Investment Company Act file number
811-21681
|
Guggenheim Enhanced Equity Income Fund
|
(Exact name of registrant as specified in charter)
|
227 West Monroe Street, Chicago, IL 60606 |
(Address of principal executive offices) (Zip code)
|
Amy J. Lee
227 West Monroe Street, Chicago, IL 60606
|
(Name and address of agent for service)
|
Guggenheim Enhanced Equity Income Fund
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
|
March 31, 2017
|
Shares
|
Value
|
|||
COMMON STOCKS† - 98.9%
|
||||
Consumer, Non-cyclical - 20.6%
|
||||
Vertex Pharmaceuticals, Inc.*,1
|
8,715
|
$
|
952,986
|
|
Cintas Corp.1
|
6,879
|
870,469
|
||
Intuitive Surgical, Inc.*,1
|
1,126
|
863,045
|
||
Centene Corp.*,1
|
11,969
|
852,912
|
||
Reynolds American, Inc.1
|
13,518
|
851,905
|
||
HCA Holdings, Inc.*,1
|
9,551
|
849,943
|
||
Varian Medical Systems, Inc.*,1
|
9,322
|
849,515
|
||
Western Union Co.1
|
41,629
|
847,150
|
||
Dr Pepper Snapple Group, Inc.1
|
8,645
|
846,518
|
||
IDEXX Laboratories, Inc.*,1
|
5,454
|
843,243
|
||
Cooper Cos., Inc.1
|
4,214
|
842,336
|
||
Constellation Brands, Inc. — Class A1
|
5,197
|
842,277
|
||
Equifax, Inc.1
|
6,145
|
840,267
|
||
Kroger Co.1
|
28,414
|
837,928
|
||
Archer-Daniels-Midland Co.1
|
18,181
|
837,053
|
||
Illumina, Inc.*,1
|
4,905
|
836,989
|
||
Universal Health Services, Inc. — Class B1
|
6,722
|
836,553
|
||
Philip Morris International, Inc.1
|
7,408
|
836,363
|
||
PepsiCo, Inc.1
|
7,473
|
835,930
|
||
Global Payments, Inc.1
|
10,348
|
834,877
|
||
Whole Foods Market, Inc.1
|
28,055
|
833,795
|
||
United Rentals, Inc.*,1
|
6,661
|
832,958
|
||
Zimmer Biomet Holdings, Inc.1
|
6,820
|
832,790
|
||
Mead Johnson Nutrition Co. — Class A1
|
9,343
|
832,274
|
||
Verisk Analytics, Inc. — Class A*,1
|
10,244
|
831,198
|
||
Patterson Companies, Inc.1
|
18,373
|
831,011
|
||
Edwards Lifesciences Corp.*,1
|
8,831
|
830,732
|
||
Robert Half International, Inc.1
|
16,986
|
829,426
|
||
Stryker Corp.1
|
6,299
|
829,263
|
||
Boston Scientific Corp.*,1
|
33,239
|
826,654
|
||
Ecolab, Inc.1
|
6,591
|
826,116
|
||
Hologic, Inc.*,1
|
19,392
|
825,130
|
||
McKesson Corp.1
|
5,545
|
822,102
|
||
Coca-Cola Co.1
|
19,365
|
821,851
|
||
Celgene Corp.*,1
|
6,604
|
821,736
|
||
Hershey Co.1
|
7,518
|
821,341
|
||
Pfizer, Inc.1
|
24,008
|
821,313
|
||
AmerisourceBergen Corp. — Class A1
|
9,274
|
820,749
|
||
Avery Dennison Corp.1
|
10,172
|
819,863
|
||
Moody's Corp.1
|
7,317
|
819,797
|
||
PayPal Holdings, Inc.*,1
|
19,049
|
819,488
|
||
Zoetis, Inc.1
|
15,352
|
819,336
|
||
Regeneron Pharmaceuticals, Inc.*,1
|
2,110
|
817,646
|
||
Eli Lilly & Co.1
|
9,709
|
816,624
|
||
Baxter International, Inc.1
|
15,746
|
816,588
|
||
Church & Dwight Company, Inc.1
|
16,368
|
816,272
|
||
Laboratory Corp. of America Holdings*,1
|
5,689
|
816,201
|
||
Gilead Sciences, Inc.1
|
12,009
|
815,651
|
||
Sysco Corp.1
|
15,699
|
815,092
|
||
Brown-Forman Corp. — Class B1
|
17,648
|
814,985
|
||
CR Bard, Inc.1
|
3,279
|
814,963
|
||
Shares
|
Value
|
|||
COMMON STOCKS† - 98.9% (continued)
|
||||
Consumer, Non-cyclical - 20.6% (continued)
|
||||
Quanta Services, Inc.*,1
|
21,948
|
$
|
814,490
|
|
Quest Diagnostics, Inc.1
|
8,291
|
814,093
|
||
Cardinal Health, Inc.1
|
9,982
|
814,032
|
||
Anthem, Inc.1
|
4,922
|
814,000
|
||
S&P Global, Inc.1
|
6,220
|
813,203
|
||
Kraft Heinz Co.1
|
8,949
|
812,659
|
||
Allergan plc1
|
3,400
|
812,328
|
||
DaVita, Inc.*,1
|
11,946
|
811,970
|
||
Becton Dickinson and Co.1
|
4,419
|
810,621
|
||
AbbVie, Inc.1
|
12,431
|
810,004
|
||
