PAGE  1
000 B000000 05/31/2013
000 C000000 0001380936
000 D000000 N
000 E000000 NF
000 F000000 Y
000 G000000 N
000 H000000 N
000 I000000 6.1
000 J000000 A
001 A000000 GUGGENHEIM STRATEGIC OPPORTUNITIES FUND
001 B000000 811-21982
001 C000000 6305053700
002 A000000 2455 CORPORATE WEST DRIVE
002 B000000 LISLE
002 C000000 IL
002 D010000 60532
003  000000 N
004  000000 N
005  000000 N
006  000000 N
007 A000000 N
007 B000000  0
007 C010100  1
007 C010200  2
007 C010300  3
007 C010400  4
007 C010500  5
007 C010600  6
007 C010700  7
007 C010800  8
007 C010900  9
007 C011000 10
008 A000001 GUGGENHEIM FUNDS INVESTMENT ADVISORS, LLC
008 B000001 A
008 C000001 801-000000
008 D010001 LISLE
008 D020001 IL
008 D030001 60532
008 A000002 GUGGENHEIM PARTNERS INVESTMENT MANAGEMENT,INC
008 B000002 S
008 C000002 801-000000
008 D010002 SANTA MONICA
008 D020002 CA
008 D030002 90401
010 A000001 RYDEX FUND SERVICES, LLC
010 B000001 84-0000000
010 C010001 ROCKVILLE
010 C020001 MD
010 C030001 20850
011 A000001 WACHOVIA CAPITAL MARKETS LLC
011 B000001 8-00000000
      PAGE  2
011 C010001 CHARLOTTE
011 C020001 NC
011 C030001 28288
011 A000002 RAYMOND JAMES & ASSOCIATES, INC.
011 B000002 8-00000000
011 C010002 ST. PETERSBURG
011 C020002 FL
011 C030002 33716
012 A000001 COMPUTERSHARE SHAREOWNER SERVICES LLC
012 B000001 84-0000000
012 C010001 PITTSBURGH
012 C020001 PA
012 C030001 15252
013 A000001 ERNST & YOUNG LLP
013 B010001 CHICAGO
013 B020001 IL
013 B030001 60606
014 A000001 CHANNEL CAPITAL GROUP LLC
014 B000001 8-53692
014 A000002 SECURITY DISTRIBUTORS, INC.
014 B000002 8-10781
014 A000003 GUGGENHEIM INVESTOR SERVICES, LLC
014 B000003 8-44742
014 A000004 GUGGENHEIM SECURITIES, LLC
014 B000004 8-49107
014 A000005 GUGGENHEIM DISTRIBUTORS, LLC
014 B000005 8-49200
014 A000006 SAMMONS SECURITIES COMPANY, LLC
014 B000006 8-53482
014 A000007 GUGGENHEIM FUNDS DISTRIBUTORS, LLC
014 B000007 8-48842
014 A000008 SAMMONS FINANCIAL NETWORK, LLC
014 B000008 8-68905
014 A000009 GUGGENHEIM ENERGY ADVISORS, LLC
014 B000009 8-68983
015 A000001 THE BANK OF NEW YORK MELLON
015 B000001 C
015 C010001 NEW YORK
015 C020001 NY
015 C030001 10286
015 E010001 X
018  000000 Y
019 A000000 N
019 B000000    0
020 A000001 BANK OF AMERICA INTERNATIONAL
020 B000001 UNKNOWN
020 C000001     55
020 A000002 SUSQUEHANNA FINANCIAL GROUP INC
020 B000002 UNKNOWN
020 C000002     50
020 A000003 CITIGROUP GLOBAL MARKETS
      PAGE  3
020 B000003 20-2844594
020 C000003     39
020 A000004 BARCLAYS CAPITALS
020 B000004 06-1031656
020 C000004     34
020 A000005 JEFFERIES & COMPANY INC.
020 B000005 95-2622900
020 C000005     30
020 A000006 BNP PARIBAS
020 B000006 UNKNOWN
020 C000006     28
020 A000007 FGC SECURITIES
020 B000007 UNKNOWN
020 C000007     26
020 A000008 BAYCREST PARTNER
020 B000008 UNKNOWN
020 C000008     23
020 A000009 MORGAN STANLEY & CO. INC.
020 B000009 13-2655998
020 C000009     18
020 A000010 BLOOMBERG TRADEBOOK LLC
020 B000010 UNKNOWN
020 C000010      9
021  000000      359
022 A000001 BANK OF AMERICA INTERNATIONAK
