L100
5569.00000000
NS
USD
663657.73000000
0.723648605744
Long
EC
CORP
US
N
1
N
N
N
Kirby Corp
I7NO6FZO5GUCG585T325
Kirby Corp.
497266106
3954.00000000
NS
USD
204935.82000000
0.223460849932
Long
EC
CORP
US
N
1
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
Juniper Networks, Inc.
48203R104
13304.00000000
NS
USD
299473.04000000
0.326543695730
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp.
58155Q103
3206.00000000
NS
USD
557587.52000000
0.607990253392
Long
EC
CORP
US
N
1
N
N
N
PGT Innovations Inc
549300LRW9WM59C1S579
PGT Innovations, Inc.
69336V101
15978.00000000
NS
USD
324992.52000000
0.354369991253
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equitie
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271109
2595.00000000
NS
USD
462480.90000000
0.504286537080
Long
EC
CORP
US
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp.
458140100
7045.00000000
NS
USD
350981.90000000
0.382708663058
Long
EC
CORP
US
N
1
N
N
N
Olin Corp
549300GKK294V7W57P06
Olin Corp.
680665205
39150.00000000
NS
USD
961524.00000000
1.048440288626
Long
EC
CORP
US
N
1
N
N
N
Central Garden & Pet Co
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527205
7922.00000000
NS
USD
287806.26000000
0.313822305322
Long
EC
CORP
US
N
1
N
N
N
Physicians Realty Trust
549300ITOVH0OY7PZC34
Physicians Realty Trust
71943U104
29711.00000000
NS
USD
528855.80000000
0.576661349684
Long
EC
CORP
US
N
1
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp North America
989701107
21169.00000000
NS
USD
919581.36000000
1.002706273055
Long
EC
CORP
US
N
1
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636Q104
715.00000000
NS
USD
255212.10000000
0.278281819054
Long
EC
CORP
US
N
1
N
N
N
WSFS Financial Corp
549300SU7VQHD6QRG886
WSFS Financial Corp.
929328102
4887.00000000
NS
USD
219328.56000000
0.239154611585
Long
EC
CORP
US
N
1
N
N
N
Methode Electronics Inc
529900VM413LGLUS3F07
Methode Electronics, Inc.
591520200
5202.00000000
NS
USD
199132.56000000
0.217133008309
Long
EC
CORP
US
N
1
N
N
N
Terex Corp
YAWJZJYEQ7M1SYMOS462
Terex Corp.
880779103
4648.00000000
NS
USD
162168.72000000
0.176827847877
Long
EC
CORP
US
N
1
N
N
N
Element Solutions Inc
549300FLGN6P5CU20J91
Element Solutions, Inc.
28618M106
13397.00000000
NS
USD
237528.81000000
0.259000060438
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081103
35686.00000000
NS
USD
1313601.66000000
1.432343762142
Long
EC
CORP
US
N
1
N
N
N
F5 Networks Inc
N/A
F5 Networks, Inc.
315616102
4041.00000000
NS
USD
710973.54000000
0.775241495254
Long
EC
CORP
US
N
1
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494103
9842.00000000
NS
USD
634218.48000000
0.691548215357
Long
EC
CORP
US
N
1
N
N
N
Dreyfus Treasury Securities Ca
549300U78VESCW509025
Dreyfus Treasury Securities Cash Management Fund - Institutional Shares
N/A
1191468.29000000
NS
USD
1191468.29000000
1.299170231691
Long
STIV
RF
US
N
1
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp.
020002101
7125.00000000
NS
USD
783251.25000000
0.854052698234
Long
EC
CORP
US
N
1
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX Corp.
361448103
2150.00000000
NS
USD
178837.00000000
0.195002845375
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International
549300XQ6S1GYKGBL205
Johnson Controls International plc
N/A
19318.00000000
NS
USD
900025.62000000
0.981382805633
Long
EC
CORP
US
N
1
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088M102
8767.00000000
NS
USD
1340298.96000000
1.461454345880
Long
EC
CORP
US
N
1
N
N
N
Rexnord Corp
549300AM3633XDFU1Q85
Rexnord Corp.
76169B102
8337.00000000
NS
USD
329228.13000000
0.358988476253
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956P102
4163.00000000
NS
USD
641476.67000000
0.699462504359
Long
EC
CORP
US
N
1
N
N
N
American International Group I
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874784
6394.00000000
NS
USD
242076.84000000
0.263959206425
Long
EC
CORP
US
N
1
N
N
N
Alaska Air Group Inc
529900G48RT4KWLC6C27
Alaska Air Group, Inc.
011659109
5933.00000000
NS
USD
308516.00000000
0.336404087766
Long
EC
CORP
US
N
1
N
N
N
Ralph Lauren Corp
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp.
751212101
5600.00000000
NS
USD
580944.00000000
0.633458026045
Long
EC
CORP
US
N
1
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741108
14749.00000000
NS
USD
687450.89000000
0.749592531780
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource, Inc.
65473P105
16523.00000000
NS
USD
379037.62000000
0.413300460220
Long
EC
CORP
US
N
1
N
N
N
Medical Properties Trust Inc
254900U6E39J1MQCCY14
Medical Properties Trust, Inc.
58463J304
30988.00000000
NS
USD
675228.52000000
0.736265329203
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156R108
15334.00000000
NS
USD
719931.30000000
0.785008985696
Long
EC
CORP
US
N
1
N
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH Corp.
693656100
8459.00000000
NS
USD
794215.51000000
0.866008064838
Long
EC
CORP
US
N
1
N
N
N
Kohl's Corp
549300JF6LPRTRJ0FH50
Kohl's Corp.
500255104
14436.00000000
NS
USD
587400.84000000
0.640498527575
Long
EC
CORP
US
N
1
N
N
N
Spire Inc
549300NXSY15DRY2R511
Spire, Inc.
84857L101
3738.00000000
NS
USD
239381.52000000
0.261020244861
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079K305
263.00000000
NS
USD
460944.32000000
0.502611059007
Long
EC
CORP
US
N
1
N
N
N
Parsley Energy Inc
549300DMRA8DSL66G562
Parsley Energy, Inc.
701877102
64634.00000000
NS
USD
917802.80000000
1.000766941370
Long
EC
CORP
US
N
1
N
N
N
Synovus Financial Corp
549300EIUS8UN5JTLE54
Synovus Financial Corp.
87161C501
31962.00000000
NS
USD
1034609.94000000
1.128132780990
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
6914.00000000
NS
USD
284995.08000000
0.310757010675
Long
EC
CORP
US
N
1
N
N
N
Huntsman Corp
5299000V56320A7RIQ67
Huntsman Corp.
447011107
54063.00000000
NS
USD
1359143.82000000
1.482002673802
Long
EC
CORP
US
N
1
N
N
N
2021-02-01
Guggenheim Variable Funds Trust
John Sullivan
John Sullivan
CFO