Edgar Filing: Guggenheim Enhanced Equity Income Fund (f/k/a Old Mutual/Claymore Long-Short Fund)

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: January 1, 2017 – March 31, 2017

Item 1. Schedule of Investments.

Attached hereto.

Guggenheim Enhanced Equity Income Fund
SCHEDULE OF INVESTMENTS (Unaudited)	March 31, 2017

	Shares		Value
COMMON STOCKS^† - 98.9%
Consumer, Non-cyclical - 20.6%
Vertex Pharmaceuticals, Inc.^*,1	8,715	$	952,986
Cintas Corp.¹	6,879		870,469
Intuitive Surgical, Inc.^*,1	1,126		863,045
Centene Corp.^*,1	11,969		852,912
Reynolds American, Inc.¹	13,518		851,905
HCA Holdings, Inc.^*,1	9,551		849,943
Varian Medical Systems, Inc.^*,1	9,322		849,515
Western Union Co.¹	41,629		847,150
Dr Pepper Snapple Group, Inc.¹	8,645		846,518
IDEXX Laboratories, Inc.^*,1	5,454		843,243
Cooper Cos., Inc.¹	4,214		842,336
Constellation Brands, Inc. — Class A¹	5,197		842,277
Equifax, Inc.¹	6,145		840,267
Kroger Co.¹	28,414		837,928
Archer-Daniels-Midland Co.¹	18,181		837,053
Illumina, Inc.^*,1	4,905		836,989
Universal Health Services, Inc. — Class B¹	6,722		836,553
Philip Morris International, Inc.¹	7,408		836,363
PepsiCo, Inc.¹	7,473		835,930
Global Payments, Inc.¹	10,348		834,877
Whole Foods Market, Inc.¹	28,055		833,795
United Rentals, Inc.^*,1	6,661		832,958
Zimmer Biomet Holdings, Inc.¹	6,820		832,790
Mead Johnson Nutrition Co. — Class A¹	9,343		832,274
Verisk Analytics, Inc. — Class A^*,1	10,244		831,198
Patterson Companies, Inc.¹	18,373		831,011
Edwards Lifesciences Corp.^*,1	8,831		830,732
Robert Half International, Inc.¹	16,986		829,426
Stryker Corp.¹	6,299		829,263
Boston Scientific Corp.^*,1	33,239		826,654
Ecolab, Inc.¹	6,591		826,116
Hologic, Inc.^*,1	19,392		825,130
McKesson Corp.¹	5,545		822,102
Coca-Cola Co.¹	19,365		821,851
Celgene Corp.^*,1	6,604		821,736
Hershey Co.¹	7,518		821,341
Pfizer, Inc.¹	24,008		821,313
AmerisourceBergen Corp. — Class A¹	9,274		820,749
Avery Dennison Corp.¹	10,172		819,863
Moody's Corp.¹	7,317		819,797
PayPal Holdings, Inc.^*,1	19,049		819,488
Zoetis, Inc.¹	15,352		819,336
Regeneron Pharmaceuticals, Inc.^*,1	2,110		817,646
Eli Lilly & Co.¹	9,709		816,624
Baxter International, Inc.¹	15,746		816,588
Church & Dwight Company, Inc.¹	16,368		816,272
Laboratory Corp. of America Holdings^*,1	5,689		816,201
Gilead Sciences, Inc.¹	12,009		815,651
Sysco Corp.¹	15,699		815,092
Brown-Forman Corp. — Class B¹	17,648		814,985
CR Bard, Inc.¹	3,279		814,963