Estee Lauder Cos., Inc. — Class A1
|
9,547
|
809,490
|
||
Hormel Foods Corp.1
|
23,350
|
808,611
|
||
Henry Schein, Inc.*,1
|
4,756
|
808,377
|
||
Johnson & Johnson1
|
6,489
|
808,205
|
||
Procter & Gamble Co.1
|
8,993
|
808,021
|
||
Conagra Brands, Inc.1
|
20,019
|
807,567
|
||
Monster Beverage Corp.*,1
|
17,491
|
807,559
|
||
Colgate-Palmolive Co.1
|
11,028
|
807,139
|
||
Molson Coors Brewing Co. — Class B1
|
8,433
|
807,122
|
||
Dentsply Sirona, Inc.1
|
12,917
|
806,537
|
||
Kimberly-Clark Corp.1
|
6,116
|
805,049
|
||
Mondelez International, Inc. — Class A1
|
18,676
|
804,562
|
||
H&R Block, Inc.1
|
34,510
|
802,358
|
||
Automatic Data Processing, Inc.1
|
7,833
|
802,021
|
||
Kellogg Co.1
|
11,038
|
801,469
|
||
Clorox Co.1
|
5,931
|
799,677
|
||
Danaher Corp.1
|
9,332
|
798,167
|
||
Express Scripts Holding Co.*,1
|
12,107
|
797,972
|
||
General Mills, Inc.1
|
13,519
|
797,756
|
||
Total System Services, Inc.1
|
14,903
|
796,714
|
||
McCormick & Co., Inc.1
|
8,162
|
796,203
|
||
Abbott Laboratories1
|
17,913
|
795,516
|
||
Tyson Foods, Inc. — Class A1
|
12,886
|
795,195
|
||
Medtronic plc1
|
9,862
|
794,483
|
||
Merck & Company, Inc.1
|
12,483
|
793,170
|
||
Campbell Soup Co.1
|
13,835
|
791,915
|
||
UnitedHealth Group, Inc.1
|
4,818
|
790,200
|
||
Cigna Corp.1
|
5,390
|
789,581
|
||
Thermo Fisher Scientific, Inc.1
|
5,139
|
789,350
|
||
Aetna, Inc.1
|
6,167
|
786,601
|
||
Alexion Pharmaceuticals, Inc.*,1
|
6,432
|
779,816
|
||
Coty, Inc. — Class A1
|
42,875
|
777,324
|
||
Humana, Inc.1
|
3,758
|
774,674
|
||
Nielsen Holdings plc1
|
18,740
|
774,149
|
||
JM Smucker Co.1
|
5,870
|
769,440
|
||
Biogen, Inc.*,1
|
2,802
|
766,123
|
||
Altria Group, Inc.1
|
10,712
|
765,051
|
||
Bristol-Myers Squibb Co.1
|
14,042
|
763,604
|
||
Perrigo Company plc1
|
11,498
|
763,353
|
||
Envision Healthcare Corp.*,1
|
12,259
|
751,722
|
||
Amgen, Inc.1
|
4,515
|
740,776
|
||
Mallinckrodt plc*,1
|
16,582
|
739,060
|
||
Mylan N.V.*,1
|
18,871
|
735,780
|
||
Incyte Corp.*,1
|
5,488
|
733,581
|
||
Total Consumer, Non-cyclical
|
85,289,644
|
Guggenheim Enhanced Equity Income Fund
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
|
March 31, 2017
|
|
|
Shares
|
Value
|
|||
COMMON STOCKS† - 98.9% (continued)
|
||||
Financial - 18.7%
|
||||
Ventas, Inc. REIT1
|
13,535
|
$
|
880,317
|
|
Welltower, Inc. REIT1
|
12,376
|
876,468
|
||
American Tower Corp. — Class A REIT1
|
7,210
|
876,303
|
||
Regency Centers Corp. REIT1
|
13,084
|
868,646
|
||
Equinix, Inc. REIT1
|
2,160
|
864,799
|
||
Federal Realty Investment Trust REIT1
|
6,448
|
860,808
|
||
HCP, Inc. REIT1
|
27,516
|
860,700
|
||
Prologis, Inc. REIT1
|
16,576
|
859,963
|
||
Mid-America Apartment Communities, Inc. REIT1
|
8,430
|
857,668
|
||
Crown Castle International Corp. REIT1
|
9,071
|
856,756
|
||
Host Hotels & Resorts, Inc. REIT1
|
45,723
|
853,191
|
||
Iron Mountain, Inc. REIT1
|
23,916
|
853,084
|
||
UDR, Inc. REIT1
|
23,470
|
851,022
|
||
Realty Income Corp. REIT1
|
14,270
|
849,493
|
||
AvalonBay Communities, Inc. REIT1
|
4,606
|
845,662
|
||
Essex Property Trust, Inc. REIT1
|
3,651
|
845,316
|
||
Digital Realty Trust, Inc. REIT1
|
7,882
|
838,566
|
||
Simon Property Group, Inc. REIT1
|
4,869
|
837,614
|
||
Willis Towers Watson plc1
|
6,399
|
837,565
|
||
Apartment Investment & Management Co. — Class A REIT1
|
18,855
|
836,219
|
||
Weyerhaeuser Co. REIT1
|
24,606
|
836,112
|
||
Kimco Realty Corp. REIT1
|
37,839
|
835,864
|
||
CBOE Holdings, Inc.1
|
10,284
|
833,724
|
||
Navient Corp.1
|
56,396
|
