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 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)
|
|
NOTES TO FINANCIAL STATEMENTS (Unaudited)
|
|
NOTES TO FINANCIAL STATEMENTS (Unaudited)
|
|
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
|
(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.
|