Guggenheim Macro Opportunities Fund

Fund Profile

Fund profile

Tickers

GIOAX, GIOCX, GIOIX, GIOSX, GIOPX

Fund manager

Guggenheim Macro Opportunities Fund Class C

Total assets

$7.71 bn

Liabilities

$271.35 mm

Net assets

$7.44 bn

Number of holdings

906.00

Top 200 of 906 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Federated Hermes U.S. Treasury Cash Reserves Fund - Institutional Shares	467.53 mm	467.53 mm shares	6.28	Short-term investment vehicle	Long	USA
U.S. Treasury Notes	365.55 mm	360.00 mm principal	4.91	Debt	Long	USA
Guggenheim Limited Duration Fund - Class R6	133.73 mm	5.44 mm shares	1.80	Common equity	Long	USA
Fannie Mae	105.97 mm	104.61 mm principal	1.42	ABS-mortgage backed security	Long	USA
Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares	74.70 mm	74.70 mm shares	1.00	Short-term investment vehicle	Long	USA
SPY SPDR S&P 500 ETF Trust	71.72 mm	125.00 k shares	0.96	Common equity	Long	USA
U.S. Treasury Bills	63.31 mm	63.31 mm principal	0.85	Debt	Long	USA
Freddie Mac	54.30 mm	53.30 mm principal	0.73	ABS-mortgage backed security	Long	USA
Guggenheim Ultra Short Duration Fund - Institutional Class	52.75 mm	5.26 mm shares	0.71	Common equity	Long	USA
AP Grange Holdings	44.06 mm	43.70 mm principal	0.59	Debt	Long	Cayman Islands
BP Capital Markets plc	38.93 mm	39.36 mm principal	0.52	Debt	Long	USA
Guggenheim Risk Managed Real Estate Fund - Institutional Class	38.01 mm	1.09 mm shares	0.51	Common equity	Long	USA
VB-S1 Issuer LLC - VBTEL	37.18 mm	39.65 mm principal	0.50	ABS-other	Long	USA
Guggenheim Strategy Fund III	35.90 mm	1.44 mm shares	0.48	Common equity	Long	USA
FS Rialto	35.06 mm	36.50 mm principal	0.47	ABS-other	Long	Cayman Islands
Fortress Credit Opportunities IX CLO Ltd.	35.00 mm	35.00 mm principal	0.47	ABS-other	Long	Cayman Islands
Fannie Mae	34.18 mm	34.16 mm principal	0.46	ABS-mortgage backed security	Long	USA
Guggenheim Alpha Opportunity Fund - Institutional Class	33.42 mm	1.02 mm shares	0.45	Common equity	Long	USA
Uniform MBS 30 Year	29.71 mm	29.73 mm principal	0.40	ABS-mortgage backed security	Long	USA
BNP Paribas	29.51 mm	29.51 mm principal	0.40	Repurchase agreement	Long	France
C Citigroup Inc.	29.45 mm	30.60 mm shares	0.40	Preferred equity	Long	USA
Women's Care Holdings, Inc.	29.17 mm	30.36 mm principal	0.39	Loan	Long	USA
MKL Markel Corporation	29.02 mm	29.05 mm shares	0.39	Preferred equity	Long	USA
Wilton RE Ltd.	28.96 mm	31.35 mm principal	0.39	Debt	Long	Canada
Zephyr Bidco Ltd.	27.97 mm	20.85 mm principal	0.38	Loan	Long	UK
Freddie Mac	27.95 mm	27.80 mm principal	0.38	ABS-mortgage backed security	Long	USA
AT&T Mobility II LLC	27.63 mm	27.00 k shares	0.37	Preferred equity	Long	USA
LCCM Trust	27.47 mm	28.87 mm principal	0.37	ABS-other	Long	USA