	Shares		Value
COMMON STOCKS^† - 98.9% (continued)
Consumer, Non-cyclical - 20.6% (continued)
Quanta Services, Inc.^*,1	21,948	$	814,490
Quest Diagnostics, Inc.¹	8,291		814,093
Cardinal Health, Inc.¹	9,982		814,032
Anthem, Inc.¹	4,922		814,000
S&P Global, Inc.¹	6,220		813,203
Kraft Heinz Co.¹	8,949		812,659
Allergan plc¹	3,400		812,328
DaVita, Inc.^*,1	11,946		811,970
Becton Dickinson and Co.¹	4,419		810,621
AbbVie, Inc.¹	12,431		810,004
Estee Lauder Cos., Inc. — Class A¹	9,547		809,490
Hormel Foods Corp.¹	23,350		808,611
Henry Schein, Inc.^*,1	4,756		808,377
Johnson & Johnson¹	6,489		808,205
Procter & Gamble Co.¹	8,993		808,021
Conagra Brands, Inc.¹	20,019		807,567
Monster Beverage Corp.^*,1	17,491		807,559
Colgate-Palmolive Co.¹	11,028		807,139
Molson Coors Brewing Co. — Class B¹	8,433		807,122
Dentsply Sirona, Inc.¹	12,917		806,537
Kimberly-Clark Corp.¹	6,116		805,049
Mondelez International, Inc. — Class A¹	18,676		804,562
H&R Block, Inc.¹	34,510		802,358
Automatic Data Processing, Inc.¹	7,833		802,021
Kellogg Co.¹	11,038		801,469
Clorox Co.¹	5,931		799,677
Danaher Corp.¹	9,332		798,167
Express Scripts Holding Co.^*,1	12,107		797,972
General Mills, Inc.¹	13,519		797,756
Total System Services, Inc.¹	14,903		796,714
McCormick & Co., Inc.¹	8,162		796,203
Abbott Laboratories¹	17,913		795,516
Tyson Foods, Inc. — Class A¹	12,886		795,195
Medtronic plc¹	9,862		794,483
Merck & Company, Inc.¹	12,483		793,170
Campbell Soup Co.¹	13,835		791,915
UnitedHealth Group, Inc.¹	4,818		790,200
Cigna Corp.¹	5,390		789,581
Thermo Fisher Scientific, Inc.¹	5,139		789,350
Aetna, Inc.¹	6,167		786,601
Alexion Pharmaceuticals, Inc.^*,1	6,432		779,816
Coty, Inc. — Class A¹	42,875		777,324
Humana, Inc.¹	3,758		774,674
Nielsen Holdings plc¹	18,740		774,149
JM Smucker Co.¹	5,870		769,440
Biogen, Inc.^*,1	2,802		766,123
Altria Group, Inc.¹	10,712		765,051
Bristol-Myers Squibb Co.¹	14,042		763,604
Perrigo Company plc¹	11,498		763,353
Envision Healthcare Corp.^*,1	12,259		751,722
Amgen, Inc.¹	4,515		740,776
Mallinckrodt plc^*,1	16,582		739,060
Mylan N.V.^*,1	18,871		735,780
Incyte Corp.^*,1	5,488		733,581
Total Consumer, Non-cyclical			85,289,644

Guggenheim Enhanced Equity Income Fund
SCHEDULE OF INVESTMENTS (Unaudited)	March 31, 2017

	Shares		Value
COMMON STOCKS^† - 98.9% (continued)
Financial - 18.7%
Ventas, Inc. REIT¹	13,535	$	880,317
Welltower, Inc. REIT¹	12,376		876,468
American Tower Corp. — Class A REIT¹	7,210		876,303
Regency Centers Corp. REIT¹	13,084		868,646
Equinix, Inc. REIT¹	2,160		864,799
Federal Realty Investment Trust REIT¹	6,448		860,808
HCP, Inc. REIT¹	27,516		860,700
Prologis, Inc. REIT¹	16,576		859,963
Mid-America Apartment Communities, Inc. REIT¹	8,430		857,668
Crown Castle International Corp. REIT¹	9,071		856,756
Host Hotels & Resorts, Inc. REIT¹	45,723		853,191
Iron Mountain, Inc. REIT¹	23,916		853,084
UDR, Inc. REIT¹	23,470		851,022
Realty Income Corp. REIT¹	14,270		849,493
AvalonBay Communities, Inc. REIT¹	4,606		845,662
Essex Property Trust, Inc. REIT¹	3,651		845,316
Digital Realty Trust, Inc. REIT¹	7,882		838,566
Simon Property Group, Inc. REIT¹	4,869		837,614
Willis Towers Watson plc¹	6,399		837,565
Apartment Investment & Management Co. — Class A REIT¹	18,855		836,219
Weyerhaeuser Co. REIT¹	24,606		836,112
Kimco Realty Corp. REIT¹	37,839		835,864
CBOE Holdings, Inc.¹	10,284		833,724
Navient Corp.¹	56,396		832,405
Alexandria Real Estate Equities, Inc. REIT¹	7,522		831,332
Boston Properties, Inc. REIT¹	6,278		831,270
Macerich Co. REIT¹	12,896		830,502
Mastercard, Inc. — Class A¹	7,364		828,229
Aon plc¹	6,948		824,658
GGP, Inc. REIT¹	35,527		823,516
Aflac, Inc.¹	11,371		823,488
Equity Residential REIT¹	13,216		822,300
Alliance Data Systems Corp.¹	3,300		821,700
Marsh & McLennan Companies, Inc.¹	11,116		821,361
Affiliated Managers Group, Inc.¹	4,996		819,045
SL Green Realty Corp. REIT¹	7,676		818,415
Arthur J Gallagher & Co.¹	14,453		817,173
BlackRock, Inc. — Class A¹	2,130		816,876
American Express Co.¹	10,317		816,178
State Street Corp.¹	10,248		815,843
Extra Space Storage, Inc. REIT¹	10,957		815,091
Public Storage REIT¹	3,721		814,564
Intercontinental Exchange, Inc.¹	13,590		813,633
Allstate Corp.¹	9,981		813,352
Principal Financial Group, Inc.¹	12,887		813,299
ETRADE Financial Corp.^,1	23,298		812,867
Progressive Corp.¹	20,712		811,496
Loews Corp.¹	17,349		811,413
Visa, Inc. — Class A¹	9,127		811,116

