Guggenheim Macro Opportunities Fund

Fund Profile

Fund profile

Tickers

GIOAX, GIOCX, GIOIX, GIOSX, GIOPX

Fund manager

Guggenheim Macro Opportunities Fund Class C

Total assets

$8.47 bn

Liabilities

$665.37 mm

Net assets

$7.81 bn

Number of holdings

991.00

Top 200 of 991 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. Treasury Notes	359.91 mm	360.00 mm principal	4.61	Debt	Long	USA
Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares	159.49 mm	159.49 mm shares	2.04	Short-term investment vehicle	Long	USA
Guggenheim Limited Duration Fund - Class R6	134.10 mm	5.50 mm shares	1.72	Common equity	Long	USA
Uniform MBS 30 Year	121.46 mm	125.95 mm principal	1.56	ABS-mortgage backed security	Long	USA
Fannie Mae	100.84 mm	101.90 mm principal	1.29	ABS-mortgage backed security	Long	USA
BNP Paribas	86.32 mm	86.32 mm principal	1.11	Repurchase agreement	Long	France
Uniform MBS 30 Year	75.86 mm	76.90 mm principal	0.97	ABS-mortgage backed security	Long	USA
SPY SPDR S&P 500 ETF Trust	73.26 mm	125.00 k shares	0.94	Common equity	Long	USA
BofA Securities, Inc.	69.05 mm	69.05 mm principal	0.88	Repurchase agreement	Long	USA
Guggenheim Strategy Fund III	66.71 mm	2.67 mm shares	0.85	Common equity	Long	USA
Guggenheim Strategy Fund II	55.38 mm	2.23 mm shares	0.71	Common equity	Long	USA
Guggenheim Ultra Short Duration Fund - Institutional Class	53.39 mm	5.33 mm shares	0.68	Common equity	Long	USA
Uniform MBS 30 Year	52.89 mm	54.82 mm principal	0.68	ABS-mortgage backed security	Long	USA
Freddie Mac	51.37 mm	51.77 mm principal	0.66	ABS-mortgage backed security	Long	USA
AP Grange Holdings	45.03 mm	44.47 mm principal	0.58	Debt	Long	Cayman Islands
J.P. Morgan Securities LLC	43.16 mm	43.16 mm principal	0.55	Repurchase agreement	Long	USA
U.S. Treasury Bills	41.94 mm	42.00 mm principal	0.54	Debt	Long	USA
VB-S1 Issuer LLC - VBTEL	37.94 mm	39.65 mm principal	0.49	ABS-other	Long	USA
BP Capital Markets plc	37.51 mm	39.36 mm principal	0.48	Debt	Long	USA
FS Rialto	35.98 mm	36.50 mm principal	0.46	ABS-other	Long	Cayman Islands
Obra Longevity	35.59 mm	34.30 mm principal	0.46	ABS-other	Long	USA
NAA Risk Managed Real Estate Fund	35.19 mm	1.09 mm shares	0.45	Common equity	Long	USA
Fortress Credit Opportunities IX CLO Ltd.	35.05 mm	35.00 mm principal	0.45	ABS-other	Long	Cayman Islands
Bank of Montreal	34.53 mm	34.53 mm principal	0.44	Repurchase agreement	Long	Canada
Jane Street Group / JSG Finance, Inc.	34.30 mm	33.38 mm principal	0.44	Debt	Long	USA
Fannie Mae	32.64 mm	33.75 mm principal	0.42	ABS-mortgage backed security	Long	USA
NAA Opportunity Fund	31.98 mm	1.02 mm shares	0.41	Common equity	Long	USA
C Citigroup Inc.	29.71 mm	30.60 mm shares	0.38	Preferred equity	Long	USA