832,405
|
||
Alexandria Real Estate Equities, Inc. REIT1
|
7,522
|
831,332
|
||
Boston Properties, Inc. REIT1
|
6,278
|
831,270
|
||
Macerich Co. REIT1
|
12,896
|
830,502
|
||
Mastercard, Inc. — Class A1
|
7,364
|
828,229
|
||
Aon plc1
|
6,948
|
824,658
|
||
GGP, Inc. REIT1
|
35,527
|
823,516
|
||
Aflac, Inc.1
|
11,371
|
823,488
|
||
Equity Residential REIT1
|
13,216
|
822,300
|
||
Alliance Data Systems Corp.1
|
3,300
|
821,700
|
||
Marsh & McLennan Companies, Inc.1
|
11,116
|
821,361
|
||
Affiliated Managers Group, Inc.1
|
4,996
|
819,045
|
||
SL Green Realty Corp. REIT1
|
7,676
|
818,415
|
||
Arthur J Gallagher & Co.1
|
14,453
|
817,173
|
||
BlackRock, Inc. — Class A1
|
2,130
|
816,876
|
||
American Express Co.1
|
10,317
|
816,178
|
||
State Street Corp.1
|
10,248
|
815,843
|
||
Extra Space Storage, Inc. REIT1
|
10,957
|
815,091
|
||
Public Storage REIT1
|
3,721
|
814,564
|
||
Intercontinental Exchange, Inc.1
|
13,590
|
813,633
|
||
Allstate Corp.1
|
9,981
|
813,352
|
||
Principal Financial Group, Inc.1
|
12,887
|
813,299
|
||
E*TRADE Financial Corp.*,1
|
23,298
|
812,867
|
||
Progressive Corp.1
|
20,712
|
811,496
|
||
Loews Corp.1
|
17,349
|
811,413
|
||
Visa, Inc. — Class A1
|
9,127
|
811,116
|
||
Shares
|
Value
|
|||
COMMON STOCKS† - 98.9% (continued)
|
||||
Financial - 18.7% (continued)
|
||||
Franklin Resources, Inc.1
|
19,233
|
$
|
810,479
|
|
American International Group, Inc.1
|
12,982
|
810,466
|
||
Chubb Ltd.1
|
5,942
|
809,598
|
||
XL Group Ltd.1
|
20,246
|
807,006
|
||
Torchmark Corp.1
|
10,453
|
805,299
|
||
Ameriprise Financial, Inc.1
|
6,199
|
803,886
|
||
Travelers Cos., Inc.1
|
6,667
|
803,640
|
||
Bank of New York Mellon Corp.1
|
17,000
|
802,910
|
||
Nasdaq, Inc.1
|
11,540
|
801,453
|
||
MetLife, Inc.1
|
15,159
|
800,698
|
||
Cincinnati Financial Corp.1
|
11,070
|
800,029
|
||
Citigroup, Inc.1
|
13,319
|
796,743
|
||
Vornado Realty Trust REIT1
|
7,934
|
795,860
|
||
Northern Trust Corp.1
|
9,170
|
793,939
|
||
Invesco Ltd.1
|
25,760
|
789,029
|
||
Hartford Financial Services Group, Inc.1
|
16,407
|
788,684
|
||
JPMorgan Chase & Co.1
|
8,972
|
788,100
|
||
Raymond James Financial, Inc.
|
10,322
|
787,156
|
||
People's United Financial, Inc.1
|
43,235
|
786,877
|
||
Charles Schwab Corp.1
|
19,279
|
786,776
|
||
Unum Group1
|
16,779
|
786,767
|
||
Prudential Financial, Inc.1
|
7,374
|
786,658
|
||
Regions Financial Corp.1
|
54,130
|
786,508
|
||
CME Group, Inc. — Class A1
|
6,619
|
786,337
|
||
Assurant, Inc.1
|
8,219
|
786,312
|
||
KeyCorp1
|
44,077
|
783,689
|
||
Discover Financial Services1
|
11,450
|
783,066
|
||
CBRE Group, Inc. — Class A*,1
|
22,499
|
782,740
|
||
T. Rowe Price Group, Inc.1
|
11,476
|
782,089
|
||
Berkshire Hathaway, Inc. — Class B*,1
|
4,680
|
780,062
|
||
Synchrony Financial1
|
22,741
|
780,016
|
||
PNC Financial Services Group, Inc.1
|
6,477
|
778,794
|
||
Comerica, Inc.1
|
11,349
|
778,314
|
||
Lincoln National Corp.1
|
11,867
|
776,695
|
||
Wells Fargo & Co.1
|
13,916
|
774,565
|
||
Huntington Bancshares, Inc.1
|
57,714
|
772,790
|
||
Capital One Financial Corp.1
|
8,883
|
769,801
|
||
SunTrust Banks, Inc.1
|
13,895
|
768,394
|
||
U.S. Bancorp1
|
14,905
|
767,608
|
||
BB&T Corp.1
|
17,165
|
767,276
|
||
Zions Bancorporation1
|
18,236
|
765,912
|
||
Fifth Third Bancorp1
|
30,152
|
765,861
|
||
Bank of America Corp.1
|
32,354
|
763,231
|
||
M&T Bank Corp.1
|
4,927
|
762,355
|
||
Goldman Sachs Group, Inc.1
|
3,298
|
757,617
|
||
Morgan Stanley1
|
17,616
|
754,669
|
||
Citizens Financial Group, Inc.