	Shares		Value
COMMON STOCKS^† - 98.9% (continued)
Financial - 18.7% (continued)
Franklin Resources, Inc.¹	19,233	$	810,479
American International Group, Inc.¹	12,982		810,466
Chubb Ltd.¹	5,942		809,598
XL Group Ltd.¹	20,246		807,006
Torchmark Corp.¹	10,453		805,299
Ameriprise Financial, Inc.¹	6,199		803,886
Travelers Cos., Inc.¹	6,667		803,640
Bank of New York Mellon Corp.¹	17,000		802,910
Nasdaq, Inc.¹	11,540		801,453
MetLife, Inc.¹	15,159		800,698
Cincinnati Financial Corp.¹	11,070		800,029
Citigroup, Inc.¹	13,319		796,743
Vornado Realty Trust REIT¹	7,934		795,860
Northern Trust Corp.¹	9,170		793,939
Invesco Ltd.¹	25,760		789,029
Hartford Financial Services Group, Inc.¹	16,407		788,684
JPMorgan Chase & Co.¹	8,972		788,100
Raymond James Financial, Inc.	10,322		787,156
People's United Financial, Inc.¹	43,235		786,877
Charles Schwab Corp.¹	19,279		786,776
Unum Group¹	16,779		786,767
Prudential Financial, Inc.¹	7,374		786,658
Regions Financial Corp.¹	54,130		786,508
CME Group, Inc. — Class A¹	6,619		786,337
Assurant, Inc.¹	8,219		786,312
KeyCorp¹	44,077		783,689
Discover Financial Services¹	11,450		783,066
CBRE Group, Inc. — Class A^*,1	22,499		782,740
T. Rowe Price Group, Inc.¹	11,476		782,089
Berkshire Hathaway, Inc. — Class B^*,1	4,680		780,062
Synchrony Financial¹	22,741		780,016
PNC Financial Services Group, Inc.¹	6,477		778,794
Comerica, Inc.¹	11,349		778,314
Lincoln National Corp.¹	11,867		776,695
Wells Fargo & Co.¹	13,916		774,565
Huntington Bancshares, Inc.¹	57,714		772,790
Capital One Financial Corp.¹	8,883		769,801
SunTrust Banks, Inc.¹	13,895		768,394
U.S. Bancorp¹	14,905		767,608
BB&T Corp.¹	17,165		767,276
Zions Bancorporation¹	18,236		765,912
Fifth Third Bancorp¹	30,152		765,861
Bank of America Corp.¹	32,354		763,231
M&T Bank Corp.¹	4,927		762,355
Goldman Sachs Group, Inc.¹	3,298		757,617
Morgan Stanley¹	17,616		754,669
Citizens Financial Group, Inc.	21,756		751,670
Total Financial			77,795,406
Consumer, Cyclical - 14.3%
Wynn Resorts Ltd.¹	8,228		943,011
PVH Corp.¹	8,987		929,885
Darden Restaurants, Inc.¹	11,042		923,883
Chipotle Mexican Grill, Inc. — Class A^*,1	2,028		903,515
Best Buy Co., Inc.¹	18,278		898,364

Guggenheim Enhanced Equity Income Fund
SCHEDULE OF INVESTMENTS (Unaudited)	March 31, 2017

