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)
|
September 30, 2017
|
Shares
|
Value
|
|||||||
COMMON STOCKS† - 98.8%
|
||||||||
Consumer, Non-cyclical - 20.1%
|
||||||||
Robert Half International, Inc.1
|
17,686
|
$
|
890,314
|
|||||
United Rentals, Inc.*,1
|
6,350
|
880,999
|
||||||
Centene Corp.*,1
|
8,985
|
869,479
|
||||||
Cintas Corp.1
|
6,016
|
867,988
|
||||||
Tyson Foods, Inc. — Class A1
|
12,304
|
866,816
|
||||||
Nielsen Holdings plc1
|
20,908
|
866,637
|
||||||
Avery Dennison Corp.1
|
8,633
|
848,969
|
||||||
McCormick & Company, Inc.1
|
8,243
|
846,061
|
||||||
PayPal Holdings, Inc.*,1
|
13,162
|
842,763
|
||||||
Pfizer, Inc.1
|
23,594
|
842,305
|
||||||
AbbVie, Inc.1
|
9,427
|
837,682
|
||||||
Celgene Corp.*,1
|
5,726
|
834,966
|
||||||
Quanta Services, Inc.*,1
|
22,268
|
832,155
|
||||||
HCA Healthcare, Inc.*,1
|
10,442
|
831,079
|
||||||
Amgen, Inc.1
|
4,454
|
830,448
|
||||||
Eli Lilly & Co.1
|
9,703
|
829,995
|
||||||
S&P Global, Inc.1
|
5,295
|
827,661
|
||||||
Moody's Corp.1
|
5,944
|
827,464
|
||||||
Western Union Co.1
|
43,047
|
826,502
|
||||||
Align Technology, Inc.*
|
4,434
|
825,920
|
||||||
Abbott Laboratories1
|
15,466
|
825,265
|
||||||
Dentsply Sirona, Inc.1
|
13,768
|
823,463
|
||||||
Perrigo Company plc1
|
9,718
|
822,629
|
||||||
Sysco Corp.1
|
15,203
|
820,202
|
||||||
Altria Group, Inc.1
|
12,929
|
819,957
|
||||||
DaVita, Inc.*,1
|
13,798
|
819,463
|
||||||
Bristol-Myers Squibb Co.1
|
12,848
|
818,932
|
||||||
Hormel Foods Corp.1
|
25,461
|
818,317
|
||||||
H&R Block, Inc.1
|
30,849
|
816,882
|
||||||
Colgate-Palmolive Co.1
|
11,202
|
816,065
|
||||||
Boston Scientific Corp.*,1
|
27,945
|
815,156
|
||||||
Cigna Corp.1
|
4,359
|
814,871
|
||||||
Zimmer Biomet Holdings, Inc.1
|
6,954
|
814,244
|
||||||
Hershey Co.1
|
7,439
|
812,116
|
||||||
Verisk Analytics, Inc. — Class A*,1
|
9,755
|
811,518
|
||||||
Automatic Data Processing, Inc.1
|
7,422
|
811,373
|
||||||
Express Scripts Holding Co.*,1
|
12,791
|
809,926
|
||||||
Universal Health Services, Inc. — Class B1
|
7,281
|
807,754
|
||||||
Coty, Inc. — Class A1
|
48,849
|
807,474
|
||||||
Intuitive Surgical, Inc.*,1
|
772
|
807,419
|
||||||
Archer-Daniels-Midland Co.1
|
18,989
|
807,222
|
||||||
AmerisourceBergen Corp. — Class A1
|
9,752
|
806,978
|
||||||
Mondelez International, Inc. — Class A1
|
19,802
|
805,149
|
||||||
Gartner, Inc.*
|
6,469
|
804,808
|
||||||
Brown-Forman Corp. — Class B1
|
14,808
|
804,075
|
||||||
Global Payments, Inc.1
|
8,460
|
803,954
|
||||||
Stryker Corp.1
|
5,646
|
801,845
|
||||||
Merck & Company, Inc.1
|
12,518
|
801,528
|
||||||
Kimberly-Clark Corp.1
|
6,811
|
801,518
|
||||||
Alexion Pharmaceuticals, Inc.*,1
|
5,698
|
799,372
|
||||||
Johnson & Johnson1
|
6,142
|
798,521
|
||||||
Baxter International, Inc.1
|
12,714
|
797,804
|
||||||
Estee Lauder Companies, Inc. — Class A1
|
7,394
|
797,369
|
||||||
UnitedHealth Group, Inc.1
|
4,069
|
796,914
|
||||||
CR Bard, Inc.1
|
2,483
|
795,802
|
||||||
Danaher Corp.1
|
9,273
|
795,438
|
Shares
|
Value
|
|||||||
COMMON STOCKS† - 98.8% (continued)
|
||||||||
Consumer, Non-cyclical - 20.1% (continued)
|
||||||||
Thermo Fisher Scientific, Inc.1
|
4,199
|
$
|
794,451
|
|||||
IDEXX Laboratories, Inc.*,1
|
5,108
|
794,243
|
||||||
Church & Dwight Company, Inc.1
|
16,379
|
793,563
|
||||||
Zoetis, Inc.1
|
12,435
|
792,856
|
||||||
Constellation Brands, Inc. — Class A1
|
3,975
|
792,814
|
||||||
Clorox Co.1
|
6,002
|
791,724
|
||||||
Patterson Companies, Inc.1
|
20,435
|
789,813
|
||||||
Monster Beverage Corp.*,1
|
14,285
|
789,246
|
||||||
Ecolab, Inc.1
|
6,136
|
789,151
|
||||||
Quintiles IMS Holdings, Inc.*
|
8,294
|
788,511
|
||||||
Procter & Gamble Co.1
|
8,666
|
788,433
|
||||||
Anthem, Inc.1
|
4,151
|
788,192
|
||||||
JM Smucker Co.1
|
7,510
|
788,024
|
||||||
Cardinal Health, Inc.1
|
11,769
|
787,581
|
||||||
McKesson Corp.1
|
5,126
|
787,405
|
||||||
Conagra Brands, Inc.1
|
23,321
|
786,851
|
||||||
Mylan N.V.*,1
|
25,064
|
786,258
|
||||||
Campbell Soup Co.1
|
16,790
|
786,108
|
||||||
Aetna, Inc.1
|
4,940
|
785,509
|
||||||
Coca-Cola Co.1
|
17,376
|
782,094
|
||||||
PepsiCo, Inc.1
|
6,994
|
779,341
|
||||||
Dr Pepper Snapple Group, Inc.1
|
8,791
|
777,740
|
||||||
Edwards Lifesciences Corp.*,1
|
7,108
|
776,975
|
||||||
ResMed, Inc.