MKL Markel Corporation	29.00 mm	29.05 mm shares	0.37	Preferred equity	Long	USA
Women's Care Holdings, Inc.	28.77 mm	30.28 mm principal	0.37	Loan	Long	USA
Wilton RE Ltd.	28.52 mm	28.50 mm principal	0.37	Debt	Long	Canada
LCCM Trust	28.48 mm	28.87 mm principal	0.36	ABS-other	Long	USA
Thunderbird A	27.74 mm	30.10 mm principal	0.36	ABS-other	Long	USA
Lightning A	27.65 mm	30.01 mm principal	0.35	ABS-other	Long	USA
AT&T Mobility II LLC	27.50 mm	27.00 k shares	0.35	Preferred equity	Long	USA
Fontainbleau Vegas	26.50 mm	26.50 mm principal	0.34	ABS-other	Long	USA
Freddie Mac	26.39 mm	27.22 mm principal	0.34	ABS-mortgage backed security	Long	USA
Palmer Square Loan Funding Ltd.	26.24 mm	26.20 mm principal	0.34	ABS-other	Long	Cayman Islands
Zephyr Bidco Ltd.	26.14 mm	20.85 mm principal	0.33	Loan	Long	UK
Pershing Square Holdings Ltd.	25.92 mm	31.50 mm principal	0.33	Debt	Long	Guernsey
British Telecommunications plc	25.62 mm	28.20 mm principal	0.33	Debt	Long	UK
BRAVO Residential Funding Trust	25.37 mm	25.56 mm principal	0.33	ABS-mortgage backed security	Long	USA
WFC Wells Fargo & Company	25.02 mm	25.75 mm shares	0.32	Preferred equity	Long	USA
Top Pressure Recovery Turbines	24.85 mm	24.73 mm principal	0.32	ABS-mortgage backed security	Long	USA
CARS-DB4, LP	24.49 mm	27.80 mm principal	0.31	ABS-other	Long	USA
Cerberus Loan Funding XLIV LLC	23.41 mm	22.80 mm principal	0.30	ABS-other	Long	USA
Liberty Mutual Group, Inc.	22.79 mm	36.94 mm principal	0.29	Debt	Long	USA
EQH Equitable Holdings, Inc.	22.69 mm	22.82 mm shares	0.29	Preferred equity	Long	USA
Freddie Mac	22.68 mm	23.39 mm principal	0.29	ABS-mortgage backed security	Long	USA
McGraw-Hill Education, Inc.	22.64 mm	22.63 mm principal	0.29	Debt	Long	USA
Syndigo LLC	22.01 mm	21.98 mm principal	0.28	Loan	Long	USA
CBS Studio Center	21.96 mm	22.00 mm principal	0.28	Debt	Long	USA
Cerberus Loan Funding XLII LLC	21.87 mm	21.55 mm principal	0.28	ABS-other	Long	USA
Host Hotels & Resorts, LP	21.74 mm	24.00 mm principal	0.28	Debt	Long	USA
Jefferies Finance LLC / JFIN Company-Issuer Corp.	21.57 mm	23.00 mm principal	0.28	Debt	Long	USA
KDAC Aviation Finance Ltd.	21.15 mm	21.86 mm principal	0.27	ABS-other	Long	Cayman Islands
MidOcean Credit CLO VII	21.05 mm	21.00 mm principal	0.27	ABS-other	Long	Cayman Islands
U.S. Treasury Notes	21.01 mm	21.00 mm principal	0.27	Debt	Long	USA
Mill City Securities Ltd.	20.92 mm	23.16 mm principal	0.27	ABS-mortgage backed security	Long	USA
BX Trust	20.73 mm	20.65 mm principal	0.27	ABS-mortgage backed security	Long	USA
GLP Capital Limited Partnership / GLP Financing II, Inc.	20.71 mm	22.64 mm principal	0.27	Debt	Long	USA
Hotwire Funding LLC	20.65 mm	20.00 mm principal	0.26	ABS-other	Long	USA
