Fund Holdings

as of 2/21/17
Export
Ticker/Cusip Name Type of Security Shares / Par Value Market Value Weighting
912803EK5-00001 STRIP PRINC 0 11/15/2044 U.S. TREASURY BOND 3,147,000 $1,326,382 5.30%
N/A FEDERATED US TREAS CASH RESERVE INSTITUTIONAL MONEY MARKET INSTRUMENTS 576,369 $576,369 2.30%
15672YAG5 CERB 2016-2A A2 FRN 11/15/2027 MORTGAGE BONDS 500,000 $503,822 2.01%
38174TAA4 GOCAP 2016-33A A FRN 11/21/2028 MORTGAGE BONDS 500,000 $498,038 1.99%
03766EAB3 AASET 2016-2 A 4.212 11/15/2041 MORTGAGE BONDS 488,650 $490,579 1.96%
347508AA1 FORT KNOX MILITARY HOUS 5.815 2/15/2052 CORPORATE BOND 393,684 $392,137 1.57%
172967GD7 CITIGROUP 5.950000 12/49 CORPORATE BOND 360,000 $375,750 1.50%
XGOFX GUGGENHEIM STRATEGIC OPPORTU CLOSE-END FUNDS 18,501 $373,905 1.50%
3137B8G50 FHMS K037 X1 FRN 1/25/2024 FHLMC - MONTHLY COUPON 6,678,021 $373,853 1.50%
30219GAM0 EXPRESS SCRIPTS HOLDING 4.5 2/25/2026 CORPORATE BOND 350,000 $361,538 1.45%
44106MAV4 HOSPITALITY PROP TRUST 5.25 2/15/2026 CORPORATE BOND 350,000 $360,996 1.44%
343498AB7 FLOWERS FOODS INC 3.5 10/1/2026 CORPORATE BOND 375,000 $358,783 1.43%
544495VY7 LA DEPT WTR & PWR-BAB 6.574 7/1/2045 REVENUE 255,000 $355,587 1.42%
797355R22 SAN DIEGO USD-E-CABS 0 7/1/2036 FIXED RATE MUNI BONDS 800,000 $354,896 1.42%
03765HAB7 APOLLO MANAGEMENT HOLDIN 4.4 5/27/2026 CORPORATE BOND 350,000 $354,558 1.42%
134011AC9 CAMP PENDELTON/QUANTICO 5.937 10/1/2043 CORPORATE BOND 310,000 $343,926 1.38%
224044CA3 COX COMMUNICATIONS INC 2.95 6/30/2023 CORPORATE BOND 350,000 $332,522 1.33%
3137BFXU0 FHMS K042 X1 FRN 12/25/2024 FHLMC - MONTHLY COUPON 4,480,288 $303,389 1.21%
3137BBBE9 FHMS K038 X1 FRN 3/25/2024 FHLMC - MONTHLY COUPON 4,461,786 $298,990 1.20%
31358DDC5 FNMA PRIN STRIP 0 5/15/2029 CORPORATE BOND 450,000 $294,623 1.18%
126680AA5 CWALT 2007-OA7 A1A FRN 5/25/2047 MORTGAGE BONDS 310,309 $264,341 1.06%
3137B7N21 FHMS K036 X1 FRN 10/25/2023 FHLMC - MONTHLY COUPON 6,305,050 $264,219 1.06%
96208TAA2 WEX INC 4.75 2/1/2023 CORPORATE BOND 265,000 $263,013 1.05%
3137B1BT8 FHMS K026 X1 FRN 11/25/2022 FHLMC - MONTHLY COUPON 5,401,973 $257,630 1.03%
65251UAC6 NWSTR 2016-1A B FRN 2/25/2028 MORTGAGE BONDS 250,000 $250,615 1.00%
00089KAE9 ACIS 2013-1A C FRN 4/18/2024 MORTGAGE BONDS 250,000 $250,553 1.00%
67401GAG3 OAKTA 2016-A C1 FRN 1/20/2027 MORTGAGE BONDS 250,000 $250,412 1.00%
12549FAN9 CIFC 2013-4A C2 FRN 11/27/2024 MORTGAGE BONDS 250,000 $250,227 1.00%
87247CAE3 TICP 2014-2A B FRN 7/20/2026 MORTGAGE BONDS 250,000 $249,986 1.00%
67400LAE8 OAKTA 2014-A2 C FRN 11/15/2025 MORTGAGE BONDS 250,000 $249,327 1.00%
30265BAC6 FSFR 2015-1A AT FRN 5/28/2025 MORTGAGE BONDS 250,000 $249,158 1.00%
33882VAN5 FLAT 2012-1A BR FRN 10/25/2021 MORTGAGE BONDS 250,000 $249,051 1.00%
67108BAN5 OZLMF 2012-2A BR FRN 10/30/2027 MORTGAGE BONDS 250,000 $248,643 0.99%
05525LAL2 BAMLL 2014-ICTS D FRN 6/15/2028 MORTGAGE BONDS 250,000 $247,728 0.99%
66859NAD4 WOODS 2014-11A C FRN 4/15/2025 MORTGAGE BONDS 250,000 $246,092 0.98%
05873MAA2 BALLY 2014-1A D FRN 10/20/2026 MORTGAGE BONDS 250,000 $233,103 0.93%