|
10,077
|
775,526
|
||||||
Becton Dickinson and Co.1
|
3,950
|
774,003
|
||||||
Biogen, Inc.*,1
|
2,465
|
771,841
|
||||||
Laboratory Corporation of America Holdings*,1
|
5,106
|
770,853
|
||||||
Vertex Pharmaceuticals, Inc.*,1
|
5,065
|
770,083
|
||||||
Kroger Co.1
|
38,203
|
766,352
|
||||||
Gilead Sciences, Inc.1
|
9,454
|
765,963
|
||||||
Illumina, Inc.*,1
|
3,837
|
764,330
|
||||||
Humana, Inc.1
|
3,136
|
764,024
|
||||||
Kraft Heinz Co.1
|
9,845
|
763,480
|
||||||
Philip Morris International, Inc.1
|
6,873
|
762,972
|
||||||
Regeneron Pharmaceuticals, Inc.*,1
|
1,706
|
762,787
|
||||||
Medtronic plc1
|
9,808
|
762,768
|
||||||
Hologic, Inc.*,1
|
20,735
|
760,767
|
||||||
Cooper Companies, Inc.1
|
3,199
|
758,515
|
||||||
Total System Services, Inc.1
|
11,579
|
758,425
|
||||||
Varian Medical Systems, Inc.*,1
|
7,560
|
756,454
|
||||||
Henry Schein, Inc.*,1
|
9,177
|
752,422
|
||||||
General Mills, Inc.1
|
14,535
|
752,332
|
||||||
IHS Markit Ltd.*
|
16,927
|
746,142
|
||||||
Molson Coors Brewing Co. — Class B1
|
9,116
|
744,230
|
||||||
Envision Healthcare Corp.*,1
|
16,336
|
734,303
|
||||||
Kellogg Co.1
|
11,754
|
733,097
|
||||||
Incyte Corp.*,1
|
6,214
|
725,422
|
||||||
Allergan plc1
|
3,445
|
706,053
|
||||||
Quest Diagnostics, Inc.1
|
7,482
|
700,614
|
||||||
Equifax, Inc.1
|
6,529
|
692,009
|
||||||
Total Consumer, Non-cyclical
|
84,470,176
|
|||||||
Financial - 20.1%
|
||||||||
Comerica, Inc.1
|
12,431
|
947,989
|
||||||
Citizens Financial Group, Inc.
|
24,522
|
928,648
|
||||||
Regions Financial Corp.1
|
60,676
|
924,095
|
||||||
SunTrust Banks, Inc.1
|
15,363
|
918,247
|
||||||
Huntington Bancshares, Inc.1
|
65,305
|
911,658
|
Guggenheim Enhanced Equity Income Fund
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
|
September 30, 2017
|
Shares
|
Value
|
|||||||
COMMON STOCKS† - 98.8% (continued)
|
||||||||
Financial - 20.1% (continued)
|
||||||||
Zions Bancorporation1
|
19,322
|
$
|
911,612
|
|||||
KeyCorp1
|
48,409
|
911,057
|
||||||
Charles Schwab Corp.1
|
20,800
|
909,791
|
||||||
Hartford Financial Services Group, Inc.1
|
16,407
|
909,439
|
||||||
Raymond James Financial, Inc.
|
10,682
|
900,813
|
||||||
Ameriprise Financial, Inc.1
|
6,059
|
899,822
|
||||||
Discover Financial Services1
|
13,954
|
899,754
|
||||||
M&T Bank Corp.1
|
5,584
|
899,247
|
||||||
Lincoln National Corp.1
|
12,227
|
898,440
|
||||||
People's United Financial, Inc.1
|
49,511
|
898,130
|
||||||
Fifth Third Bancorp1
|
32,054
|
896,871
|
||||||
Brighthouse Financial, Inc.*,1
|
14,751
|
896,861
|
||||||
Wells Fargo & Co.1
|
16,227
|
894,919
|
||||||
Navient Corp.1
|
59,553
|
894,486
|
||||||
PNC Financial Services Group, Inc.1
|
6,621
|
892,312
|
||||||
Bank of America Corp.1
|
35,149
|
890,676
|
||||||
Invesco Ltd.1
|
25,388
|
889,596
|
||||||
T. Rowe Price Group, Inc.1
|
9,796
|
888,007
|
||||||
MetLife, Inc.1
|
17,068
|
886,683
|
||||||
E*TRADE Financial Corp.*,1
|
20,286
|
884,672
|
||||||
Citigroup, Inc.1
|
12,159
|
884,446
|
||||||
Affiliated Managers Group, Inc.1
|
4,643
|
881,381
|
||||||
Morgan Stanley1
|
18,281
|
880,596
|
||||||
Goldman Sachs Group, Inc.1
|
3,704
|
878,552
|
||||||
Synchrony Financial1
|
28,180
|
874,989
|
||||||
Unum Group1
|
17,078
|
873,198
|
||||||
Franklin Resources, Inc.1
|
19,604
|
872,574
|
||||||
Capital One Financial Corp.1
|
10,287
|
870,897
|
||||||
JPMorgan Chase & Co.1
|
9,099
|
869,045
|
||||||
Prudential Financial, Inc.1
|
8,134
|
864,807
|
||||||
BlackRock, Inc. — Class A1
|
1,934
|
864,672
|
||||||
American Express Co.1
|
9,549
|
863,803
|
||||||
U.S. Bancorp1
|
16,098
|
862,692
|
||||||
BB&T Corp.1
|
18,297
|
858,861
|
||||||
Progressive Corp.1
|
17,717
|
857,857
|
||||||
SL Green Realty Corp. REIT1
|
8,429
|
854,025
|
||||||
Principal Financial Group, Inc.1
|
13,261
|
853,213
|
||||||
CME Group, Inc. — Class A1
|
6,284
|
852,613
|
||||||
Torchmark Corp.1
|
10,577
|
847,112
|
||||||
Assurant, Inc.1
|
8,863
|
846,594
|
||||||
Intercontinental Exchange, Inc.1
|
12,313
|
845,903
|
||||||
Bank of New York Mellon Corp.1
|
15,954
|
845,881
|
||||||
CBRE Group, Inc. — Class A*,1
|
22,201
|
840,974
|
||||||
Berkshire Hathaway, Inc. — Class B*,1
