PAGE  1
000 A000000 11/30/2011
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 ASSET MANAGEMENT, INC.
008 B000002 S
008 C000002 801-000000
008 D010002 SANTA MONICA
008 D020002 CA
008 D030002 90401
010 A000001 GUGGENHEIM FUNDS INVESTMENT ADVISORS, LLC
010 B000001 84-0000000
010 C010001 LISLE
010 C020001 IL
010 C030001 60532
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
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 BARCLAYS CAPITALS
020 B000001 06-1031656
020 C000001     69
020 A000002 BNP PARIBAS
020 B000002 UNKNOWN
020 C000002      6
020 A000003 BANAMEX S.A.
020 B000003 UNKNOWN
020 C000003      5
020 A000004 MORGAN STANLEY & CO. INC.
020 B000004 13-2655998
020 C000004      1
020 A000005 JEFFERIES & COMPANY INC.
020 B000005 95-2622900
020 C000005      1
020 A000006 JP MORGAN INVT MGMT
020 B000006 13-3200244
020 C000006      1
020 C000007      0
020 C000008      0
020 C000009      0
020 C000010      0
021  000000       83
022 A000001 BARCLAYS
022 B000001 13-3551367
      PAGE  3
022 C000001      4633
022 D000001     31503
022 A000002 RBS GREENWICH CAPITAL
022 B000002 UNKNOWN
022 C000002      1365
022 D000002     22018
022 A000003 MORGAN STANLEY & CO. INC.
022 B000003 UNKNOWN
022 C000003      6293
022 D000003     16193
022 A000004 JEFFERIES & COMPANY INC.
022 B000004 95-2622900
022 C000004      4598
022 D000004     12620
022 A000005 BANAMEX S.A.
022 B000005 UNKNOWN
022 C000005       941
022 D000005     11310
022 A000006 FIRST BOSTON CORP
022 B000006 13-5659485
022 C000006      4770
022 D000006      7133
022 A000007 BNP PARIBAS
022 B000007 UNKNOWN
022 C000007         0
022 D000007      8480
022 A000008 CITIGROUP GLOBAL MARKETS
022 B000008 UNKNOWN
022 C000008      2488
022 D000008      4400
022 A000009 GREENWICH CAPITAL
022 B000009 UNKNOWN
022 C000009         0
022 D000009      5436
022 A000010 DLJ SECURITIES CORP.
022 B000010 UNKNOWN
022 C000010      2331
022 D000010       935
023 C000000     164635
023 D000000     140130
024  000000 N
025 D000001       0
025 D000002       0
025 D000003       0
025 D000004       0
025 D000005       0
025 D000006       0
025 D000007       0
025 D000008       0
026 A000000 N
026 B000000 Y
      PAGE  4
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
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
      PAGE  5
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
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  6
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
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   0.0
062 L000000   1.5
062 M000000   0.0
062 N000000   0.0
062 O000000   0.0
062 P000000  48.1
062 Q000000  71.6
062 R000000  21.8
063 A000000   0
063 B000000 11.8
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 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
      PAGE  7
070 H010000 Y
070 H020000 N
070 I010000 N
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 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    105829
071 B000000    107636
071 C000000    265786
071 D000000   40
072 A000000  6
072 B000000    10819
072 C000000      346
072 D000000        0
072 E000000        0
072 F000000     1266
072 G000000       33
072 H000000        0
072 I000000       10
072 J000000       32
072 K000000        0
072 L000000       41
072 M000000       33
072 N000000       11
072 O000000        0
072 P000000      730
072 Q000000       63
072 R000000       23
072 S000000       55
072 T000000        0
072 U000000        0
072 V000000        0
072 W000000       37
072 X000000     2334
072 Y000000        0
      PAGE  8
072 Z000000     8831
072AA000000       11
072BB000000        0
072CC010000        0
072CC020000    15269
072DD010000     8625
072DD020000        0
072EE000000        0
073 A010000   0.9240
073 A020000   0.0000
073 B000000   0.0000
073 C000000   0.0000
074 A000000     1694
074 B000000        0
074 C000000        0
074 D000000   207136
074 E000000     5171
074 F000000      125
074 G000000        0
074 H000000        0
074 I000000    34887
074 J000000     1315
074 K000000        0
074 L000000     2453
074 M000000      194
074 N000000   252975
074 O000000     1707
074 P000000      210
074 Q000000    40518
074 R010000    36372
074 R020000        0
074 R030000      812
074 R040000      368
074 S000000        0
074 T000000   172988
074 U010000     9354
074 U020000        0
074 V010000    18.49
074 V020000     0.00
074 W000000   0.0000
074 X000000     9228
074 Y000000   136338
075 A000000        0
075 B000000   176716
076  000000    20.23
077 A000000 N
078  000000 N
086 A010000     36
086 A020000    708
086 B010000      0
086 B020000      0
      PAGE  9
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