Pershing Square Holdings Ltd.	27.00 mm	31.50 mm principal	0.36	Debt	Long	Guernsey
Fontainbleau Vegas	26.50 mm	26.50 mm principal	0.36	ABS-other	Long	USA
Palmer Square Loan Funding Ltd.	26.25 mm	26.20 mm principal	0.35	ABS-other	Long	Cayman Islands
British Telecommunications plc	26.03 mm	28.20 mm principal	0.35	Debt	Long	UK
Jane Street Group / JSG Finance, Inc.	25.14 mm	23.73 mm principal	0.34	Debt	Long	USA
Top Pressure Recovery Turbines	25.09 mm	24.86 mm principal	0.34	ABS-mortgage backed security	Long	USA
WFC Wells Fargo & Company	25.03 mm	25.75 mm shares	0.34	Preferred equity	Long	USA
CARS-DB4, LP	24.88 mm	27.80 mm principal	0.33	ABS-other	Long	USA
Liberty Mutual Group, Inc.	24.78 mm	36.94 mm principal	0.33	Debt	Long	USA
BRAVO Residential Funding Trust	24.29 mm	24.48 mm principal	0.33	ABS-mortgage backed security	Long	USA
Lightning A	24.20 mm	25.80 mm principal	0.33	ABS-other	Long	USA
Freddie Mac	24.10 mm	23.97 mm principal	0.32	ABS-mortgage backed security	Long	USA
Thunderbird A	24.03 mm	25.62 mm principal	0.32	ABS-other	Long	USA
KDAC Aviation Finance Ltd.	23.02 mm	24.99 mm principal	0.31	ABS-other	Long	Cayman Islands
Cerberus Loan Funding XLIV LLC	22.93 mm	22.80 mm principal	0.31	ABS-other	Long	USA
McGraw-Hill Education, Inc.	22.72 mm	22.63 mm principal	0.31	Debt	Long	USA
EQH Equitable Holdings, Inc.	22.60 mm	22.82 mm shares	0.30	Preferred equity	Long	USA
Host Hotels & Resorts, LP	22.26 mm	24.00 mm principal	0.30	Debt	Long	USA
CBS Studio Center	22.00 mm	22.00 mm principal	0.30	Debt	Long	USA
Syndigo LLC	21.93 mm	22.04 mm principal	0.29	Loan	Long	USA
Jefferies Finance LLC / JFIN Company-Issuer Corp.	21.87 mm	23.00 mm principal	0.29	Debt	Long	USA
Fannie Mae	21.78 mm	21.77 mm principal	0.29	ABS-mortgage backed security	Long	USA
Cerberus Loan Funding XLII LLC	21.57 mm	21.55 mm principal	0.29	ABS-other	Long	USA
GLP Capital Limited Partnership / GLP Financing II, Inc.	21.22 mm	22.64 mm principal	0.29	Debt	Long	USA
MidOcean Credit CLO VII	21.02 mm	21.00 mm principal	0.28	ABS-other	Long	Cayman Islands
U.S. Treasury Notes	21.01 mm	21.00 mm principal	0.28	Debt	Long	USA
Obra Longevity	20.94 mm	20.58 mm principal	0.28	ABS-other	Long	USA
Midwest Veterinary Partners LLC	20.89 mm	20.91 mm principal	0.28	Loan	Long	USA
Mill City Securities 2024-RS1 Ltd.	20.76 mm	23.16 mm principal	0.28	ABS-mortgage backed security	Long	USA
Higginbotham Insurance Agency, Inc.	20.72 mm	20.88 mm principal	0.28	Loan	Long	USA
Guggenheim Strategy Fund II	20.67 mm	833.59 k shares	0.28	Common equity	Long	USA
Hotwire Funding LLC	20.67 mm	20.00 mm principal	0.28	ABS-other	Long	USA
BX Trust	20.60 mm	20.65 mm principal	0.28	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust	20.50 mm	20.65 mm principal	0.28	ABS-mortgage backed security	Long	USA
