Guggenheim > Guggenheim Strategy Funds Trust
Guggenheim Strategy Fund III
$316.58M
Avg Monthly Net Assets
$349.92M
Total Assets
$1.65M
Total Liabilities
$348.27M
Net Assets
Guggenheim Strategy Fund III is a Mutual Fund in Guggenheim Strategy Funds Trust
from Guggenheim,
based in Maryland,
United States of America.
The fund has one share class
and monthly net assets of $316.58M.
On August 28th, 2024 it reported 288 holdings, the largest
being TREASURY BILL (2.5%), BCC Middle Market CLO (2.1%) and Lake Shore MM CLO LLC (1.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Common Shares | C000141591 | GFSCX |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 3M Co. (3M COMPANY) | Long | Debt | US | $684K | – | 0.20 |
| AASET US Ltd. (AASET 2018-2 Trust) | Long | ABS-other | US | $524K | – | 0.15 |
| ABPCI Direct Lending Fund CLO I LLC | Long | ABS-other | KY | $752K | – | 0.22 |
| ABPCI Direct Lending Fund CLO II LLC | Long | ABS-other | KY | $1000K | – | 0.29 |
| ACRE Commercial Mortgage Ltd. (ACRE COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | KY | $299K | – | 0.09 |
| AEGON Funding Company LLC (AEGON FUNDING CO LLC) | Long | Debt | US | $3M | – | 0.76 |
| Air Canada | Long | Debt | CA | $314K | – | 0.09 |
| Albertsons Companies Incorporated / Safeway Inc / New Albertsons Limited Partnership / Albertsons LL (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $264K | – | 0.08 |
| Alcoa Nederland Holding BV | Long | Debt | NL | $689K | – | 0.20 |
| Alexandria Real Estate Equities, Inc. | Long | Debt | US | $2M | – | 0.51 |
| Algonquin Power & Utilities Corp. (ALGONQUIN PWR & UTILITY) | Long | Debt | CA | $2M | – | 0.50 |
| Aligned Data Centers Issuer LLC | Long | ABS-other | US | $1M | – | 0.34 |
| Alternative Loan Trust (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $473K | – | 0.14 |
| Amcor Flexibles North America, Inc. | Long | Debt | US | $2M | – | 0.48 |
| American Express Co. | Long | Debt | US | $2M | – | 0.52 |
| American Express Co. | Long | Debt | US | $647K | – | 0.19 |
| American National Group, Inc. | Long | Debt | US | $830K | – | 0.24 |
| AmeriGas Partners Limited Partnership / AmeriGas Finance Corp. (AMERIGAS PART/FIN CORP) | Long | Debt | US | $97K | – | 0.03 |
| Ameriprise Financial, Inc. (AMERIPRISE FINANCIAL INC) | Long | Debt | US | $2M | – | 0.56 |
| Anchorage Credit Funding 4 Ltd. (Anchorage Credit Funding Ltd.) | Long | ABS-other | KY | $2M | – | 0.58 |
| Angel Oak Mortgage Trust | Long | ABS-mortgage backed security | US | $913K | – | 0.26 |
| Angel Oak Mortgage Trust | Long | ABS-mortgage backed security | US | $690K | – | 0.20 |
| Angel Oak Mortgage Trust | Long | ABS-mortgage backed security | US | $468K | – | 0.13 |
| Angel Oak Mortgage Trust 2024-4 | Long | ABS-mortgage backed security | US | $845K | – | 0.24 |
| Argent Securities Incorporated Asset-Backed Pass-Through Certificates Series (Argent Securities Inc.) | Long | ABS-mortgage backed security | US | $457K | – | 0.13 |
| Assurant, Inc. (ASSURANT INC) | Long | Debt | US | $2M | – | 0.48 |
| Athene Global Funding | Long | Debt | US | $4M | – | 1.11 |
| Athene Global Funding | Long | Debt | US | $2M | – | 0.59 |
| Athene Global Funding | Long | Debt | US | $803K | – | 0.23 |
| Avangrid, Inc. (AVANGRID INC) | Long | Debt | US | $2M | – | 0.44 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $2M | – | 0.71 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $2M | – | 0.52 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $692K | – | 0.20 |
| Banc of America Funding Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $330K | – | 0.09 |
