UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC  20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY

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)

Registrant’s telephone number, including area code: (312) 827-0100

Date of fiscal year end: December 31
Date of reporting period: March 29, 2018

 


Item 1.    Schedule of Investments.
Attached hereto.

Guggenheim Enhanced Equity Income Fund
 
SCHEDULE OF INVESTMENTS (Unaudited)                  
March 29, 2018
   
 
 
Shares
   
Value
 
COMMON STOCKS - 98.2%
         
Consumer, Non-cyclical - 20.6%
         
Allergan plc1
5,301
 
$
892,105
 
Centene Corp.*,1
8,121
   
867,891
 
Estee Lauder Companies, Inc. Class A1
5,748
   
860,591
 
Hormel Foods Corp.1
24,695
   
847,532
 
Ecolab, Inc.1
6,179
   
846,956
 
Clorox Co.1
6,337
   
843,518
 
Regeneron Pharmaceuticals, Inc.*,1
2,440
   
840,238
 
Colgate-Palmolive Co.1
11,703
   
838,871
 
Dr Pepper Snapple Group, Inc.1
7,068
   
836,710
 
Archer-Daniels-Midland Co.1
19,254
   
835,046
 
Edwards Lifesciences Corp.*,1
5,984
   
834,888
 
Church & Dwight Company, Inc.1
16,479
   
829,883
 
Kroger Co.1
34,622
   
828,851
 
Campbell Soup Co.1
19,117
   
827,957
 
Constellation Brands, Inc. Class A1
3,619
   
824,843
 
Brown-Forman Corp. Class B1
15,144
   
823,834
 
Zoetis, Inc.1
9,864
   
823,743
 
ResMed, Inc.1
8,364
   
823,603
 
Merck & Company, Inc.1
15,120
   
823,586
 
Procter & Gamble Co.1
10,383
   
823,164
 
Humana, Inc.1
3,059
   
822,351
 
Hershey Co.1
8,307
   
822,061
 
Monster Beverage Corp.*,1
14,359
   
821,478
 
Kimberly-Clark Corp.1
7,447
   
820,138
 
IHS Markit Ltd.*
16,993
   
819,742
 
Verisk Analytics, Inc. Class A*,1
7,877
   
819,208
 
Henry Schein, Inc.*,1
12,183
   
818,819
 
Perrigo Company plc1
9,814
   
817,899
 
Nektar Therapeutics*,1
7,695
   
817,671
 
S&P Global, Inc.1
4,276
   
816,973
 
Sysco Corp.1
13,605
   
815,756
 
Eli Lilly & Co.1
10,472
   
810,218
 
PepsiCo, Inc.1
7,408
   
808,583
 
Varian Medical Systems, Inc.*,1
6,588
   
808,018
 
Conagra Brands, Inc.1
21,905
   
807,857
 
Coca-Cola Co.1
18,601
   
807,841
 
Mylan N.V.*,1
19,612
   
807,426
 
Cigna Corp.1
4,809
   
806,662
 
Stryker Corp.1
5,010
   
806,209
 
Tyson Foods, Inc. Class A1
11,014
   
806,115
 
Pfizer, Inc.1
22,673
   
804,665
 
Medtronic plc1
10,026
   
804,286
 
Celgene Corp.*,1
9,007
   
803,514
 
McCormick & Company, Inc.1
7,542
   
802,393
 
Becton Dickinson and Co.1
3,687
   
798,973
 
Johnson & Johnson1
6,231
   
798,503
 
Gartner, Inc.*,1
6,788
   
798,405
 
Boston Scientific Corp.*,1
29,212
   
798,072
 
Biogen, Inc.*,1
2,914
   
797,912
 
Cintas Corp.1
4,676
   
797,632
 
Robert Half International, Inc.1
13,778
   
797,608
 
Automatic Data Processing, Inc.1
7,016
   
796,176
 
JM Smucker Co.1
6,417
   
795,772
 
Quanta Services, Inc.*,1
23,164
   
795,683
 
 
 
Shares
   
Value
 
COMMON STOCKS - 98.2% (continued)
         
Consumer, Non-cyclical - 20.6% (continued)
         
