Series F (Floating Rate Strategies Series)
Data updated: 2026-08-27
C000125779 — Series F (Floating Rate Strategies Series). Short Corporate Bond · $42.71M AUM. Holdings, fees, performance and SEC filings.
C000125779 Fund Overview
Series F (Floating Rate Strategies Series) is a US mutual fund managed by Guggenheim Variable Funds Trust, categorised as Short Corporate Bond. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Guggenheim Variable Funds Trust
- Category: Short Corporate Bond
- Assets under management: $42.71M
- 1-year return: 3.2%
- SEC CIK: 0000217087
- SEC series ID: S000040553
- Share class ID: C000125779
C000125779 Investment Objective and Strategy
Series F (Floating Rate Strategies Series) describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Guggenheim Variable Funds Trust.
Investment objective
Series F seeks to provide a high level of current income while maximizing total return.
Principal investment strategy
"The Fund will, under normal circumstances, invest at least 80% of its assets (net assets, plus the amount of any borrowings for investment purposes) in floating rate senior secured syndicated bank loans, floating rate revolving credit facilities (revolvers), floating rate unsecured loans, floating rate asset-backed securities (including floating rate collateralized loan obligations (CLOs)), other floating rate bonds, loans, notes and other securities (which may include, principally, senior secured, senior unsecured and subordinated bonds), fixed income instruments with respect to which the Fund has entered into derivative instruments to effectively convert the fixed rate interest payments into floating rate income payments, and derivative instruments (based on their notional value for purposes of this 80% strategy) that provide exposure (i.e., economic characteristics similar) to floating rate or variable rate loans, obligations or other securities.
The loans in which the Fund will invest, generally made by banks and other lending institutions, are made to (or issued by) corporations, partnerships and other business entities. Floating rate loans feature rates that reset regularly, maintaining a fixed spread over a reference rate, such as the Secured Overnight Financing Rate (""SOFR""), other references rates derived from SOFR or the prime rates of large money-center banks. The interest rates for floating rate loans typically reset quarterly, although rates on some loans may adjust at other intervals. The Fund invests in other fixed-income instruments of various maturities which may be represented by bonds, debt securities, commercial paper, forwards, derivatives or other similar instruments that Guggenheim Partners Investment Management, LLC, also known as Guggenheim Investments (the Investment Manager), believes provide the potential to deliver a high level of current income.
Securities in which the Fund invests also may include corporate bonds, convertible securities (including those that are deemed to be busted because they are trading well below their equity conversion value), agency and non-agency mortgage-backed securities, asset-backed securities (including collateralized mortgage-backed securities) and CLOs. The Fund may invest in a variety of investment vehicles, such as closed-end funds, exchange-traded funds (ETFs) and other mutual funds. The Fund may hold securities of any quality, rated or unrated, including those that are rated below investment grade, or, if unrated, determined by the Investment Manager to be of quality comparable to below investment grade securities (also known as high yield securities or junk bonds) or any other quality. The Fund may hold below investment grade securities with no limit.
The Fund may hold non-registered or restricted securities (consisting of securities originally issued in reliance on Rule 144A and Regulation S securities). The Fund may also invest in securities of real estate investment trusts (REITs) and other real estate companies. The Fund will principally invest in U.S. dollar denominated loans and other securities of U.S. companies, but may also invest in securities of non-U.S. companies, non-U.S. dollar denominated loans and securities (including, but not limited to, denominated in Euros, British pounds, Swiss francs or Canadian dollars), including loans and securities of emerging market countries, sovereign debt securities and Eurodollar bonds and obligations. The Investment Manager may attempt to reduce foreign currency exchange rate risk by entering into contracts with banks, brokers or dealers to purchase or sell securities or foreign currencies at a future date (forward contracts).
The Fund also may seek exposures through derivative transactions, including: foreign exchange forward contracts; futures on securities, indices, currencies and other investments; SOFR futures; options; interest rate swaps; cross-currency swaps; total return swaps; and credit default swaps, which may also create economic leverage in the Fund. The Fund may engage in derivative transactions for speculative purposes to enhance total return, to seek to hedge against fluctuations in securities prices, interest rates or currency rates, to change the effective duration of its portfolio, to manage certain investment risks, as a substitute for the purchase or sale of securities or currencies and/or to obtain or replicate market exposure. The Fund may use leverage to the extent permitted by applicable law by entering into reverse repurchase agreements and transactions equivalent to a borrowing for investment purposes.
