PAGE 1
000 B000000 05/31/2014
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 8003457999
002 A000000 227 WEST MONROE STREET
002 B000000 CHICAGO
002 C000000 IL
002 D010000 60606
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 CHICAGO
008 D020001 IL
008 D030001 60606
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 COLLEGE STATION
012 C020001 TX
012 C030001 77842
012 C040001 3170
013 A000001 ERNST & YOUNG LLP
013 B010001 MCLEAN
013 B020001 VA
013 B030001 22102
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 SAMMONS SECURITIES COMPANY, LLC
014 B000005 8-53482
014 A000006 GUGGENHEIM FUNDS DISTRIBUTORS, LLC
014 B000006 8-48842
014 A000007 SAMMONS FINANCIAL NETWORK, LLC
014 B000007 8-68905
014 A000008 GUGGENEHIM ENERGY ADVISORS, LLC
014 B000008 8-68983
014 A000009 DELETE
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
020 B000001 UNKNOWN
020 C000001 26
020 A000002 BAYCREST PARTNER
020 B000002 UNKNOWN
020 C000002 24
020 A000003 FGCS SECURITIES
PAGE 3
020 B000003 UNKNOWN
020 C000003 20
020 A000004 MORGAN STANLEY & CO. INC.
020 B000004 13-2655998
020 C000004 16
020 A000005 JEFFERIES & COMPANY INC.
020 B000005 95-2622900
020 C000005 14
020 A000006 SUSQUEHANNA FINANCIAL GROUP INC
020 B000006 UNKNOWN
020 C000006 11
020 A000007 KNIGHT CAPITAL AMERICAS, LP
020 B000007 UNKNOWN
020 C000007 9
020 A000008 NOMURA SECURITIES CO.
020 B000008 UNKNOWN
020 C000008 8
020 A000009 BARCLAYS CAPITALS
020 B000009 06-1031656
020 C000009 2
020 A000010 MACRO RISK ADVISORS LLC
020 B000010 UNKNOWN
020 C000010 2
021 000000 135
022 A000001 BANK OF AMERICA INTERNATIONAL
022 B000001 UNKNOWN
022 C000001 21496
022 D000001 166737
022 A000002 BARCLAYS CAPITAL INC.
022 B000002 UNKNOWN
022 C000002 14868
022 D000002 164013
022 A000003 BNP PARIBAS
022 B000003 UNKNOWN
022 C000003 13452
022 D000003 140400
022 A000004 CREDIT SUISSE SECURITIES
022 B000004 UNKNOWN
022 C000004 14745
022 D000004 48261
022 A000005 RBS SECURITIES INC.
022 B000005 UNKNOWN
022 C000005 5695
022 D000005 29354
022 A000006 JPMORGAN CHASE
022 B000006 UNKNOWN
022 C000006 20773
022 D000006 8075
022 A000007 CITIGROUP GLOBAL MARKETS
022 B000007 20-2844594
022 C000007 17568
PAGE 4
022 D000007 10527
022 A000008 WELLS FARGO BANK NA
022 B000008 UNKNOWN
022 C000008 11279
022 D000008 16199
022 A000009 GOLDMAN SACHS & COMPANY
022 B000009 13-5108880
022 C000009 20987
022 D000009 2770
022 A000010 NOMURA SECURITIES
022 B000010 UNKNOWN
022 C000010 2633
022 D000010 16299
023 C000000 304411
023 D000000 683141
024 000000 Y
025 A000001 BARCLAYS BANK PLC
025 C000001 D
025 D000001 2763
025 A000002 RBS CAPITAL TRUST II
025 C000002 D
025 D000002 1463
025 A000003 BANK OF AMERICA MERRILL LYNCH-DB TRUST
025 C000003 D
025 D000003 426
025 A000004 NOMURA RESECURITIZATION TRUST
025 C000004 D
025 D000004 4311
025 A000005 MORGAN STANLEY
025 C000005 E
025 D000005 784
025 D000006 0
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
028 A010000 0
028 A020000 0
028 A030000 0
028 A040000 0
028 B010000 0
028 B020000 0
028 B030000 0
PAGE 5
028 B040000 0
028 C010000 0
028 C020000 0