	Shares		Value
COMMON STOCKS^† - 98.9% (continued)
Consumer, Cyclical - 14.3% (continued)
Marriott International, Inc. — Class A¹	9,455	$	890,472
Tiffany & Co.¹	9,232		879,810
Starbucks Corp.¹	15,017		876,843
Coach, Inc.¹	20,854		861,896
Nordstrom, Inc.¹	18,423		857,959
Dollar Tree, Inc.^*,1	10,910		855,998
Delphi Automotive plc¹	10,624		855,126
Hanesbrands, Inc.¹	41,007		851,305
VF Corp.¹	15,471		850,441
Michael Kors Holdings Ltd.^*,1	22,221		846,842
Leggett & Platt, Inc.¹	16,766		843,665
Carnival Corp.¹	14,315		843,297
Wal-Mart Stores, Inc.¹	11,682		842,039
Hasbro, Inc.¹	8,402		838,688
Wyndham Worldwide Corp.¹	9,909		835,230
AutoZone, Inc.^*,1	1,153		833,676
Ralph Lauren Corp. — Class A¹	10,197		832,279
Goodyear Tire & Rubber Co.¹	23,095		831,420
Costco Wholesale Corp.¹	4,952		830,401
Fastenal Co.¹	16,120		830,180
McDonald's Corp.¹	6,399		829,374
TJX Cos., Inc.¹	10,475		828,363
Staples, Inc.¹	94,337		827,335
Royal Caribbean Cruises Ltd.¹	8,421		826,184
Lowe's Cos., Inc.¹	10,039		825,306
Harley-Davidson, Inc.¹	13,637		825,039
Mattel, Inc.¹	32,063		821,133
O'Reilly Automotive, Inc.^*,1	3,038		819,774
PulteGroup, Inc.¹	34,808		819,729
Gap, Inc.¹	33,741		819,569
BorgWarner, Inc.¹	19,595		818,875
Home Depot, Inc.¹	5,576		818,724
Target Corp.¹	14,791		816,315
Mohawk Industries, Inc.^*,1	3,555		815,837
Ulta Beauty, Inc.^*,1	2,859		815,473
Yum! Brands, Inc.¹	12,734		813,703
DR Horton, Inc.¹	24,398		812,697
PACCAR, Inc.¹	12,093		812,650
Signet Jewelers Ltd.¹	11,730		812,537
Bed Bath & Beyond, Inc.¹	20,590		812,481
Genuine Parts Co.¹	8,785		811,822
NIKE, Inc. — Class B¹	14,513		808,809
Kohl's Corp.¹	20,239		805,715
Ross Stores, Inc.¹	12,230		805,590
United Continental Holdings, Inc.^*,1	11,320		799,646
CVS Health Corp.¹	10,186		799,601
LKQ Corp.^*,1	27,296		798,954
Foot Locker, Inc.¹	10,636		795,679
Lennar Corp. — Class A¹	15,536		795,288
Walgreens Boots Alliance, Inc.¹	9,563		794,207
Newell Brands, Inc.¹	16,826		793,682
Whirlpool Corp.¹	4,607		789,317
American Airlines Group, Inc.¹	18,654		789,064
Advance Auto Parts, Inc.¹	5,318		788,447
Southwest Airlines Co.¹	14,657		787,960
General Motors Co.¹	22,235		786,230
Delta Air Lines, Inc.¹	17,093		785,594
Dollar General Corp.¹	11,235		783,417

	Shares		Value
COMMON STOCKS^† - 98.9% (continued)
Consumer, Cyclical - 14.3% (continued)
Alaska Air Group, Inc.¹	8,477	$	781,749
Tractor Supply Co.¹	11,294		778,947
WW Grainger, Inc.¹	3,340		777,418
AutoNation, Inc.^*,1	18,262		772,300
L Brands, Inc.¹	16,279		766,741
Macy's, Inc.¹	25,808		764,949
Ford Motor Co.¹	65,361		760,802
CarMax, Inc.^*,1	12,756		755,410
Under Armour, Inc. — Class A^*,1	22,065		436,446
Under Armour, Inc. — Class C^*,1	22,190		406,077
Total Consumer, Cyclical			59,297,184
Industrial - 13.2%
Flowserve Corp.¹	17,803		862,021
Dover Corp.¹	10,661		856,610
Pentair plc¹	13,624		855,315
PerkinElmer, Inc.¹	14,731		855,281
Xylem, Inc.¹	16,968		852,133
Fortive Corp.¹	14,046		845,850
Stanley Black & Decker, Inc.¹	6,339		842,263
Martin Marietta Materials, Inc.¹	3,848		839,826
Ingersoll-Rand plc¹	10,302		837,759
Eaton Corp. plc¹	11,297		837,673
Johnson Controls International plc¹	19,862		836,587
Parker-Hannifin Corp.¹	5,206		834,626
Allegion plc¹	10,996		832,397
WestRock Co.¹	15,982		831,543
FedEx Corp.¹	4,261		831,535
Vulcan Materials Co.¹	6,896		830,830
Agilent Technologies, Inc.¹	15,704		830,270
Fortune Brands Home & Security, Inc.¹	13,633		829,568
Stericycle, Inc.^*,1	10,008		829,563
Rockwell Automation, Inc.¹	5,308		826,509
Amphenol Corp. — Class A¹	11,607		826,070
AMETEK, Inc.¹	15,272		825,910
Ball Corp.¹	11,104		824,583
Harris Corp.¹	7,403		823,732
Emerson Electric Co.¹	13,759		823,614
United Parcel Service, Inc. — Class B¹	7,672		823,206
Caterpillar, Inc.¹	8,872		822,967
FLIR Systems, Inc.¹	22,620		820,654
Masco Corp.¹	24,135		820,349
United Technologies Corp.¹	7,303		819,470
Republic Services, Inc. — Class A¹	13,046		819,419
3M Co.¹	4,282		819,275
Rockwell Collins, Inc.¹	8,425		818,573
TE Connectivity Ltd.¹	10,976		818,261
Textron, Inc.¹	17,192		818,167
Waste Management, Inc.¹	11,218		818,017
Expeditors International of Washington, Inc.¹	14,470		817,410
Cummins, Inc.¹	5,405		817,236
Union Pacific Corp.¹	7,706		816,219
Lockheed Martin Corp.¹	3,049		815,912
Waters Corp.^*,1	5,218		815,626