022 B000001 UNKNOWN
022 C000001     36396
022 D000001    152416
022 A000002 BARCLAYS CAPITAL INC.
022 B000002 UNKNOWN
022 C000002     25033
022 D000002    155940
022 A000003 JEFFRIES & COMPANY INC.
022 B000003 95-2622900
022 C000003     23868
022 D000003     30249
022 A000004 CITIGROUP GLOBAL MARKETS
022 B000004 20-2844594
022 C000004     28453
022 D000004     20864
022 A000005 RBS SECURITIES INC.
022 B000005 UNKNOWN
022 C000005      1428
022 D000005     45238
022 A000006 NOMURA
022 B000006 UNKNOWN
022 C000006      9929
022 D000006     35863
022 A000007 WELLS FARGO BANK NA
022 B000007 UNKNOWN
022 C000007     22350
      PAGE  4
022 D000007     22009
022 A000008 GOLDMAN SACHS & COMPANY
022 B000008 UNKNOWN
022 C000008     27135
022 D000008     10318
022 A000009 BNP PARIBAS
022 B000009 UNKNOWN
022 C000009       666
022 D000009     35065
022 A000010 MORGAN STANLEY & CO. INC.
022 B000010 13-2655998
022 C000010     14908
022 D000010     18779
023 C000000     623530
023 D000000     982535
024  000000 Y
025 A000001 BARCLAYS BANK PLC
025 C000001 D
025 D000001    1206
025 A000002 MORGAN STANLEY
025 C000002 D
025 D000002     287
025 A000003 RBS CAPITAL TRUST II
025 C000003 D
025 D000003    1313
025 A000004 BANK OF AMERICA MERRILL LYNCH-DB TRUST
025 C000004 D
025 D000004     418
025 A000005 NOMURA RESECURITIZATION TRUST
025 C000005 D
025 D000005    5194
025 A000006 BANK OF AMERICA TRUST
025 C000006 E
025 D000006    2822
025 D000007       0
025 D000008       0
026 A000000 N
026 B000000 Y
026 C000000 N
026 D000000 Y
026 E000000 N
026 F000000 N
026 G010000 N
026 G020000 N
026 H000000 N
027  000000 N
045  000000 Y
046  000000 N
047  000000 Y
048  000000  1.000
048 A010000        0
      PAGE  5
048 A020000 0.000
048 B010000        0
048 B020000 0.000
048 C010000        0
048 C020000 0.000
048 D010000        0
048 D020000 0.000
048 E010000        0
048 E020000 0.000
048 F010000        0
048 F020000 0.000
048 G010000        0
048 G020000 0.000
048 H010000        0
048 H020000 0.000
048 I010000        0
048 I020000 0.000
048 J010000        0
048 J020000 0.000
048 K010000        0
048 K020000 0.000
049  000000 N
050  000000 N
051  000000 N
052  000000 N
053 A000000 N
054 A000000 Y
054 B000000 Y
054 C000000 N
054 D000000 N
054 E000000 N
054 F000000 N
054 G000000 N
054 H000000 Y
054 I000000 N
054 J000000 Y
054 K000000 N
054 L000000 N
054 M000000 Y
054 N000000 N
054 O000000 N
055 A000000 N
055 B000000 N
056  000000 N
057  000000 N
058 A000000 N
059  000000 Y
060 A000000 Y
060 B000000 Y
061  000000        0
062 A000000 Y
      PAGE  6
062 B000000   0.0
062 C000000   0.0
062 D000000   0.0
062 E000000   0.0
062 F000000   0.0
062 G000000   0.0
062 H000000   0.0
062 I000000   0.0
062 J000000   0.0
062 K000000   1.1
062 L000000   0.9
062 M000000   0.0
062 N000000   0.0
062 O000000   0.0
062 P000000  45.1
062 Q000000  92.9
062 R000000  23.1
063 A000000   0
063 B000000  8.5
064 A000000 N
064 B000000 N
066 A000000 N
067  000000 N
068 A000000 N
068 B000000 N
069  000000 N