BXHPP Trust	20.30 mm	21.64 mm principal	0.27	ABS-mortgage backed security	Long	USA
FR Refuel LLC	20.28 mm	20.70 mm principal	0.27	Loan	Long	USA
SQ Block, Inc.	20.23 mm	21.95 mm principal	0.27	Debt	Long	USA
Cerberus Loan Funding XLVII LLC	20.22 mm	20.15 mm principal	0.27	ABS-other	Long	USA
Golub Capital Partners CLO Ltd.	20.09 mm	20.00 mm principal	0.27	ABS-other	Long	Cayman Islands
KKR Core Holding Company LLC	20.03 mm	21.48 mm principal	0.27	ABS-other	Long	USA
IRM Iron Mountain Incorporated	19.95 mm	20.00 mm principal	0.27	Debt	Long	USA
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.	19.93 mm	21.65 mm principal	0.27	Debt	Long	USA
FSK FS KKR Capital Corp.	19.89 mm	21.00 mm principal	0.27	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	19.64 mm	20.50 mm shares	0.26	Preferred equity	Long	USA
KIOR Kior Inc	19.40 mm	20.55 mm shares	0.26	Preferred equity	Long	USA
BSPDF Issuer Ltd.	19.22 mm	19.98 mm principal	0.26	ABS-other	Long	Cayman Islands
CoBank ACB	19.21 mm	20.00 mm shares	0.26	Preferred equity	Long	USA
Sunrise FinCo I B.V.	19.11 mm	20.20 mm principal	0.26	Debt	Long	Netherlands
Freddie Mac	18.91 mm	18.90 mm principal	0.25	ABS-mortgage backed security	Long	USA
Parkland Corp.	18.86 mm	20.00 mm principal	0.25	Debt	Long	Canada
HarbourVest Structured Solutions IV Holdings, LP	18.82 mm	18.90 mm principal	0.25	ABS-other	Long	USA
MUFG Mitsubishi UFJ Financial Group, Inc.	18.66 mm	18.05 mm principal	0.25	Debt	Long	Japan
Midwest Connector Capital Company LLC	18.65 mm	18.76 mm principal	0.25	Debt	Long	USA
STWD Starwood Property Trust, Inc.	18.52 mm	19.00 mm principal	0.25	Debt	Long	USA
ITT Holdings LLC	18.45 mm	19.48 mm principal	0.25	Debt	Long	USA
Subway Funding LLC	18.41 mm	17.75 mm principal	0.25	ABS-other	Long	USA
Venture Global LNG, Inc.	18.40 mm	18.15 mm shares	0.25	Preferred equity	Long	USA
Golub Capital Partners CLO 49M Ltd.	18.16 mm	18.10 mm principal	0.24	ABS-other	Long	Cayman Islands
Endo Luxembourg Finance Co I SARL / Endo US, Inc.	17.88 mm	17.00 mm principal	0.24	ABS-other	Long	USA
Crash Champions Inc.	17.82 mm	18.57 mm principal	0.24	Loan	Long	USA
Switch ABS Issuer LLC	17.73 mm	17.55 mm principal	0.24	ABS-other	Long	USA
Capstone Acquisition Holdings, Inc.	17.72 mm	17.82 mm principal	0.24	Loan	Long	USA
Owl Rock CLO I LLC	17.31 mm	17.25 mm principal	0.23	ABS-other	Long	USA
Medline Borrower, LP	17.27 mm	18.25 mm principal	0.23	Debt	Long	USA
Cerberus Loan Funding XLV LLC	17.21 mm	17.15 mm principal	0.23	ABS-other	Long	USA
AmeriGas Partners Limited Partnership / AmeriGas Finance Corp.	17.03 mm	17.15 mm principal	0.23	Debt	Long	USA
CQP Cheniere Energy Partners, L.P.	17.02 mm	16.34 mm principal	0.23	Debt	Long	USA
BSPRT Issuer Ltd.	16.83 mm	18.43 mm principal	0.23	ABS-other	Long	Cayman Islands
