Guggenheim Funds

CLOSED-END INCOME & TREASURY LIMITED DURATION PORTFOLIO Series 8

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PORTFOLIO HOLDINGS

as of 5/23/12

Ticker symbols provided for securities traded on U.S. Exchanges only.
SYMBOL COMPANY WEIGHTING
SHY ISHARES BARCLAYS 1-3 YEAR TREASURY BOND 18.87 %
HPS JOHN HANCOCK PREFERRED INCOME FUND III 3.60 %
FFC FLAHERTY & CRUMRINE CLAYMORE PREFERRED SECURITIE 3.50 %
JHS JOHN HANCOCK INCOME SECURITIES TRUST 3.32 %
HYV BLACKROCK CORPORATE HIGH YIELD FUND 5 3.25 %
PFN PIMCO INCOME STRATEGY FUND II 3.24 %
HYB NEW AMERICA HIGH INCOME FUND INC 3.19 %
PCN PIMCO CORPORATE & INCOME STRATEGY FUND 3.15 %
PKO PIMCO INCOME OPPORTUNITY FUND 3.11 %
EFT EATON VANCE FLOATING-RATE INCOME TRUST 3.07 %
EAD WELLS FARGO ADVANTAGE INCOME 3.03 %
HTR HELIOS TOTAL RETURN FUND 3.02 %
JFR NUVEEN FLOATING RATE INCOME FUND 2.97 %
JRO NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND 2.96 %
ERC WELLS FARGO ADVANTAGE MULTI-SECTOR INCOME FUND 2.95 %
BGT BLACKROCK GLOBAL FLOATING RATE INCOME TRUST FUND 2.95 %
FRA BLACKROCK FLOATING RATE INCOME STRATEGY FUND 2.91 %
EVF EATON VANCE SENIOR INCOME FUND 2.90 %
AWF ALLIANCE BERNSTEIN GLOBAL HIGH INCOME FUND 2.72 %
NCV AGIC CONVERTIBLE & INCOME FUND 2.72 %
MCR MFS CHARTER INCOME TRUST 2.47 %
ICB MORGAN STANLEY INCOME SECURITIES FUND 2.46 %
PAI WESTERN ASSET INCOME FUND 2.43 %
HCF PYXIS CREDIT STRATEGIES FUND 2.42 %
PCF PUTNAM HIGH INCOME SECURITIES FUND 2.41 %
EVV EATON VANCE LIMITED DURATION INCOME FUND 2.39 %
BHK BLACKROCK CORE BOND TRUST 2.11 %
BLW BLACKROCK LIMITED DURATION INCOME TRUST 2.08 %
ACG ALLIANCEBERNSTEIN INCOME FUND 1.94 %
EVG EATON VANCE SHORT DURATION DIVERSIFIED INCOME FU 1.85 %

Trust holdings are provided for information purposes only and should not be deemed as a recommendation to buy or sell the individual securities shown. The holdings percentages for the Trust are based on invested assets and do not include any cash component of the portfolio.

Investors should carefully consider the investment objectives and policies, risk considerations, charges and ongoing expenses of any investment product before investing. The prospectus contains this and other relevant information. Please read the prospectus carefully before you invest. To obtain a prospectus, please contact a securities representative or Guggenheim Funds Distributors, LLC, 2455 Corporate West Drive, Lisle, Illinois 60532, 800-345-7999, or download one by accessing the Literature section of this website.

NOT FDIC INSURED | NOT BANK GUARANTEED | MAY LOSE VALUE