Guggenheim Total Return Bond Fund

Guggenheim Funds Trust · Series S000043991 · 5 share classes

Bond fund · 117% debt· rate + credit risk filed
One fund, 5 share classes:GIBAXGIBCXGIBIXGIBRXGIBLX
$31.41B NAV
1,981 positions · as of 2026-03-31 · filed 2026-06-01
data updated 2026-08-10

Fund profile

As filed in the prospectus · 2026 Q1

The Guggenheim Total Return Bond Fund (the Fund) seeks to provide total return, comprised of current income and capital appreciation.

Strategy · summarised

The fund pursues total return through active management of a diversified fixed-income portfolio, selecting securities across developed and emerging markets based on intensive credit research and macroeconomic outlook, with particular focus on under-researched sectors not included in benchmark indices. The fund may hold up to 33⅓% in below-investment-grade securities and employs leverage through reverse repurchase agreements and derivatives including swaps, futures, and forwards. Because security selection depends on the manager's credit analysis and tactical allocation decisions, fund returns will diverge from any fixed-income benchmark. The fund may temporarily depart from its principal strategies under adverse market conditions or in response to large redemptions.

Expenses
0.42% 1.52%across 5 share classes
Share classGrossNet
GIBAX0.83%0.77%
GIBCX1.60%1.52%
GIBIX0.57%0.48%
GIBRX0.46%0.42%
GIBLX0.89%0.77%

Net is what a holder pays after the adviser's contractual waiver; gross is before it. A waiver can expire.

Portfolio turnover 49.00% · as of 2026 Q1

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q1

120.15%
of net assets
Securitized62.59%
Bonds49.54%
Loans4.82%
Cash & short-term1.97%
Stocks1.37%
Derivatives-0.13%

These positions come to 120.15% of the fund's net assets. This counts only what the fund reported holding — the holdings disclosure covers assets, not liabilities such as borrowings — so it is not expected to reconcile to 100%.

The outer band is exposure held short — written against the portfolio rather than part of it, which is why it sits outside the ring and why the two are never netted into one figure.

Derivatives are shown at market value, not notional exposure.

Latest quarter

What changed since the fund's previous filing

vs 2025Q4: 234 new122 exited

Largest new: Federal National Mortgage Association ×5, Government National Mortgage Association, United States Treasury Notes, Australia (Commonwealth of)

Largest exited: Fannie Mae or Freddie Mac ×5, Government National Mortgage A ×2, TSY INFL IX N/B

Return profile

Chart:

Total return as filed — price change plus distributions reinvested · trailing figures to Feb 2026

Share class1-year3-year5-yearVolWorst fall
Cumulative return· Apr 2023 – Feb 2026

Mar 2026 has been filed since the trailing figures were struck, so it is not in the table above or the curve — every figure here shares one cut-off, which is what makes them comparable with other funds.

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-03-31

Avg coupon
4.72%
Avg maturity
19.35 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

26%
floating
Fixed rate71.6%
Floating rate26.0%
Zero-coupon or unclassified2.4%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

<1yUnknown
<1y1.0%
1-3y2.2%
3-5y7.3%
5-10y19.6%
10y+67.5%
Unknown2.3%
Flagged holdings
Defaulted: 0.00% · $0.00M · 1 positions
In arrears: none reported
Paid in kind: none reported

These three overlap — one holding can be in arrears and paying in kind at once — so they are shown separately and never summed.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q1

Most of this fund’s sensitivity is to interest rates, with credit spreads carrying nearly as much.

Interest-rate duration
6.45 yr
approx. move per 100bp
Credit-spread duration
4.92 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -11.5%
of value
Interest rates57%
Credit spreads43%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Credit risk by quality

Share of the fund's spread duration carried by each credit tier.

+4.92
yrs total
Investment grade+4.45 yr
High yield+0.47 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.

Interest rate6.45 yr total
3 mo30 yr
3 mo0.05 yr1%
1 yr0.89 yr14%
5 yr1.75 yr27%
10 yr2.68 yr42%
30 yr1.08 yr17%
Credit spread4.92 yr total
3 mo30 yr
3 mo0.12 yr2%
1 yr0.50 yr10%
5 yr1.82 yr37%
10 yr1.77 yr36%
30 yr0.71 yr14%

The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.

Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo+0.05+0.10+0.02$317.7k$63.9k
1 yr+0.89+0.45+0.05$1.41m$169.5k
5 yr+1.75+1.59+0.23$5.00m$727.7k
10 yr+2.68+1.70+0.06$5.35m$197.6k
30 yr+1.08+0.60+0.10$1.89m$325.8k

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Rate exposure by currency

Duration contribution in years, summing to the fund's 6.45 yr.

USD+6.35 yr
AUD+0.10 yr
EUR+0.01 yr

This is where the fund's rate exposure sits, not its currency risk — most international bond funds hedge the currency back to dollars, and the size of those hedges is not in the filing. Tenors are also summed across curves, so a 5-year JPY point and a 5-year USD point are added together.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
Federal National Mortgage Association5.00% · due 2056-06-155.67%$1.78B
Federal National Mortgage Association3.00% · due 2056-05-153.66%$1.15B
Federal National Mortgage Association2.50% · due 2056-05-152.65%$832.82M
Government National Mortgage Association5.00% · due 2056-06-152.57%$807.16M
United States Treasury Notes4.00% · due 2035-11-151.70%$534.36M
United States Treasury Notes1.88% · due 2035-07-151.66%$521.47M
Federal National Mortgage Association5.50% · due 2056-06-151.65%$519.43M
Federal National Mortgage Association5.00% · due 2056-05-011.63%$510.77M
United States Treasury Bonds4.38% · due 2039-11-151.49%$469.43M
U.S. Treasury Bond Stripped Principal Payment0.00% · due 2051-05-151.41%$443.48M
Showing 10 of 1,981Sign in to see more

Top 10 positions are 24.09% of net assets, top 25 37.97%, across 1.2K issuers.

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