| Bank of America Corp. | Long | Debt | US | $2M | – | 0.65 |
| Bank of America Corp. | Long | Debt | US | $739K | – | 0.21 |
| Bank of Montreal (Bank of Montreal Chicago Branch) | Long | Repurchase agreement | CA | $1M | – | 0.37 |
| Barclays plc | Long | Debt | GB | $2M | – | 0.47 |
| BCC Middle Market CLO LLC | Long | ABS-other | KY | $7M | – | 2.08 |
| BDS Ltd. | Long | ABS-other | KY | $976K | – | 0.28 |
| BDS Ltd. | Long | ABS-other | KY | $729K | – | 0.21 |
| Beacon Roofing Supply, Inc. (BEACON ROOFING SUPPLY IN) | Long | Debt | US | $340K | – | 0.10 |
| Bear Stearns Asset-Backed Securities I Trust (Bear Stearns Asset Backed Secu) | Long | ABS-mortgage backed security | US | $612K | – | 0.18 |
| Bear Stearns Asset-Backed Securities I Trust (Bear Stearns Asset Backed Secu) | Long | ABS-mortgage backed security | US | $455K | – | 0.13 |
| Berry Global, Inc. (BERRY GLOBAL INC) | Long | Debt | US | $393K | – | 0.11 |
| Bio-Rad Laboratories, Inc. (BIO-RAD LABS) | Long | Debt | US | $994K | – | 0.29 |
| Block, Inc. (BLOCK INC) | Long | Debt | US | $94K | – | 0.03 |
| BNP Paribas (BNP PARIBAS SECURITIES CORP.) | Long | Repurchase agreement | FR | $4M | – | 1.06 |
| BofA Securities, Inc. | Long | Repurchase agreement | US | $4M | – | 1.17 |
| BorgWarner, Inc. (BORGWARNER INC) | Long | Debt | US | $393K | – | 0.11 |
| BRAVO Residential Funding Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.32 |
| BRAVO Residential Funding Trust | Long | ABS-mortgage backed security | US | $172K | – | 0.05 |
| BRAVO Residential Funding Trust | Long | ABS-mortgage backed security | US | $99K | – | 0.03 |
| Brighthouse Financial Global Funding (BRIGHTHSE FIN GLBL FUND) | Long | Debt | US | $3M | – | 0.79 |
| BRSP Ltd. (BrightSpire Capital, Inc) | Long | ABS-other | KY | $3M | – | 0.76 |
| BX Commercial Mortgage Trust (BX Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.99 |
| BX Commercial Mortgage Trust (BX Trust) | Long | ABS-mortgage backed security | US | $819K | – | 0.24 |
| BXHPP Trust | Long | ABS-mortgage backed security | US | $471K | – | 0.14 |
| BXMT Ltd. | Long | ABS-other | KY | $2M | – | 0.62 |
| BXMT Ltd. | Long | ABS-other | KY | $1M | – | 0.34 |
| Capital One Financial Corp. | Long | Debt | US | $743K | – | 0.21 |
| Carlyle GMS Finance MM CLO LLC | Long | ABS-other | US | $1M | – | 0.33 |
| Cascade Funding Mortgage Trust | Long | ABS-mortgage backed security | US | $427K | – | 0.12 |
| Cascade Funding Mortgage Trust | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| Castlelake Aircraft Securitization Trust (Castlelake Aircraft Structured) | Long | ABS-other | US | $353K | – | 0.10 |
| CDW LLC / CDW Finance Corp. (CDW LLC/CDW FINANCE) | Long | Debt | US | $1M | – | 0.36 |
| Cerberus Loan Funding XXXI, LP | Long | ABS-other | KY | $310K | – | 0.09 |
| Cerberus Loan Funding XXXII, LP | Long | ABS-other | KY | $1M | – | 0.29 |
| Cerberus Loan Funding XXXIII, LP | Long | ABS-other | KY | $751K | – | 0.22 |
| Cerberus Loan Funding XXXV, LP | Long | ABS-other | KY | $2M | – | 0.50 |
| CF Hippolyta Issuer LLC | Long | ABS-other | US | $631K | – | 0.18 |
| CFMT LLC (Cascade Funding Mortgage Trust) | Long | ABS-mortgage backed security | US | $814K | – | 0.23 |
| Citadel Securities, LP (CITADEL SECURITIES LP) | Long | Loan | US | $330K | – | 0.09 |
| Citigroup Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.33 |
| Citigroup Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.88 |
| Citigroup, Inc. (CITIGROUP INC) | Long | Debt | US | $951K | – | 0.27 |
| Clarios Global, LP (CLARIOS GLOBAL LP) | Long | Debt | US | $300K | – | 0.09 |
