PAGE 1
000 B000000 05/31/2016
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 3128270100
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
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
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 TRUST COMPANY N.A.
012 B000001 84-0000000
PAGE 2
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
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 47
020 A000002 MORGAN STANLEY
020 B000002 13-2655998
020 C000002 46
020 A000003 GOLDMAN SACHS
020 B000003 13-5108880
020 C000003 30
020 A000004 CITIGROUP GLOBAL MARKETS
020 B000004 UNKNOWN
020 C000004 9
020 A000005 BAYCREST SECURITIES
020 B000005 UNKNOWN
020 C000005 3
021 000000 137
022 A000001 BARCLAYS
022 B000001 UNKNOWN
PAGE 3
022 C000001 32334
022 D000001 139617
022 A000002 BANK OF AMERICA
022 B000002 UNKNOWN
022 C000002 35186
022 D000002 126472
022 A000003 BNP PARIBAS
022 B000003 UNKNOWN
022 C000003 60435
022 D000003 84039
022 A000004 RBC CAPITAL MARKETS
022 B000004 UNKNOWN
022 C000004 10800
022 D000004 120280
022 A000005 CREDIT SUISSE SECURITIES
022 B000005 UNKNOWN
022 C000005 30127
022 D000005 95089
022 A000006 MORGAN STANLEY
022 B000006 13-2655998
022 C000006 22712
022 D000006 66117
022 A000007 WELLS FARGO & COMPANY
022 B000007 UNKNOWN
022 C000007 10816
022 D000007 52653
022 A000008 JP MORGAN CHASE
022 B000008 UNKNOWN
022 C000008 14890
022 D000008 37901
022 A000009 Deutsche Bank Securities
022 B000009 Unknown
022 C000009 11128
022 D000009 41209
022 A000010 Nomura Securities Co
022 B000010 Unknown
022 C000010 23764
022 D000010 26555
023 C000000 418426
023 D000000 925462
024 000000 Y
025 A000001 BANK OF AMERICA CORP.
025 C000001 D
025 D000001 2847
025 A000002 CITIGROUP INC
025 C000002 D
025 D000002 3935
026 A000000 N
026 B000000 Y
026 C000000 N
026 D000000 Y
PAGE 4
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
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
PAGE 5
054 O000000 N
055 A000000 Y
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 6.7
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 0.0
062 L000000 0.9
062 M000000 0.0
062 N000000 0.0
062 O000000 1.5
062 P000000 37.0
062 Q000000 94.1
062 R000000 1.3
063 A000000 0
063 B000000 9.2
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 Y
070 G010000 Y
070 G020000 N
PAGE 6
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
070 O020000 Y
070 P010000 Y
070 P020000 Y
070 Q010000 N
070 Q020000 N
070 R010000 Y
070 R020000 N
071 A000000 493188
071 B000000 521703
071 C000000 425776
071 D000000 116
072 A000000 12
072 B000000 30888
072 C000000 1294
072 D000000 0
072 E000000 0
072 F000000 4627
072 G000000 108
072 H000000 0
072 I000000 20
072 J000000 56
072 K000000 0
072 L000000 85
072 M000000 115
072 N000000 28
072 O000000 158
072 P000000 2011
072 Q000000 118
072 R000000 75
072 S000000 103
072 T000000 0
072 U000000 0
072 V000000 0
072 W000000 18
072 X000000 7522
072 Y000000 0
PAGE 7
072 Z000000 24660
072AA000000 6159
072BB000000 0
072CC010000 0
072CC020000 29493
072DD010000 32114
072DD020000 0
072EE000000 6431
073 A010000 1.8209
073 A020000 0.0000
073 B000000 0.3647
073 C000000 0.0000
074 A000000 5104
074 B000000 0
074 C000000 20799
074 D000000 411493
074 E000000 2907
074 F000000 1310
074 G000000 0
074 H000000 0
074 I000000 2704
074 J000000 12602
074 K000000 0
074 L000000 4386
074 M000000 129
074 N000000 461434
074 O000000 7152
074 P000000 402
074 Q000000 0
074 R010000 130570
074 R020000 0
074 R030000 1357
074 R040000 11707
074 S000000 0
074 T000000 310246
074 U010000 17729
074 U020000 0
074 V010000 17.50
074 V020000 0.00
074 W000000 0.0000
074 X000000 15812
074 Y000000 264261
075 A000000 0
075 B000000 316509
076 000000 17.61
077 A000000 Y
077 B000000 Y
077 C000000 N
077 D000000 N
077 E000000 N
077 F000000 N
PAGE 8
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 Y
077 Q020000 Y
077 Q030000 N
078 000000 N
080 A000000 ICI Mutual Insurance Company
080 C000000 16725
081 A000000 Y
081 B000000 15
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 236
086 A020000 4477
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 Yanna Valak
TITLE supervisor