|
4,585
|
840,522
|
||||||
Nasdaq, Inc.1
|
10,821
|
839,385
|
||||||
Loews Corp.1
|
17,501
|
837,598
|
||||||
Vornado Realty Trust REIT1
|
10,887
|
836,993
|
||||||
Northern Trust Corp.1
|
9,095
|
836,103
|
||||||
Alliance Data Systems Corp.1
|
3,754
|
831,699
|
||||||
State Street Corp.1
|
8,697
|
830,911
|
||||||
Arthur J Gallagher & Co.1
|
13,479
|
829,632
|
||||||
Mastercard, Inc. — Class A1
|
5,863
|
827,856
|
||||||
CBOE Holdings, Inc.1
|
7,681
|
826,706
|
||||||
American International Group, Inc.1
|
13,459
|
826,248
|
||||||
Everest Re Group Ltd.
|
3,616
|
825,858
|
||||||
Allstate Corp.1
|
8,978
|
825,168
|
||||||
Aon plc1
|
5,640
|
824,004
|
Shares
|
Value
|
|||||||
COMMON STOCKS† - 98.8% (continued)
|
||||||||
Financial - 20.1% (continued)
|
||||||||
Travelers Companies, Inc.1
|
6,718
|
$
|
823,089
|
|||||
Marsh & McLennan Companies, Inc.1
|
9,818
|
822,847
|
||||||
Boston Properties, Inc. REIT1
|
6,695
|
822,682
|
||||||
XL Group Ltd.1
|
20,838
|
822,059
|
||||||
Host Hotels & Resorts, Inc. REIT1
|
44,328
|
819,625
|
||||||
Willis Towers Watson plc1
|
5,298
|
817,111
|
||||||
Macerich Co. REIT1
|
14,835
|
815,480
|
||||||
Weyerhaeuser Co. REIT1
|
23,959
|
815,325
|
||||||
Chubb Ltd.1
|
5,712
|
814,246
|
||||||
Cincinnati Financial Corp.1
|
10,619
|
813,097
|
||||||
Simon Property Group, Inc. REIT1
|
5,042
|
811,812
|
||||||
Visa, Inc. — Class A1
|
7,704
|
810,769
|
||||||
Aflac, Inc.1
|
9,911
|
806,656
|
||||||
Alexandria Real Estate Equities, Inc. REIT1
|
6,741
|
801,977
|
||||||
Prologis, Inc. REIT1
|
12,577
|
798,136
|
||||||
Mid-America Apartment Communities, Inc. REIT1
|
7,454
|
796,684
|
||||||
Duke Realty Corp. REIT
|
27,431
|
790,561
|
||||||
Digital Realty Trust, Inc. REIT1
|
6,670
|
789,261
|
||||||
Public Storage REIT1
|
3,685
|
788,553
|
||||||
GGP, Inc. REIT1
|
37,808
|
785,272
|
||||||
Extra Space Storage, Inc. REIT1
|
9,782
|
781,777
|
||||||
Iron Mountain, Inc. REIT1
|
20,094
|
781,657
|
||||||
Kimco Realty Corp. REIT1
|
39,888
|
779,810
|
||||||
Equity Residential REIT1
|
11,816
|
779,029
|
||||||
Regency Centers Corp. REIT1
|
12,536
|
777,733
|
||||||
Equinix, Inc. REIT1
|
1,741
|
777,008
|
||||||
Realty Income Corp. REIT1
|
13,561
|
775,554
|
||||||
SBA Communications Corp. REIT*
|
5,383
|
775,421
|
||||||
UDR, Inc. REIT1
|
20,342
|
773,606
|
||||||
Federal Realty Investment Trust REIT1
|
6,218
|
772,338
|
||||||
AvalonBay Communities, Inc. REIT1
|
4,308
|
768,633
|
||||||
Essex Property Trust, Inc. REIT1
|
3,018
|
766,663
|
||||||
Apartment Investment & Management Co. — Class A REIT1
|
17,321
|
759,699
|
||||||
American Tower Corp. — Class A REIT1
|
5,549
|
758,437
|
||||||
Welltower, Inc. REIT1
|
10,775
|
757,267
|
||||||
Crown Castle International Corp. REIT1
|
7,556
|
755,449
|
||||||
Ventas, Inc. REIT1
|
11,581
|
754,271
|
||||||
HCP, Inc. REIT1
|
26,632
|
741,169
|
||||||
Total Financial
|
84,067,956
|
|||||||
Consumer, Cyclical - 14.1%
|
||||||||
Gap, Inc.1
|
31,306
|
924,465
|
||||||
Michael Kors Holdings Ltd.*,1
|
19,088
|
913,361
|
||||||
L Brands, Inc.1
|
21,686
|
902,354
|
||||||
Genuine Parts Co.1
|
9,426
|
901,597
|
||||||
BorgWarner, Inc.1
|
17,414
|
892,119
|
||||||
CarMax, Inc.*,1
|
11,750
|
890,768
|
||||||
Ross Stores, Inc.1
|
13,749
|
887,773
|
||||||
DR Horton, Inc.1
|
22,195
|
886,246
|
||||||
AutoZone, Inc.*,1
|
1,489
|
886,119
|
||||||
Goodyear Tire & Rubber Co.1
|
26,544
|
882,588
|
||||||
General Motors Co.1
|
21,745
|
878,064
|
Guggenheim Enhanced Equity Income Fund
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
|
September 30, 2017
|
Shares
|
Value
|
|||||||
COMMON STOCKS† - 98.8% (continued)
|
||||||||
Consumer, Cyclical - 14.1% (continued)
|
||||||||
WW Grainger, Inc.1
|
4,876
|
$
|
876,461
|
|||||
American Airlines Group, Inc.1
|
18,453
|
876,333
|
||||||
Kohl's Corp.1
|
19,156
|
874,471
|
||||||
O'Reilly Automotive, Inc.*,1
|
4,041
|
870,310
|
||||||
Dollar General Corp.1
|
10,648
|
863,020
|
||||||
Whirlpool Corp.1
|
4,670
|
861,335
|
||||||
Wyndham Worldwide Corp.1
|
8,170
|
861,201
|
||||||
PACCAR, Inc.1
|
11,901
|
860,918
|
||||||
Fastenal Co.1
|
18,846
|
859,001
|
||||||
Hilton Worldwide Holdings, Inc.