| CLI Funding VIII LLC (CLI Funding LLC) | Long | ABS-other | US | $1M | – | 0.32 |
| CNO Global Funding | Long | Debt | US | $1M | – | 0.33 |
| Cogent Communications Group, Inc. | Long | Debt | US | $146K | – | 0.04 |
| COLT 2024-2 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $860K | – | 0.25 |
| COLT Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $596K | – | 0.17 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $781K | – | 0.22 |
| Corebridge Financial, Inc. (COREBRIDGE FINANCIAL INC) | Long | Debt | US | $3M | – | 0.83 |
| Corebridge Global Funding (COREBRIDGE GLOB FUNDING) | Long | Debt | US | $602K | – | 0.17 |
| CoreLogic, Inc. (CELESTIAL-SATURN PARENT INC) | Long | Loan | US | $673K | – | 0.19 |
| Crown Castle Towers LLC | Long | ABS-other | US | $1M | – | 0.42 |
| CSMC Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.43 |
| CSMC Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $650K | – | 0.19 |
| CSMC Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $642K | – | 0.18 |
| CSMC Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $496K | – | 0.14 |
| CSMC Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $452K | – | 0.13 |
| Danone S.A. (DANONE SA) | Long | Debt | FR | $521K | – | 0.15 |
| DB Master Finance LLC | Long | ABS-other | US | $2M | – | 0.48 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LL) | Long | ABS-other | US | $1M | – | 0.33 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LL) | Long | ABS-other | US | $555K | – | 0.16 |
| eBay, Inc. (EBAY INC) | Long | Debt | US | $1M | – | 0.40 |
| Elanco Animal Health, Inc. (ELANCO ANIMAL HEALTH INC) | Long | Loan | US | $669K | – | 0.19 |
| Element Fleet Management Corp. | Long | Debt | CA | $2M | – | 0.48 |
| Enbridge, Inc. (ENBRIDGE INC) | Long | Debt | CA | $1M | – | 0.34 |
| Enbridge, Inc. (ENBRIDGE INC) | Long | Debt | CA | $1M | – | 0.32 |
| Encore Credit Receivables Trust | Long | ABS-mortgage backed security | US | $290K | – | 0.08 |
| Energy Transfer, LP (ENERGY TRANSFER LP) | Long | Debt | US | $752K | – | 0.22 |
| Equinix, Inc. (EQUINIX INC) | Long | Debt | US | $1M | – | 0.40 |
| Essex Portfolio, LP (ESSEX PORTFOLIO LP) | Long | Debt | US | $2M | – | 0.65 |
| F&G Global Funding | Long | Debt | US | $3M | – | 0.92 |
| F&G Global Funding | Long | Debt | US | $2M | – | 0.54 |
| FactSet Research Systems, Inc. | Long | Debt | US | $1M | – | 0.39 |
| Fannie Mae | Long | ABS-mortgage backed security | US | $1M | – | 0.37 |
| FirstKey Homes Trust | Long | ABS-other | US | $3M | – | 0.97 |
| FirstKey Homes Trust | Long | ABS-other | US | $724K | – | 0.21 |
| Fortress Credit Opportunities XI CLO Ltd. | Long | ABS-other | KY | $909K | – | 0.26 |
| Fox Corp. | Long | Debt | US | $4M | – | 1.01 |
| FS KKR Capital Corp. | Long | Debt | US | $889K | – | 0.26 |
| GA Global Funding Trust | Long | Debt | US | $3M | – | 0.95 |
| GA Global Funding Trust | Long | Debt | US | $423K | – | 0.12 |
| GATX Corp. | Long | Debt | US | $2M | – | 0.49 |
| GCAT 2024-NQM2 Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.49 |
| GCAT Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.43 |
| GCAT Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.42 |
| GCAT Trust | Long | ABS-mortgage backed security | US | $447K | – | 0.13 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.43 |
| Global Payments, Inc. (GLOBAL PAYMENTS INC) | Long | Debt | US | $2M | – | 0.51 |
| Goldman Sachs Group, Inc. (GOLDMAN SACHS GROUP INC) | Long | Debt | US | $3M | – | 0.99 |
| Golub Capital Partners CLO 16 Ltd. (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $2M | – | 0.43 |