Ferrellgas Limited Partnership / Ferrellgas Finance Corp.	16.74 mm	16.78 mm principal	0.22	Debt	Long	USA
SCHW The Charles Schwab Corporation	16.72 mm	18.70 mm shares	0.22	Preferred equity	Long	USA
Voya CLO Ltd.	16.70 mm	16.50 mm principal	0.22	ABS-other	Long	Cayman Islands
Terraform Global Operating, LP	16.67 mm	16.66 mm principal	0.22	Debt	Long	USA
PlayCore	16.64 mm	16.59 mm principal	0.22	Loan	Long	USA
Kuvare US Holdings, Inc.	16.21 mm	16.13 mm shares	0.22	Preferred equity	Long	USA
CVI CVR Energy, Inc.	16.15 mm	15.98 mm principal	0.22	Debt	Long	USA
Eisner Advisory Group	16.11 mm	16.08 mm principal	0.22	Loan	Long	USA
Datix Bidco Ltd.	16.02 mm	12.07 mm principal	0.22	Loan	Long	UK
GLDD Great Lakes Dredge & Dock Corporation	15.95 mm	17.16 mm principal	0.21	Debt	Long	USA
Avalara, Inc.	15.85 mm	16.00 mm principal	0.21	Loan	Long	USA
Aston FinCo SARL	15.58 mm	12.58 mm principal	0.21	Loan	Long	Luxembourg
Alexander Mann	15.53 mm	15.95 mm principal	0.21	Loan	Long	UK
Level 3 Financing, Inc.	15.33 mm	19.79 mm principal	0.21	Debt	Long	USA
OXY Occidental Petroleum Corporation	15.27 mm	12.74 mm principal	0.21	Debt	Long	USA
Visma AS	15.21 mm	13.80 mm principal	0.20	Loan	Long	Norway
Alcoa Nederland Holding BV	15.18 mm	15.13 mm principal	0.20	Debt	Long	Netherlands
Project Onyx I	15.10 mm	15.13 mm principal	0.20	ABS-other	Long	USA
DS Admiral Bidco LLC	15.09 mm	15.72 mm principal	0.20	Loan	Long	USA
CSC Holdings LLC	15.06 mm	20.67 mm principal	0.20	Debt	Long	USA
Asurion LLC	15.06 mm	15.35 mm principal	0.20	Loan	Long	USA
NuStar Logistics, LP	15.05 mm	14.51 mm principal	0.20	Debt	Long	USA
Navigator 2024-1 Aviation Ltd.	15.04 mm	15.00 mm principal	0.20	ABS-other	Long	Cayman Islands
Alliant Holdings Intermediate LLC / Alliant Holdings Company-Issuer	14.92 mm	14.77 mm principal	0.20	Debt	Long	USA
Hilton Domestic Operating Company, Inc.	14.87 mm	15.90 mm principal	0.20	Debt	Long	USA
WBA Walgreens Boots Alliance, Inc.	14.86 mm	15.45 mm principal	0.20	Debt	Long	USA
Southern Veterinary Partners LLC	14.69 mm	14.69 mm principal	0.20	Loan	Long	USA
MB2 Dental Solutions, LLC	14.47 mm	14.50 mm principal	0.19	Loan	Long	USA
Polaris Newco LLC	14.42 mm	15.05 mm principal	0.19	Loan	Long	USA
XPO, Inc.	14.41 mm	14.09 mm principal	0.19	Debt	Long	USA
Carlyle Direct Lending CLO LLC	14.20 mm	14.20 mm principal	0.19	ABS-other	Long	USA
Focus Financial Partners LLC	14.17 mm	14.04 mm principal	0.19	Debt	Long	USA
LPL Holdings, Inc.	14.15 mm	14.79 mm principal	0.19	Debt	Long	USA
Hampton Roads PPV LLC	14.14 mm	16.56 mm principal	0.19	Debt	Long	USA
Quirch Foods Holdings LLC	14.12 mm	15.02 mm principal	0.19	Loan	Long	USA
Arcline FM Holdings, LLC	14.06 mm	14.05 mm principal	0.19	Loan	Long	USA
PetIQ LLC	14.01 mm	14.03 mm principal	0.19	Loan	Long	USA