|
12,351
|
857,777
|
||||||
Marriott International, Inc. — Class A1
|
7,778
|
857,602
|
||||||
PulteGroup, Inc.1
|
31,232
|
853,571
|
||||||
Southwest Airlines Co.1
|
15,217
|
851,848
|
||||||
Advance Auto Parts, Inc.1
|
8,556
|
848,755
|
||||||
Ford Motor Co.1
|
70,823
|
847,751
|
||||||
Leggett & Platt, Inc.1
|
17,760
|
847,685
|
||||||
Tractor Supply Co.1
|
13,340
|
844,289
|
||||||
Dollar Tree, Inc.*,1
|
9,713
|
843,283
|
||||||
Lennar Corp. — Class A1
|
15,919
|
840,523
|
||||||
Costco Wholesale Corp.1
|
5,114
|
840,179
|
||||||
United Continental Holdings, Inc.*,1
|
13,782
|
839,048
|
||||||
Hasbro, Inc.1
|
8,551
|
835,176
|
||||||
LKQ Corp.*,1
|
23,113
|
831,837
|
||||||
Wynn Resorts Ltd.1
|
5,570
|
829,484
|
||||||
Target Corp.1
|
14,049
|
829,031
|
||||||
Alaska Air Group, Inc.1
|
10,829
|
825,928
|
||||||
Best Buy Company, Inc.1
|
14,496
|
825,692
|
||||||
Chipotle Mexican Grill, Inc. — Class A*,1
|
2,681
|
825,292
|
||||||
Home Depot, Inc.1
|
5,039
|
824,179
|
||||||
Macy's, Inc.1
|
37,737
|
823,421
|
||||||
Nordstrom, Inc.1
|
17,452
|
822,862
|
||||||
CVS Health Corp.1
|
10,092
|
820,681
|
||||||
TJX Companies, Inc.1
|
11,114
|
819,435
|
||||||
Delphi Automotive plc1
|
8,323
|
818,983
|
||||||
Lowe's Companies, Inc.1
|
10,241
|
818,666
|
||||||
Harley-Davidson, Inc.1
|
16,981
|
818,654
|
||||||
VF Corp.1
|
12,877
|
818,591
|
||||||
Delta Air Lines, Inc.1
|
16,956
|
817,618
|
||||||
Signet Jewelers Ltd.1
|
12,285
|
817,567
|
||||||
Mattel, Inc.1
|
52,654
|
815,084
|
||||||
Royal Caribbean Cruises Ltd.1
|
6,850
|
811,999
|
||||||
Starbucks Corp.1
|
15,041
|
807,852
|
||||||
Darden Restaurants, Inc.1
|
10,243
|
806,944
|
||||||
Coach, Inc.1
|
19,900
|
801,572
|
||||||
Ulta Beauty, Inc.*,1
|
3,545
|
801,383
|
||||||
NIKE, Inc. — Class B1
|
15,413
|
799,164
|
||||||
Wal-Mart Stores, Inc.1
|
10,200
|
797,028
|
||||||
PVH Corp.1
|
6,297
|
793,800
|
||||||
Foot Locker, Inc.1
|
22,518
|
793,084
|
||||||
Tiffany & Co.1
|
8,636
|
792,612
|
||||||
Carnival Corp.1
|
12,270
|
792,274
|
||||||
McDonald's Corp.1
|
5,037
|
789,197
|
||||||
Hanesbrands, Inc.1
|
32,016
|
788,874
|
||||||
MGM Resorts International
|
24,197
|
788,580
|
||||||
Ralph Lauren Corp. — Class A1
|
8,861
|
782,338
|
||||||
Newell Brands, Inc.1
|
18,269
|
779,538
|
||||||
Yum! Brands, Inc.1
|
10,520
|
774,377
|
||||||
Mohawk Industries, Inc.*,1
|
3,119
|
771,984
|
Shares
|
Value
|
|||||||
COMMON STOCKS† - 98.8% (continued)
|
||||||||
Consumer, Cyclical - 14.1% (continued)
|
||||||||
Walgreens Boots Alliance, Inc.1
|
9,885
|
$
|
763,320
|
|||||
Under Armour, Inc. — Class A*,1
|
24,008
|
395,652
|
||||||
Under Armour, Inc. — Class C*,1
|
23,965
|
359,954
|
||||||
Total Consumer, Cyclical
|
59,250,522
|
|||||||
Industrial - 13.6%
|
||||||||
Pentair plc1
|
12,972
|
881,577
|
||||||
Textron, Inc.1
|
16,340
|
880,399
|
||||||
J.B. Hunt Transport Services, Inc.1
|
7,900
|
877,533
|
||||||
Rockwell Automation, Inc.1
|
4,905
|
874,121
|
||||||
Parker-Hannifin Corp.1
|
4,986
|
872,650
|
||||||
Union Pacific Corp.1
|
7,505
|
870,355
|
||||||
Flowserve Corp.1
|
20,378
|
867,899
|
||||||
Fluor Corp.1
|
20,576
|
866,250
|
||||||
Northrop Grumman Corp.1
|
3,008
|
865,462
|
||||||
Harris Corp.1
|
6,567
|
864,743
|
||||||
FedEx Corp.1
|
3,823
|
862,392
|
||||||
Deere & Co.1
|
6,859
|
861,422
|
||||||
Allegion plc1
|
9,956
|
860,894
|
||||||
Norfolk Southern Corp.1
|
6,492
|
858,502
|
||||||
Jacobs Engineering Group, Inc.1
|
14,727
|
858,142
|
||||||
Fortive Corp.1
|
12,102
|
856,700
|
||||||
Boeing Co.1
|
3,369
|
856,433
|
||||||
Eaton Corporation plc1
|
11,152
|
856,362
|
||||||
CSX Corp.1
|
15,732
|
853,618
|
||||||
United Technologies Corp.1
|
7,344
|
852,492
|
||||||
Caterpillar, Inc.1
|
6,829
|
851,645
|
||||||
Illinois Tool Works, Inc.1
|
5,745
|
850,030
|
||||||
TE Connectivity Ltd.1
|
10,193
|
846,631
|
||||||
AO Smith Corp.