| Golub Capital Partners CLO 17 Ltd. (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $141K | – | 0.04 |
| Golub Capital Partners CLO 33M Ltd. (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $1M | – | 0.36 |
| Golub Capital Partners CLO 36M Ltd. (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $2M | – | 0.49 |
| Golub Capital Partners CLO 49M Ltd. (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $2M | – | 0.65 |
| Golub Capital Partners CLO 54M LP (Golub Capital Partners CLO Ltd) | Long | ABS-other | KY | $2M | – | 0.50 |
| GreenPoint Mortgage Funding Trust | Long | ABS-mortgage backed security | US | $1.74 | – | 0.00 |
| Greystone Commercial Real Estate Notes | Long | ABS-other | KY | $965K | – | 0.28 |
| HarborView Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $799K | – | 0.23 |
| HCA, Inc. (HCA INC) | Long | Debt | US | $751K | – | 0.22 |
| HERA Commercial Mortgage Ltd. | Long | ABS-other | KY | $882K | – | 0.25 |
| Hess Midstream Operations, LP | Long | Debt | US | $447K | – | 0.13 |
| HGI CRE CLO Ltd. | Long | ABS-other | KY | $2M | – | 0.49 |
| Home Equity Loan Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.36 |
| HSBC Holdings plc | Long | Debt | GB | $2M | – | 0.50 |
| Humana, Inc. (HUMANA INC) | Long | Debt | US | $4M | – | 1.01 |
| Hyatt Hotels Corp. | Long | Debt | US | $1M | – | 0.33 |
| Icon Investments Six DAC | Long | Debt | IE | $2M | – | 0.52 |
| Imperial Fund Mortgage Trust (Imperial Fund LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.38 |
| ING Groep N.V. (ING GROEP NV) | Long | Debt | NL | $862K | – | 0.25 |
| International Flavors & Fragrances, Inc. (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $350K | – | 0.10 |
| International Game Technology plc | Long | Debt | GB | $477K | – | 0.14 |
| IQVIA, Inc. (IQVIA INC) | Long | Debt | US | $976K | – | 0.28 |
| Iron Mountain, Inc. (IRON MOUNTAIN INC) | Long | Debt | US | $263K | – | 0.08 |
| ITT Holdings LLC (RS IVY HOLDCO INC) | Long | Loan | US | $844K | – | 0.24 |
| J.P. Morgan Securities LLC | Long | Repurchase agreement | US | $4M | – | 1.17 |
| Jabil, Inc. (JABIL INC) | Long | Debt | US | $187K | – | 0.05 |
| Jackson National Life Global Funding (JACKSON NATL LIFE GLOBAL) | Long | Debt | US | $929K | – | 0.27 |
| Jackson National Life Global Funding (JACKSON NATL LIFE GLOBAL) | Long | Debt | US | $748K | – | 0.21 |
| Jane Street Group LLC | Long | Loan | US | $299K | – | 0.09 |
| JP Morgan Chase Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $786K | – | 0.23 |
| JP Morgan Mortgage Trust 2021-12 | Long | ABS-mortgage backed security | US | $1M | – | 0.36 |
| JPMDB Commercial Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $418K | – | 0.12 |
| JPMorgan Chase & Co. | Long | Debt | US | $2M | – | 0.47 |
| Laboratory Corporation of America Holdings (LABORATORY CORP OF AMER) | Long | Debt | US | $743K | – | 0.21 |
| Lake Shore MM CLO II Ltd. (Lake Shore MM CLO LLC) | Long | ABS-other | KY | $5M | – | 1.46 |
| LCCM Trust (Ladder Capital Commercial Mort) | Long | ABS-other | US | $1M | – | 0.33 |
| LCCM Trust (Ladder Capital Commercial Mort) | Long | ABS-other | US | $961K | – | 0.28 |
| Legacy Mortgage Asset Trust | Long | ABS-mortgage backed security | US | $984K | – | 0.28 |
| Legacy Mortgage Asset Trust | Long | ABS-mortgage backed security | US | $983K | – | 0.28 |
| Legacy Mortgage Asset Trust | Long | ABS-mortgage backed security | US | $380K | – | 0.11 |
| LG Electronics, Inc. (LG ELECTRONICS INC) | Long | Debt | KR | $905K | – | 0.26 |
| Life Mortgage Trust (Life Financial Services Trust) | Long | ABS-mortgage backed security | US | $718K | – | 0.21 |