070 A010000 Y
070 A020000 Y
070 B010000 Y
070 B020000 Y
070 C010000 Y
070 C020000 N
070 D010000 Y
070 D020000 Y
070 E010000 Y
070 E020000 N
070 F010000 Y
070 F020000 N
070 G010000 Y
070 G020000 N
070 H010000 Y
070 H020000 N
070 I010000 Y
070 I020000 N
070 J010000 Y
070 J020000 Y
070 K010000 Y
070 K020000 Y
070 L010000 Y
070 L020000 Y
070 M010000 Y
      PAGE  7
070 M020000 N
070 N010000 Y
070 N020000 N
070 O010000 Y
070 O020000 Y
070 P010000 Y
070 P020000 N
070 Q010000 N
070 Q020000 N
070 R010000 Y
070 R020000 N
071 A000000    661735
071 B000000    568226
071 C000000    345212
071 D000000  165
072 A000000 12
072 B000000    25556
072 C000000      915
072 D000000        0
072 E000000        0
072 F000000     3487
072 G000000       85
072 H000000        0
072 I000000       20
072 J000000       94
072 K000000        0
072 L000000       87
072 M000000       80
072 N000000       24
072 O000000      264
072 P000000     1611
072 Q000000      150
072 R000000       53
072 S000000       88
072 T000000        0
072 U000000        0
072 V000000        0
072 W000000       28
072 X000000     6071
072 Y000000        0
072 Z000000    20400
072AA000000     7912
072BB000000        0
072CC010000    14945
072CC020000        0
072DD010000    21756
072DD020000        0
072EE000000     2073
073 A010000   1.7780
073 A020000   0.0000
073 B000000   0.1700
      PAGE  8
073 C000000   0.0000
074 A000000     6055
074 B000000        0
074 C000000        0
074 D000000   329051
074 E000000    13729
074 F000000        0
074 G000000     3041
074 H000000        0
074 I000000    55297
074 J000000     1574
074 K000000        0
074 L000000     4799
074 M000000     2458
074 N000000   416004
074 O000000    11235
074 P000000      342
074 Q000000    56099
074 R010000    59474
074 R020000        0
074 R030000     1893
074 R040000      490
074 S000000        0
074 T000000   286471
074 U010000    13673
074 U020000        0
074 V010000    20.95
074 V020000     0.00
074 W000000   0.0000
074 X000000    12077
074 Y000000   115192
075 A000000        0
075 B000000   245835
076  000000    21.91
077 A000000 Y
077 B000000 Y
077 C000000 Y
077 D000000 N
077 E000000 N
077 F000000 N
077 G000000 N
077 H000000 N
077 I000000 N
077 J000000 N
077 K000000 N
077 L000000 N
077 M000000 N
077 N000000 N
077 O000000 N
077 P000000 N
077 Q010000 N
      PAGE  9
077 Q020000 N
077 Q030000 N
078  000000 N
080 A000000 ICI MUTUAL INSURANCE COMPANY
080 C000000     5375
081 A000000 Y
081 B000000   7
082 A000000 N
082 B000000        0
083 A000000 N
083 B000000        0
084 A000000 N
084 B000000        0
085 A000000 Y
085 B000000 N
086 A010000   2759
086 A020000  59696
086 B010000      0
086 B020000      0
086 C010000      0
086 C020000      0
086 D010000      0
086 D020000      0
086 E010000      0
086 E020000      0
086 F010000      0
086 F020000      0
087 A010000 COMMON STOCK
087 A020000 18385X104
087 A030000 GOF
088 A000000 Y
088 B000000 N
088 C000000 N
088 D000000 N
SIGNATURE   JOHN SULLIVAN
TITLE       CFO, CAO & TREASURER