|
14,235
|
845,986
|
||||||
Amphenol Corp. — Class A1
|
9,992
|
845,723
|
||||||
Expeditors International of Washington, Inc.1
|
14,123
|
845,403
|
||||||
Corning, Inc.1
|
28,190
|
843,445
|
||||||
Dover Corp.1
|
9,216
|
842,250
|
||||||
United Parcel Service, Inc. — Class B1
|
6,993
|
839,789
|
||||||
Fortune Brands Home & Security, Inc.1
|
12,487
|
839,501
|
||||||
Kansas City Southern1
|
7,704
|
837,271
|
||||||
Emerson Electric Co.1
|
13,321
|
837,092
|
||||||
General Dynamics Corp.1
|
4,066
|
835,888
|
||||||
Roper Technologies, Inc.1
|
3,433
|
835,592
|
||||||
Masco Corp.1
|
21,414
|
835,360
|
||||||
L3 Technologies, Inc.1
|
4,416
|
832,107
|
||||||
Garmin Ltd.1
|
15,395
|
830,868
|
||||||
CH Robinson Worldwide, Inc.1
|
10,911
|
830,327
|
||||||
Cummins, Inc.1
|
4,941
|
830,236
|
||||||
AMETEK, Inc.1
|
12,561
|
829,528
|
||||||
Honeywell International, Inc.1
|
5,848
|
828,896
|
||||||
Johnson Controls International plc1
|
20,545
|
827,758
|
||||||
Raytheon Co.1
|
4,428
|
826,176
|
||||||
Stanley Black & Decker, Inc.1
|
5,471
|
825,957
|
||||||
Ball Corp.1
|
19,974
|
824,927
|
||||||
Lockheed Martin Corp.1
|
2,656
|
824,130
|
||||||
FLIR Systems, Inc.1
|
21,139
|
822,518
|
||||||
Mettler-Toledo International, Inc.*,1
|
1,313
|
822,148
|
||||||
3M Co.1
|
3,912
|
821,129
|
||||||
Ingersoll-Rand plc1
|
9,199
|
820,275
|
Guggenheim Enhanced Equity Income Fund
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
|
September 30, 2017
|
Shares
|
Value
|
|||||||
COMMON STOCKS† - 98.8% (continued)
|
||||||||
Industrial - 13.6% (continued)
|
||||||||
PerkinElmer, Inc.1
|
11,892
|
$
|
820,191
|
|||||
Stericycle, Inc.*,1
|
11,451
|
820,121
|
||||||
Arconic, Inc.1
|
32,947
|
819,721
|
||||||
General Electric Co.1
|
33,776
|
816,704
|
||||||
Waste Management, Inc.1
|
10,433
|
816,591
|
||||||
Snap-on, Inc.1
|
5,473
|
815,532
|
||||||
Republic Services, Inc. — Class A1
|
12,291
|
811,943
|
||||||
Packaging Corporation of America
|
7,071
|
810,902
|
||||||
TransDigm Group, Inc.1
|
3,167
|
809,644
|
||||||
WestRock Co.1
|
14,247
|
808,232
|
||||||
Rockwell Collins, Inc.1
|
6,144
|
803,082
|
||||||
Xylem, Inc.1
|
12,815
|
802,603
|
||||||
Sealed Air Corp.1
|
18,702
|
798,949
|
||||||
Agilent Technologies, Inc.1
|
12,374
|
794,411
|
||||||
Vulcan Materials Co.1
|
6,621
|
791,872
|
||||||
Martin Marietta Materials, Inc.1
|
3,795
|
782,643
|
||||||
Waters Corp.*,1
|
4,313
|
774,270
|
||||||
Acuity Brands, Inc.1
|
4,476
|
766,649
|
||||||
Total Industrial
|
56,790,592
|
|||||||
Technology - 9.2%
|
||||||||
Micron Technology, Inc.*,1
|
24,794
|
975,147
|
||||||
Applied Materials, Inc.1
|
18,141
|
944,965
|
||||||
NetApp, Inc.1
|
20,827
|
911,389
|
||||||
KLA-Tencor Corp.1
|
8,527
|
903,862
|
||||||
Hewlett Packard Enterprise Co.1
|
61,323
|
902,061
|
||||||
Lam Research Corp.1
|
4,854
|
898,184
|
||||||
Xilinx, Inc.1
|
12,636
|
895,008
|
||||||
Texas Instruments, Inc.1
|
9,887
|
886,271
|
||||||
NVIDIA Corp.1
|
4,915
|
878,655
|
||||||
Intel Corp.1
|
22,863
|
870,623
|
||||||
Analog Devices, Inc.1
|
10,002
|
861,872
|
||||||
Akamai Technologies, Inc.*,1
|
17,490
|
852,114
|
||||||
Xerox Corp.1
|
25,493
|
848,662
|
||||||
Paychex, Inc.1
|
14,140
|
847,834
|
||||||
Fiserv, Inc.*,1
|
6,559
|
845,849
|
||||||
QUALCOMM, Inc.1
|
16,208
|
840,223
|
||||||
HP, Inc.1
|
42,080
|
839,917
|
||||||
Advanced Micro Devices, Inc.*
|
65,607
|
836,489
|
||||||
Microchip Technology, Inc.1
|
9,293
|
834,326
|
||||||
Seagate Technology plc1
|
25,150
|
834,226
|
||||||
Red Hat, Inc.*,1
|
7,511
|
832,669
|
||||||
Cadence Design Systems, Inc.*
|
21,039
|
830,409
|
||||||
Cerner Corp.*,1
|
11,601
|
827,383
|
||||||
Citrix Systems, Inc.*,1
|
10,707
|
822,512
|
||||||
DXC Technology Co.1
|
9,559
|
820,927
|
||||||
Cognizant Technology Solutions Corp. — Class A1