|
21,756
|
751,670
|
||
Total Financial
|
77,795,406
|
|||
Consumer, Cyclical - 14.3%
|
||||
Wynn Resorts Ltd.1
|
8,228
|
943,011
|
||
PVH Corp.1
|
8,987
|
929,885
|
||
Darden Restaurants, Inc.1
|
11,042
|
923,883
|
||
Chipotle Mexican Grill, Inc. — Class A*,1
|
2,028
|
903,515
|
||
Best Buy Co., Inc.1
|
18,278
|
898,364
|
Guggenheim Enhanced Equity Income Fund
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
|
March 31, 2017
|
|
|
Shares
|
Value
|
|||
COMMON STOCKS† - 98.9% (continued)
|
||||
Consumer, Cyclical - 14.3% (continued)
|
||||
Marriott International, Inc. — Class A1
|
9,455
|
$
|
890,472
|
|
Tiffany & Co.1
|
9,232
|
879,810
|
||
Starbucks Corp.1
|
15,017
|
876,843
|
||
Coach, Inc.1
|
20,854
|
861,896
|
||
Nordstrom, Inc.1
|
18,423
|
857,959
|
||
Dollar Tree, Inc.*,1
|
10,910
|
855,998
|
||
Delphi Automotive plc1
|
10,624
|
855,126
|
||
Hanesbrands, Inc.1
|
41,007
|
851,305
|
||
VF Corp.1
|
15,471
|
850,441
|
||
Michael Kors Holdings Ltd.*,1
|
22,221
|
846,842
|
||
Leggett & Platt, Inc.1
|
16,766
|
843,665
|
||
Carnival Corp.1
|
14,315
|
843,297
|
||
Wal-Mart Stores, Inc.1
|
11,682
|
842,039
|
||
Hasbro, Inc.1
|
8,402
|
838,688
|
||
Wyndham Worldwide Corp.1
|
9,909
|
835,230
|
||
AutoZone, Inc.*,1
|
1,153
|
833,676
|
||
Ralph Lauren Corp. — Class A1
|
10,197
|
832,279
|
||
Goodyear Tire & Rubber Co.1
|
23,095
|
831,420
|
||
Costco Wholesale Corp.1
|
4,952
|
830,401
|
||
Fastenal Co.1
|
16,120
|
830,180
|
||
McDonald's Corp.1
|
6,399
|
829,374
|
||
TJX Cos., Inc.1
|
10,475
|
828,363
|
||
Staples, Inc.1
|
94,337
|
827,335
|
||
Royal Caribbean Cruises Ltd.1
|
8,421
|
826,184
|
||
Lowe's Cos., Inc.1
|
10,039
|
825,306
|
||
Harley-Davidson, Inc.1
|
13,637
|
825,039
|
||
Mattel, Inc.1
|
32,063
|
821,133
|
||
O'Reilly Automotive, Inc.*,1
|
3,038
|
819,774
|
||
PulteGroup, Inc.1
|
34,808
|
819,729
|
||
Gap, Inc.1
|
33,741
|
819,569
|
||
BorgWarner, Inc.1
|
19,595
|
818,875
|
||
Home Depot, Inc.1
|
5,576
|
818,724
|
||
Target Corp.1
|
14,791
|
816,315
|
||
Mohawk Industries, Inc.*,1
|
3,555
|
815,837
|
||
Ulta Beauty, Inc.*,1
|
2,859
|
815,473
|
||
Yum! Brands, Inc.1
|
12,734
|
813,703
|
||
DR Horton, Inc.1
|
24,398
|
812,697
|
||
PACCAR, Inc.1
|
12,093
|
812,650
|
||
Signet Jewelers Ltd.1
|
11,730
|
812,537
|
||
Bed Bath & Beyond, Inc.1
|
20,590
|
812,481
|
||
Genuine Parts Co.1
|
8,785
|
811,822
|
||
NIKE, Inc. — Class B1
|
14,513
|
808,809
|
||
Kohl's Corp.1
|
20,239
|
805,715
|
||
Ross Stores, Inc.1
|
12,230
|
805,590
|
||
United Continental Holdings, Inc.*,1
|
11,320
|
799,646
|
||
CVS Health Corp.1
|
10,186
|
799,601
|
||
LKQ Corp.*,1
|
27,296
|
798,954
|
||
Foot Locker, Inc.1
|
10,636
|
795,679
|
||
Lennar Corp. — Class A1
|
15,536
|
795,288
|
||
Walgreens Boots Alliance, Inc.1
|
9,563
|
794,207
|
||
Newell Brands, Inc.1
|
16,826
|
793,682
|
||
Whirlpool Corp.1
|
4,607
|
789,317
|
||
American Airlines Group, Inc.1
|
18,654
|
789,064
|
||
Advance Auto Parts, Inc.1
|
5,318
|
788,447
|
||
Southwest Airlines Co.1
|
14,657
|
787,960
|
||
General Motors Co.1
|
22,235
|
786,230
|
||
Delta Air Lines, Inc.1
|
17,093
|
785,594
|
||
Dollar General Corp.1
|
11,235
|
783,417
|
||
Shares
|
Value
|
|||
COMMON STOCKS† - 98.9% (continued)
|
||||
Consumer, Cyclical - 14.3% (continued)
|
||||
Alaska Air Group, Inc.1
|
8,477
|
$
|
781,749
|
|
Tractor Supply Co.1
|
11,294
|
778,947
|
||
WW Grainger, Inc.1
|
3,340
|
777,418
|
||
AutoNation, Inc.*,1
|
18,262
|
772,300
|
||
L Brands, Inc.1
|
16,279
|
766,741
|
||
Macy's, Inc.1
|
25,808
|
764,949
|
||
Ford Motor Co.1
|
65,361
|
760,802
|
||
CarMax, Inc.*,1
|
12,756
|
755,410
|
||
Under Armour, Inc. — Class A*,1
|
22,065
|
436,446
|
||
Under Armour, Inc. — Class C*,1
|
22,190
|
406,077
|
||
Total Consumer, Cyclical
|
59,297,184
|
|||
Industrial - 13.2%
|
||||
Flowserve Corp.1
|
17,803
|
862,021
|
||
Dover Corp.1
|
10,661
|
856,610
|
||
Pentair plc1
|
13,624
|
855,315
|
||
PerkinElmer, Inc.1
|
14,731
|
855,281
|
||
Xylem, Inc.1
|