VOD Vodafone Group Public Limited Company	13.90 mm	16.88 mm principal	0.19	Debt	Long	UK
AASET Trust	13.75 mm	14.77 mm principal	0.18	ABS-other	Long	USA
GoldenTree Loan Management US CLO 1 Ltd.	13.69 mm	13.50 mm principal	0.18	ABS-other	Long	Cayman Islands
BANGL LLC	13.69 mm	13.69 mm principal	0.18	Loan	Long	USA
BXMT Ltd.	13.65 mm	15.64 mm principal	0.18	ABS-other	Long	Cayman Islands
BAC Bank of America Corporation	13.41 mm	13.85 mm shares	0.18	Preferred equity	Long	USA
Hunt Companies, Inc.	13.25 mm	13.70 mm principal	0.18	Debt	Long	USA
FirstKey Homes Trust	13.18 mm	13.55 mm principal	0.18	ABS-other	Long	USA
Kennedy-Wilson, Inc.	13.17 mm	14.67 mm principal	0.18	Debt	Long	USA
LCPR Senior Secured Financing DAC	13.17 mm	16.25 mm principal	0.18	Debt	Long	Ireland
TeamSystem SpA	13.15 mm	11.75 mm principal	0.18	Debt	Long	Italy
Ares Direct Lending CLO 2 LLC	13.14 mm	13.05 mm principal	0.18	ABS-other	Long	Cayman Islands
LSTAR Securities Investment Ltd.	13.12 mm	13.17 mm principal	0.18	ABS-mortgage backed security	Long	USA
Wrench Group LLC	12.92 mm	12.94 mm principal	0.17	Loan	Long	USA
FirstKey Homes Trust	12.91 mm	13.25 mm principal	0.17	ABS-other	Long	USA
C Citigroup Inc.	12.83 mm	13.10 mm shares	0.17	Preferred equity	Long	USA
Cerberus Loan Funding XL LLC	12.82 mm	12.75 mm principal	0.17	ABS-other	Long	USA
ECPG Encore Capital Group, Inc.	12.75 mm	12.10 mm principal	0.17	Debt	Long	USA
OBX Trust	12.72 mm	12.50 mm principal	0.17	ABS-mortgage backed security	Long	USA
Sherwood Financing plc	12.72 mm	12.05 mm principal	0.17	Debt	Long	UK
LYG Lloyds Banking Group plc	12.62 mm	12.10 mm principal	0.17	Debt	Long	UK
Sitecore Holding III A/S	12.48 mm	12.58 mm principal	0.17	Loan	Long	Denmark
Hess Midstream Operations, LP	12.46 mm	12.46 mm principal	0.17	Debt	Long	USA
AQN Algonquin Power & Utilities Corp.	12.45 mm	12.30 mm principal	0.17	Debt	Long	Canada
MidCap Funding XLVI Trust	12.44 mm	12.44 mm principal	0.17	Debt	Long	Japan
Fertitta Entertainment LLC	12.44 mm	12.48 mm principal	0.17	Loan	Long	USA
HighTower Holding LLC	12.30 mm	12.31 mm principal	0.17	Loan	Long	USA
AZ Battery Property LLC	12.17 mm	11.60 mm principal	0.16	Debt	Long	USA
BHC Bausch Health Companies Inc.	12.17 mm	15.60 mm principal	0.16	Debt	Long	Canada
KALU Kaiser Aluminum Corporation	12.12 mm	13.25 mm principal	0.16	Debt	Long	USA
CCO Holdings LLC / CCO Holdings Capital Corp.	12.11 mm	14.27 mm principal	0.16	Debt	Long	USA
LaserAway Intermediate Holdings II LLC	12.10 mm	12.19 mm principal	0.16	Loan	Long	USA
MET MetLife, Inc.	12.00 mm	12.20 mm shares	0.16	Preferred equity	Long	USA
JP Morgan Chase Commercial Mortgage Securities Trust	12.00 mm	15.00 mm principal	0.16	ABS-mortgage backed security	Long	USA