Higginbotham Insurance Agency, Inc.	20.62 mm	20.78 mm principal	0.26	Loan	Long	USA
BX Commercial Mortgage Trust	20.60 mm	20.65 mm principal	0.26	ABS-mortgage backed security	Long	USA
Fannie Mae	20.58 mm	21.27 mm principal	0.26	ABS-mortgage backed security	Long	USA
Cerberus Loan Funding XLVII LLC	20.46 mm	20.15 mm principal	0.26	ABS-other	Long	USA
FR Refuel LLC	20.43 mm	20.64 mm principal	0.26	Loan	Long	USA
XYZ Block, Inc.	20.36 mm	21.95 mm principal	0.26	Debt	Long	USA
BXHPP Trust	20.30 mm	21.64 mm principal	0.26	ABS-mortgage backed security	Long	USA
Midwest Veterinary Partners LLC	20.05 mm	20.02 mm principal	0.26	Loan	Long	USA
Golub Capital Partners CLO Ltd.	20.01 mm	20.00 mm principal	0.26	ABS-other	Long	Cayman Islands
FSK FS KKR Capital Corp.	19.92 mm	21.00 mm principal	0.26	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	19.59 mm	20.50 mm shares	0.25	Preferred equity	Long	USA
BSPDF Issuer Ltd.	19.47 mm	19.98 mm principal	0.25	ABS-other	Long	Cayman Islands
KIOR Kior Inc	19.42 mm	20.55 mm shares	0.25	Preferred equity	Long	USA
KKR Core Holding Company LLC	19.34 mm	21.38 mm principal	0.25	ABS-other	Long	USA
QTS Realty Trust, Inc.	19.15 mm	19.15 mm principal	0.25	Debt	Long	USA
IRM Iron Mountain Incorporated	19.11 mm	20.00 mm principal	0.24	Debt	Long	USA
CoBank ACB	19.04 mm	20.00 mm shares	0.24	Preferred equity	Long	USA
Venture Global LNG, Inc.	18.98 mm	18.15 mm shares	0.24	Preferred equity	Long	USA
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.	18.86 mm	21.65 mm principal	0.24	Debt	Long	USA
HarbourVest Structured Solutions IV Holdings, LP	18.83 mm	18.90 mm principal	0.24	ABS-other	Long	USA
Fertitta Entertainment LLC	18.78 mm	18.73 mm principal	0.24	Loan	Long	USA
Total Webhosting Solutions B.V.	18.60 mm	18.00 mm principal	0.24	Loan	Long	Netherlands
Midwest Connector Capital Company LLC	18.40 mm	18.76 mm principal	0.24	Debt	Long	USA
STWD Starwood Property Trust, Inc.	18.37 mm	19.00 mm principal	0.24	Debt	Long	USA
Parkland Corp.	18.36 mm	20.00 mm principal	0.24	Debt	Long	Canada
Sunrise FinCo I B.V.	18.32 mm	20.20 mm principal	0.23	Debt	Long	Netherlands
MUFG Mitsubishi UFJ Financial Group, Inc.	18.30 mm	18.05 mm principal	0.23	Debt	Long	Japan
Subway Funding LLC	18.22 mm	17.75 mm principal	0.23	ABS-other	Long	USA
Golub Capital Partners CLO 49M Ltd.	18.20 mm	18.10 mm principal	0.23	ABS-other	Long	Cayman Islands
Homestead Spe Issuer LLC	18.00 mm	18.00 mm principal	0.23	Debt	Long	USA
Freddie Mac	17.84 mm	18.43 mm principal	0.23	ABS-mortgage backed security	Long	USA
ITT Holdings LLC	17.83 mm	19.48 mm principal	0.23	Debt	Long	USA
Crash Champions Inc.	17.73 mm	18.77 mm principal	0.23	Loan	Long	USA
Capstone Acquisition Holdings, Inc.	17.68 mm	17.77 mm principal	0.23	Loan	Long	USA