Guggenheim Enhanced Equity Income Fund
SCHEDULE OF INVESTMENTS (Unaudited)	March 31, 2017

	Shares		Value
COMMON STOCKS^† - 98.9% (continued)
Industrial - 13.2% (continued)
Mettler-Toledo International, Inc.^*,1	1,698	$	813,189
Snap-on, Inc.¹	4,821		813,158
Boeing Co.¹	4,589		811,611
Ryder System, Inc.¹	10,751		811,055
Deere & Co.¹	7,450		811,007
Illinois Tool Works, Inc.¹	6,110		809,392
Raytheon Co.¹	5,305		809,013
General Electric Co.¹	27,045		805,941
Honeywell International, Inc.¹	6,446		804,912
Kansas City Southern¹	9,379		804,343
Arconic, Inc.¹	30,530		804,160
General Dynamics Corp.¹	4,291		803,275
Corning, Inc.¹	29,715		802,305
Jacobs Engineering Group, Inc.¹	14,513		802,279
Roper Technologies, Inc.¹	3,875		800,149
Northrop Grumman Corp.¹	3,362		799,618
CSX Corp.¹	17,143		798,007
CH Robinson Worldwide, Inc.¹	10,321		797,710
Garmin Ltd.¹	15,595		797,060
L3 Technologies, Inc.¹	4,808		794,714
Acuity Brands, Inc.¹	3,870		789,480
Sealed Air Corp.¹	18,113		789,365
Fluor Corp.¹	14,971		787,774
TransDigm Group, Inc.¹	3,539		779,146
J.B. Hunt Transport Services, Inc.¹	8,472		777,221
Norfolk Southern Corp.¹	6,844		766,323
Total Industrial			54,805,036
Technology - 9.0%
Micron Technology, Inc.^*,1	32,561		941,013
Western Digital Corp.¹	10,921		901,310
NVIDIA Corp.¹	8,273		901,178
Adobe Systems, Inc.^*,1	6,763		880,069
Cerner Corp.^*,1	14,825		872,451
Lam Research Corp.¹	6,790		871,564
Hewlett Packard Enterprise Co.¹	36,606		867,561
Red Hat, Inc.^*,1	9,962		861,714
Citrix Systems, Inc.^*,1	10,298		858,750
Advanced Micro Devices, Inc.^*	58,865		856,486
Oracle Corp.¹	19,188		855,977
Apple, Inc.¹	5,889		846,014
CSRA, Inc.¹	28,813		843,933
HP, Inc.¹	47,093		842,023
Qorvo, Inc.^*,1	12,205		836,775
Applied Materials, Inc.¹	21,485		835,767
KLA-Tencor Corp.¹	8,787		835,380
Activision Blizzard, Inc.¹	16,675		831,415
Microsoft Corp.¹	12,612		830,626
Cognizant Technology Solutions Corp. — Class A^*,1	13,942		829,828
Intel Corp.¹	22,805		822,576
Synopsys, Inc.^*,1	11,401		822,354
Autodesk, Inc.^*,1	9,510		822,330
Texas Instruments, Inc.¹	10,194		821,229
Dun & Bradstreet Corp.¹	7,596		819,912
Skyworks Solutions, Inc.¹	8,352		818,329
Microchip Technology, Inc.¹	11,081		817,556
Xerox Corp.¹	111,267		816,700
Analog Devices, Inc.¹	9,963		816,468