| Live Nation Entertainment, Inc. | Long | Debt | US | $880K | – | 0.25 |
| LPL Holdings, Inc. (LPL HOLDINGS INC) | Long | Debt | US | $2M | – | 0.49 |
| Macquarie Bank Ltd. | Long | Debt | AU | $2M | – | 0.55 |
| Macquarie Group Ltd. | Long | Debt | AU | $2M | – | 0.48 |
| Madison Avenue Secured Funding Trust | Long | ABS-other | US | $3M | – | 0.73 |
| MidOcean Credit CLO VII | Long | ABS-other | KY | $595K | – | 0.17 |
| Mileage Plus Holdings LLC (UNITED AIRLINES HOLDINGS INC) | Long | Loan | US | $664K | – | 0.19 |
| Mitsubishi UFJ Financial Group, Inc. (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $750K | – | 0.22 |
| Morgan Stanley ABS Capital I Incorporated Trust (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $250K | – | 0.07 |
| Morgan Stanley Bank North America (MORGAN STANLEY BANK NA) | Long | Debt | US | $2M | – | 0.47 |
| Morgan Stanley Capital I Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.33 |
| Morgan Stanley Home Equity Loan Trust | Long | ABS-mortgage backed security | US | $72K | – | 0.02 |
| Mutual of Omaha Companies Global Funding (MUTUAL OF OMAHA GLOBAL) | Long | Debt | US | $2M | – | 0.50 |
| Nationstar Home Equity Loan Trust | Long | ABS-mortgage backed security | US | $106K | – | 0.03 |
| NatWest Group plc | Long | Debt | GB | $2M | – | 0.46 |
| NetApp, Inc. (NETAPP INC) | Long | Debt | US | $2M | – | 0.53 |
| New Economy Assets Phase 1 Sponsor LLC (New Economy Assets Phase 1 Iss) | Long | ABS-other | US | $891K | – | 0.26 |
| New Residential Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $643K | – | 0.18 |
| New Residential Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $625K | – | 0.18 |
| New Residential Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $224K | – | 0.06 |
| NewStar Fairfield Fund CLO Ltd. | Long | ABS-other | KY | $516K | – | 0.15 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $3M | – | 0.79 |
| NovaStar Mortgage Funding Trust Series (Novastar Home Equity Loan) | Long | ABS-mortgage backed security | US | $812K | – | 0.23 |
| NYMT Loan Trust (New York Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.66 |
| NYMT Loan Trust (New York Mortgage Trust) | Long | ABS-mortgage backed security | US | $666K | – | 0.19 |
| Oak Street Investment Grade Net Lease Fund Series | Long | ABS-other | US | $2M | – | 0.68 |
| OBX 2024-NQM6 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.51 |
| OBX 2024-NQM7 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.50 |
| OBX 2024-NQM8 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.50 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.96 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.36 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $644K | – | 0.18 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $298K | – | 0.09 |
| OneMain Finance Corp. | Long | Debt | US | $488K | – | 0.14 |
| Oracle Corp. | Long | Debt | US | $2M | – | 0.50 |
| OSAT Trust (OWS Structured Asset Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.85 |
| Owl Rock CLO IV Ltd. (Owl Rock CLO Ltd) | Long | ABS-other | KY | $2M | – | 0.43 |
| Palmer Square Loan Funding Ltd. | Long | ABS-other | KY | $4M | – | 1.08 |
| Palmer Square Loan Funding Ltd. | Long | ABS-other | KY | $1M | – | 0.36 |
| Parliament CLO II Ltd. (Parliament CLO Ltd) | Long | ABS-other | KY | $2M | – | 0.50 |
| Peachtree Corners Funding Trust (PEACHTREE FUNDING TRUST) | Long | Debt | US | $197K | – | 0.06 |
| PennyMac Financial Services, Inc. (PENNYMAC FIN SVCS INC) | Long | Debt | US | $327K | – | 0.09 |