Owl Rock CLO I LLC	17.67 mm	17.25 mm principal	0.23	ABS-other	Long	USA
Casper Bidco SAS (B&B Hotels)	17.66 mm	17.00 mm principal	0.23	Loan	Long	France
Switch ABS Issuer LLC	17.51 mm	17.55 mm principal	0.22	ABS-other	Long	USA
Cerberus Loan Funding XLV LLC	17.41 mm	17.15 mm principal	0.22	ABS-other	Long	USA
HAH Group Holding Co. LLC	17.27 mm	17.29 mm principal	0.22	Loan	Long	USA
Endo Luxembourg Finance Co I SARL / Endo US, Inc.	16.92 mm	17.00 mm principal	0.22	ABS-other	Long	USA
Medline Borrower, LP	16.90 mm	18.25 mm principal	0.22	Debt	Long	USA
Nidda Healthcare Holding GmbH	16.79 mm	16.15 mm principal	0.22	Loan	Long	Germany
BSPRT Issuer Ltd.	16.69 mm	18.43 mm principal	0.21	ABS-other	Long	Cayman Islands
PlayCore	16.69 mm	16.55 mm principal	0.21	Loan	Long	USA
Terraform Global Operating, LP	16.62 mm	16.66 mm principal	0.21	Debt	Long	USA
Ferrellgas Limited Partnership / Ferrellgas Finance Corp.	16.60 mm	16.78 mm principal	0.21	Debt	Long	USA
Voya CLO Ltd.	16.59 mm	16.50 mm principal	0.21	ABS-other	Long	Cayman Islands
AmeriGas Partners Limited Partnership / AmeriGas Finance Corp.	16.52 mm	17.15 mm principal	0.21	Debt	Long	USA
CQP Cheniere Energy Partners, L.P.	16.45 mm	16.34 mm principal	0.21	Debt	Long	USA
Level 3 Financing, Inc.	16.41 mm	19.79 mm principal	0.21	Debt	Long	USA
Eisner Advisory Group	16.19 mm	16.04 mm principal	0.21	Loan	Long	USA
SCHW The Charles Schwab Corporation	16.14 mm	18.70 mm shares	0.21	Preferred equity	Long	USA
GLDD Great Lakes Dredge & Dock Corporation	15.92 mm	17.16 mm principal	0.20	Debt	Long	USA
Avalara, Inc.	15.86 mm	16.00 mm principal	0.20	Loan	Long	USA
IP Lending X Ltd.	15.41 mm	15.41 mm principal	0.20	Debt	Long	Bermuda
DS Admiral Bidco LLC	15.36 mm	15.88 mm principal	0.20	Loan	Long	USA
Alexander Mann	15.33 mm	15.87 mm principal	0.20	Loan	Long	UK
CVI CVR Energy, Inc.	15.32 mm	15.98 mm principal	0.20	Debt	Long	USA
Asurion LLC	15.26 mm	15.31 mm principal	0.20	Loan	Long	USA
Alcoa Nederland Holding B.V.	15.18 mm	15.13 mm principal	0.19	Debt	Long	Netherlands
Kuvare US Holdings, Inc.	15.06 mm	15.04 mm shares	0.19	Preferred equity	Long	USA
Datix Bidco Ltd.	15.00 mm	12.07 mm principal	0.19	Loan	Long	USA
WBA Walgreens Boots Alliance, Inc.	14.95 mm	15.45 mm principal	0.19	Debt	Long	USA
CSC Holdings LLC	14.85 mm	20.67 mm principal	0.19	Debt	Long	USA
Alliant Holdings Intermediate LLC / Alliant Holdings Company-Issuer	14.62 mm	14.77 mm principal	0.19	Debt	Long	USA
NuStar Logistics, LP	14.55 mm	14.51 mm principal	0.19	Debt	Long	USA
BXMT Ltd.	14.53 mm	15.64 mm principal	0.19	ABS-other	Long	Cayman Islands
OXY Occidental Petroleum Corporatio	14.53 mm	12.74 mm principal	0.19	Debt	Long	USA
Carlyle Direct Lending CLO LLC	14.42 mm	14.20 mm principal	0.18	ABS-other	Long	USA
