Portfolio

Portfolio Characteristics

  Core Bond Bloomberg Barclays U.S. Aggregate Bond Index
Weighted Average Life (WAL) to Worst 9.2 8.5
Effective Duration 7.0 6.7
Yield To Maturity 2.7 1.7
Number of Holdings 693 12,297
Average Price $102.7 $105.4
30-Day Subsidized SEC Yield 1.91% --
30-Day Unsubsidized SEC Yield 1.84% --

Credit Quality (% of Gross Assets)

  Core Bond Bloomberg Barclays U.S. Aggregate Bond Index
AAA 25.4% 71.2%
AA 11.0% 3.0%
A 19.2% 11.2%
BBB 32.9% 14.2%
BB 1.8% 0.0%
B 0.8% 0.0%
CC 0.1% 0.0%
C 0.1% 0.0%
Not Rated 0.9% 0.4%
Fixed Income Funds 0.2% 0.0%
Other 1.2% 0.0%
Cash & Cash Equivalents 6.5% 0.0%

Sector Allocation (% of Gross Assets)

  Core Bond Bloomberg Barclays U.S. Aggregate Bond Index
Investment Grade Corporate Bonds 32.6% 26.0%
Collateralized Loan Obligations 14.4% 0.0%
U.S. Treasuries & Agencies 10.5% 40.0%
Asset-Backed Securities 10.0% 0.3%
Agency Commercial Mortgage-Backed Securities 4.6% 0.4%
Bank Loans 3.7% 0.0%
Preferred Securities 3.7% 0.0%
Non-Agency Commercial Mortgage-Backed Securities 2.8% 1.6%
High Yield Corporate Bonds 2.3% 0.0%
Municipal Bonds 2.3% 0.8%
Non-Agency Mortgage-Backed Securities 1.5% 0.0%
Private Placements 1.2% 0.0%
Equities 1.1% 0.0%
Military Housing Bonds 1.1% 0.0%
Foreign Government & Agencies 0.9% 3.5%
Agency Mortgage-Backed Securities 0.4% 27.3%
Other Fixed Income 0.2% 0.0%
Derivatives 0.1% 0.0%
Cash & Cash Equivalents 6.5% 0.0%

As of 10/31/21, fund utilized 8.1% gross leverage.

Three Year Fund Risk (Institutional Class compared to Bloomberg Barclays U.S. Aggregate Bond Index)

Alpha 2.44
Standard Deviation 2.87
Correlation 0.85
Sharpe Ratio 1.48
Up Market Capture 109.92%
Down Market Capture 49.69%

Sector Allocation Comparison

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DURATION
(Years)
0.00
Correlation

As of December 2016

Correlation: A measurement between -1 and 1, which indicates the linear relationship between two variables. If there is no relationship between two variables, the correlation coefficient is 0. If there is a perfect relationship, the correlation is 1. And if there is a perfect inverse relationship, the correlation is -1.

Duration is a measure of interest-rate sensitivity of a fixed-income security based on an interest rate change of 1% or 100 basis points.

Weighted average effective duration of the securities comprising the fund portfolio or the index. Effective duration takes into account any embedded options (i.e., a put or a call) and reflects the expected change in future cash flows caused by the options in response to changing interest rates.

Yield to Maturity (YTM) is the total return anticipated on a bond if the bond is held until the end of its lifetime.

Sector Allocation Breakdown Over Time

Hover mouse over chart for additional detail.

Cash was set to zero for periods where the ending cash balance was negative due to traded but not settled trades.

Prior to 04.23.2021 the referenced fund was named the Guggenheim Investment Grade Bond Fund.

Class P Shares launched on May 1, 2015.

Effective January 28, 2013, the Fund changed its name and principal investment strategies. Performance information prior to that date reflects the Fund’s prior principal investment strategies.

Performance displayed represents past performance which is no guarantee of future results. Investment returns and principal value will fluctuate so that when shares are redeemed, they may be worth more or less than original cost. Current performance may be lower or higher than the performance data quoted. Returns for performance under one year are cumulative, not annualized. Load performance reflects maximum sales charges or contingent deferred sales charges (CDSC) as applicable. Class A-shares have a maximum sales charge of 4.00%. Effective 10/1/2015 the A-Class maximum front-end sales charge was changed from 4.75% to 4.00%. For performance periods that begin prior to 10/1/2015, a 4.75% load was used and for performance periods that begin after 10/1/2015, a 4.00% load was used. Class C-shares have a maximum CDSC of 1% for shares redeemed within 12 months of purchase. For additional information, see the fund's prospectus.

Data is subject to change on a daily basis. Partial year returns are cumulative, not annualized. Returns reflect the reinvestment of dividends.

This Fund may not be suitable for all investors. • The Fund’s market value will change in response to interest rate changes and market conditions among other factors. In general, bond prices rise when interest rates fall and vice versa. • The Fund’s exposure to high yield securities may subject the Fund to greater volatility. • When market conditions are deemed appropriate, the Fund will leverage to the full extent permitted by its investment policies and restrictions and applicable law. Leveraging will exaggerate the effect on net asset value of any increase or decrease in the market value of the Fund’s portfolio. • The Fund may invest in derivative instruments, which may be more volatile and less liquid, increasing the risk of loss when compared to traditional securities. Certain of the derivative instruments are also subject to the risks of counterparty default and adverse tax treatment. • Instruments and strategies (such as borrowing transactions and reverse repurchase agreements) may provide leveraged exposure to a particular investment, which will magnify any gains or losses on those investments. • Investments in reverse repurchase agreements expose the Fund to the many of the same risks as investments in derivatives. • The Fund’s investments in other investment vehicles subject the Fund to those risks and expenses affecting the investment vehicle. • The Fund’s investments in foreign securities carry additional risks when compared to U.S. securities, due to the impact of diplomatic, political or economic developments in the country in question (investments in emerging markets securities are generally subject to an even greater level of risks). • Investments in syndicated bank loans generally offer a floating interest rate and involve special types of risks. • The Fund’s investments in municipal securities can be affected by events that affect the municipal bond market. • The Fund’s investments in real estate securities subject the Fund to the same risks as direct investments in real estate, which is particularly sensitive to economic downturns. • The Fund’s investments in restricted securities may involve financial and liquidity risk. • You may have a gain or loss when you sell your shares. • It is important to note that the Fund is not guaranteed by the U.S. government. • Please read the prospectus for more detailed information regarding these and other risks.



Read a prospectus and summary prospectus (if available) carefully before investing. It contains the investment objective, risks charges, expenses and the other information, which should be considered carefully before investing. To obtain a prospectus and summary prospectus (if available) click here or call 800.820.0888.

Investing involves risk, including the possible loss of principal.

Guggenheim Investments represents the following affiliated investment management businesses of Guggenheim Partners, LLC: Guggenheim Partners Investment Management, LLC, Security Investors, LLC, Guggenheim Funds Distributors, LLC, Guggenheim Funds Investment Advisors, LLC, Guggenheim Corporate Funding, LLC, Guggenheim Partners Europe Limited, GS GAMMA Advisors, LLC, and Guggenheim Partners India Management. Securities offered through Guggenheim Funds Distributors, LLC.

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• Not FDIC Insured • No Bank Guarantee • May Lose Value

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