UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                              WASHINGTON, DC 20549

                                   FORM N-PX

         ANNUAL REPORT OF PROXY VOTING RECORD OF REGISTERED MANAGEMENT
                               INVESTMENT COMPANY

                  Investment Company Act file number 811-21982
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                    Guggenheim Strategic Opportunities Fund
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               (Exact name of registrant as specified in charter)

                           2455 Corporate West Drive
                                Lisle, IL 60532
              (Address of principal executive offices) (Zip code)

                             Donald C. Cacciapaglia
                           2455 Corporate West Drive
                                Lisle, IL 60532
                    (Name and address of agent for service)

        Registrant's telephone number, including area code: 630-505-3700
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                        Date of fiscal year end:  May 31
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             Date of reporting period: July 1, 2012 - June 30, 2013
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     Form N-PX is to be used by a registered management investment company,
other than a small business investment company registered on Form N-5 ( 239.24
and 274.5 of this chapter), to file reports with the Commission, not later than
August 31 of each year, containing the registrant's proxy voting record for the
most recent twelve-month period ended June 30, pursuant to section 30 of the
Investment Company Act of 1940 and rule 30b1-4 thereunder (17 CFR 270.30b1-4).
The Commission may use the information provided on Form N-PX in its regulatory,
disclosure review, inspection, and policymaking roles.

     A registrant is required to disclose the information specified by Form
N-PX, and the Commission will make this information public. A registrant is not
required to respond to the collection of information contained in Form N-PX
unless the Form displays a currently valid Office of Management and Budget
("OMB") control number. Please direct comments concerning the accuracy of the
information collection burden estimate and any suggestions for reducing the
burden to the Secretary, Securities and Exchange Commission, 100 F Street, NE,
Washington, DC 20549-1090. The OMB has reviewed this collection of information
under the clearance requirements of 44 U.S.C. 3507.


ITEM 1. PROXY VOTING RECORD.


The registrant held no voting securities during the period covered by this
report. No records are attached.


                                   SIGNATURES

   Pursuant to the requirements of 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 Strategic Opportunities Fund
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By:     /s/ Donald C. Cacciapaglia
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Name:       Donald C. Cacciapaglia
Title:      Chief Executive Officer
Date:       August 16, 2013