Aretec Group, Inc.	11.99 mm	12.25 mm principal	0.16	Loan	Long	USA
Pacific Bells LLC	11.94 mm	11.94 mm principal	0.16	Loan	Long	USA
NYMT Loan Trust	11.80 mm	12.03 mm principal	0.16	ABS-mortgage backed security	Long	USA
Casper Bidco SAS (B&B Hotels)	11.71 mm	10.50 mm principal	0.16	Loan	Long	France
Sprite Ltd.	11.69 mm	12.21 mm principal	0.16	ABS-other	Long	USA
One Hotels GmbH	11.59 mm	10.40 mm principal	0.16	Loan	Long	Germany
IFF International Flavors & Fragrances Inc.	11.53 mm	11.95 mm principal	0.16	Debt	Long	USA
Neuberger Berman Loan Advisers CLO 32 Ltd.	11.53 mm	11.50 mm principal	0.15	ABS-other	Long	Cayman Islands
Booz Allen Hamilton, Inc.	11.44 mm	11.80 mm principal	0.15	Debt	Long	USA
CARS-DB7, LP	11.43 mm	11.16 mm principal	0.15	ABS-other	Long	USA
GS The Goldman Sachs Group, Inc.	11.39 mm	10.75 mm shares	0.15	Preferred equity	Long	USA
Sealed Air Corporation/Sealed Air Corp US	11.29 mm	11.11 mm principal	0.15	Debt	Long	USA
Fortress Credit BSL XV Ltd.	11.25 mm	11.15 mm principal	0.15	ABS-other	Long	Jersey
FAF First American Financial Corporation	11.17 mm	11.76 mm principal	0.15	Debt	Long	USA
Pershing Square Holdings Ltd.	11.10 mm	12.62 mm principal	0.15	Debt	Long	Guernsey
Williams Scotsman, Inc.	11.10 mm	11.11 mm principal	0.15	Debt	Long	USA
SK Invictus Intermediate II SARL	11.06 mm	11.53 mm principal	0.15	Debt	Long	Luxembourg
Hotwire Funding LLC	11.00 mm	11.75 mm principal	0.15	ABS-other	Long	USA
AASET Trust	10.98 mm	10.57 mm principal	0.15	ABS-other	Long	USA
MTX Minerals Technologies Inc.	10.98 mm	11.28 mm principal	0.15	Debt	Long	USA
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.	10.97 mm	10.84 mm principal	0.15	Debt	Long	USA
STWD Ltd.	10.93 mm	11.90 mm principal	0.15	ABS-other	Long	Cayman Islands
LoanCore Issuer Ltd.	10.92 mm	11.30 mm principal	0.15	ABS-other	Long	Cayman Islands
Global Atlantic Finance Co.	10.87 mm	11.35 mm principal	0.15	Debt	Long	USA
Sitecore Holding III A/S	10.78 mm	9.76 mm principal	0.14	Loan	Long	Denmark
KREF Ltd.	10.76 mm	11.00 mm principal	0.14	ABS-other	Long	Cayman Islands
BX Trust	10.74 mm	10.65 mm principal	0.14	ABS-mortgage backed security	Long	USA
Western Asset Institutional U.S. Treasury Reserves - Institutional Shares	10.73 mm	10.73 mm shares	0.14	Short-term investment vehicle	Long	USA
DAL Delta Air Lines, Inc.	10.65 mm	10.54 mm principal	0.14	Debt	Long	USA
JP Morgan Mortgage Acquisition Trust	10.60 mm	19.91 mm principal	0.14	ABS-mortgage backed security	Long	USA
Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.	10.58 mm	11.35 mm principal	0.14	Debt	Long	USA
IP Lending X Ltd.	10.48 mm	10.46 mm principal	0.14	Debt	Long	Bermuda
Targa Resources Partners Limited Partnership / Targa Resources Partners Finance Corp.	10.40 mm	10.15 mm principal	0.14	Debt	Long	USA