|
11,315
|
820,790
|
||||||
International Business Machines Corp.1
|
5,648
|
819,412
|
||||||
Synopsys, Inc.*,1
|
10,115
|
814,561
|
||||||
Fidelity National Information Services, Inc.1
|
8,716
|
813,987
|
||||||
Accenture plc — Class A1
|
6,016
|
812,581
|
||||||
Microsoft Corp.1
|
10,876
|
810,153
|
||||||
CA, Inc.1
|
24,262
|
809,866
|
||||||
Intuit, Inc.1
|
5,683
|
807,782
|
||||||
CSRA, Inc.1
|
24,994
|
806,556
|
||||||
Electronic Arts, Inc.*,1
|
6,802
|
803,044
|
||||||
Broadcom Ltd.1
|
3,296
|
799,412
|
Shares
|
Value
|
|||||||
COMMON STOCKS† - 98.8% (continued)
|
||||||||
Technology - 9.2% (continued)
|
||||||||
Activision Blizzard, Inc.1
|
12,391
|
$
|
799,343
|
|||||
Western Digital Corp.1
|
9,248
|
799,027
|
||||||
Qorvo, Inc.*,1
|
11,235
|
794,090
|
||||||
Autodesk, Inc.*,1
|
7,030
|
789,188
|
||||||
Skyworks Solutions, Inc.1
|
7,689
|
783,509
|
||||||
Apple, Inc.1
|
5,071
|
781,543
|
||||||
salesforce.com, Inc.*,1
|
8,343
|
779,403
|
||||||
Adobe Systems, Inc.*,1
|
5,179
|
772,603
|
||||||
ANSYS, Inc.*
|
6,264
|
768,781
|
||||||
Oracle Corp.1
|
15,598
|
754,163
|
||||||
Total Technology
|
38,381,371
|
|||||||
Energy - 6.8%
|
||||||||
Marathon Oil Corp.1
|
71,136
|
964,603
|
||||||
Newfield Exploration Co.*,1
|
32,442
|
962,553
|
||||||
Anadarko Petroleum Corp.1
|
19,662
|
960,489
|
||||||
Chesapeake Energy Corp.*,1
|
221,033
|
950,442
|
||||||
Range Resources Corp.1
|
48,526
|
949,654
|
||||||
Concho Resources, Inc.*,1
|
7,179
|
945,618
|
||||||
Devon Energy Corp.1
|
25,566
|
938,528
|
||||||
Apache Corp.1
|
20,471
|
937,572
|
||||||
Hess Corp.1
|
19,979
|
936,815
|
||||||
Noble Energy, Inc.1
|
32,679
|
926,776
|
||||||
Pioneer Natural Resources Co.1
|
6,261
|
923,748
|
||||||
Helmerich & Payne, Inc.1
|
17,690
|
921,826
|
||||||
Cimarex Energy Co.1
|
8,087
|
919,249
|
||||||
Halliburton Co.1
|
19,969
|
919,173
|
||||||
ConocoPhillips1
|
18,092
|
905,505
|
||||||
National Oilwell Varco, Inc.1
|
25,340
|
905,398
|
||||||
EOG Resources, Inc.1
|
9,271
|
896,877
|
||||||
Valero Energy Corp.1
|
11,569
|
890,003
|
||||||
TechnipFMC plc*,1
|
31,551
|
880,904
|
||||||
Phillips 661
|
9,499
|
870,203
|
||||||
Schlumberger Ltd.1
|
12,404
|
865,303
|
||||||
Equities Corp.1
|
13,261
|
865,148
|
||||||
Occidental Petroleum Corp.1
|
13,356
|
857,589
|
||||||
Baker Hughes a GE Co.1
|
23,375
|
855,993
|
||||||
Chevron Corp.1
|
7,263
|
853,403
|
||||||
Marathon Petroleum Corp.1
|
15,061
|
844,621
|
||||||
Exxon Mobil Corp.1
|
10,208
|
836,852
|
||||||
Cabot Oil & Gas Corp. — Class A1
|
30,980
|
828,715
|
||||||
Andeavor1
|
7,920
|
816,948
|
||||||
Williams Companies, Inc.1
|
27,098
|
813,212
|
||||||
Kinder Morgan, Inc.1
|
42,036
|
806,250
|
||||||
ONEOK, Inc.1
|
14,310
|
792,917
|
||||||
Total Energy
|
28,542,887
|
|||||||
Communications - 6.1%
|
||||||||
Symantec Corp.1
|
27,252
|
894,139
|
||||||
AT&T, Inc.1
|
22,606
|
885,476
|
||||||
Verizon Communications, Inc.1
|
17,448
|
863,502
|
||||||
Cisco Systems, Inc.1
|
25,558
|
859,516
|
||||||
Juniper Networks, Inc.1
|
30,223
|
841,106
|
||||||
F5 Networks, Inc.*,1
|
6,962
|
839,339
|
||||||
VeriSign, Inc.*,1
|
7,788
|
828,565
|
||||||
Netflix, Inc.*,1
|
4,561
|
827,137
|
||||||
Time Warner, Inc.1
|
8,029
|
822,570
|
||||||
Viacom, Inc. — Class B1
|
29,504
|
821,391
|
||||||
Interpublic Group of Companies, Inc.1
|
39,477
|
820,727
|
||||||
CenturyLink, Inc.1
|
43,395
|
820,166
|
||||||
Expedia, Inc.1
|
5,689
|
818,875
|
||||||
eBay, Inc.*,1
|
21,290
|
818,813
|
Guggenheim Enhanced Equity Income Fund
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
|
September 30, 2017
|
Shares
|
Value
|
|||||||
COMMON STOCKS† - 98.8% (continued)
|
||||||||
Communications - 6.1% (continued)
|
||||||||
Omnicom Group, Inc.1
|
11,047
|
$
|
818,251
|
|||||