	Shares		Value
COMMON STOCKS^† - 98.9% (continued)
Technology - 9.0% (continued)
Electronic Arts, Inc.^*,1	9,119	$	816,333
NetApp, Inc.¹	19,430		813,146
Teradata Corp.^*,1	26,097		812,139
salesforce.com, Inc.^*,1	9,807		808,979
Fiserv, Inc.^*,1	6,983		805,210
International Business Machines Corp.¹	4,605		801,915
CA, Inc.¹	25,275		801,723
QUALCOMM, Inc.¹	13,965		800,753
Xilinx, Inc.¹	13,752		796,103
Seagate Technology plc¹	17,329		795,921
Fidelity National Information Services, Inc.¹	9,959		792,936
Broadcom Ltd.¹	3,620		792,635
Accenture plc — Class A¹	6,608		792,167
Paychex, Inc.¹	13,127		773,180
Akamai Technologies, Inc.^*,1	12,752		761,294
Intuit, Inc.¹	6,554		760,198
Total Technology			37,301,920
Energy - 7.1%
Chesapeake Energy Corp.^*,1	159,016		944,554
Southwestern Energy Co.^*,1	110,057		899,165
ConocoPhillips¹	17,930		894,168
Murphy Oil Corp.¹	30,818		881,087
Newfield Exploration Co.^*,1	23,865		880,857
Equities Corp.¹	14,345		876,480
Baker Hughes, Inc.¹	14,550		870,381
National Oilwell Varco, Inc.¹	21,641		867,588
Range Resources Corp.¹	29,745		865,580
Cabot Oil & Gas Corp. — Class A¹	36,059		862,171
Devon Energy Corp.¹	20,340		848,585
EOG Resources, Inc.¹	8,639		842,734
TechnipFMC plc^*,1	25,832		839,540
Williams Companies, Inc.¹	28,317		837,900
Apache Corp.¹	16,302		837,760
ONEOK, Inc.¹	15,073		835,647
Hess Corp.¹	17,268		832,490
Transocean Ltd.^*,1	66,797		831,623
Marathon Petroleum Corp.¹	16,421		829,917
Concho Resources, Inc.^*,1	6,463		829,461
Occidental Petroleum Corp.¹	13,082		828,876
Kinder Morgan, Inc.¹	38,090		828,077
Pioneer Natural Resources Co.¹	4,433		825,558
Noble Energy, Inc.¹	24,035		825,362
Exxon Mobil Corp.¹	10,034		822,888
Phillips 66¹	10,384		822,620
Cimarex Energy Co.¹	6,867		820,538
Anadarko Petroleum Corp.¹	13,231		820,322
Valero Energy Corp.¹	12,302		815,500
Schlumberger Ltd.¹	10,407		812,787
Tesoro Corp.¹	9,993		810,033
Helmerich & Payne, Inc.¹	12,167		809,957
Marathon Oil Corp.¹	50,675		800,665
Chevron Corp.¹	7,403		794,860
Halliburton Co.¹	16,085		791,543
Total Energy			29,437,274
Communications - 6.6%
Viacom, Inc. — Class B¹	18,728		873,100
Motorola Solutions, Inc.¹	9,974		859,958

Guggenheim Enhanced Equity Income Fund
SCHEDULE OF INVESTMENTS (Unaudited)	March 31, 2017

	Shares		Value
COMMON STOCKS^† - 98.9% (continued)
Communications - 6.6% (continued)
Amazon.com, Inc.^*,1	970	$	859,944
Netflix, Inc.^*,1	5,817		859,811
CBS Corp. — Class B¹	12,149		842,654
Facebook, Inc. — Class A^*,1	5,906		838,947
Priceline Group, Inc.^*,1	471		838,366
DISH Network Corp. — Class A^*,1	13,199		838,005
Walt Disney Co.¹	7,383		837,159
Symantec Corp.¹	27,273		836,736
Omnicom Group, Inc.¹	9,692		835,547
VeriSign, Inc.^*,1	9,581		834,601
CenturyLink, Inc.¹	35,390		834,142
Interpublic Group of Cos., Inc.¹	33,798		830,417
eBay, Inc.^*,1	24,720		829,850
Level 3 Communications, Inc.^*,1	14,502		829,804
Charter Communications, Inc. — Class A^*,1	2,532		828,774
Yahoo!, Inc.^*,1	17,810		826,562
Comcast Corp. — Class A¹	21,943		824,837
Expedia, Inc.¹	6,512		821,619
Juniper Networks, Inc.¹	29,236		813,638
Time Warner, Inc.¹	8,306		811,580
TripAdvisor, Inc.^*,1	18,782		810,631
Verizon Communications, Inc.¹	16,594		808,958
Scripps Networks Interactive, Inc. — Class A¹	10,318		808,621
Cisco Systems, Inc.¹	23,903		807,921
AT&T, Inc.¹	19,337		803,452
F5 Networks, Inc.^*,1	5,612		800,103
TEGNA, Inc.¹	31,222		799,908
News Corp. — Class A¹	49,949		649,337
Twenty-First Century Fox, Inc. — Class A¹	18,472		598,308
Discovery Communications, Inc. — Class C^*,1	17,739		502,191
Alphabet, Inc. — Class A^*,1	480		406,944
Alphabet, Inc. — Class C^*,1	485		402,337
Discovery Communications, Inc. — Class A^*,1	12,219		355,451
Twenty-First Century Fox, Inc. — Class B¹	8,498		270,066
News Corp. — Class B¹	15,663		211,451
Total Communications			27,441,730
Utilities - 5.6%
NRG Energy, Inc.¹	45,899		858,311
WEC Energy Group, Inc.¹	13,945		845,484
Entergy Corp.¹	11,125		845,054
PPL Corp.¹	22,547		843,032
American Electric Power Company, Inc.¹	12,522		840,602
Alliant Energy Corp.¹	21,209		840,088
Dominion Resources, Inc.¹	10,822		839,463
American Water Works Co., Inc.¹	10,786		838,827
Consolidated Edison, Inc.¹	10,778		837,019
Xcel Energy, Inc.¹	18,826		836,816
Pinnacle West Capital Corp.¹	10,034		836,635
NiSource, Inc.¹	35,102		835,077
Eversource Energy¹	14,190		834,088
DTE Energy Co.¹	8,167		833,932

