Dow Jones Industrial Average® Fund SCHEDULE OF INVESTMENTS

Dow Jones Industrial Average? Fund SCHEDULE OF INVESTMENTS (Unaudited)

COMMON STOCKS - 82.1% Financial - 17.1% Goldman Sachs Group, Inc.1 Travelers Companies, Inc. JPMorgan Chase & Co. Visa, Inc. -- Class A American Express Co.

Total Financial Industrial - 16.2% 3M Co. Boeing Co. United Technologies Corp. Caterpillar, Inc.1 General Electric Co.

Total Industrial Consumer, Non-cyclical - 14.0% UnitedHealth Group, Inc. Johnson & Johnson Procter & Gamble Co. Merck & Company, Inc. Coca-Cola Co. Pfizer, Inc.

Total Consumer, Non-cyclical Technology - 10.8% International Business Machines Corp. Apple, Inc. Microsoft Corp. Intel Corp.

Total Technology Consumer, Cyclical - 10.7% Home Depot, Inc. McDonald's Corp. Wal-Mart Stores, Inc. NIKE, Inc. -- Class B

Total Consumer, Cyclical Energy - 5.9% Chevron Corp. Exxon Mobil Corp.

Total Energy Communications - 5.3% Walt Disney Co. Verizon Communications, Inc. Cisco Systems, Inc.

Total Communications Basic Materials - 2.1% EI du Pont de Nemours & Co.

Total Common Stocks (Cost $81,196,924)

MUTUAL FUNDS - 10.7% Guggenheim Strategy Fund II4 Guggenheim Strategy Fund I4

Total Mutual Funds (Cost $11,064,834)

U.S. TREASURY BILLS - 0.2% United States Treasury Bill

0.46% due 01/12/172,3 Total U.S. Treasury Bills

(Cost $249,964)

REPURCHASE AGREEMENTS,4 - 6.9% Royal Bank of Canada

issued 12/30/16 at 0.24% due 01/03/17 HSBC Securities, Inc. issued 12/30/16 at 0.28% due 01/03/175 UMB Financial Corp. issued 12/30/16 at 0.24% due 01/03/17 Total Repurchase Agreements (Cost $7,160,349)

SECURITIES LENDING COLLATERAL,6 - 1.3% First American Government Obligations Fund - Class Z, 0.42%7 Total Securities Lending Collateral

(Cost $1,391,871) Total Investments - 101.2%

(Cost $101,063,942) Other Assets & Liabilities, net - (1.2)% Total Net Assets - 100.0%

EQUITY FUTURES CONTRACTS PURCHASED March 2017 Dow Jones Industrial Average Index Mini Futures Contracts

(Aggregate Value of Contracts $1,972,000)

OTC EQUITY INDEX SWAP AGREEMENTS BNP Paribas

January 2017 Swap 0.88%, Terminating 01/03/17 (Notional Value $10,026,160) Barclays Bank plc January 2017 Swap 1.07%, Terminating 01/31/17 (Notional Value $6,282,600)

(Total Notional Value $16,308,760)

Value determined based on Level 1 inputs.

Value determined based on Level 2 inputs.

1

All or portion of this security is on loan at December 31, 2016.

2

All or a portion of this security is pledged as futures collateral at December 31, 2016.

3

Zero coupon rate security. Rate indicated is the effective yield at the time of purchase.

4

Affiliated issuer.

December 31, 2016

Shares

29,501 $ 29,501 29,501 29,501 29,501

29,501 29,501 29,501 29,501 29,501

29,501 29,501 29,501 29,501 29,501 29,501

29,501 29,501 29,501 29,501

29,501 29,501 29,501 29,501

29,501 29,501

29,501 29,501 29,501

29,501

Value

7,064,015 3,611,512 2,545,642 2,301,668 2,185,434 17,708,271

5,267,993 4,592,716 3,233,900 2,735,923

932,231 16,762,763

4,721,340 3,398,811 2,480,444 1,736,724 1,223,111

958,192 14,518,622

4,896,871 3,416,806 1,833,192 1,070,001 11,216,870

3,955,494 3,590,862 2,039,109 1,499,536 11,085,001

3,472,268 2,662,760 6,135,028

3,074,595 1,574,763

891,520 5,540,878

2,165,373

85,132,806

222,337 221,467

Face Amount

$

250,000

5,547,320 5,536,674 11,083,994

249,975 249,975

4,136,106 2,872,332

151,911

Shares 1,391,871

$ $ Contracts

20 $ Units

507 $ 318

$

4,136,106 2,872,332

151,911 7,160,349

1,391,871 1,391,871 105,018,995 (1,232,272) 103,786,722 Unrealized Gain(Loss)

971

30,576 (59,051) (28,475)

Dow Jones Industrial Average? Fund SCHEDULE OF INVESTMENTS (Unaudited)

4

Repurchase Agreements.

5

All or a portion of this security is pledged as futures collateral at December 31, 2016.

6

Securities lending collateral.

7

Rate indicated is the 7 day yield as of December 31, 2016.

plc -- Public Limited Company

December 31, 2016

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