Guggenheim Managed Futures Strategy Fund

Fund Holdings

Asset Allocation

% Long % Short % Net
Cash 33.89 2.95 30.94
Stocks 0.01 0.07 -0.06
Bonds 38.76 0.0 38.76
Other 7.32 0.0 7.32
Foreign Bonds 25.01 0.16 24.85
Foreign Stocks 0.08 1.89 -1.81
Convertible 0.0 0.0 0.0
Preferred 0.0 0.0 0.0

Updated 01.31.2014

Top 10 Holdings

Performance as of 02.28.2014

Portfolio as of 01.31.2014

% Net Assets
Cfc Managed Futures 6.05
Kkr Finl Clo 2007 A 144A FRN 5.62
Guggenheim BulletShares 2015 HY C Bd ETF 3.86
Csfb Coml Mtg Ptc 2007-Tfl2 CMO 3.3
Guggenheim BulletShares 2016 HY C Bd ETF 2.59
Ms Re-Remic Tr 2012-Io CMO 1% 2.38
New York N Y City Mun Wtr Fin Adj Wtr & 2.19
Guggenheim Enhanced Short Dur ETF 1.98
Duane Str Clo Iv 2007-4 FRN 1.74
Brentwood Clo Ltd 2006-1 FRN 1.69