12651DAE8 CSMC 2015-12R 2A1 FRN 11/30/2037 MORTGAGE BONDS 245,752 $231,203 0.92%
14889FAA1 CRMN 2014-1A D FRN 4/20/2026 MORTGAGE BONDS 250,000 $227,623 0.91%
59524EAC6 MID-ATLANTIC MILITARY CO 5.3 8/1/2050 CORPORATE BOND 235,985 $221,725 0.89%
3134A4CN2 FREDDIE MAC 0 9/15/2030 FHLMC - MONTHLY COUPON 350,000 $220,609 0.88%
060505EL4 BANK AM 6.500000 12/49 CORPORATE BOND 200,000 $217,750 0.87%
75116AAA8 RALI 2007-QO2 A1 FRN 2/25/2047 MORTGAGE BONDS 351,239 $209,976 0.84%
25470DAL3 DISCOVERY COMMUNICATIONS 4.9 3/11/2026 CORPORATE BOND 200,000 $208,773 0.83%
54911LAA6 LSTRZ 2016-5 A1 FRN 11/1/2021 MORTGAGE BONDS 209,642 $207,556 0.83%
761735AP4 REYNOLDS GRP ISS/REYNOLD 5.75 10/15/2020 CORPORATE BOND-FOREIGN 200,000 $206,000 0.82%
36251HAJ1 GSMS 2016-ICE2 C FRN 2/15/2033 MORTGAGE BONDS 200,000 $204,872 0.82%
65120FAC8 NEWCREST FINANCE PTY LTD 4.2 10/1/2022 CORPORATE BOND-FOREIGN 200,000 $204,389 0.82%
48203RAJ3 JUNIPER NETWORKS INC 4.35 6/15/2025 CORPORATE BOND 200,000 $204,243 0.82%
N/A FLOOR & DECOR OUTLETS TLB 09/30/23 Term Loan LOAN PARTICIPATION 199,500 $199,500 0.80%
309588AC5 FARMERS EXCHANGE CAPITAL 7.05 7/15/2028 CORPORATE BOND 165,000 $197,864 0.79%
118230AQ4 BUCKEYE PARTNERS LP 3.95 12/1/2026 CORPORATE BOND 200,000 $197,732 0.79%
491798AE4 REPUBLIC OF KENYA 6.875 6/24/2024 FOREIGN GOVERNMENT BONDS 200,000 $194,868 0.78%
3137B5KX0 FHMS K035 X1 FRN 8/25/2023 INTEREST ONLY (IO) 8,666,970 $194,423 0.78%
50219YAA5 LSTRZ 2016-7 A1 FRN 12/1/2021 MORTGAGE BONDS 196,251 $194,289 0.78%
87165BAL7 SYNCHRONY FINANCIAL 3.7 8/4/2026 CORPORATE BOND 200,000 $194,172 0.78%
00164TAD0 AMC EAST COMM LLC 6.01 1/15/2053 CORPORATE BOND 195,866 $193,733 0.77%
31358DDR2 FANNIE MAE 0 5/15/2030 FNMA - MONTHLY COUPON 300,000 $191,823 0.77%
73358WCW2 PORT AUTH-TXB-164TH 5.647 11/1/2040 FIXED RATE MUNI BONDS 155,000 $191,485 0.77%
54438CPA4 LOS ANGELES CMNTY CL 6.75 8/1/2049 FIXED RATE MUNI BONDS 130,000 $190,377 0.76%
93935HAH0 WMALT 2006-7 A5 4.431575 9/25/2036 MORTGAGE BONDS 353,271 $190,364 0.76%
59259YDC0 MET TRN-BABS-TXB-TR 6.687 11/15/2040 FIXED RATE MUNI BONDS 140,000 $187,821 0.75%
N/A Thomson Learning 06/07/23 Term Loan LOAN PARTICIPATION 199,249 $187,450 0.75%
26827EAA3 ECAF 2015-1A A1 3.473 6/15/2040 MORTGAGE BONDS 189,443 $187,098 0.75%
346845AF7 FORT BENNING FAM 5.81 1/15/2051 CORPORATE BOND 200,000 $185,752 0.74%
98462YAB6 YAMANA GOLD INC 4.95 7/15/2024 CORPORATE BOND-FOREIGN 180,000 $182,531 0.73%
30291JAQ6 FREMF 2013-K29 X2A 0.125 5/25/2046 INTEREST ONLY (IO) 30,709,613 $181,647 0.73%
95000CBE2 WFCM 2016-NXS5 XA FRN 1/15/2059 MORTGAGE BONDS 1,984,862 $181,575 0.73%
05329WAM4 AUTONATION INC 4.5 10/1/2025 CORPORATE BOND 175,000 $178,103 0.71%
N/A Chobani (10/16) 1st 10/09/23 Term Loan LOAN PARTICIPATION 175,000 $176,642 0.71%
86765BAS8 SUNOCO LOGISTICS PARTNER 5.95 12/1/2025 CORPORATE BOND 150,000 $168,066 0.67%
20825CAQ7 CONOCOPHILLIPS 6.5 2/1/2039 CORPORATE BOND 130,000 $163,756 0.65%
448579AF9 HYATT HOTELS CORP 4.85 3/15/2026 CORPORATE BOND 150,000 $160,127 0.64%
44329HAJ3 HP COMMUNITIES LLC 5.78 3/15/2046 CORPORATE BOND 150,000 $160,022 0.64%