MB2 Dental Solutions LLC	14.40 mm	14.43 mm principal	0.18	Loan	Long	USA
Hilton Domestic Operating Company, Inc.	14.30 mm	15.90 mm principal	0.18	Debt	Long	USA
Aston FinCo SARL	14.27 mm	12.55 mm principal	0.18	Loan	Long	Luxembourg
XPO, Inc.	14.17 mm	14.09 mm principal	0.18	Debt	Long	USA
Visma AS	14.15 mm	13.80 mm principal	0.18	Loan	Long	Norway
Southern Veterinary Partners LLC	14.15 mm	14.06 mm principal	0.18	Loan	Long	USA
Navigator Aviation Ltd.	14.15 mm	14.64 mm principal	0.18	ABS-other	Long	Cayman Islands
AASET Ltd.	14.12 mm	14.20 mm principal	0.18	ABS-other	Long	USA
SLM SLM Corporation	14.11 mm	14.79 mm principal	0.18	Debt	Long	USA
Arcline FM Holdings, LLC	14.08 mm	14.01 mm principal	0.18	Loan	Long	USA
LPL Holdings, Inc.	14.00 mm	14.79 mm principal	0.18	Debt	Long	USA
Project Onyx I	13.98 mm	14.13 mm principal	0.18	ABS-other	Long	USA
Focus Financial Partners LLC	13.98 mm	14.04 mm principal	0.18	Debt	Long	USA
Quirch Foods Holdings LLC	13.93 mm	14.98 mm principal	0.18	Loan	Long	USA
GoldenTree Loan Management US CLO 1 Ltd.	13.73 mm	13.50 mm principal	0.18	ABS-other	Long	Cayman Islands
BANGL LLC	13.70 mm	13.62 mm principal	0.18	Loan	Long	USA
Betclic Everest Group SAS	13.67 mm	13.15 mm principal	0.18	Loan	Long	France
Ares Direct Lending CLO 2 LLC	13.36 mm	13.05 mm principal	0.17	ABS-other	Long	Cayman Islands
BAC Bank of America Corporation	13.34 mm	13.85 mm shares	0.17	Preferred equity	Long	USA
FirstKey Homes Trust	13.30 mm	13.55 mm principal	0.17	ABS-other	Long	USA
Hampton Roads PPV LLC	13.22 mm	16.45 mm principal	0.17	Debt	Long	USA
FirstKey Homes Trust	13.04 mm	13.25 mm principal	0.17	ABS-other	Long	USA
LSTAR Securities Investment Ltd.	13.01 mm	13.02 mm principal	0.17	ABS-mortgage backed security	Long	USA
Hunt Companies, Inc.	12.99 mm	13.70 mm principal	0.17	Debt	Long	USA
Cerberus Loan Funding XL LLC	12.94 mm	12.75 mm principal	0.17	ABS-other	Long	USA
Sitecore Holding III A/S	12.93 mm	13.03 mm principal	0.17	Loan	Long	Denmark
Kennedy-Wilson, Inc.	12.83 mm	14.67 mm principal	0.16	Debt	Long	USA
VOD Vodafone Group Public Limited Company	12.82 mm	16.88 mm principal	0.16	Debt	Long	UK
C Citigroup Inc.	12.75 mm	13.10 mm shares	0.16	Preferred equity	Long	USA
ECPG Encore Capital Group, Inc.	12.73 mm	12.10 mm principal	0.16	Debt	Long	USA
Williams Scotsman, Inc.	12.70 mm	12.75 mm principal	0.16	Debt	Long	USA
Owl Rock CLO IX LLC	12.62 mm	12.55 mm principal	0.16	ABS-other	Long	USA
Sherwood Financing plc	12.61 mm	12.19 mm principal	0.16	Debt	Long	UK
OBX Trust	12.52 mm	12.50 mm principal	0.16	ABS-mortgage backed security	Long	USA
BHC Bausch Health Companies Inc.	12.48 mm	15.60 mm principal	0.16	Debt	Long	Canada