16,968
|
852,133
|
||
Fortive Corp.1
|
14,046
|
845,850
|
||
Stanley Black & Decker, Inc.1
|
6,339
|
842,263
|
||
Martin Marietta Materials, Inc.1
|
3,848
|
839,826
|
||
Ingersoll-Rand plc1
|
10,302
|
837,759
|
||
Eaton Corp. plc1
|
11,297
|
837,673
|
||
Johnson Controls International plc1
|
19,862
|
836,587
|
||
Parker-Hannifin Corp.1
|
5,206
|
834,626
|
||
Allegion plc1
|
10,996
|
832,397
|
||
WestRock Co.1
|
15,982
|
831,543
|
||
FedEx Corp.1
|
4,261
|
831,535
|
||
Vulcan Materials Co.1
|
6,896
|
830,830
|
||
Agilent Technologies, Inc.1
|
15,704
|
830,270
|
||
Fortune Brands Home & Security, Inc.1
|
13,633
|
829,568
|
||
Stericycle, Inc.*,1
|
10,008
|
829,563
|
||
Rockwell Automation, Inc.1
|
5,308
|
826,509
|
||
Amphenol Corp. — Class A1
|
11,607
|
826,070
|
||
AMETEK, Inc.1
|
15,272
|
825,910
|
||
Ball Corp.1
|
11,104
|
824,583
|
||
Harris Corp.1
|
7,403
|
823,732
|
||
Emerson Electric Co.1
|
13,759
|
823,614
|
||
United Parcel Service, Inc. — Class B1
|
7,672
|
823,206
|
||
Caterpillar, Inc.1
|
8,872
|
822,967
|
||
FLIR Systems, Inc.1
|
22,620
|
820,654
|
||
Masco Corp.1
|
24,135
|
820,349
|
||
United Technologies Corp.1
|
7,303
|
819,470
|
||
Republic Services, Inc. — Class A1
|
13,046
|
819,419
|
||
3M Co.1
|
4,282
|
819,275
|
||
Rockwell Collins, Inc.1
|
8,425
|
818,573
|
||
TE Connectivity Ltd.1
|
10,976
|
818,261
|
||
Textron, Inc.1
|
17,192
|
818,167
|
||
Waste Management, Inc.1
|
11,218
|
818,017
|
||
Expeditors International of Washington, Inc.1
|
14,470
|
817,410
|
||
Cummins, Inc.1
|
5,405
|
817,236
|
||
Union Pacific Corp.1
|
7,706
|
816,219
|
||
Lockheed Martin Corp.1
|
3,049
|
815,912
|
||
Waters Corp.*,1
|
5,218
|
815,626
|
Guggenheim Enhanced Equity Income Fund
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
|
March 31, 2017
|
|
|
Shares
|
Value
|
|||
COMMON STOCKS† - 98.9% (continued)
|
||||
Industrial - 13.2% (continued)
|
||||
Mettler-Toledo International, Inc.*,1
|
1,698
|
$
|
813,189
|
|
Snap-on, Inc.1
|
4,821
|
813,158
|
||
Boeing Co.1
|
4,589
|
811,611
|
||
Ryder System, Inc.1
|
10,751
|
811,055
|
||
Deere & Co.1
|
7,450
|
811,007
|
||
Illinois Tool Works, Inc.1
|
6,110
|
809,392
|
||
Raytheon Co.1
|
5,305
|
809,013
|
||
General Electric Co.1
|
27,045
|
805,941
|
||
Honeywell International, Inc.1
|
6,446
|
804,912
|
||
Kansas City Southern1
|
9,379
|
804,343
|
||
Arconic, Inc.1
|
30,530
|
804,160
|
||
General Dynamics Corp.1
|
4,291
|
803,275
|
||
Corning, Inc.1
|
29,715
|
802,305
|
||
Jacobs Engineering Group, Inc.1
|
14,513
|
802,279
|
||
Roper Technologies, Inc.1
|
3,875
|
800,149
|
||
Northrop Grumman Corp.1
|
3,362
|
799,618
|
||
CSX Corp.1
|
17,143
|
798,007
|
||
CH Robinson Worldwide, Inc.1
|
10,321
|
797,710
|
||
Garmin Ltd.1
|
15,595
|
797,060
|
||
L3 Technologies, Inc.1
|
4,808
|
794,714
|
||
Acuity Brands, Inc.1
|
3,870
|
789,480
|
||
Sealed Air Corp.1
|
18,113
|
789,365
|
||
Fluor Corp.1
|
14,971
|
787,774
|
||
TransDigm Group, Inc.1
|
3,539
|
779,146
|
||
J.B. Hunt Transport Services, Inc.1
|
8,472
|
777,221
|
||
Norfolk Southern Corp.1
|
6,844
|
766,323
|
||
Total Industrial
|
54,805,036
|
|||
Technology - 9.0%
|
||||
Micron Technology, Inc.*,1
|
32,561
|
941,013
|
||
Western Digital Corp.1
|
10,921
|
901,310
|
||
NVIDIA Corp.1
|
8,273
|
901,178
|
||
Adobe Systems, Inc.*,1
|
6,763
|
880,069
|
||
Cerner Corp.*,1
|
14,825
|
872,451
|
||
Lam Research Corp.1
|
6,790
|
871,564
|
||
Hewlett Packard Enterprise Co.1
|
36,606
|
867,561
|
||
Red Hat, Inc.*,1
|
9,962
|
861,714
|
||
Citrix Systems, Inc.*,1
|
10,298
|
858,750
|
||
Advanced Micro Devices, Inc.*
|
58,865
|
856,486
|
||
Oracle Corp.1
|
19,188
|
855,977
|
||
Apple, Inc.1
|
5,889
|
846,014
|
||
CSRA, Inc.1
|
28,813
|
843,933
|
||
HP, Inc.1
|
47,093
|
842,023
|
||
Qorvo, Inc.*,1
|
12,205
|
836,775
|
||
Applied Materials, Inc.1
|
21,485
|
835,767
|
||
KLA-Tencor Corp.1
|
8,787
|
835,380
|
||
Activision Blizzard, Inc.1
|
16,675
|
831,415
|
||
Microsoft Corp.1
|
12,612
|