Western Union Co.1
41,334
 
$
794,853
 
Aetna, Inc.1
4,700
   
794,300
 
Nielsen Holdings plc1
24,954
   
793,288
 
Global Payments, Inc.1
7,112
   
793,130
 
Total System Services, Inc.1
9,187
   
792,471
 
Altria Group, Inc.1
12,699
   
791,402
 
UnitedHealth Group, Inc.1
3,698
   
791,372
 
Moody’s Corp.1
4,903
   
790,854
 
Thermo Fisher Scientific, Inc.1
3,826
   
789,916
 
Illumina, Inc.*,1
3,333
   
787,988
 
Hologic, Inc.*,1
21,069
   
787,138
 
Baxter International, Inc.1
12,102
   
787,114
 
Danaher Corp.1
8,036
   
786,805
 
Anthem, Inc.1
3,581
   
786,746
 
Coty, Inc. Class A1
42,974
   
786,424
 
Equifax, Inc.1
6,674
   
786,264
 
Mondelez International, Inc. Class A1
18,832
   
785,859
 
Abbott Laboratories1
13,108
   
785,431
 
IDEXX Laboratories, Inc.*,1
4,103
   
785,273
 
PayPal Holdings, Inc.*,1
10,330
   
783,737
 
Quest Diagnostics, Inc.1
7,792
   
781,537
 
Intuitive Surgical, Inc.*,1
1,893
   
781,487
 
Universal Health Services, Inc. Class B1
6,582
   
779,375
 
Gilead Sciences, Inc.1
10,328
   
778,628
 
HCA Healthcare, Inc.1
8,024
   
778,328
 
Bristol-Myers Squibb Co.1
12,275
   
776,394
 
IQVIA Holdings, Inc.*,1
7,895
   
774,578
 
Molson Coors Brewing Co. Class B1
10,281
   
774,468
 
Kraft Heinz Co.1
12,400
   
772,396
 
Kellogg Co.1
11,867
   
771,474
 
Vertex Pharmaceuticals, Inc.*,1
4,730
   
770,895
 
Align Technology, Inc.*,1
3,068
   
770,467
 
Laboratory Corporation of America Holdings*,1
4,743
   
767,180
 
Philip Morris International, Inc.1
7,698
   
765,181
 
H&R Block, Inc.1
30,108
   
765,044
 
United Rentals, Inc.*,1
4,402
   
760,357
 
Cooper Companies, Inc.1
3,316
   
758,734
 
DaVita, Inc.*,1
11,506
   
758,706
 
Avery Dennison Corp.1
7,105
   
754,906
 
McKesson Corp.1
5,351
   
753,795
 
Zimmer Biomet Holdings, Inc.1
6,898
   
752,158
 
CVS Health Corp.1
12,035
   
748,697
 
Envision Healthcare Corp.*,1
19,438
   
747,002
 
Amgen, Inc.1
4,362
   
743,634
 
Alexion Pharmaceuticals, Inc.*,1
6,633
   
739,314
 
Incyte Corp.*,1
8,847
   
737,221
 
Cardinal Health, Inc.1
11,716
   
734,359
 
General Mills, Inc.1
16,204
   
730,152
 
Dentsply Sirona, Inc.1
14,456
   
727,281
 
AmerisourceBergen Corp. Class A1
8,421
   
725,974
 
Express Scripts Holding Co.*,1
10,324
   
713,182
 
AbbVie, Inc.1
6,989
   
661,509
 
Total Consumer, Non-cyclical
     
84,179,207
 
Financial - 20.0%
         
Equinix, Inc. REIT1
2,110
   
882,275
 
Equity Residential REIT1
14,009
   
863,235
 
 
 

Guggenheim Enhanced Equity Income Fund
 
SCHEDULE OF INVESTMENTS (Unaudited)                  
March 29, 2018
   
 
 
Shares
   
Value
 
COMMON STOCKS - 98.2% (continued)
         
Financial - 20.0% (continued)
         
Duke Realty Corp. REIT1
32,364
 
$
856,999
 
HCP, Inc. REIT1
36,889
   
856,932
 
SBA Communications Corp. REIT*,1
5,007
   
855,796
 
Digital Realty Trust, Inc. REIT1
8,083
   
851,787
 
Mid-America Apartment Communities, Inc. REIT1
9,330
   
851,269
 
Apartment Investment & Management Co. Class A REIT1
20,848
   
849,556
 
AvalonBay Communities, Inc. REIT1
5,165
   
849,436
 
Realty Income Corp. REIT1
16,389
   
847,803
 
Welltower, Inc. REIT1
15,566
   
847,257
 
Essex Property Trust, Inc. REIT1
3,510
   
844,787
 
American Tower Corp. Class A REIT1
5,806
   
843,844
 
UDR, Inc. REIT1
23,658
   
842,698
 
Progressive Corp.1
13,810
   
841,443
 
Assurant, Inc.1
9,181
   
839,235
 
Weyerhaeuser Co. REIT1
23,916
   
837,060
 
Public Storage REIT1
4,169
   
835,426
 
Federal Realty Investment Trust REIT1
7,167
   
832,160
 
Regency Centers Corp. REIT1
14,106
   
831,972
 
Ventas, Inc. REIT1
16,778
   
831,014
 
Boston Properties, Inc. REIT1
6,744
   
830,996
 
Nasdaq, Inc.1
9,635
   
830,730
 
Kimco Realty Corp. REIT1
57,576
   
829,094
 
XL Group Ltd.1
14,975
   
827,518
 
CBRE Group, Inc. Class A*,1
17,518
   
827,200
 
Alexandria Real Estate Equities, Inc. REIT1
6,618
   
826,522
 
Extra Space Storage, Inc. REIT1
9,453
   
825,814
 
Prologis, Inc. REIT1
13,090
   
824,539
 
Iron Mountain, Inc. REIT1
25,074
   
823,932
 
Crown Castle International Corp. REIT1
7,511
   
823,281
 
Allstate Corp.1
8,681
   
822,959
 
Vornado Realty Trust REIT1
12,223
   
822,608
 
Host Hotels & Resorts, Inc. REIT1
44,088
   
821,800
 
Simon Property Group, Inc. REIT1
5,324
   
821,759
 
Everest Re Group Ltd.
3,174
   
815,147
 
Travelers Companies, Inc.1
5,858
   
813,442
 
Invesco Ltd.1
25,388
   
812,670
 
SL Green Realty Corp. REIT1
8,370
   
810,467
 
GGP, Inc. REIT1
39,456
   
807,270
 
E*TRADE Financial Corp.*,1
14,565
   
807,047
 
Affiliated Managers Group, Inc.1
4,251
   
805,905
 
Principal Financial Group, Inc.1
13,223
   
805,413
 
Macerich Co. REIT1
14,369
   
804,951
 
Cincinnati Financial Corp.1
10,821
   
803,567
 
Torchmark Corp.1
9,545
   
803,403
 
American International Group, Inc.1
14,737
   
801,988
 
Marsh & McLennan Companies, Inc.1
9,709
   
801,866
 
Loews Corp.1
16,119
   
801,598
 
Visa, Inc. Class A1
6,695
   
800,856
 
 
 
Shares
   
Value
 
COMMON STOCKS - 98.2% (continued)
         
Financial - 20.0% (continued)
         