98310WAM0 WYNDHAM WORLDWIDE CORP 5.1 10/1/2025 CORPORATE BOND 150,000 $158,740 0.63%
92240MBB3 VECTOR GROUP LTD 7.75 2/15/2021 CORPORATE BOND 150,000 $155,925 0.62%
97263BAA1 WILTON RE FINANCE LLC FRN 3/30/2033 CORPORATE BOND 150,000 $152,813 0.61%
87342RAC8 BELL 2016-1A A23 4.97 5/25/2046 MORTGAGE BONDS 149,625 $149,302 0.60%
92871MAA2 VOLT 2016-NPL1 A1 FRN 2/26/2046 MORTGAGE BONDS 146,060 $146,854 0.59%
347508AB9 FORT KNOX MILITARY HOUS FRN 2/15/2052 CORPORATE BOND 241,158 $143,789 0.58%
04015CAA6 ARES FINANCE CO LLC 4 10/8/2024 CORPORATE BOND 150,000 $139,323 0.56%
92329PAC9 VENTR 2013-13A SUB 0 6/10/2025 MORTGAGE BONDS 250,000 $137,500 0.55%
N/A Mitel Networks 04/29/22 Term Loan LOAN PARTICIPATION 134,553 $134,974 0.54%
69403WAA5 PACIFIC BEACON LLC 5.379 7/15/2026 CORPORATE BOND 122,167 $131,870 0.53%
880591DZ2 TENN VALLEY AUTHORITY 5.375 4/1/2056 CORPORATE BOND 100,000 $127,260 0.51%
N/A Travelport Finance (Luxembourg) 09/02/21 Term Loan LOAN PARTICIPATION 124,910 $125,691 0.50%
25714PCW6 DOMINICAN REPUBLIC 6.85 1/27/2045 FOREIGN GOVERNMENT BONDS 120,000 $121,526 0.49%
055451AX6 BHP BILLITON FIN USA LTD FRN 10/19/2075 CORPORATE BOND-FOREIGN 100,000 $113,875 0.46%
060505EU4 BANK AM 6.300000 12/49 CORPORATE BOND 100,000 $108,625 0.43%
55336VAG5 MPLX LP 4.875 12/1/2024 CORPORATE BOND 100,000 $105,732 0.42%
44329HAK0 HP COMMUNITIES LLC 5.86 9/15/2053 CORPORATE BOND 100,000 $105,557 0.42%
861419RN1 STOCKTON USD-D-2008 0 8/1/2036 FIXED RATE MUNI BONDS 250,000 $104,760 0.42%
489399AG0 KENNEDY-WILSON INC 5.875 4/1/2024 CORPORATE BOND 100,000 $104,125 0.42%
118230AN1 BUCKEYE PARTNERS LP 4.35 10/15/2024 CORPORATE BOND 100,000 $102,486 0.41%
N/A SRS DISTRIBUTION 08/25/22 TERM LOAN LOAN PARTICIPATION 98,988 $100,349 0.40%
N/A EPICOR /EAGLE PARENT TLB L1 C 06/01/22 Term Loan LOAN PARTICIPATION 100,000 $100,219 0.40%
92936UAE9 WP CAREY INC 4.25 10/1/2026 CORPORATE BOND 100,000 $99,853 0.40%
42809HAG2 HESS CORP 4.3 4/1/2027 CORPORATE BOND 100,000 $99,328 0.40%
912810RU4 US TREASURY N/B 2.875 11/15/2046 U.S. TREASURY BOND 102,000 $98,761 0.39%
3134A3ZU3 FREDDIE MAC 0 12/14/2029 FHLMC - MONTHLY COUPON 150,000 $98,647 0.39%
31358DDG6 FANNIE MAE 0 1/15/2030 FNMA - MONTHLY COUPON 150,000 $97,850 0.39%
N/A Epicor 6/15 Cov 06/01/22 Term Loan LOAN PARTICIPATION 96,386 $96,597 0.39%
N/A Acosta 09/26/21 Term Loan LOAN PARTICIPATION 98,332 $95,321 0.38%
N/A SRS Distrib 08/25/22 Term Loan LOAN PARTICIPATION 60,000 $60,825 0.24%
36162JAB2 GEO GROUP INC/THE 6 4/15/2026 CORPORATE BOND 50,000 $51,188 0.20%
12508EAD3 CDK GLOBAL INC 5 10/15/2024 CORPORATE BOND 50,000 $50,250 0.20%
N/A DJO Finance (5/1 06/08/20 Term Loan LOAN PARTICIPATION 50,826 $49,286 0.20%
N/A DJO Finance (5/1 06/08/20 Term Loan LOAN PARTICIPATION 48,921 $47,438 0.19%
N/A SRS Distrib 08/25/22 Term Loan LOAN PARTICIPATION 24,672 $25,011 0.10%
36162JAA4 GEO GROUP INC/THE 5.875 10/15/2024 CORPORATE BOND 15,000 $15,300 0.06%
N/A SRS Distrib 08/25/22 Term Loan LOAN PARTICIPATION 5,187 $5,258 0.02%
N/A MITEL NET 04/29/22 Term Loan LOAN PARTICIPATION 575 $577 0.00%