830,626
|
||
Cognizant Technology Solutions Corp. — Class A*,1
|
13,942
|
829,828
|
||
Intel Corp.1
|
22,805
|
822,576
|
||
Synopsys, Inc.*,1
|
11,401
|
822,354
|
||
Autodesk, Inc.*,1
|
9,510
|
822,330
|
||
Texas Instruments, Inc.1
|
10,194
|
821,229
|
||
Dun & Bradstreet Corp.1
|
7,596
|
819,912
|
||
Skyworks Solutions, Inc.1
|
8,352
|
818,329
|
||
Microchip Technology, Inc.1
|
11,081
|
817,556
|
||
Xerox Corp.1
|
111,267
|
816,700
|
||
Analog Devices, Inc.1
|
9,963
|
816,468
|
||
Shares
|
Value
|
|||
COMMON STOCKS† - 98.9% (continued)
|
||||
Technology - 9.0% (continued)
|
||||
Electronic Arts, Inc.*,1
|
9,119
|
$
|
816,333
|
|
NetApp, Inc.1
|
19,430
|
813,146
|
||
Teradata Corp.*,1
|
26,097
|
812,139
|
||
salesforce.com, Inc.*,1
|
9,807
|
808,979
|
||
Fiserv, Inc.*,1
|
6,983
|
805,210
|
||
International Business Machines Corp.1
|
4,605
|
801,915
|
||
CA, Inc.1
|
25,275
|
801,723
|
||
QUALCOMM, Inc.1
|
13,965
|
800,753
|
||
Xilinx, Inc.1
|
13,752
|
796,103
|
||
Seagate Technology plc1
|
17,329
|
795,921
|
||
Fidelity National Information Services, Inc.1
|
9,959
|
792,936
|
||
Broadcom Ltd.1
|
3,620
|
792,635
|
||
Accenture plc — Class A1
|
6,608
|
792,167
|
||
Paychex, Inc.1
|
13,127
|
773,180
|
||
Akamai Technologies, Inc.*,1
|
12,752
|
761,294
|
||
Intuit, Inc.1
|
6,554
|
760,198
|
||
Total Technology
|
37,301,920
|
|||
Energy - 7.1%
|
||||
Chesapeake Energy Corp.*,1
|
159,016
|
944,554
|
||
Southwestern Energy Co.*,1
|
110,057
|
899,165
|
||
ConocoPhillips1
|
17,930
|
894,168
|
||
Murphy Oil Corp.1
|
30,818
|
881,087
|
||
Newfield Exploration Co.*,1
|
23,865
|
880,857
|
||
Equities Corp.1
|
14,345
|
876,480
|
||
Baker Hughes, Inc.1
|
14,550
|
870,381
|
||
National Oilwell Varco, Inc.1
|
21,641
|
867,588
|
||
Range Resources Corp.1
|
29,745
|
865,580
|
||
Cabot Oil & Gas Corp. — Class A1
|
36,059
|
862,171
|
||
Devon Energy Corp.1
|
20,340
|
848,585
|
||
EOG Resources, Inc.1
|
8,639
|
842,734
|
||
TechnipFMC plc*,1
|
25,832
|
839,540
|
||
Williams Companies, Inc.1
|
28,317
|
837,900
|
||
Apache Corp.1
|
16,302
|
837,760
|
||
ONEOK, Inc.1
|
15,073
|
835,647
|
||
Hess Corp.1
|
17,268
|
832,490
|
||
Transocean Ltd.*,1
|
66,797
|
831,623
|
||
Marathon Petroleum Corp.1
|
16,421
|
829,917
|
||
Concho Resources, Inc.*,1
|
6,463
|
829,461
|
||
Occidental Petroleum Corp.1
|
13,082
|
828,876
|
||
Kinder Morgan, Inc.1
|
38,090
|
828,077
|
||
Pioneer Natural Resources Co.1
|
4,433
|
825,558
|
||
Noble Energy, Inc.1
|
24,035
|
825,362
|
||
Exxon Mobil Corp.1
|
10,034
|
822,888
|
||
Phillips 661
|
10,384
|
822,620
|
||
Cimarex Energy Co.1
|
6,867
|
820,538
|
||
Anadarko Petroleum Corp.1
|
13,231
|
820,322
|
||
Valero Energy Corp.1
|
12,302
|
815,500
|
||
Schlumberger Ltd.1
|
10,407
|
812,787
|
||
Tesoro Corp.1
|
9,993
|
810,033
|
||
Helmerich & Payne, Inc.1
|
12,167
|
809,957
|
||
Marathon Oil Corp.1
|
50,675
|
800,665
|
||
Chevron Corp.1
|
7,403
|
794,860
|
||
Halliburton Co.1
|
16,085
|
791,543
|
||
Total Energy
|
29,437,274
|
|||
Communications - 6.6%
|
||||
Viacom, Inc. — Class B1
|
18,728
|
873,100
|
||
Motorola Solutions, Inc.1
|
9,974
|
859,958
|
Guggenheim Enhanced Equity Income Fund
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
|
March 31, 2017
|
|
|
Shares
|
Value
|
|||
COMMON STOCKS† - 98.9% (continued)
|
||||
Communications - 6.6% (continued)
|
||||
Amazon.com, Inc.*,1
|
970
|
$
|
859,944
|
|
Netflix, Inc.*,1
|
5,817
|
859,811
|
||
CBS Corp. — Class B1
|
12,149
|
842,654
|
||
Facebook, Inc. — Class A*,1
|
5,906
|
838,947
|
||
Priceline Group, Inc.*,1
|
471
|
838,366
|
||
DISH Network Corp. — Class A*,1
|
13,199
|
838,005
|
||
Walt Disney Co.1
|
7,383
|
837,159
|
||
Symantec Corp.1
|
27,273
|
836,736
|
||
Omnicom Group, Inc.1
|
9,692
|
835,547
|
||
VeriSign, Inc.*,1
|
9,581
|
834,601
|
||
CenturyLink, Inc.1
|
35,390
|
834,142
|
||
Interpublic Group of Cos., Inc.1
|
33,798
|
830,417
|
||
eBay, Inc.*,1
|
24,720
|
829,850
|
||
Level 3 Communications, Inc.*,1
|