MetLife, Inc.1
17,427
 
$
799,725
 
Intercontinental Exchange, Inc.1
11,009
   
798,373
 
Mastercard, Inc. Class A1
4,550
   
796,978
 
Aflac, Inc.1
18,187
   
795,863
 
Brighthouse Financial, Inc.*,1
15,479
   
795,621
 
Capital One Financial Corp.1
8,272
   
792,623
 
Chubb Ltd.1
5,789
   
791,762
 
Aon plc1
5,632
   
790,339
 
Navient Corp.1
60,152
   
789,194
 
Arthur J Gallagher & Co.1
11,478
   
788,883
 
CME Group, Inc. Class A1
4,863
   
786,542
 
American Express Co.1
8,417
   
785,138
 
Prudential Financial, Inc.1
7,558
   
782,631
 
Comerica, Inc.1
8,157
   
782,501
 
BlackRock, Inc. Class A1
1,444
   
782,244
 
Berkshire Hathaway, Inc. Class B*,1
3,915
   
780,964
 
M&T Bank Corp.1
4,236
   
780,949
 
SunTrust Banks, Inc.1
11,444
   
778,650
 
JPMorgan Chase & Co.1
7,063
   
776,718
 
Northern Trust Corp.1
7,531
   
776,672
 
PNC Financial Services Group, Inc.1
5,132
   
776,164
 
Goldman Sachs Group, Inc.1
3,079
   
775,477
 
Unum Group1
16,286
   
775,376
 
BB&T Corp.1
14,880
   
774,355
 
Lincoln National Corp.1
10,592
   
773,851
 
Fifth Third Bancorp1
24,370
   
773,747
 
Leucadia National Corp.1
34,028
   
773,456
 
Willis Towers Watson plc1
5,079
   
772,973
 
People’s United Financial, Inc.1
41,375
   
772,057
 
Zions Bancorporation1
14,616
   
770,702
 
Regions Financial Corp.1
41,457
   
770,271
 
Morgan Stanley1
14,210
   
766,772
 
Ameriprise Financial, Inc.1
5,174
   
765,441
 
T. Rowe Price Group, Inc.1
7,089
   
765,399
 
Hartford Financial Services Group, Inc.1
14,853
   
765,227
 
Discover Financial Services1
10,631
   
764,688
 
Bank of America Corp.1
25,480
   
764,145
 
Cboe Global Markets, Inc.1
6,694
   
763,785
 
Huntington Bancshares, Inc.1
50,527
   
762,958
 
U.S. Bancorp1
15,081
   
761,590
 
State Street Corp.1
7,590
   
756,951
 
Citizens Financial Group, Inc.
18,022
   
756,564
 
Raymond James Financial, Inc.1
8,442
   
754,799
 
Charles Schwab Corp.1
14,449
   
754,527
 
Bank of New York Mellon Corp.1
14,567
   
750,637
 
Wells Fargo & Co.1
14,317
   
750,354
 
Synchrony Financial1
22,363
   
749,831
 
Alliance Data Systems Corp.1
3,485
   
741,817
 
Citigroup, Inc.1
10,954
   
739,395
 
SVB Financial Group*
3,079
   
738,991
 
KeyCorp1
37,639
   
735,842
 
Franklin Resources, Inc.1
20,605
   
714,581
 
Total Financial
     
81,531,419
 
Consumer, Cyclical - 14.0%
         
Dollar General Corp.1
9,589
   
897,051
 
Foot Locker, Inc.1
19,589
   
892,083
 
PVH Corp.1
5,827
   
882,383
 
Ralph Lauren Corp. Class A1
7,877
   
880,649
 
 
 

Guggenheim Enhanced Equity Income Fund
 
SCHEDULE OF INVESTMENTS (Unaudited)                  
March 29, 2018
   
 
 
Shares
   
Value
 
COMMON STOCKS - 98.2% (continued)
         
Consumer, Cyclical - 14.0% (continued)
         
Kohl’s Corp.1
13,240
 
$
867,352
 
Ford Motor Co.1
77,698
   
860,894
 
Macy’s, Inc.1
28,868
   
858,534
 
Yum! Brands, Inc.1
10,050
   
855,556
 
Dollar Tree, Inc.*,1
8,993
   
853,436
 
Ross Stores, Inc.1
10,826
   
844,211
 
Michael Kors Holdings Ltd.*,1
13,578
   
842,922
 
VF Corp.1
11,329
   
839,705
 
WW Grainger, Inc.1
2,973
   
839,189
 
Lowe’s Companies, Inc.1
9,552
   
838,188
 
Chipotle Mexican Grill, Inc. Class A*,1
2,588
   
836,209
 
Walmart, Inc.1
9,397
   
836,051
 
Tapestry, Inc.1
15,883
   
835,605
 
Nike, Inc. Class B1
12,574
   
835,416
 
DR Horton, Inc.1
19,034
   
834,451
 
Costco Wholesale Corp.1
4,421
   
833,049
 
Advance Auto Parts, Inc.1
7,014
   
831,510
 
McDonald’s Corp.1
5,302
   
829,127
 
CarMax, Inc.*,1
13,354
   
827,147
 
Ulta Beauty, Inc.*,1
4,048
   
826,885
 
Starbucks Corp.1
14,261
   
825,569
 
O’Reilly Automotive, Inc.*,1
3,328
   
823,281
 
TJX Companies, Inc.1
10,084
   
822,451
 
Lennar Corp. Class A1
13,944
   
821,859
 
Target Corp.1
11,827
   
821,149
 
AutoZone, Inc.*,1
1,264
   
819,944
 
PulteGroup, Inc.1
27,753
   
818,436
 
Home Depot, Inc.1
4,577
   
815,804
 
Delta Air Lines, Inc.1
14,863
   
814,641
 
BorgWarner, Inc.1
16,169
   
812,169
 
Carnival Corp.1
12,356
   
810,307
 
United Continental Holdings, Inc.*,1
11,652
   
809,465
 
Genuine Parts Co.1
9,001
   
808,650
 
Nordstrom, Inc.1
16,677
   
807,334
 
Harley-Davidson, Inc.1
18,798
   
806,058
 
Hilton Worldwide Holdings, Inc.1
10,233
   
805,951
 
Wynn Resorts Ltd.1
4,414
   
804,937
 
Tractor Supply Co.1
12,759
   
804,072
 
General Motors Co.1
22,032
   
800,643
 
Tiffany & Co.1
8,193
   
800,128
 
Southwest Airlines Co.1
13,965
   
799,915
 
Wyndham Worldwide Corp.1
6,988
   
799,637
 
PACCAR, Inc.1
12,070
   
798,672
 
LKQ Corp.*,1
21,032
   
798,164
 
Alaska Air Group, Inc.1
12,866
   
797,177
 
Leggett & Platt, Inc.1
17,964
   
796,883
 
MGM Resorts International
22,661
   
793,588
 
Marriott International, Inc. Class A1
5,818
   
791,132
 
Best Buy Company, Inc.1
11,293
   
790,397
 
Mohawk Industries, Inc.*,1
3,403
   
790,245
 
Gap, Inc.1
25,210
   
786,552
 
Fastenal Co.1
14,381
   
785,059
 
Whirlpool Corp.1
5,081
   
777,952
 
Newell Brands, Inc.1
30,516
   
777,548
 
Royal Caribbean Cruises Ltd.1
6,584
   
775,200
 
Walgreens Boots Alliance, Inc.1
11,809
   
773,135
 
Norwegian Cruise Line Holdings Ltd.*
14,588
   
772,726
 
 
 