Walt Disney Co.1
|
8,288
|
816,948
|
||||||
Level 3 Communications, Inc.*,1
|
15,235
|
811,873
|
||||||
Comcast Corp. — Class A1
|
21,056
|
810,235
|
||||||
Scripps Networks Interactive, Inc. — Class A1
|
9,413
|
808,483
|
||||||
Facebook, Inc. — Class A*,1
|
4,706
|
804,114
|
||||||
Motorola Solutions, Inc.1
|
9,452
|
802,191
|
||||||
Amazon.com, Inc.*,1
|
833
|
800,805
|
||||||
Priceline Group, Inc.*,1
|
437
|
800,068
|
||||||
DISH Network Corp. — Class A*,1
|
14,735
|
799,079
|
||||||
CBS Corp. — Class B1
|
13,540
|
785,320
|
||||||
Charter Communications, Inc. — Class A*,1
|
2,047
|
743,921
|
||||||
TripAdvisor, Inc.*,1
|
17,855
|
723,663
|
||||||
News Corp. — Class A1
|
46,399
|
615,251
|
||||||
Twenty-First Century Fox, Inc. — Class A1
|
21,433
|
565,403
|
||||||
Discovery Communications, Inc. — Class C*,1
|
22,626
|
458,403
|
||||||
Alphabet, Inc. — Class A*,1
|
430
|
418,700
|
||||||
Alphabet, Inc. — Class C*,1
|
431
|
413,376
|
||||||
Discovery Communications, Inc. — Class A*,1
|
16,503
|
351,349
|
||||||
Twenty-First Century Fox, Inc. — Class B1
|
9,921
|
255,863
|
||||||
News Corp. — Class B1
|
14,542
|
198,498
|
||||||
Total Communications
|
25,363,116
|
|||||||
Utilities - 5.2%
|
||||||||
NRG Energy, Inc.1
|
33,635
|
860,721
|
||||||
Public Service Enterprise Group, Inc.1
|
17,321
|
801,096
|
||||||
NextEra Energy, Inc.1
|
5,426
|
795,180
|
||||||
American Water Works Company, Inc.1
|
9,817
|
794,293
|
||||||
Exelon Corp.1
|
21,078
|
794,008
|
||||||
AES Corp.1
|
71,771
|
790,916
|
||||||
Southern Co.1
|
16,027
|
787,567
|
||||||
CenterPoint Energy, Inc.1
|
26,809
|
783,091
|
||||||
Dominion Energy, Inc.1
|
10,153
|
781,070
|
||||||
PG&E Corp.1
|
11,389
|
775,477
|
||||||
Ameren Corp.1
|
13,389
|
774,420
|
||||||
Alliant Energy Corp.1
|
18,628
|
774,366
|
||||||
PPL Corp.1
|
20,342
|
771,979
|
||||||
Sempra Energy1
|
6,752
|
770,606
|
||||||
FirstEnergy Corp.1
|
24,978
|
770,072
|
||||||
Entergy Corp.1
|
10,081
|
769,785
|
||||||
Duke Energy Corp.1
|
9,165
|
769,127
|
||||||
Edison International1
|
9,965
|
768,999
|
||||||
Eversource Energy1
|
12,672
|
765,896
|
||||||
CMS Energy Corp.1
|
16,534
|
765,855
|
||||||
DTE Energy Co.1
|
7,130
|
765,477
|
||||||
American Electric Power Company, Inc.1
|
10,845
|
761,753
|
||||||
NiSource, Inc.1
|
29,678
|
759,460
|
||||||
Consolidated Edison, Inc.1
|
9,406
|
758,876
|
||||||
WEC Energy Group, Inc.1
|
12,073
|
757,943
|
||||||
Xcel Energy, Inc.1
|
16,017
|
757,924
|
||||||
Pinnacle West Capital Corp.1
|
8,938
|
755,797
|
||||||
SCANA Corp.1
|
13,584
|
658,688
|
||||||
Total Utilities
|
21,640,442
|
Shares
|
Value
|
|||||||
COMMON STOCKS† - 98.8% (continued)
|
||||||||
Basic Materials - 3.4%
|
||||||||
Albemarle Corp.1
|
6,802
|
$
|
927,180
|
|||||
Mosaic Co.1
|
41,493
|
895,833
|
||||||
CF Industries Holdings, Inc.1
|
25,111
|
882,903
|
||||||
LyondellBasell Industries N.V. — Class A1
|
8,783
|
869,956
|
||||||
DowDuPont, Inc.1
|
12,406
|
858,867
|
||||||
Eastman Chemical Co.1
|
9,484
|
858,207
|
||||||
Praxair, Inc.1
|
6,074
|
848,781
|
||||||
PPG Industries, Inc.1
|
7,766
|
843,854
|
||||||
Air Products & Chemicals, Inc.1
|
5,549
|
839,120
|
||||||
Sherwin-Williams Co.1
|
2,335
|
836,023
|
||||||
International Paper Co.1
|
14,686
|
834,459
|
||||||
Nucor Corp.1
|
14,748
|
826,478
|
||||||
FMC Corp.1
|
9,233
|
824,599
|
||||||
Monsanto Co.1
|
6,852
|
821,007
|
||||||
International Flavors & Fragrances, Inc.1
|
5,672
|
810,586
|
||||||
Freeport-McMoRan, Inc.*,1
|
56,500
|
793,260
|
||||||
Newmont Mining Corp.1
|
20,466
|
767,680
|
||||||
Total Basic Materials
|
14,338,793
|
|||||||
Diversified - 0.2%
|
||||||||
Leucadia National Corp.1
|
35,982
|
908,546
|
||||||
Total Common Stocks
|
||||||||
(Cost $386,831,070)
|
413,754,401
|
|||||||
EXCHANGE-TRADED FUNDS† - 45.5%