14,502
|
829,804
|
||
Charter Communications, Inc. — Class A*,1
|
2,532
|
828,774
|
||
Yahoo!, Inc.*,1
|
17,810
|
826,562
|
||
Comcast Corp. — Class A1
|
21,943
|
824,837
|
||
Expedia, Inc.1
|
6,512
|
821,619
|
||
Juniper Networks, Inc.1
|
29,236
|
813,638
|
||
Time Warner, Inc.1
|
8,306
|
811,580
|
||
TripAdvisor, Inc.*,1
|
18,782
|
810,631
|
||
Verizon Communications, Inc.1
|
16,594
|
808,958
|
||
Scripps Networks Interactive, Inc. — Class A1
|
10,318
|
808,621
|
||
Cisco Systems, Inc.1
|
23,903
|
807,921
|
||
AT&T, Inc.1
|
19,337
|
803,452
|
||
F5 Networks, Inc.*,1
|
5,612
|
800,103
|
||
TEGNA, Inc.1
|
31,222
|
799,908
|
||
News Corp. — Class A1
|
49,949
|
649,337
|
||
Twenty-First Century Fox, Inc. — Class A1
|
18,472
|
598,308
|
||
Discovery Communications, Inc. — Class C*,1
|
17,739
|
502,191
|
||
Alphabet, Inc. — Class A*,1
|
480
|
406,944
|
||
Alphabet, Inc. — Class C*,1
|
485
|
402,337
|
||
Discovery Communications, Inc. — Class A*,1
|
12,219
|
355,451
|
||
Twenty-First Century Fox, Inc. — Class B1
|
8,498
|
270,066
|
||
News Corp. — Class B1
|
15,663
|
211,451
|
||
Total Communications
|
27,441,730
|
|||
Utilities - 5.6%
|
||||
NRG Energy, Inc.1
|
45,899
|
858,311
|
||
WEC Energy Group, Inc.1
|
13,945
|
845,484
|
||
Entergy Corp.1
|
11,125
|
845,054
|
||
PPL Corp.1
|
22,547
|
843,032
|
||
American Electric Power Company, Inc.1
|
12,522
|
840,602
|
||
Alliant Energy Corp.1
|
21,209
|
840,088
|
||
Dominion Resources, Inc.1
|
10,822
|
839,463
|
||
American Water Works Co., Inc.1
|
10,786
|
838,827
|
||
Consolidated Edison, Inc.1
|
10,778
|
837,019
|
||
Xcel Energy, Inc.1
|
18,826
|
836,816
|
||
Pinnacle West Capital Corp.1
|
10,034
|
836,635
|
||
NiSource, Inc.1
|
35,102
|
835,077
|
||
Eversource Energy1
|
14,190
|
834,088
|
||
DTE Energy Co.1
|
8,167
|
833,932
|
||
Shares
|
Value
|
|||
COMMON STOCKS† - 98.9% (continued)
|
||||
Utilities - 5.6% (continued)
|
||||
FirstEnergy Corp.1
|
26,197
|
$
|
833,589
|
|
Duke Energy Corp.1
|
10,155
|
832,812
|
||
CMS Energy Corp.1
|
18,553
|
830,061
|
||
Ameren Corp.1
|
15,196
|
829,550
|
||
PG&E Corp.1
|
12,478
|
828,040
|
||
Edison International1
|
10,391
|
827,228
|
||
Sempra Energy1
|
7,486
|
827,203
|
||
Southern Co.1
|
16,500
|
821,370
|
||
AES Corp.1
|
73,442
|
821,082
|
||
Exelon Corp.1
|
22,765
|
819,085
|
||
Public Service Enterprise Group, Inc.1
|
18,431
|
817,415
|
||
CenterPoint Energy, Inc.1
|
29,553
|
814,776
|
||
NextEra Energy, Inc.1
|
6,296
|
808,218
|
||
SCANA Corp.1
|
12,145
|
793,676
|
||
Total Utilities
|
23,268,533
|
|||
Basic Materials - 3.6%
|
||||
FMC Corp.1
|
13,637
|
948,998
|
||
Freeport-McMoRan, Inc.*,1
|
66,200
|
884,432
|
||
International Flavors & Fragrances, Inc.1
|
6,534
|
865,951
|
||
Eastman Chemical Co.1
|
10,549
|
852,359
|
||
PPG Industries, Inc.1
|
8,022
|
842,952
|
||
Albemarle Corp.1
|
7,947
|
839,521
|
||
LyondellBasell Industries N.V. — Class A1
|
9,121
|
831,744
|
||
Praxair, Inc.1
|
7,002
|
830,437
|
||
International Paper Co.1
|
16,152
|
820,199
|
||
Newmont Mining Corp.1
|
24,860
|
819,386
|
||
Mosaic Co.1
|
28,055
|
818,645
|
||
CF Industries Holdings, Inc.1
|
27,836
|
816,987
|
||
Dow Chemical Co.1
|
12,829
|
815,155
|
||
Sherwin-Williams Co.1
|
2,626
|
814,559
|
||
EI du Pont de Nemours & Co.1
|
10,128
|
813,582
|
||
Monsanto Co.1
|
7,180
|
812,776
|
||
Nucor Corp.1
|
13,508
|
806,698
|
||
Air Products & Chemicals, Inc.1
|
5,901
|
798,346
|
||
Total Basic Materials
|
15,032,727
|
|||
Diversified - 0.2%
|
||||
Leucadia National Corp.1
|
30,614
|
795,964
|
||
–
|
–
|
|||
Total Common Stocks
|
||||
(Cost $389,100,340)
|
410,465,418
|
|||
EXCHANGE-TRADED FUNDS† - 45.5%
|
||||
iShares Russell 2000 Index ETF1,2
|
460,497
|
63,309,127
|
||
PowerShares QQQ Trust Series 11,2
|
475,160
|
62,901,681
|
||
SPDR S&P 500 ETF Trust1,2
|
266,513
|
62,827,775
|
||
Total Exchange-Traded Funds
|
||||
(Cost $180,657,993)
|
189,038,583
|
|||
SHORT-TERM INVESTMENTS† - 2.4%
|
||||