Shares
   
Value
 
COMMON STOCKS - 98.2% (continued)
         
Consumer, Cyclical - 14.0% (continued)
         
American Airlines Group, Inc.1
14,869
 
$
772,593
 
Goodyear Tire & Rubber Co.1
28,998
   
770,767
 
Hasbro, Inc.1
9,115
   
768,394
 
Aptiv plc1
9,035
   
767,704
 
Hanesbrands, Inc.1
41,664
   
767,451
 
L Brands, Inc.1
19,728
   
753,807
 
Darden Restaurants, Inc.1
8,793
   
749,603
 
Mattel, Inc.1
56,198
   
739,004
 
Under Armour, Inc. Class A*,1
25,919
   
423,776
 
Under Armour, Inc. Class C*,1
25,809
   
370,359
 
Total Consumer, Cyclical
     
56,917,891
 
Industrial - 13.5%
         
TransDigm Group, Inc.1
2,855
   
876,314
 
Harris Corp.1
5,286
   
852,526
 
CH Robinson Worldwide, Inc.1
9,087
   
851,543
 
Raytheon Co.1
3,881
   
837,597
 
Northrop Grumman Corp.1
2,384
   
832,302
 
Cummins, Inc.1
5,134
   
832,170
 
Lockheed Martin Corp.1
2,448
   
827,252
 
Martin Marietta Materials, Inc.1
3,986
   
826,298
 
L3 Technologies, Inc.1
3,962
   
824,096
 
Roper Technologies, Inc.1
2,925
   
821,018
 
Kansas City Southern1
7,467
   
820,250
 
Union Pacific Corp.1
6,073
   
816,393
 
Rockwell Collins, Inc.1
6,049
   
815,708
 
Allegion plc1
9,560
   
815,372
 
Fluor Corp.1
14,246
   
815,156
 
Expeditors International of Washington, Inc.1
12,877
   
815,114
 
Textron, Inc.1
13,803
   
813,963
 
Huntington Ingalls Industries, Inc.1
3,157
   
813,748
 
Jacobs Engineering Group, Inc.1
13,712
   
811,065
 
FedEx Corp.1
3,374
   
810,131
 
FLIR Systems, Inc.1
16,176
   
808,962
 
Xylem, Inc.1
10,489
   
806,814
 
Garmin Ltd.1
13,669
   
805,514
 
Fortive Corp.1
10,386
   
805,123
 
Waste Management, Inc.1
9,560
   
804,187
 
AMETEK, Inc.1
10,581
   
803,839
 
J.B. Hunt Transport Services, Inc.1
6,845
   
801,892
 
Snap-on, Inc.1
5,435
   
801,880
 
Republic Services, Inc. Class A1
12,100
   
801,383
 
Eaton Corporation plc1
10,027
   
801,258
 
CSX Corp.1
14,374
   
800,775
 
General Dynamics Corp.1
3,625
   
800,762
 
Sealed Air Corp.1
18,672
   
798,975
 
Stanley Black & Decker, Inc.1
5,211
   
798,325
 
WestRock Co.1
12,430
   
797,633
 
Dover Corp.1
8,119
   
797,448
 
AO Smith Corp.1
12,538
   
797,291
 
PerkinElmer, Inc.1
10,524
   
796,877
 
Ingersoll-Rand plc1
9,301
   
795,329
 
Masco Corp.1
19,625
   
793,635
 
Flowserve Corp.1
18,291
   
792,549
 
Ball Corp.1
19,940
   
791,818
 
Pentair plc1
11,608
   
790,853
 
United Parcel Service, Inc. Class B1
7,553
   
790,497
 
 
 

Guggenheim Enhanced Equity Income Fund
 
SCHEDULE OF INVESTMENTS (Unaudited)                  
March 29, 2018
   
 
 
Shares
   
Value
 
COMMON STOCKS - 98.2% (continued)
         
Industrial - 13.5% (continued)
         
Emerson Electric Co.1
11,536
 
$
787,909
 
TE Connectivity Ltd.1
7,883
   
787,512
 
Vulcan Materials Co.1
6,878
   
785,261
 
Agilent Technologies, Inc.1
11,721
   
784,135
 
Packaging Corporation of America
6,956
   
783,941
 
United Technologies Corp.1
6,218
   
782,349
 
Honeywell International, Inc.1
5,406
   
781,221
 
Waters Corp.*,1
3,919
   
778,509
 
Mettler-Toledo International, Inc.*,1
1,353
   
778,016
 
Norfolk Southern Corp.1
5,728
   
777,748
 
Amphenol Corp. Class A1
9,019
   
776,807
 
Corning, Inc.1
27,855
   
776,597
 
Caterpillar, Inc.1
5,268
   
776,398
 
Fortune Brands Home & Security, Inc.1
13,125
   
772,931
 
Deere & Co.1
4,964
   
771,008
 
Boeing Co.1
2,351
   
770,846
 
Rockwell Automation, Inc.1
4,408
   
767,874
 
Illinois Tool Works, Inc.1
4,895
   
766,851
 
Parker-Hannifin Corp.1
4,468
   
764,162
 
Arconic, Inc.1
33,096
   
762,532
 
Johnson Controls International plc1
21,632
   
762,312
 
Acuity Brands, Inc.1
5,460
   
759,977
 
3M Co.1
3,454
   
758,222
 
Stericycle, Inc.*,1
12,892
   
754,569
 
General Electric Co.1
55,803
   
752,224
 
Total Industrial
     
55,031,546
 
Technology - 9.1%
         
CSRA, Inc.1
20,550
   
847,276
 
Intel Corp.1
15,974
   
831,926
 
Intuit, Inc.1
4,705
   
815,612
 
Adobe Systems, Inc.*,1
3,770
   
814,622
 
Seagate Technology plc1
13,851
   
810,561
 
Citrix Systems, Inc.*,1
8,729
   
810,051
 
International Business Machines Corp.1
5,233
   
802,899
 
Fiserv, Inc.*,1
11,249
   
802,166
 
Analog Devices, Inc.1
8,801
   
802,035
 
Xerox Corp.1
27,864
   
801,926
 
Red Hat, Inc.*,1
5,362
   
801,673
 
Fidelity National Information Services, Inc.1
8,273
   
796,690
 
Micron Technology, Inc.*,1
15,272
   
796,282
 
Accenture plc Class A1
5,162
   
792,367
 
Cognizant Technology Solutions Corp. Class A1
9,841
   
792,201
 
Xilinx, Inc.1
10,941
   
790,378
 
Microsoft Corp.1
8,635
   
788,116
 
NetApp, Inc.1
12,775
   
788,090
 
NVIDIA Corp.1
3,398
   
786,943
 
Electronic Arts, Inc.*,1
6,488
   
786,605
 
DXC Technology Co.1
7,812
   
785,340
 
IPG Photonics Corp.*,1
3,344
   
780,423
 
Akamai Technologies, Inc.*,1
10,959
   
777,870
 
Apple, Inc.1
4,632
   
777,157
 
Texas Instruments, Inc.1
7,475
   
776,578
 
Broadcom Ltd.1
3,285
   
774,110
 
Synopsys, Inc.*,1
9,291
   
773,383
 
 
 