|
||||||||
iShares Russell 2000 Index ETF1,2
|
428,701
|
63,524,914
|
||||||
PowerShares QQQ Trust Series 11,2
|
436,642
|
63,509,579
|
||||||
SPDR S&P 500 ETF Trust1,2
|
252,559
|
63,450,398
|
||||||
Total Exchange-Traded Funds
|
||||||||
(Cost $170,135,072)
|
190,484,891
|
|||||||
MONEY MARKET FUND† - 1.9%
|
||||||||
Dreyfus Treasury Securities Cash Management Fund - Institutional Class 0.90%3
|
8,016,736
|
8,016,736
|
||||||
Total Money Market Fund
|
||||||||
(Cost $8,016,736)
|
8,016,736
|
|||||||
Total Investments - 146.2%
|
||||||||
(Cost $564,982,878)
|
$
|
612,256,028
|
Contracts
|
Value
|
|||||||
LISTED OPTIONS WRITTEN† - (1.1)%
|
||||||||
Call options on:
|
||||||||
S&P 500 Index Expiring October 2017 with strike price of $2,510 (Notional Value $76,185,446)*
|
504
|
(1,081,080
|
)
|
|||||
Russell 2000 Index Expiring October 2017 with strike price of $1,485 (Notional Value $72,317,195)*
|
851
|
(1,778,590
|
)
|
|||||
NASDAQ-100 Index Expiring October 2017 with strike price of $5,940 (Notional Value $77,943,737)*
|
213
|
(1,881,855
|
)
|
|||||
Total Call options
|
(4,741,525
|
)
|
||||||
Total Listed Options Written
|
||||||||
(Premiums received $3,967,517)
|
(4,741,525
|
)
|
||||||
Other Assets & Liabilities, net - (45.1)%
|
(188,714,937
|
)
|
||||||
Total Net Assets - 100.0%
|
$
|
418,799,566
|
Guggenheim Enhanced Equity Income Fund
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
|
September 30, 2017
|
*
|
Non-income producing security.
|
†
|
Value determined based on Level 1 inputs - See Note 3.
|
1 | All or portion of these securities have been physically segregated in connection with borrowings. As of September 30, 2017, the total value of the securities segregated was $326,536,280.62 |
2 | Security represents cover for outstanding written options. |
3 | Rate indicated is the 7 day yield as of September 30, 2017. |
plc
|
Public Limited Company
|
REIT | Real Estate Investment Trust |
See Sector Classification in Other Information section.
|
|
|
The following table summarizes the inputs used to value the Fund's investments at September 30, 2017 (See Note 3 in the Notes to Schedule of Investments):
|
Investments in Securities (Assets)
|
Level 1 Quoted Prices
|
Level 2 Significant Observable Inputs
|
Level 3 Significant Unobservable Inputs
|
Total
|
||||||||||||
Common Stocks
|
$
|
413,754,401
|
$
|
—
|
$
|
—
|
$
|
413,754,401
|
||||||||
Exchange-Traded Funds
|
190,484,891
|
—
|
—
|
190,484,891
|
||||||||||||
Money Market Fund
|
8,016,736
|
—
|
—
|
8,016,736
|
||||||||||||
Total Assets
|
$
|
612,256,028
|
$
|
—
|
$
|
—
|
$
|
612,256,028
|
||||||||
Investments in Securities (Liabilities)
|
Level 1 Quoted Prices
|
Level 2 Significant Observable Inputs
|
Level 3 Significant Unobservable Inputs
|
Total
|
||||||||||||
Options Written
|
$
|
4,741,525
|
$
|
—
|
$
|
—
|
$
|
4,741,525
|
||||||||
Total Liabilities
|
$
|
4,741,525
|
$
|
—
|
$
|
—
|
$
|
4,741,525
|
Transfers between investment levels may occur as the markets fluctuate and/or the availability of data used in an investment’s valuation changes. Transfers between valuation levels, if any, are in comparison to the valuation levels at the end of the previous fiscal year, and are effective using the fair value as of the end of the current fiscal period.
|
For the period ended September 30, 2017, there were no transfers between levels.
|
NOTES TO FINANCIAL STATEMENTS (Unaudited)
|
|
NOTES TO FINANCIAL STATEMENTS (Unaudited)
|
|
NOTES TO FINANCIAL STATEMENTS (Unaudited)
|
|
Fund ID
|
Fund
|
Tax Cost
|
Tax Unrealized Gain
|
Tax Unrealized Loss
|
Net Unrealized Gain (Loss)
|
3006
|
Guggenheim Enhanced Equity Income Fund
|
562,574,606
|
63,586,665
|
(18,646,768)
|
44,939,897
|
(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.
|