# EDGAR Filing Document

**Accession Number:** 0001601445
**File Stem:** 0000913181-25-000330
**Filing Date:** 2025-12
**Character Count:** 37823
**Document Hash:** e984243cd707e3e360aaa929d4a8e9a6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000913181-25-000330.hdr.sgml**: 20251201

**ACCESSION NUMBER**: 0000913181-25-000330

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251201

**DATE AS OF CHANGE**: 20251201

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Guggenheim Strategy Funds Trust
- **CENTRAL INDEX KEY:** 0001601445

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22946
- **FILM NUMBER:** 251538197

**BUSINESS ADDRESS:**
- **STREET 1:** 702 KING FARM BOULEVARD
- **STREET 2:** SUITE 200
- **CITY:** ROCKVILLE
- **STATE:** MD
- **ZIP:** 20850
- **BUSINESS PHONE:** 301-296-5100

**MAIL ADDRESS:**
- **STREET 1:** 702 KING FARM BOULEVARD
- **STREET 2:** SUITE 200
- **CITY:** ROCKVILLE
- **STATE:** MD
- **ZIP:** 20850

## Series and Classes Contracts Data

### Guggenheim Variable Insurance Strategy Fund III (Series ID: S000045498)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000141592 | Guggenheim Variable Insurance Strategy Fund III |  |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Guggenheim Strategy Funds Trust

- **b. Investment Company Act file number:** 811-22946

- **c. CIK number of Registrant:** 0001601445

- **d. LEI of Registrant:** 5493007THUTJ3GMETL84

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 702 King Farm Blvd., Suite 200

  - **City:** Rockville

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 20850

  - **Telephone number:** 301-296-5100

**Item A.2. Information about the Series.**

- **a. Name of Series:** Guggenheim Variable Insurance Strategy Fund III

- **b. EDGAR series identifier (if any):** S000045498

- **c. LEI of Series:** 549300XSJSZ9XNVJEJ14

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $31083250.20

**Total Liabilities:** $212949.82

**Net Assets:** $30870300.38

**Cash Not Reported:** $219464.43

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 864.27106510 | **1-Year:** 2395.85909050 | **5-Year:** 1213.36519940 | **10-Year:** 677.30739270 | **30-Year:** 121.18504770

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 7.54985510 | **1-Year:** 124.35690470 | **5-Year:** 332.22501010 | **10-Year:** 99.74363090 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000141592 | 0.38%                | 0.35%                | 0.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7572.71                 | $-102801.36                                |
| Month 2  | $2.36                    | $27548.08                                  |
| Month 3  | $0.00                    | $-11639.00                                 |

**Designated Index Information**

- **Index Name:** Portfolio (ExDerivative)