Shares
   
Value
 
COMMON STOCKS - 98.2% (continued)
         
Technology - 9.1% (continued)
         
Western Digital Corp.1
8,375
 
$
772,761
 
Cadence Design Systems, Inc.*
21,011
   
772,574
 
Paychex, Inc.1
12,533
   
771,907
 
Microchip Technology, Inc.1
8,424
   
769,617
 
Hewlett Packard Enterprise Co.1
43,513
   
763,218
 
ANSYS, Inc.*
4,870
   
763,080
 
CA, Inc.1
22,460
   
761,394
 
salesforce.com, Inc.*,1
6,543
   
760,951
 
Lam Research Corp.1
3,706
   
752,911
 
Applied Materials, Inc.1
13,532
   
752,514
 
Autodesk, Inc.*,1
5,982
   
751,220
 
KLA-Tencor Corp.1
6,881
   
750,098
 
Cerner Corp.*,1
12,844
   
744,952
 
HP, Inc.1
33,821
   
741,356
 
Skyworks Solutions, Inc.1
7,341
   
736,009
 
QUALCOMM, Inc.1
13,227
   
732,908
 
Oracle Corp.1
15,739
   
720,059
 
Activision Blizzard, Inc.1
10,658
   
718,989
 
Advanced Micro Devices, Inc.*
71,257
   
716,133
 
Take-Two Interactive Software, Inc.*
7,149
   
699,029
 
Qorvo, Inc.*,1
9,750
   
686,887
 
Total Technology
     
37,141,847
 
Energy - 6.3%
         
Apache Corp.1
23,604
   
908,282
 
ConocoPhillips1
15,142
   
897,769
 
Marathon Oil Corp.1
54,777
   
883,553
 
Newfield Exploration Co.*,1
35,674
   
871,159
 
Hess Corp.1
17,204
   
870,866
 
Marathon Petroleum Corp.1
11,872
   
867,962
 
Anadarko Petroleum Corp.1
14,366
   
867,850
 
EOG Resources, Inc.1
8,110
   
853,740
 
Occidental Petroleum Corp.1
13,094
   
850,586
 
Cimarex Energy Co.1
8,975
   
839,163
 
Pioneer Natural Resources Co.1
4,860
   
834,851
 
Exxon Mobil Corp.1
11,182
   
834,289
 
Phillips 661
8,692
   
833,737
 
Halliburton Co.1
17,742
   
832,809
 
Helmerich & Payne, Inc.1
12,463
   
829,537
 
ONEOK, Inc.1
14,547
   
828,015
 
Andeavor1
8,161
   
820,670
 
Valero Energy Corp.1
8,839
   
819,994
 
Concho Resources, Inc.*,1
5,439
   
817,645
 
National Oilwell Varco, Inc.1
22,102
   
813,575
 
Noble Energy, Inc.1
26,824
   
812,767
 
Chevron Corp.1
7,112
   
811,053
 
Devon Energy Corp.1
25,480
   
810,009
 
TechnipFMC plc1
27,086
   
797,683
 
Schlumberger Ltd.1
12,121
   
785,198
 
Cabot Oil & Gas Corp. Class A1
32,668
   
783,379
 
Range Resources Corp.1
52,967
   
770,140
 
Kinder Morgan, Inc.1
51,053
   
768,858
 
Baker Hughes, a GE Co.1
27,569
   
765,591
 
Equities Corp.1
15,898
   
755,314
 
Williams Companies, Inc.1
29,775
   
740,207
 
Total Energy
     
25,576,251
 
Utilities - 5.9%
         
Edison International1
14,040
   
893,786
 
Public Service Enterprise Group, Inc.1
17,719
   
890,203
 
 

Guggenheim Enhanced Equity Income Fund
 
SCHEDULE OF INVESTMENTS (Unaudited)                  
March 29, 2018
   
 
 
Shares
   
Value
 
COMMON STOCKS - 98.2% (continued)
         
Utilities - 5.9% (continued)
         