REPURCHASE AGREEMENTS††

Name Coupon Rate Maturity Date Market Value Weighting
REPO 03/16/2017 3.8700% 3/16/17 $1,260,000 5.04%

INTEREST RATE SWAP AGREEMENTS††

Name Fixed Rate Maturity Date Market Value Weighting
IRS SWAP PAY FIX 1.409 US3MO L 09/02/2025 1.4090% 9/2/25 $99,833 0.40%
IRS SWAP PAY FIX 1.3355 US3MO L 08/10/2023 1.3355% 8/10/23 $25,477 0.10%
IRS SWAP PAY FIX 2.35 US3MO L 02/13/2027 2.3500% 2/13/27 $4,061 0.02%
IRS SWAP PAY FIX 2.1587 US3MO L 02/13/2024 2.1587% 2/13/24 $3,183 0.01%

†† Value determined based on Level 2 inputs, unless otherwise noted.

All data is provided by Guggenheim Funds Distributors, LLC. Data is subject to change on a daily basis and represents a percentage of the Fund’s holdings. The securities mentioned are provided for informational purposes only and should not be deemed as a recommendation to buy or sell.

 

Read a prospectus and summary prospectus (if available) carefully before investing. It contains the investment objectives, risks, charges, expenses and other information, which should be considered carefully before investing. To obtain a prospectus and summary prospectus (if available) click here or contact us.

Guggenheim Investments represents the investment management businesses of Guggenheim Partners, LLC ("Guggenheim"), which includes Security Investors, LLC ("SI"), Guggenheim Funds Investment Advisors, LLC, ("GFIA") and Guggenheim Partners Investment Management ("GPIM") the investment advisers to the referenced funds. Securities offered through Guggenheim Funds Distributors, LLC, an affiliate of Guggenheim, SI, GFIA and GPIM.

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