MidCap Funding XLVI Trust	12.44 mm	12.44 mm principal	0.16	Debt	Long	Japan
Hess Midstream Operations, LP	12.42 mm	12.46 mm principal	0.16	Debt	Long	USA
AQN Algonquin Power & Utilities Corp.	12.36 mm	12.30 mm principal	0.16	Debt	Long	Canada
Wrench Group LLC	12.35 mm	12.90 mm principal	0.16	Loan	Long	USA
LYG Lloyds Banking Group plc	12.33 mm	12.10 mm principal	0.16	Debt	Long	UK
Aretec Group, Inc.	12.30 mm	12.25 mm principal	0.16	Loan	Long	USA
HighTower Holding LLC	12.29 mm	12.24 mm principal	0.16	Loan	Long	USA
TeamSystem SpA	12.22 mm	11.75 mm principal	0.16	Debt	Long	Italy
Western Asset Institutional U.S. Treasury Reserves - Institutional Shares	12.18 mm	12.18 mm shares	0.16	Short-term investment vehicle	Long	USA
CCO Holdings LLC / CCO Holdings Capital Corp.	12.00 mm	14.27 mm principal	0.15	Debt	Long	USA
MET MetLife, Inc.	11.98 mm	12.20 mm shares	0.15	Preferred equity	Long	USA
Pacific Bells LLC	11.91 mm	11.91 mm principal	0.15	Loan	Long	USA
KALU Kaiser Aluminum Corporation	11.68 mm	13.25 mm principal	0.15	Debt	Long	USA
IFF International Flavors & Fragrances Inc.	11.62 mm	11.95 mm principal	0.15	Debt	Long	USA
NYMT Loan Trust	11.60 mm	11.69 mm principal	0.15	ABS-mortgage backed security	Long	USA
LaserAway Intermediate Holdings II LLC	11.58 mm	12.16 mm principal	0.15	Loan	Long	USA
JP Morgan Chase Commercial Mortgage Securities Trust	11.55 mm	15.00 mm principal	0.15	ABS-mortgage backed security	Long	USA
Neuberger Berman Loan Advisers CLO 32 Ltd.	11.53 mm	11.50 mm principal	0.15	ABS-other	Long	Cayman Islands
AZ Battery Property LLC	11.44 mm	11.60 mm principal	0.15	Debt	Long	USA
Zuora, Inc.	11.42 mm	11.48 mm principal	0.15	Loan	Long	USA
Cobham Ultra SeniorCo SARL	11.40 mm	11.45 mm principal	0.15	Loan	Long	Luxembourg
CARS-DB7, LP	11.30 mm	11.12 mm principal	0.14	ABS-other	Long	USA
Sprite Ltd.	11.30 mm	11.82 mm principal	0.14	ABS-other	Long	USA
Hotwire Funding LLC	11.26 mm	11.75 mm principal	0.14	ABS-other	Long	USA
GS The Goldman Sachs Group, Inc.	11.21 mm	10.75 mm shares	0.14	Preferred equity	Long	USA
Fortress Credit BSL XV Ltd.	11.21 mm	11.15 mm principal	0.14	ABS-other	Long	Jersey
AASET Trust	11.21 mm	12.01 mm principal	0.14	ABS-other	Long	USA
LoanCore Issuer Ltd.	11.19 mm	11.30 mm principal	0.14	ABS-other	Long	Cayman Islands
Booz Allen Hamilton, Inc.	11.19 mm	11.80 mm principal	0.14	Debt	Long	USA
Sealed Air Corporation/Sealed Air Corp US	11.14 mm	11.11 mm principal	0.14	Debt	Long	USA
STWD Ltd.	11.07 mm	11.90 mm principal	0.14	ABS-other	Long	Cayman Islands
FAF First American Financial Corporation	10.96 mm	11.76 mm principal	0.14	Debt	Long	USA
Global Atlantic Finance Co.	10.96 mm	11.35 mm principal	0.14	Debt	Long	USA
Concorde Lux	10.89 mm	10.53 mm principal	0.14	Loan	Long	Luxembourg