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

Guggenheim Strategic Opportunities Fund
(Exact name of registrant as specified in charter)

227 West Monroe Street
Chicago, IL 60606
(Address of principal executive offices) (Zip code)

Brian Binder
227 West Monroe Street
Chicago, IL 60606
(Name and address of agent for service)

Registrant's telephone number, including area code: 312-827-0100

Date of fiscal year end: May 31

Date of reporting period: July 1, 2019 - June 30, 2020

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 (ss.ss. 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, 450 Fifth Street, NW, Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. ss. 3507.


Item 1. Proxy Voting Record.

******************************* FORM N-Px REPORT *******************************

ICA File Number: 811-21982
Reporting Period: 07/01/2019 - 06/30/2020
GUGGENHEIM STRATEGIC OPPORTUNITIES FUND

=================== GUGGENHEIM STRATEGIC OPPORTUNITIES FUND ====================

APPROACH RESOURCES INC.

Ticker:       AREX           Security ID:  03834A103
Meeting Date: JUL 02, 2019   Meeting Type: Annual
Record Date:  MAY 09, 2019

#     Proposal                                Mgt Rec   Vote Cast    Sponsor
1.1   Elect Director Matthew R. Kahn          For       For          Management
1.2   Elect Director Vean J. Gregg, III       For       For          Management
2     Advisory Vote to Ratify Named           For       Against      Management
      Executive Officers' Compensation
3     Ratify Moss Adams LLP as Auditor        For       For          Management


ARES DYNAMIC CREDIT ALLOCATION FUND, INC.

Ticker:       ARDC           Security ID:  04014F102
Meeting Date: MAY 21, 2020   Meeting Type: Annual
Record Date:  MAR 26, 2020

# Proposal Mgt Rec Vote Cast Sponsor
1 Elect Director Bruce H. Spector For For Management


SANDRIDGE ENERGY, INC.

Ticker:       SD             Security ID:  80007P869
Meeting Date: JUN 05, 2020   Meeting Type: Annual
Record Date:  APR 28, 2020

#     Proposal                                Mgt Rec   Vote Cast    Sponsor
1a    Elect Director Patricia A. Agnello      For       For          Management
1b    Elect Director Jonathan Christodoro     For       For          Management
1c    Elect Director Jonathan Frates          For       For          Management
1d    Elect Director John "Jack" Lipinski     For       For          Management
1e    Elect Director Randolph C. Read         For       For          Management
2     Ratify Deloitte as Auditors             For       For          Management
3     Advisory Vote to Ratify Named           For       For          Management
      Executive Officers' Compensation

========== END NPX REPORT


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

By:      /s/ Brian Binder
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Name:    Brian Binder
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Title:   President and Chief Executive Officer
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Date:    August 19, 2020
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