Guggenheim Strategic Opportunities Fund

Guggenheim Strategic Opportunities Fund

Actively managed global bond closed-end fund
$2.40B NAV
1,803 positions · as of 2026-05-29 · filed 2026-07-22

Fund classification

Classified from what the fund holds · as of 2026 Q2

Guggenheim Strategic Opportunities Fund is an actively managed global bond closed-end fund.

Asset class
Bonds
Region
Global
Management
Actively managed
Fund type
Closed-end fund
Credit quality
Mixed credit
Rate sensitivity
Intermediate duration

Fund profile

This fund files no prospectus profile. Unit investment trusts and closed-end funds register on forms that carry no objective or fee tagging, and some fund families file without it — a gap in what was filed, not a fund without an objective or without fees.

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

114.76%
of net assets
Bonds55.17%
Loans38.19%
Securitized31.90%
Stocks10.95%
Derivatives1.69%
Cash & short-term-23.14%

Look-through blends 5 underlying funds; 2.452% of NAV was not looked through and stays direct-classified.

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.

Sector allocation

The same holdings as Allocation above, grouped by market sector instead of asset type · as of 2026 Q2

100%
of net assets
Other38.1%
Securitized22.5%
International19.1%
Financials5.2%
12 smaller15.0%

Government, Securitized and Cash are non-corporate buckets; International is foreign holdings we don’t sector-classify, and Other is the residual (held funds, unresolved names).

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 344 new238 exited

Largest new: FEDERAL NATIONAL MORTGAGE ASSOCIATION ×3, CHICAGO MERCANTILE EXCHANGE, AUSTRALIA, COMMONWEALTH OF, CITIGROUP GLOBAL MARKETS INC. ×2, UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT

Largest exited: Federal National Mortgage Association ×3, NATIXIS NORTH AMERICA LLC ×2, Ishares Silver Trust, United States Treasury Bills, AP GRANGE HOLDINGS

Return profile

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

1-year
+16.17%
3-year
+48.90%
5-year
+49.67%
Volatility
4.63%
Worst 3-yr fall
-2.42%
Cumulative return· Jun 2023 – Apr 2026

May 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.

This fund changed legal form during the period shown. The history above is continuous — it spans both eras, and the change is not a gap in reporting.

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-05-29

Avg coupon
5.99%
Avg maturity
12.61 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.

41%
floating
Fixed rate56.9%
Floating rate41.5%
Zero-coupon or unclassified1.7%
Maturity ladder

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

<1yUnknown
<1y1.5%
1-3y11.2%
3-5y17.4%
5-10y30.7%
10y+36.3%
Unknown2.9%
Flagged holdings
Defaulted: 0.00% · $0.01M · 4 positions
In arrears: none reported
Paid in kind: 0.00% · $0.01M · 1 positions

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 2026Q2

More of this fund’s sensitivity sits in credit spreads than in interest rates — a rate rally that comes with a credit selloff works against it.

Interest-rate duration
4.13 yr
approx. move per 100bp
Credit-spread duration
4.55 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.

≈ -8.5%
of value
Credit spreads52%
Interest rates48%

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.

+4.55
yrs total
Investment grade+2.45 yr
High yield+2.09 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. This filer signs its rate and credit disclosures differently; the direction shown follows its interest-rate filing, and a negative reading is the least-supported figure here.

Interest rate4.13 yr total
3 mo30 yr
3 mo0.28 yr7%
1 yr0.71 yr17%
5 yr1.19 yr29%
10 yr1.27 yr31%
30 yr0.68 yr17%
Credit spread4.55 yr total
3 mo30 yr
3 mo0.29 yr6%
1 yr0.55 yr12%
5 yr1.41 yr31%
10 yr1.48 yr32%
30 yr0.82 yr18%

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+0.28+0.03+0.26$7.5k$61.7k
1 yr+0.71+0.18+0.37$43.6k$88.5k
5 yr+1.19+0.41+1.00$97.8k$241.3k
10 yr+1.27+1.18+0.29$284.1k$70.5k
30 yr+0.68+0.65+0.17$156.4k$40.7k

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 4.13 yr.

USD+3.92 yr
AUD+0.10 yr
EUR+0.09 yr
GBP+0.03 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 2056-07-159.97%$239.33M
DREYFUS TREASURY SECURITIES CASH MANAGEMENT2.36%$56.59M
ISHARES TRUST2.33%$55.82M
CHICAGO MERCANTILE EXCHANGE1.61%$38.69M
AUSTRALIA, COMMONWEALTH OF4.25% · due 2036-03-211.26%$30.38M
FTAI AIRCRAFT LEASING FUN1.03%$24.82M
Insured Lending 1 Ltd.6.50% · due 2032-02-040.95%$22.86M
THUNDERBIRD 2022-1 A FUNDED5.50% · due 2037-03-010.84%$20.12M
LIGHTNING 2022-1 A FUNDED5.50% · due 2037-03-010.84%$20.12M
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT0.00% · due 2026-06-090.76%$18.29M
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Reported price is the fund's own reported value divided by its own reported shares at 2026-05-29 — not a live quote, and not what the fund paid.

Top 10 positions are 21.95% of net assets, top 25 30.29%, across 1.3K issuers.

See more of this fund's book

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