The Fund also may engage, to the full extent permitted by applicable law, in repurchase agreements, forward commitments, short sales and securities lending. The Fund may, without limitation, seek to obtain exposure to the securities in which it primarily invests by entering into a series of purchase and sale contracts or by using other investment techniques (such as dollar rolls). The Investment Managers investment philosophy is predicated upon the belief that thorough research and independent thought are rewarded with performance that has the potential to outperform benchmark indexes with both lower volatility and lower correlation of returns as compared to such benchmark indexes. The Investment Manager may determine to sell a security for several reasons, including but not limited to the following: (1) to adjust the portfolios average maturity or duration, or to shift assets into or out of higher-yielding securities; (2) if a securitys credit rating has been changed, the Investment Managers credit outlook has changed, or for other similar reasons; (3) to meet redemption requests; (4) to take gains; or (5) due to relative value.
Under certain circumstances, the Fund may invest in securities that are in default at the time of purchase. If a security defaults subsequent to purchase by the Fund, the Investment Manager will determine in its discretion whether to hold or dispose of such security. Under adverse or unstable market conditions or abnormal circumstances (for example, in the event of credit events, where it is deemed opportune to preserve gains, or to preserve the relative value of investments, or in the case of large cash inflows or anticipated large redemptions), the Fund can make temporary investments that are inconsistent with the Funds principal investment strategies and may not be able to pursue or achieve its investment objective."
C000125779 Holdings
Top 10 holdings of Series F (Floating Rate Strategies Series) by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Guggenheim Funds Trust | 5.29% |
| Guggenheim Funds Trust | 1.95% |
| Federated Hermes Money Market Obligations Trust | 1.20% |
| Grifols Worldwide | 1.19% |
| AI Aqua Merger Sub Inc | 1.16% |
| Blackhawk Network Holdings | 1.15% |
| PetSmart | 1.15% |
| Ascend Learning | 1.12% |
| BMC Software | 1.01% |
| Flutter Entertainment | 0.99% |
C000125779 Portfolio Allocation
Asset-class allocation of Series F (Floating Rate Strategies Series) by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Loans | 89.3% |
| Equity | 7.8% |
| Fixed Income | 3.8% |
| Cash & Equivalents | 1.2% |
C000125779 Performance
Total returns for C000125779 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 1.7% |
| 1 year | 3.2% |
| 3 years (annualised) | 5.8% |
| 5 years (annualised) | 4.6% |
C000125779 Risk Information
Risk metrics for C000125779, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 1.5%
C000125779 Costs and Fees
C000125779 costs about $115 per $10,000 invested per year in fund expenses.
- Net expense ratio: 1.15%
- Gross expense ratio: 1.54%
- Portfolio turnover: 53%
- Brokerage commissions: 0.01 bps of average net assets (SEC N-CEN)
C000125779 Cashflows
Over the 12 months to 2026-06, Series F (Floating Rate Strategies Series) had net outflows of $5.73M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | −$1.11M |
| 2026-05 | −$28.50K |
| 2026-04 | −$924.62K |
| 2026-03 | $8.47K |
| 2026-02 | −$2.72M |
| 2026-01 | −$346.07K |
C000125779 Debt Constituents
Largest debt holdings of Series F (Floating Rate Strategies Series) by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| Maxam Prill Sarl | 0.48% |
| Culligan (aqua) Tlb 1l Cl USD Refi | 0.44% |
| Venture Global Plaquemines Lng LLC | 0.43% |
| Herc Holdings, Inc. | 0.30% |
| Newell Brands, Inc. | 0.30% |
| Onemain Finance Corp. | 0.29% |
| Acadia Healthcare Company, Inc. | 0.25% |
| Standard Building Solutions, Inc. | 0.22% |
| Lithia Motors, Inc. | 0.17% |
| Wolverine World Wide, Inc. | 0.17% |
C000125779 Prospectus and SEC Filings
Official Series F (Floating Rate Strategies Series) filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2026-04-23
- Prospectus (485BPOS) — filed 2025-04-24
- Prospectus (485BPOS) — filed 2024-04-19
- Portfolio holdings (N-PORT) — filed 2026-08-27
- Portfolio holdings (N-PORT) — filed 2026-06-01
- Portfolio holdings (N-PORT) — filed 2026-02-27
- Annual census (N-CEN) — filed 2026-03-13
- Annual census (N-CEN) — filed 2025-03-14
Related Funds
Other Short Corporate Bond funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.