	Shares		Value
COMMON STOCKS^† - 98.9% (continued)
Utilities - 5.6% (continued)
FirstEnergy Corp.¹	26,197	$	833,589
Duke Energy Corp.¹	10,155		832,812
CMS Energy Corp.¹	18,553		830,061
Ameren Corp.¹	15,196		829,550
PG&E Corp.¹	12,478		828,040
Edison International¹	10,391		827,228
Sempra Energy¹	7,486		827,203
Southern Co.¹	16,500		821,370
AES Corp.¹	73,442		821,082
Exelon Corp.¹	22,765		819,085
Public Service Enterprise Group, Inc.¹	18,431		817,415
CenterPoint Energy, Inc.¹	29,553		814,776
NextEra Energy, Inc.¹	6,296		808,218
SCANA Corp.¹	12,145		793,676
Total Utilities			23,268,533
Basic Materials - 3.6%
FMC Corp.¹	13,637		948,998
Freeport-McMoRan, Inc.^*,1	66,200		884,432
International Flavors & Fragrances, Inc.¹	6,534		865,951
Eastman Chemical Co.¹	10,549		852,359
PPG Industries, Inc.¹	8,022		842,952
Albemarle Corp.¹	7,947		839,521
LyondellBasell Industries N.V. — Class A¹	9,121		831,744
Praxair, Inc.¹	7,002		830,437
International Paper Co.¹	16,152		820,199
Newmont Mining Corp.¹	24,860		819,386
Mosaic Co.¹	28,055		818,645
CF Industries Holdings, Inc.¹	27,836		816,987
Dow Chemical Co.¹	12,829		815,155
Sherwin-Williams Co.¹	2,626		814,559
EI du Pont de Nemours & Co.¹	10,128		813,582
Monsanto Co.¹	7,180		812,776
Nucor Corp.¹	13,508		806,698
Air Products & Chemicals, Inc.¹	5,901		798,346
Total Basic Materials			15,032,727
Diversified - 0.2%
Leucadia National Corp.¹	30,614		795,964
	–		–
Total Common Stocks
(Cost $389,100,340)			410,465,418
EXCHANGE-TRADED FUNDS^† - 45.5%
iShares Russell 2000 Index ETF^1,2	460,497		63,309,127
PowerShares QQQ Trust Series 1^1,2	475,160		62,901,681
SPDR S&P 500 ETF Trust^1,2	266,513		62,827,775
Total Exchange-Traded Funds
(Cost $180,657,993)			189,038,583

SHORT-TERM INVESTMENTS^† - 2.4%
Dreyfus Treasury Securities Management ─ Institutional Shares
0.50%³	10,027,953		10,027,953
Total Short-Term Investments
(Cost $10,027,953)			10,027,953
Total Investments - 146.8%
(Cost $579,786,286)		$	609,531,954

Guggenheim Enhanced Equity Income Fund
SCHEDULE OF INVESTMENTS (Unaudited)	March 31, 2017

	Contracts
	(100 shares
	per Contract)		Value
OPTIONS WRITTEN^† - (1.1)%
Call options on:
S&P 500 Index Expiring April 2017 with strike price of $2,360.00^*	532	$	(1,058,680)
NASDAQ 100 Index Expiring April 2017 with strike price of $5,430.00^*	231		(1,167,705)
Russell 2000 Index Expiring April 2017 with strike price of $1,370.00^*	916		(2,464,040)
Total Call options			(4,690,425)
Total Options Written
(Premiums received $4,102,135)			(4,690,425)
Other Assets & Liabilities, net - (45.7)%			(189,761,298)
Total Net Assets - 100.0%		$	415,080,231

Guggenheim Enhanced Equity Income Fund
SCHEDULE OF INVESTMENTS (Unaudited)	March 31, 2017

*	Non-income producing security.
†	Value determined based on Level 1 inputs — See Note 3.
1	All or a portion of these securities have been physically segregated in connection with borrowings. As of March 31, 2017, the total value of securities segregated was $321,878,295.
2	Security represents cover for outstanding written options.
3	Rate indicated is the 7-day yield as of March 31, 2017.

plc ─	Public Limited Company
REIT ─	Real Estate Investment Trust

See Sector Classification in Other Information section.