CMS Energy Corp.1
19,452
 
$
880,981
 
Alliant Energy Corp.1
21,537
   
880,002
 
NextEra Energy, Inc.1
5,385
   
879,532
 
Xcel Energy, Inc.1
19,263
   
876,081
 
Ameren Corp.1
15,441
   
874,424
 
AES Corp.1
76,839
   
873,660
 
PG&E Corp.1
19,836
   
871,396
 
American Electric Power Company, Inc.1
12,699
   
871,024
 
Pinnacle West Capital Corp.1
10,915
   
871,017
 
FirstEnergy Corp.1
25,534
   
868,411
 
NiSource, Inc.1
36,311
   
868,196
 
Exelon Corp.1
22,232
   
867,270
 
DTE Energy Co.1
8,293
   
865,789
 
Consolidated Edison, Inc.1
11,080
   
863,575
 
WEC Energy Group, Inc.1
13,769
   
863,316
 
Eversource Energy1
14,565
   
858,170
 
PPL Corp.1
30,272
   
856,395
 
NRG Energy, Inc.1
28,023
   
855,542
 
Entergy Corp.1
10,858
   
855,393
 
Southern Co.1
19,051
   
850,818
 
Sempra Energy1
7,643
   
850,055
 
Duke Energy Corp.1
10,951
   
848,374
 
CenterPoint Energy, Inc.1
30,730
   
842,002
 
American Water Works Company, Inc.1
10,247
   
841,586
 
SCANA Corp.1
21,306
   
800,040
 
Dominion Energy, Inc.1
11,441
   
771,467
 
Total Utilities
     
24,088,505
 
Communications - 5.6%
         
Time Warner, Inc.1
8,752
   
827,764
 
Omnicom Group, Inc.1
11,308
   
821,753
 
CBS Corp. Class B1
15,977
   
821,058
 
VeriSign, Inc.*,1
6,921
   
820,554
 
Expedia Group, Inc.1
7,429
   
820,236
 
F5 Networks, Inc.*,1
5,653
   
817,480
 
Verizon Communications, Inc.1
17,010
   
813,418
 
Motorola Solutions, Inc.1
7,642
   
804,703
 
Interpublic Group of Companies, Inc.1
34,839
   
802,342
 
AT&T, Inc.1
22,502
   
802,196
 
Walt Disney Co.1
7,960
   
799,503
 
Booking Holdings, Inc.*,1
384
   
798,870
 
TripAdvisor, Inc.*,1
19,375
   
792,244
 
Viacom, Inc. Class B1
25,480
   
791,409
 
Cisco Systems, Inc.1
18,375
   
788,104
 
DISH Network Corp. Class A*,1
20,454
   
775,002
 
Symantec Corp.1
29,935
   
773,820
 
Juniper Networks, Inc.1
31,544
   
767,465
 
Comcast Corp. Class A1
22,453
   
767,219
 
eBay, Inc.*,1
19,030
   
765,767
 
Amazon.com, Inc.*,1
528
   
764,195
 
CenturyLink, Inc.1
46,471
   
763,519
 
Charter Communications, Inc. Class A*,1
2,398
   
746,306
 
Netflix, Inc.*,1
2,515
   
742,805
 
Facebook, Inc. Class A*,1
4,501
   
719,215
 
News Corp. Class A1
38,223
   
603,923
 
Twenty-First Century Fox, Inc. Class A1
15,661
   
574,602
 
Discovery, Inc. Class C*,1
24,000
   
468,480
 
 
 
Shares
   
Value
 
COMMON STOCKS - 98.2% (continued)
         
Communications - 5.6% (continued)
         
Alphabet, Inc. Class C*,1
361
 
$
372,476
 
Alphabet, Inc. Class A*,1
357
   
370,259
 
Discovery, Inc. Class A*,1
12,151
   
260,396
 
Twenty-First Century Fox, Inc. Class B1
6,525
   
237,314
 
News Corp. Class B1
12,153
   
195,663
 
Total Communications
     
22,790,060
 
Basic Materials - 3.2%
         
Newmont Mining Corp.1
22,108
   
863,760
 
International Flavors & Fragrances, Inc.1
5,912
   
809,412
 
International Paper Co.1
15,092
   
806,366
 
Eastman Chemical Co.1
7,628
   
805,364
 
Freeport-McMoRan, Inc.1
45,236
   
794,796
 
PPG Industries, Inc.1
7,086
   
790,798
 
Monsanto Co.1
6,750
   
787,658
 
LyondellBasell Industries N.V. Class A1
7,425
   
784,674
 
Sherwin-Williams Co.1
1,979
   
776,005
 
Air Products & Chemicals, Inc.1
4,873
   
774,953
 
FMC Corp.1
9,978
   
764,015
 
Albemarle Corp.1
8,193
   
759,819
 
Nucor Corp.1
12,413
   
758,310
 
CF Industries Holdings, Inc.1
20,089
   
757,958
 
Praxair, Inc.1
5,207
   
751,370
 
DowDuPont, Inc.1
11,542
   
735,341
 
Mosaic Co.1
29,511
   
716,527
 
Total Basic Materials
     
13,237,126
 
Total Common Stocks
         
(Cost $380,008,367)
     
400,493,852
 
EXCHANGE-TRADED FUNDS - 45.2%
         
PowerShares QQQ Trust Series 11,3
385,691
   
61,760,700
 
SPDR S&P 500 ETF Trust1,3
233,530
   
61,453,420
 
iShares Russell 2000 Index ETF1,3
403,993
   
61,338,257
 
Total Exchange-Traded Funds
         
(Cost $159,196,009)
     
184,552,377
 
MONEY MARKET FUND - 1.7%
         
Dreyfus Treasury Prime Cash Management Institutional Class 1.46%2
7,106,672
   
7,106,672
 
Total Money Market Fund
         
(Cost $7,106,672)
     
7,106,672
 
Total Investments - 145.1%
         
(Cost $546,311,048)
   
$
592,152,901
 
 

 
 
Contracts
   
Value
 
OPTIONS WRITTEN - (2.4)%
         
Call options on:
         
BNP Paribas Russell 2000 Index Expiring April 2018 with strike price of $1,515.00 (Notional Value $122,812,988)*
803
 
$
(2,718,155
)
BNP Paribas S&P 500 Index Expiring April 2018 with strike price of $2,610.00 (Notional Value $123,064,542)*
466
   
(2,905,510
)
BNP Paribas NASDAQ-100 Index Expiring April 2018 with strike price of $6,470.00 (Notional Value $123,725,169)*
188
   
(4,115,320
)
Total Call Options Written
         
(Premiums received $9,316,124)
    $
(9,738,985
)
Other Assets & Liabilities, net - (42.7)%
     
(174,253,416
)
Total Net Assets - 100.0%
    $
408,160,500
 
 
*
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 29, 2018, the total market value of segregated securities was $335,430,315.
2
Rate indicated is the 7 day yield as of March 29, 2018.
3
Security represents cover for outstanding options written.
 
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 March 29, 2018 (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
 
$
400,493,852
   
$
   
$
   
$
400,493,852
 
Exchange-Traded Funds
   
184,552,377
     
     
     
184,552,377
 
Money Market Fund
   
7,106,672
     
     
     
7,106,672
 
Total Assets
 
$
592,152,901
   
$
   
$
   
$
592,152,901
 
                                 
Investments in Securities (Liabilities)
 
Level 1
Quoted
Prices
   
Level 2
Significant Observable
Inputs
   
Level 3
Significant Unobservable Inputs
   
Total
 
Options Written
 
$
9,738,985
   
$
   
$
   
$
9,738,985
 
Total Liabilities
 
$
9,738,985
   
$
   
$
   
$
9,738,985
 
 
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 March 29, 2018, there were no transfers between levels.
 

NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)    
 
   
 
Note 1 – Organization and Significant Accounting Policies

Organization
Guggenheim Enhanced Equity Income Fund (the “Fund” or “GPM”) was organized as a Massachusetts business trust on December 3, 2004, and as of March 20, 2017, it redomiciled to a Delaware statutory trust. The Fund is registered as a diversified, closed-end management investment company under the Investment Company Act of 1940, as amended (the “1940 Act”).

The Fund’s primary investment objective is to seek to provide a high level of current income and current gains, with a secondary objective of long-term capital appreciation. The Fund seeks to achieve its investment objective by obtaining broadly diversified exposure to the equity markets and utilizing a covered call strategy which will follow a proprietary dynamic rules-based methodology. The Fund seeks to earn income and gains both from dividends paid by the securities owned by the Fund and cash premiums received from selling options.

Guggenheim Funds Investment Advisors, LLC (“GFIA” or the “Advisor”) provides advisory services. Guggenheim Funds Distributors, LLC (“GFD”) acts as principal underwriter for the Fund. GFIA and GFD are affiliated entities.

For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual or annual shareholder report.

Significant Accounting Policies
March 29, 2018 represents the last day during the Fund’s quarterly period on which the New York Stock Exchange (“NYSE”) was open for trading. The Fund’s Schedule of Investments has been presented through that date to maintain consistency with the Fund’s net asset value (“NAV”) calculations used for shareholder transactions.
 
The Fund operates as an investment company and, accordingly, follows the investment company accounting and reporting guidance of the Financial Accounting Standards Board (“FASB”) Accounting Standards Codification Topic 946 Financial Services – Investment Companies. 
 
The following significant accounting policies are in conformity with U.S. generally accepted accounting principles (“U.S. GAAP”) and are consistently followed by the Fund. This requires management to make estimates and assumptions that affect the reported amount of assets and liabilities, contingent assets and liabilities at the date of the financial statements, and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from these estimates. All time references are based on Eastern Time.

The NAV of the Fund is calculated by dividing the market value of the Fund’s securities and other assets, less all liabilities, by the number of outstanding shares of the Fund.
 
(a) Valuation of Investments 
The Board of Trustees of the Fund (the “Board”) has adopted policies and procedures for the valuation of the Fund’s investments (the “Valuation Procedures”). Pursuant to the Valuation Procedures, the Board has delegated to a valuation committee, consisting of representatives from Guggenheim’s investment management, fund administration, legal and compliance departments (the “Valuation Committee”), the day-to-day responsibility for implementing the Valuation Procedures, including, under most circumstances, the responsibility for determining the fair value of the Fund’s securities and/or other assets.
 
Valuations of the Fund’s securities are supplied primarily by pricing services appointed pursuant to the processes set forth in the Valuation Procedures. The Valuation Committee convenes monthly, or more frequently as needed, to review the valuation of all assets which have been fair valued for reasonableness. The Fund’s officers, through the Valuation Committee and consistent with the monitoring and review responsibilities set forth in the Valuation Procedures, regularly review procedures used and valuations provided by the pricing services.
 
If the pricing service cannot or does not provide a valuation for a particular investment or such valuation is deemed unreliable, such investment is fair valued by the Valuation Committee.

Equity securities listed on an exchange (NYSE or American Stock Exchange) are valued at the last quoted sales price as of the close of business on the NYSE, usually 4:00 p.m. on the valuation date. Equity securities listed on the NASDAQ market system are valued at the NASDAQ Official Closing Price on the valuation date, which may note necessarily represent the last sale price. If there has been no sale on such exchange or NASDAQ on a given day, the security is valued at the closing bid price on that day.

Open-end investment companies (“Mutual Funds”) are valued at their NAV as of the close of business, on the valuation date. Exchange-traded funds (“ETFs”) and closed-end investment companies (“CEFs”) are valued at the last quoted sales price.


NOTES TO FINANCIAL STATEMENTS (Unaudited)    
 
   
 
Short-term debt securities with a maturity of 60 days or less at acquisition and repurchase agreements are valued at amortized cost provided such amount approximates market value.

Exchange-traded options are valued at the mean between the bid and ask prices on the principal exchange on which they are traded.
 
Listed options are valued at the Official Settlement Price listed by the exchange, usually as of 4:00 p.m. Long options are valued using the bid price and short options are valued using the ask price. In the event that a settlement price is not available, fair valuation is enacted. Over-the-counter (“OTC”) options are valued using the average bid price (for long options) or average ask price (for short options) obtained from one or more security dealers.

Investments for which market quotations are not readily available are fair-valued as determined in good faith by GFIA, subject to review and approval by the Valuation Committee, pursuant to methods established or ratified by the Board. Valuations in accordance with these methods are intended to reflect each security’s (or asset’s) “fair value”. Each such determination is based on a consideration of all relevant factors, which are likely to vary from one pricing context to another. Examples of such factors may include, but are not limited to market prices; sale prices; broker quotes; and models which derive prices based on inputs such as prices of securities with comparable maturities and characteristics, or based on inputs such as anticipated cash flows or collateral, spread over Treasuries, and other information analysis.
 
Note 2 – Derivatives
As part of its investment strategy, the Fund utilizes derivative instruments. These investments involve, to varying degrees, elements of market risk. Valuation and accounting treatment of these instruments can be found under Significant Accounting Policies in Note 1 of these Notes to Schedule of Investments.
 
Derivatives are instruments whose values depend on, or are derived from, in whole or in part, the value of one or more other assets, such as securities, currencies, commodities or indices. Derivative instruments may be used to increase investment flexibility (including to maintain cash reserves while maintaining exposure to certain other assets), for risk management (hedging) purposes, to facilitate trading, to reduce transaction costs and to pursue higher investment returns. Derivative instruments may also be used to mitigate certain investment risks, such as foreign currency exchange rate risk, interest rate risk and credit risk. U.S. GAAP requires disclosures to enable investors to better understand how and why a Fund uses derivative instruments, how these derivative instruments are accounted for and their effects on the Fund’s financial position and results of operations.

The Fund utilized derivatives for the following purposes:

Hedge: an investment made in order to reduce the risk of adverse price movements in a security, by taking an offsetting position to protect against broad market moves.

Speculation: the use of an instrument to seek to obtain increased investment returns.