| Penske Truck Leasing Company Lp / PTL Finance Corp. (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $2M | – | 0.47 |
| Project Onyx I (PMH NEWCO LP) | Long | ABS-other | US | $1M | – | 0.31 |
| Project Onyx II (PMH SPV - C LLC) | Long | ABS-other | US | $330K | – | 0.09 |
| PRPM LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.73 |
| PRPM LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.29 |
| PRPM LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $452K | – | 0.13 |
| Reliance Standard Life Global Funding II (RELIANCE STAND LIFE II) | Long | Debt | US | $99K | – | 0.03 |
| RenaissanceRe Finance, Inc. | Long | Debt | US | $443K | – | 0.13 |
| Residential Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $167K | – | 0.05 |
| Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc. (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $794K | – | 0.23 |
| Rogers Communications, Inc. (ROGERS COMMUNICATIONS IN) | Long | Debt | CA | $882K | – | 0.25 |
| Royalty Pharma plc | Long | Debt | GB | $855K | – | 0.25 |
| Ryder System, Inc. (RYDER SYSTEM INC) | Long | Debt | US | $2M | – | 0.48 |
| Sapphire Aviation Finance II Ltd. (Sapphire Aviation Finance I Li) | Long | ABS-other | US | $563K | – | 0.16 |
| SBA Tower Trust | Long | ABS-other | US | $1M | – | 0.33 |
| SBA Tower Trust | Long | ABS-other | US | $752K | – | 0.22 |
| Sequoia Mortgage Trust 2024-5 | Long | ABS-mortgage backed security | US | $881K | – | 0.25 |
| Silgan Holdings, Inc. (SILGAN HOLDINGS INC) | Long | Debt | US | $695K | – | 0.20 |
| SLM Corp. | Long | Debt | US | $559K | – | 0.16 |
| Societe Generale S.A. | Long | Debt | FR | $790K | – | 0.23 |
| Sound Point CLO XIX Ltd. (Sound Point CLO LTD) | Long | ABS-other | KY | $3M | – | 0.79 |
| Soundview Home Loan Trust (Soundview Home Equity Loan Tru) | Long | ABS-mortgage backed security | US | $726K | – | 0.21 |
| Standard Chartered plc | Long | Debt | GB | $2M | – | 0.49 |
| Starwood Mortgage Residential Trust | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| Station Place Securitization Trust | Long | ABS-other | US | $1M | – | 0.37 |
| Store Master Funding I-VII (STORE Master Funding LLC) | Long | ABS-other | US | $220K | – | 0.06 |
| Structured Asset Securities Corporation Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.30 |
| Sumitomo Mitsui Trust Bank Ltd. (SUMITOMO MITSUI TR BK LT) | Long | Debt | JP | $2M | – | 0.51 |
| T-Mobile USA, Inc. (T-MOBILE USA INC) | Long | Debt | US | $476K | – | 0.14 |
| T-Mobile USA, Inc. (T-MOBILE USA INC) | Long | Debt | US | $190K | – | 0.05 |
| Taco Bell Funding LLC (Taco Bell Funding, LLC) | Long | ABS-other | US | $2M | – | 0.58 |
| Taco Bell Funding LLC (Taco Bell Funding, LLC) | Long | ABS-other | US | $1M | – | 0.32 |
| Take-Two Interactive Software, Inc. | Long | Debt | US | $844K | – | 0.24 |
| TD SYNNEX Corp. | Long | Debt | US | $845K | – | 0.24 |
| Terraform Global Operating, LP | Long | Debt | US | $543K | – | 0.16 |
| Textainer Marine Containers Ltd. (Textainer Marine Containers Li) | Long | ABS-other | US | $66K | – | 0.02 |
| Textainer Marine Containers VII Ltd. (Textainer Marine Containers Li) | Long | ABS-other | BM | $454K | – | 0.13 |
| Textainer Marine Containers VII Ltd. (Textainer Marine Containers Li) | Long | ABS-other | US | $296K | – | 0.09 |
| THL Credit Lake Shore MM CLO I Ltd. | Long | ABS-other | KY | $750K | – | 0.22 |
| Toronto-Dominion Bank | Long | Debt | CA | $2M | – | 0.51 |
| Towd Point Mortgage Trust | Long | ABS-mortgage backed security | US | $350K | – | 0.10 |
| Towd Point Mortgage Trust | Long | ABS-mortgage backed security | US | $309K | – | 0.09 |