Dreyfus Treasury Securities Management ─ Institutional Shares
|
||||
0.50%3
|
10,027,953
|
10,027,953
|
||
Total Short-Term Investments
|
||||
(Cost $10,027,953)
|
10,027,953
|
|||
Total Investments - 146.8%
|
||||
(Cost $579,786,286)
|
$
|
609,531,954
|
Guggenheim Enhanced Equity Income Fund
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
|
March 31, 2017
|
|
|
Contracts
|
||||
(100 shares
|
||||
per Contract)
|
Value
|
|||
OPTIONS WRITTEN† - (1.1)%
|
||||
Call options on:
|
||||
S&P 500 Index Expiring April 2017 with strike price of $2,360.00*
|
532
|
$
|
(1,058,680)
|
|
NASDAQ 100 Index Expiring April 2017 with strike price of $5,430.00*
|
231
|
(1,167,705)
|
||
Russell 2000 Index Expiring April 2017 with strike price of $1,370.00*
|
916
|
(2,464,040)
|
||
Total Call options
|
(4,690,425)
|
|||
Total Options Written
|
||||
(Premiums received $4,102,135)
|
(4,690,425)
|
|||
Other Assets & Liabilities, net - (45.7)%
|
(189,761,298)
|
|||
Total Net Assets - 100.0%
|
$
|
415,080,231
|
Guggenheim Enhanced Equity Income Fund
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
|
March 31, 2017
|
*
|
Non-income producing security.
|
†
|
Value determined based on Level 1 inputs — See Note 3.
|
1
|
All or a portion of these securities have been physically segregated in connection with borrowings. As of March 31, 2017, the total value of securities segregated was $321,878,295.
|
2
|
Security represents cover for outstanding written options.
|
3
|
Rate indicated is the 7-day yield as of March 31, 2017.
|
plc ─
|
Public Limited Company
|
REIT ─
|
Real Estate Investment Trust
|
Investments in Securities (Assets)
|
Level 1
|
Level 2
|
Level 3
|
Total
|
||||||||||||
Common Stocks
|
$
|
410,465,418
|
$
|
—
|
$
|
—
|
$
|
410,465,418
|
||||||||
Exchange-Traded Funds
|
189,038,583
|
—
|
—
|
189,038,583
|
||||||||||||
Short-Term Investments
|
10,027,953
|
—
|
—
|
10,027,953
|
||||||||||||
Total
|
$
|
609,531,954
|
$
|
—
|
$
|
—
|
$
|
609,531,954
|
||||||||
Investments in Securities (Liabilities)
|
Level 1
|
Level 2
|
Level 3
|
Total
|
||||||||||||
Options Written
|
$
|
4,690,425
|
$
|
—
|
$
|
—
|
$
|
4,690,425
|
NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)
|
NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)
|
NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)
|
Fund
|
Use
|
Average Number of Contracts
|
Guggenheim Enhanced Equity Income Fund
|
Hedge, Higher Investment Returns
|
971
|
Written Call Options
|
||||||||
Guggenheim
Enhanced Equity Income Fund |
||||||||
Number of contracts
|
Premium amount
|
|||||||
Balance at December 31, 2016
|
663
|
$
|
2,006,416
|
|||||
Options Written
|
13,794
|
37,920,135
|
||||||
Options terminated in closing purchase transactions
|
(12,778
|
) |
(35,824,416
|
) | ||||
Balance at March 31, 2017
|
1,679
|
$
|
4,102,135
|
NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)
|
Fund
|
Tax Cost
|
Tax Unrealized Gain
|
Tax Unrealized Loss
|
Net Unrealized Gain
|
Guggenheim Enhanced Equity Income Fund
|
$ 582,081,908
|
$ 42,695,122
|
$ (15,245,076)
|
$ 27,450,046
|
(a) |
The registrant’s principal executive officer and principal financial officer have evaluated the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “Investment Company Act”)) as of a date within 90 days of the filing date of this report and have concluded, based on such evaluation, that the registrant’s disclosure controls and procedures were effective, as of that date, in ensuring that information required to be disclosed by the registrant on this Form N-Q was recorded, processed, summarized and reported within the time periods specified in the Securities and Exchange Commission’s rules and forms.
|
(b) |
There was no change in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act) that occurred during the registrant’s last fiscal quarter that has materially affected or is reasonably likely to materially affect the registrant’s internal control over financial reporting.
|