028 C030000 0
028 C040000 0
028 D010000 0
028 D020000 0
028 D030000 0
028 D040000 0
028 E010000 0
028 E020000 0
028 E030000 0
028 E040000 0
028 F010000 0
028 F020000 0
028 F030000 0
028 F040000 0
028 G010000 0
028 G020000 0
028 G030000 0
028 G040000 0
028 H000000 0
030 A000000 0
030 B000000 0.00
030 C000000 0.00
031 A000000 0
031 B000000 0
032 000000 0
033 000000 0
035 000000 0
036 B000000 0
038 000000 0
042 A000000 0
042 B000000 0
042 C000000 0
042 D000000 0
042 E000000 0
042 F000000 0
042 G000000 0
042 H000000 0
043 000000 0
044 000000 0
045 000000 Y
046 000000 N
047 000000 Y
048 000000 1.000
048 A010000 0
048 A020000 0.000
048 B010000 0
048 B020000 0.000
048 C010000 0
PAGE 6
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 Y
056 000000 N
057 000000 N
058 A000000 N
059 000000 Y
060 A000000 Y
060 B000000 Y
061 000000 0
062 A000000 Y
062 B000000 0.0
062 C000000 0.0
062 D000000 0.0
062 E000000 0.0
PAGE 7
062 F000000 0.0
062 G000000 0.0
062 H000000 0.0
062 I000000 0.0
062 J000000 0.0
062 K000000 0.0
062 L000000 5.1
062 M000000 0.0
062 N000000 0.0
062 O000000 0.0
062 P000000 39.7
062 Q000000 71.6
062 R000000 25.5
063 A000000 0
063 B000000 10.8
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 N
070 B010000 Y
070 B020000 N
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
070 M020000 Y
070 N010000 Y
070 N020000 N
070 O010000 Y
PAGE 8
070 O020000 Y
070 P010000 N
070 P020000 Y
070 Q010000 N
070 Q020000 N
070 R010000 Y
070 R020000 N
071 A000000 469282
071 B000000 389500
071 C000000 410935
071 D000000 95
072 A000000 12
072 B000000 25753
072 C000000 1936
072 D000000 0
072 E000000 0
072 F000000 4188
072 G000000 99
072 H000000 0
072 I000000 26
072 J000000 34
072 K000000 0
072 L000000 59
072 M000000 111
072 N000000 39
072 O000000 370
072 P000000 1498
072 Q000000 125
072 R000000 55
072 S000000 104
072 T000000 0
072 U000000 0
072 V000000 0
072 W000000 49
072 X000000 6757
072 Y000000 0
072 Z000000 20932
072AA000000 9583
072BB000000 0
072CC010000 0
072CC020000 5130
072DD010000 26521
072DD020000 0
072EE000000 5245
073 A010000 1.8245
073 A020000 0.0000
073 B000000 0.3609
073 C000000 0.0000
074 A000000 5560
074 B000000 0
074 C000000 16351
PAGE 9
074 D000000 353810
074 E000000 22664
074 F000000 395
074 G000000 0
074 H000000 0
074 I000000 58104
074 J000000 2644
074 K000000 0
074 L000000 4166
074 M000000 47
074 N000000 463741
074 O000000 6786
074 P000000 392
074 Q000000 60789
074 R010000 75641
074 R020000 0
074 R030000 1583
074 R040000 549
074 S000000 0
074 T000000 318001
074 U010000 15467
074 U020000 0
074 V010000 20.56
074 V020000 0.00
074 W000000 0.0000
074 X000000 14754
074 Y000000 359291
075 A000000 0
075 B000000 295903
076 000000 21.83
077 A000000 Y
077 B000000 Y
077 C000000 N
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
077 Q020000 Y
077 Q030000 N
078 000000 N
080 A000000 ICI MUTUAL INSURANCE COMPANY
PAGE 10
080 C000000 15900
081 A000000 Y
081 B000000 14
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 1794
086 A020000 37911
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