Options Purchased and Written
The Fund employs an option strategy in an attempt to generate income and gains from option premiums received from selling options. The Fund intends to pursue its options strategy utilizing a proprietary dynamic rules-based methodology. The Fund may purchase or sell (write) options on securities and securities indices which are listed on a national securities exchange or in the OTC market as a means of achieving additional return or of hedging the value of the Fund’s portfolio.

An option on a security is a contract that gives the holder of the option, in return for a premium, the right to buy from (in the case of a call) or sell to (in the case of a put) the writer of the option the security underlying the option at a specified exercise or “strike” price. The writer of an option on a security has an obligation upon exercise of the option to deliver the underlying security upon payment of the exercise price (in the case of a call) or to pay the exercise price upon delivery of the underlying security (in the case of a put).

There are several risks associated with transactions in options on securities. As the writer of a covered call option, the Fund forgoes, during the option’s life, the opportunity to profit from increases in the market value of the security covering the call option above the sum of the premium and the strike price of the call but has retained the risk of loss should the price of the underlying security decline. A writer of a put option is exposed to the risk of loss if fair value of the underlying security increases in value. The writer of an option has no control over the time when it may be required to fill its obligation as writer of the option. Once an option writer has received an exercise notice, it cannot effect a closing purchase transaction in order to terminate its obligation under the option and must deliver the underlying security at the exercise price.

 
NOTES TO FINANCIAL STATEMENTS (Unaudited)    
 
   
 
In addition, there may be an imperfect correlation between the movement in prices of options and the underlying securities where a Fund may not be able to enter into a closing transaction because of an illiquid secondary market; or, for OTC options, a Fund may be at risk because of the counterparty’s inability to perform. 

In conjunction with the use of derivative instruments, the Fund is required to maintain collateral in various forms. The Fund uses, where appropriate, depending on the financial instrument utilized and the broker involved, margin deposits at the broker, cash and/or securities segregated at the custodian bank.
 
The Fund has established counterparty credit guidelines and enters into transactions only with financial institutions of investment grade or better. The Fund monitors the counterparty credit risk.
 
Note 3 – Fair Value Measurement  
In accordance with U.S. GAAP, fair value is defined as the price that the Fund would receive to sell an investment or pay to transfer a liability in an orderly transaction with an independent buyer in the principal market, or in the absence of a principal market, the most advantageous market for the investment or liability. U.S. GAAP establishes a three-tier fair value hierarchy based on the types of inputs used to value assets and liabilities and requires corresponding disclosure. The hierarchy and the corresponding inputs are summarized below:
 
Level 1 — quoted prices in active markets for identical assets or liabilities.
 
Level 2 — significant other observable inputs (for example quoted prices for securities that are similar based on characteristics such as interest rates, prepayment speeds, credit risk, etc.).
 
Level 3 — significant unobservable inputs based on the best information available under the circumstances, to the extent observable inputs are not available, which may include assumptions.
 
The types of inputs available depend on a variety of factors, such as the type of security and the characteristics of the markets in which it trades, if any. Fair valuation determinations that rely on fewer or no observable inputs require greater judgment. Accordingly, fair value determinations for Level 3 securities require the greatest amount of judgment.

Independent pricing services are used to value a majority of the Fund’s investments. When values are not available from a pricing service, they will be determined under the valuation policies that have been reviewed and approved by the Board. In any event, values are determined using a variety of sources and techniques, including: market prices; broker quotes; and models which derive prices based on inputs such as prices of securities with comparable maturities and characteristics or based on inputs such as anticipated cash flows or collateral, spread over Treasuries, and other information and analysis.
 
The inputs or methodologies used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. The suitability of the techniques and sources employed to determine fair valuation are regularly monitored and subject to change. 
 
Note 4 – Federal Income Tax Information
The Fund intends to comply with the provisions of Subchapter M of the Internal Revenue Code applicable to regulated investment companies and will distribute substantially all taxable net investment income and capital gains sufficient to relieve the Fund from all, or substantially all, federal income, excise and state income taxes. Therefore, no provision for federal or state income tax is required.
 
Tax positions taken or expected to be taken in the course of preparing the Fund’s tax returns are evaluated to determine whether the tax positions are “more-likely-than-not” of being sustained by the applicable tax authority. Tax positions not deemed to meet the more-likely-than-not threshold would be recorded as a tax benefit or expense in the current year. Management has analyzed the Fund’s tax positions taken, or to be taken, on federal income tax returns for all open tax years, and has concluded that no provision for income tax is required in the Fund’s financial statements. The Fund’s federal tax returns are subject to examination by the Internal Revenue Service for a period of three years after they are filed.
 
At March 29, 2018, the cost of securities for federal income tax purposes, the aggregate gross unrealized gain for all securities for which there was an excess of value over tax cost, and the aggregate gross unrealized loss for all securities for which there was an excess of tax cost over value were as follows:
 
Fund
 
Tax Cost
   
Tax
Unrealized
Gain
   
Tax
Unrealized
Loss
   
Net
Unrealized
Gain
 
Guggenheim Enhanced Equity Income Fund
 
$
538,249,370
   
$
68,818,838
   
$
(24,654,292
)
 
$
44,164,546
 
 

OTHER INFORMATION (Unaudited)

Sector Classification
Information in the “Schedule of Investments” is categorized by sectors using sector-level classifications used by Bloomberg Industry Classification System, a widely recognized industry classification system provider. In the Fund’s registration statement, the Fund has investment policies relating to concentration in specific industries. For purposes of these investment policies, the Fund usually classifies industries based on industry-level classifications used by widely recognized industry classification system providers such as Bloomberg Industry Classification System, Global Industry Classification Standards and Barclays Global Classification Scheme.

Item 2.    Controls and Procedures.

(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.

Item 3.    Exhibits.

A separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the Investment Company Act (17 CFR 270.30a-2(a)), is attached hereto.
 

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

Guggenheim Enhanced Equity Income Fund 

By:        /s/ Brian E. Binder            
Name:   Brian E. Binder
Title:     President and Chief Executive Officer

Date:     May 29, 2018


Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

By:        /s/ Brian E. Binder              
Name:   Brian E. Binder
Title:     President and Chief Executive Officer

Date:     May 29, 2018
 

By:         /s/ John L. Sullivan           
Name:    John L. Sullivan
Title:      Chief Financial Officer, Chief Accounting Officer and Treasurer

Date:     May 29, 2018