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                   | Title                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Novastar Home Equity Loan              | NovaStar Mortgage Funding Trust Series                                       | CUSIP: 66989EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246423 | PA      | $242960.78    | 0.79%             | 2037-09-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trus         | Residential Mortgage Loan Trust                                              | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18406 | PA      | $18257.07     | 0.06%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LL         | Aligned Data Centers Issuer LLC                                              | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $488038.55    | 1.58%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust             | Verus Securitization Trust                                                   | CUSIP: 92539LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60802 | PA      | $53450.34     | 0.17%             | 2066-06-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust           | CSMC Trust                                                                   | CUSIP: 12598JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196803 | PA      | $195894.69    | 0.63%             | 2061-07-27      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan          | New Residential Mortgage Loan Trust                                          | CUSIP: 64830TAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231133 | PA      | $217839.87    | 0.71%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust               | BENCHMARK Mortgage Trust                                                     | CUSIP: 08162YAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8616302 | PA      | $179898.05    | 0.58%             | 2062-12-15      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| OWS Structured Asset Trust             | OSAT Trust                                                                   | CUSIP: 67114HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    953808 | PA      | $954180.55    | 3.09%             | 2065-05-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                  | Jane Street Group LLC                                                        | CUSIP: N/A<br>LEI: 5493002N1IVX6KHGYO08       | Long             | LON              | CORP              | US        |     98196 | PA      | $97377.88     | 0.32%             | 2031-12-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust            | Legacy Mortgage Asset Trust                                                  | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    394997 | PA      | $394963.45    | 1.28%             | 2061-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC               | OBX Trust                                                                    | CUSIP: 67118XAA3<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |    429174 | PA      | $435850.67    | 1.41%             | 2064-02-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Li         | Textainer Marine Containers Ltd.                                             | CUSIP: 88315LAS7<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | US        |     67333 | PA      | $60503.36     | 0.20%             | 2046-08-20      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                               | BXMT Ltd.                                                                    | CUSIP: 05608XAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    750000 | PA      | $747234.45    | 2.42%             | 2037-11-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co         | Structured Asset Securities Corporation Mortgage Loan Trust                  | CUSIP: 86365DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300149 | PA      | $291943.09    | 0.95%             | 2037-11-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC               | OBX Trust                                                                    | CUSIP: 670843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    341908 | PA      | $342412.11    | 1.11%             | 2062-01-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Cerberus                               | Cerberus Loan Funding XXXII, LP                                              | CUSIP: 15674LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    976310 | PA      | $978998.10    | 3.17%             | 2033-04-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| PMH SPV - C LLC                        | Project Onyx II                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |     90214 | PA      | $89925.57     | 0.29%             | 2027-01-26      | Variable      | 7.09%                 | No            |                  3 | On Loan: No      |
| WMRK Commercial Mortgage Trust         | WMRK Commercial Mortgage Trust                                               | CUSIP: 929342AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1152878.91   | 3.73%             | 2027-11-15      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Tru         | Soundview Home Loan Trust                                                    | CUSIP: 83612CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231709 | PA      | $225990.09    | 0.73%             | 2036-07-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                             | Fannie Mae                                                                   | CUSIP: 3136BQRA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245356 | PA      | $250218.24    | 0.81%             | 2049-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                            | BNP Paribas                                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | US        |    453564 | PA      | $453564.00    | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust           | CSMC Trust                                                                   | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    292044 | PA      | $290858.98    | 0.94%             | 2060-12-27      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust            | Legacy Mortgage Asset Trust                                                  | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    284251 | PA      | $284413.78    | 0.92%             | 2060-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| GCAT                                   | GCAT Trust                                                                   | CUSIP: 36169DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    453721 | PA      | $453098.27    | 1.47%             | 2067-11-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                | CF Hippolyta Issuer LLC                                                      | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    282734 | PA      | $218417.65    | 0.71%             | 2061-03-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                  | U.S. Secured Overnight Financing Rate                                        | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |  -1300000 | OU      | $131283.36    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Li         | Textainer Marine Containers VII Ltd.                                         | CUSIP: 88315LAE8<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | US        |    109240 | PA      | $105089.86    | 0.34%             | 2045-08-21      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                       | Bank of Montreal                                                             | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | RA               | CORP              | US        |     64795 | PA      | $64795.00     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc               | BRSP Ltd.                                                                    | CUSIP: 05591XAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $498806.25    | 1.62%             | 2038-08-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC               | OBX Trust                                                                    | CUSIP: 67118LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    635462 | PA      | $633964.94    | 2.05%             | 2062-09-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| THL Credit Lake Shore MM CLO I         | THL Credit Lake Shore MM CLO I Ltd.                                          | CUSIP: 510800AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    426471 | PA      | $427748.13    | 1.39%             | 2033-04-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust           | CSMC Trust                                                                   | CUSIP: 126401AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148639 | PA      | $142106.32    | 0.46%             | 2065-05-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC               | OBX Trust                                                                    | CUSIP: 67119FAA1<br>LEI: 254900FVMB3WTXJGGR91 | Long             | ABS-MBS          | CORP              | US        |    430702 | PA      | $436377.82    | 1.41%             | 2064-03-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust               | Angel Oak Mortgage Trust                                                     | CUSIP: 03465WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229028 | PA      | $227781.52    | 0.74%             | 2067-09-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan          | New Residential Mortgage Loan Trust                                          | CUSIP: 64828CAG4<br>LEI: 549300U1MV4J7YQZG974 | Long             | ABS-MBS          | CORP              | US        |    212258 | PA      | $202691.93    | 0.66%             | 2058-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust               | Angel Oak Mortgage Trust                                                     | CUSIP: 034943AA8<br>LEI: 25490046TFINGL6XED11 | Long             | ABS-MBS          | CORP              | US        |    241790 | PA      | $244693.59    | 0.79%             | 2069-01-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                   | FirstKey Homes Trust                                                         | CUSIP: 33767JAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1294167.94   | 4.19%             | 2037-10-19      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BX Trust                               | BX Commercial Mortgage Trust                                                 | CUSIP: 05610HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $349562.50    | 1.13%             | 2039-02-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities          | GS Mortgage-Backed Securities Trust                                          | CUSIP: 36259WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47286 | PA      | $44832.83     | 0.15%             | 2060-09-27      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust          | MTN Commercial Mortgage Trust                                                | CUSIP: 62475WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $798201.52    | 2.59%             | 2039-03-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust               | JP Morgan Mortgage Trust                                                     | CUSIP: 46592WAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450974 | PA      | $421677.17    | 1.37%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                    | Sound Point CLO XIX Ltd.                                                     | CUSIP: 83610JAA4<br>LEI: 5493001QI7ZD0IPL4A34 | Long             | ABS-O            | CORP              | KY        |    315814 | PA      | $316078.24    | 1.02%             | 2031-04-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC               | OBX Trust                                                                    | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |    792564 | PA      | $800417.13    | 2.59%             | 2064-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Sapphire Aviation Finance I Li         | Sapphire Aviation Finance II Ltd.                                            | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    492182 | PA      | $470162.06    | 1.52%             | 2040-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured         | Castlelake Aircraft Securitization Trust                                     | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    103179 | PA      | $101837.40    | 0.33%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                               | BXMT Ltd.                                                                    | CUSIP: 12434LAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $988028.40    | 3.20%             | 2038-02-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC             | J.P. Morgan Securities LLC                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |    323974 | PA      | $323974.00    | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                 | Argent Securities Incorporated Asset-Backed Pass-Through Certificates Series | CUSIP: 040104ND9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72021 | PA      | $71289.60     | 0.23%             | 2035-10-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust            | Legacy Mortgage Asset Trust                                                  | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137541 | PA      | $137433.66    | 0.45%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.          | Anchorage Credit Funding 4 Ltd.                                              | CUSIP: 03329TAG9<br>LEI: 549300VR9XUOV1E0U888 | Long             | ABS-O            | CORP              | KY        |   1250000 | PA      | $1182482.13   | 3.83%             | 2039-04-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                       | COLT Mortgage Loan Trust                                                     | CUSIP: 19688RAA7<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-MBS          | CORP              | US        |    157297 | PA      | $159606.95    | 0.52%             | 2068-09-25      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBAL HOLDINGS LLC | Citadel Securities, LP                                                       | CUSIP: N/A<br>LEI: 549300NV5RXBUS3X7L47       | Long             | LON              | CORP              | US        |    118207 | PA      | $118399.43    | 0.38%             | 2031-10-31      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                  | U.S. Secured Overnight Financing Rate                                        | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        | -11000000 | OU      | $-146009.05   | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                      | Imperial Fund Mortgage Trust                                                 | CUSIP: 45276PAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    551342 | PA      | $520587.67    | 1.69%             | 2067-03-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| GCAT                                   | GCAT