| Towd Point Mortgage Trust | Long | ABS-mortgage backed security | US | $154K | – | 0.04 |
| Triton Container Finance VIII LLC (Triton Container Finance LLC) | Long | ABS-other | US | $2M | – | 0.44 |
| Triton Container International Ltd. | Long | Debt | BM | $653K | – | 0.19 |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $452K | – | 0.13 | |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $88K | – | 0.03 | |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $79K | – | 0.02 | |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $67K | – | 0.02 | |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $65K | – | 0.02 | |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $61K | – | 0.02 | |
| U.S. Secured Overnight Financing Rate (BofA Securities, Inc.) | Derivative-interest rate | US | $45K | – | 0.01 | |
| U.S. Treasury Bills (TREASURY BILL) | Long | Debt | US | $9M | – | 2.52 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $2M | – | 0.53 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $784K | – | 0.23 |
| United Airlines, Inc. (UNITED AIRLINES INC) | Long | Debt | US | $869K | – | 0.25 |
| United Wholesale Mortgage LLC (UNITED WHOLESALE MTGE LL) | Long | Debt | US | $486K | – | 0.14 |
| Universal Health Services, Inc. (UNIVERSAL HEALTH SVCS) | Long | Debt | US | $2M | – | 0.51 |
| Verus Securitization Trust | Long | ABS-mortgage backed security | US | $628K | – | 0.18 |
| Verus Securitization Trust | Long | ABS-mortgage backed security | US | $527K | – | 0.15 |
| Verus Securitization Trust | Long | ABS-mortgage backed security | US | $513K | – | 0.15 |
| Verus Securitization Trust | Long | ABS-mortgage backed security | US | $240K | – | 0.07 |
| Verus Securitization Trust | Long | ABS-mortgage backed security | US | $220K | – | 0.06 |
| Verus Securitization Trust | Long | ABS-mortgage backed security | US | $162K | – | 0.05 |
| Verus Securitization Trust | Long | ABS-mortgage backed security | US | $140K | – | 0.04 |
| Verus Securitization Trust | Long | ABS-mortgage backed security | US | $118K | – | 0.03 |
| VF Corp. | Long | Debt | US | $2M | – | 0.52 |
| Vontier Corp. | Long | Debt | US | $608K | – | 0.17 |
| Voya CLO Ltd. | Long | ABS-other | KY | $686K | – | 0.20 |
| Walgreens Boots Alliance, Inc. | Long | Debt | US | $94K | – | 0.03 |
| Warnermedia Holdings, Inc. (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $2M | – | 0.61 |
| Warnermedia Holdings, Inc. (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $1M | – | 0.33 |
| Weir Group plc (WEIR GROUP PLC (THE)) | Long | Debt | GB | $1M | – | 0.29 |
| Wellfleet CLO Ltd. | Long | ABS-other | KY | $69K | – | 0.02 |
| Wells Fargo & Co. (WELLS FARGO & COMPANY) | Long | Debt | US | $4M | – | 1.03 |
| Wingstop Funding LLC | Long | ABS-other | US | $403K | – | 0.12 |
| WMRK Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.83 |
| Woodmont Trust | Long | ABS-other | US | $2M | – | 0.71 |
| World Wide Technology Holding Co. LLC (WORLD WIDE TECHNOLOGY HOLDING CO LLC) | Long | Loan | US | $268K | – | 0.08 |
Address
Guggenheim Strategy Funds Trust
702 King Farm Blvd., Suite 200
Rockville
Maryland
20850
United States of America
Websites
Directors
Randall C. Barnes
Sandra G. Sponem
Ronald E. Toupin, Jr.
Angela Brock-Kyle
Thomas F. Lydon Jr.
Amy J. Lee
Ronald A. Nyberg
Transfer Agents
MUFG Investor Services (US), LLC
Pricing Services
ICE Data Services
Refinitiv US LLC
Markit Ltd.
Custodians
The Bank of New York Mellon
Shareholder Servicing Agents
MUFG Investor Services (US), LLC
Admins
MUFG Investor Services (US), LLC
Brokers
N/A