The following table summarizes the inputs used to value the Fund's investments at March 31, 2017 (See Note 3 in the Notes to Schedule of Investments):

Investments in Securities (Assets)	Level 1		Level 2		Level 3		Total
Common Stocks	$	410,465,418	$	—	$	—	$	410,465,418
Exchange-Traded Funds		189,038,583		—		—		189,038,583
Short-Term Investments		10,027,953		—		—		10,027,953
Total	$	609,531,954	$	—	$	—	$	609,531,954

Investments in Securities (Liabilities)	Level 1		Level 2		Level 3		Total
Options Written	$	4,690,425	$	—	$	—	$	4,690,425

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.

There were no transfers between levels for the period ended March 31, 2017.

NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)

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

1. Organization and Significant Accounting Policies

Organization

Guggenheim Enhanced Equity Income Fund (the “Fund”) was organized as a Massachusetts business trust on December 3, 2004. The Fund is registered as a diversified, closed-end management investment company under the Investment Company Act of 1940, as amended (the “1940 Act”).

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

Significant Accounting Policies

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 Trust. 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 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 (New York Stock 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 not 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.

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 Guggenheim Funds Investment Advisors (“GFIA” or the “Advisor”) under the direction of the Board using 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.

Under the Fund's organizational documents, its Trustees and Officers are indemnified against certain liabilities arising out of the performance of their duties to the Trust. In addition, throughout the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties which provide general indemnifications. The Fund's maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)

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.

2. Financial Instruments and Derivatives

As part of its investment strategy, the Fund utilizes derivative instruments. These investments involve, to varying degrees, elements of market risk and risks in excess of the amounts recognized in the Statement of Assets and Liabilities. 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

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 may utilize 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.

Higher Investment Returns: the use of any instrument to seek to obtain increased investment returns.

Options Purchased and Written

A call option on a security gives the purchaser of the option the right to buy, and the writer of a call option the obligation to sell, the underlying security. The purchaser of a put option has the right to sell, and the writer of the put option the obligation to buy, the underlying security at any time during the option period. The risk associated with purchasing options is limited to the premium originally paid.

NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)

The following table represents the Fund’s use and volume of call/put options purchased on a quarterly basis:

Fund	Use	Average Number of Contracts
Guggenheim Enhanced Equity Income Fund	Hedge, Higher Investment Returns	971

The risk in writing a call option is that a Fund may incur a loss if the market price of the underlying security increases and the option is exercised. The risk in writing a put option is that a Fund may incur a loss if the market price of the underlying security decreases and the option is exercised. 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.

The following tables represent the Fund's use and activity of options written for the year ended March 31, 2017:

Written Call Options
	Guggenheim Enhanced Equity Income Fund
	Number of contracts			Premium amount
Balance at December 31, 2016		663		$	2,006,416
Options Written		13,794			37,920,135
Options terminated in closing purchase transactions		(12,778	)		(35,824,416	)
Balance at March 31, 2017		1,679		$	4,102,135

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, discount notes or the repurchase agreements allocated to the Fund.

The Trust has established counterparty credit guidelines and enters into transactions only with financial institutions of investment grade or better. The Trust monitors the counterparty credit risk.

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.

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.

NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)

4. Federal Tax Information

The Funds intend 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 Funds 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 Funds’ tax returns are evaluated to determine whether the tax positions are “more-likelythan-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 Funds’ 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 Funds’ financial statements. The Funds’ federal tax returns are subject to examination by the Internal Revenue Service for a period of three years after they are filed.

At March 31, 2017, 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	$ 582,081,908	$ 42,695,122	$ (15,245,076)	$ 27,450,046

OTHER INFORMATION (Unaudited)

Sector Classification

Information in the “Schedule of Investments” is categorized by sectors using sector-level Classifications defined by the Bloomberg Industry Classification System, a widely recognized industry classification system provider. Each Fund’s registration statement has investment policies relating to concentration in specific sectors/industries. For purposes of these investment policies, the Funds usually classify sectors/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/ Donald C. Cacciapaglia

Name: Donald C. Cacciapaglia

Title: President and Chief Executive Officer

Date: May 26, 2017

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/Donald C. Cacciapaglia

Name: Donald C. Cacciapaglia

Title: President and Chief Executive Officer

Date: May 26, 2017

By: /s/ John L. Sullivan

Name: John L. Sullivan

Title: Chief Financial Officer, Chief Accounting Officer and Treasurer

Date: May 26, 2017