Trust                                                                   | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    393871 | PA      | $398489.75    | 1.29%             | 2059-06-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Ne         | Oak Street Investment Grade Net Lease Fund Series                            | CUSIP: 67181DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1083730 | PA      | $1034648.41   | 3.35%             | 2050-11-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu         | Bear Stearns Asset-Backed Securities I Trust                                 | CUSIP: 07389MAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191175 | PA      | $189930.29    | 0.62%             | 2036-11-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust         | CFMT LLC                                                                     | CUSIP: 12530GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232975 | PA      | $229497.52    | 0.74%             | 2037-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Triton Container Finance LLC           | Triton Container Finance VIII LLC                                            | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    617500 | PA      | $570172.82    | 1.85%             | 2046-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                        | HGI CRE CLO Ltd.                                                             | CUSIP: 40390JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     23883 | PA      | $23859.14     | 0.08%             | 2036-09-17      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| BX Trust                               | BX Commercial Mortgage Trust                                                 | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1211035 | PA      | $1207250.67   | 3.91%             | 2036-09-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor         | JP Morgan Chase Commercial Mortgage Securities Trust                         | CUSIP: 46654EAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $315345.38    | 1.02%             | 2038-06-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust         | HarborView Mortgage Loan Trust                                               | CUSIP: 41162NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420329 | PA      | $393606.91    | 1.28%             | 2047-01-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential          | Starwood Mortgage Residential Trust                                          | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21362 | PA      | $20259.94     | 0.07%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                        | CLI Funding VIII LLC                                                         | CUSIP: 12565KAA5<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |    351917 | PA      | $325165.74    | 1.05%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| GCAT                                   | GCAT Trust                                                                   | CUSIP: 36169GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162081 | PA      | $164250.06    | 0.53%             | 2068-08-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust              | Towd Point Mortgage Trust                                                    | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68329 | PA      | $67581.74     | 0.22%             | 2058-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI               | Terraform Global Operating, LP                                               | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77014.11     | 0.25%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Li         | Textainer Marine Containers VII Ltd.                                         | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    190000 | PA      | $177018.74    | 0.57%             | 2046-02-20      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Dreyfus Treasury Obligations C         | Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares     | CUSIP: N/A<br>LEI: 549300MKKM9KT7BF6329       | Long             | STIV             | RF                | US        |   1203857 | NS      | $1203857.05   | 3.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC               | OBX Trust                                                                    | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |    445114 | PA      | $451303.00    | 1.46%             | 2064-05-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Home Equity Loan Trust                 | Home Equity Loan Trust                                                       | CUSIP: 43710XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    461136 | PA      | $447557.02    | 1.45%             | 2037-04-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor         | Bank of America Merrill Lynch Commercial Mortgage Trust                      | CUSIP: 06427DAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19974327 | PA      | $166543.94    | 0.54%             | 2050-02-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                      | Brown & Brown, Inc.                                                          | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50261.73     | 0.16%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                            | BXHPP Trust                                                                  | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $228387.80    | 0.74%             | 2036-08-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                       | Owl Rock CLO IV Ltd.                                                         | CUSIP: 691200AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    750000 | PA      | $753446.48    | 2.44%             | 2033-08-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust          | Life Mortgage Trust                                                          | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37380 | PA      | $37216.41     | 0.12%             | 2038-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| STORE Master Funding LLC               | Store Master Funding I-VII                                                   | CUSIP: 86212VAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90951 | PA      | $90364.30     | 0.29%             | 2048-10-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                  | BofA Securities, Inc.                                                        | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |    518359 | PA      | $518359.00    | 1.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust          | Citigroup Mortgage Loan Trust, Inc.                                          | CUSIP: 17330VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    960522 | PA      | $963141.44    | 3.12%             | 2062-09-25      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu         | Bear Stearns Asset-Backed Securities I Trust                                 | CUSIP: 07389MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264553 | PA      | $262677.70    | 0.85%             | 2036-11-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust               | Angel Oak Mortgage Trust                                                     | CUSIP: 03464BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167665 | PA      | $150232.45    | 0.49%             | 2066-12-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

**Name of Applicant:** Guggenheim Strategy Funds Trust

**Signature:** James Howley

**Name of Signer:** James Howley

**Title:** CFO