<SEC-DOCUMENT>0000891804-18-000406.txt : 20180824
<SEC-HEADER>0000891804-18-000406.hdr.sgml : 20180824
<ACCEPTANCE-DATETIME>20180824151940
ACCESSION NUMBER:		0000891804-18-000406
CONFORMED SUBMISSION TYPE:	N-CSR/A
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20180531
FILED AS OF DATE:		20180824
DATE AS OF CHANGE:		20180824
EFFECTIVENESS DATE:		20180824

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			GUGGENHEIM STRATEGIC OPPORTUNITIES FUND
		CENTRAL INDEX KEY:			0001380936
		IRS NUMBER:				000000000
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			0531

	FILING VALUES:
		FORM TYPE:		N-CSR/A
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-21982
		FILM NUMBER:		181036927

	BUSINESS ADDRESS:	
		STREET 1:		227 WEST MONROE STREET
		CITY:			CHICAGO
		STATE:			IL
		ZIP:			60606
		BUSINESS PHONE:		312-827-0100

	MAIL ADDRESS:	
		STREET 1:		227 WEST MONROE STREET
		CITY:			CHICAGO
		STATE:			IL
		ZIP:			60606

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	CLAYMORE/GUGGENHEIM STRATEGIC OPPORTUNITIES FUND
		DATE OF NAME CHANGE:	20090630

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	Claymore/Guggenheim Strategic Opportunities Fund
		DATE OF NAME CHANGE:	20070605

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	Claymore Strategic Opportunities Fund
		DATE OF NAME CHANGE:	20061113
</SEC-HEADER>
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<TYPE>N-CSR/A
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<FILENAME>gug74827gof-ncsra.htm
<DESCRIPTION>GOF
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: center"><font style="FONT-FAMILY: 'Times New Roman'">UNITED STATES</font><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><br>
</font><font style="FONT-FAMILY: 'Times New Roman'">SECURITIES AND EXCHANGE COMMISSION</font><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><br>
</font><font style="FONT-FAMILY: 'Times New Roman'">Washington, D.C. 20549</font></div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: center">FORM N-CSR/A</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: center">CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT INVESTMENT COMPANIES</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">Investment Company Act file number <font style="FONT-SIZE: 10pt"><u>811-21982</u></font></div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: center"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'"><u>Guggenheim Strategic Opportunities Fund</u></font><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><br>
</font><font style="FONT-FAMILY: 'Times New Roman'">(Exact name of registrant as specified in charter)</font></div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: center"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'"><u>227 West Monroe Street, Chicago, 60606</u></font><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><br>
</font><font style="FONT-FAMILY: 'Times New Roman'">(Address of principal executive offices) (Zip code)</font></div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">Amy J. Lee</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: center"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'"><u>227 West Monroe Street, Chicago, 60606</u></font><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><br>
</font><font style="FONT-FAMILY: 'Times New Roman'">(Name and address of agent for service)</font></div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">Registrant's telephone number, including area code: <font style="FONT-SIZE: 10pt"><u>(312) 827-0100</u></font></div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">Date of fiscal year end: <font style="FONT-SIZE: 10pt"><u>May 31</u></font></div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">Date of reporting period: <font style="FONT-SIZE: 10pt"><u>June 1, 2017 - May 31, 2018</u></font></div>

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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: left">EXPLANATORY NOTE</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">&#160;</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify">The Registrant is filing this amendment (the <font style="FONT-SIZE: 10pt; FONT-STYLE: italic">&#8220;Amendment&#8221;</font>) to its Form N-CSR for the year ended May 31, 2018, originally filed with the U.S. Securities and Exchange Commission on August 9, 2018 (Accession Number 0000891804-18-000393) (the <font style="FONT-SIZE: 10pt; FONT-STYLE: italic">&#8220;Report&#8221;</font>), to update the portfolio manager information required under Item 8. Items 1 through 7 and Items 9 through 13 of the Amendment are incorporated herein by reference to the Report.</div>

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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: left">Item 8.&#160; Portfolio Managers of Closed-End Management Investment Companies.</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">(a)(1)&#160; GPIM serves as sub-adviser for the registrant and is responsible for the day-to-day management of the registrant&#8217;s portfolio.&#160;&#160;GPIM uses a team approach to manage client portfolios.&#160;&#160;Day to day management of a client portfolio is conducted under the auspices of GPIM&#8217;s Portfolio Construction Group (&#8220;PCG&#8221;).&#160;&#160;PCG&#8217;s members include the Chief Investment Officer (&#8220;CIO&#8221;) and other key investment personnel.&#160;&#160;The PCG, in consultation with the CIO, provides direction for overall investment strategy.&#160;&#160;The PCG performs several duties as it relates to client portfolios including: determining both tactical and strategic asset allocations; monitoring portfolio adherence to asset allocation targets; providing sector specialists with direction for overall investment strategy, which may include portfolio design and the rebalancing of portfolios; performing risk management oversight; assisting sector managers and research staff in determining the relative valuation of market sectors; and providing a forum for the regular discussion of the economy and the financial markets to enhance the robustness of GPIM&#8217;s strategic and tactical policy directives.</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-FAMILY: 'Times New Roman'"><br>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify">The following individuals at GPIM share primary responsibility for the management of the registrant&#8217;s portfolio and is provided as of May 31, 2018:</div>

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</div>

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<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: left">Name</div>
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<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: center; TEXT-INDENT: 72pt">Since</div>
</td>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 49.61%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: left">Professional Experience During the Last Five Years</div>
</td>
</tr>

<tr>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 26.91%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Scott Minerd &#8211; Global CIO</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 23.48%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: center; TEXT-INDENT: 72pt">2013</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 49.61%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left; MARGIN-RIGHT: 3.6pt">Guggenheim Partners Investment Management, LLC: Global CIO &#8211; 2005 to Present; Guggenheim Partners, LLC: Managing Partner &#8211; Insurance Advisory &#8211; 1998 to Present.</div>
</td>
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<tr>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 26.91%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Anne B. Walsh, CFA, FLMI &#8211; Senior Managing Director and Assistant CIO</div>
</td>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 23.48%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: center; TEXT-INDENT: 72pt">2013</div>
</td>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 49.61%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left; MARGIN-RIGHT: 3.6pt">Guggenheim Partners Investment Management, LLC: Senior Managing Director and Assistant CIO &#8211; 2007 to Present.</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 26.91%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Steven Brown &#8211; Managing Director</div>
</td>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 23.48%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: center; TEXT-INDENT: 72pt">2012</div>
</td>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 49.61%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left; MARGIN-RIGHT: 3.6pt">Guggenheim Partners Investment Management, LLC: Managing Director &#8211; 2016 to Present; Director &#8211; 2014 to 2016; Vice President &#8211; 2013 to 2014; Senior Associate &#8211; 2012 to 2013.</div>
</td>
</tr>

<tr>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 26.91%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Adam Bloch &#8211; Director</div>
</td>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 23.48%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: center; TEXT-INDENT: 72pt">2017</div>
</td>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 49.61%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left; MARGIN-RIGHT: 3.6pt">Guggenheim Partners Investment Management, LLC:&#160;Director &#8211; 2016 to Present; Vice President &#8211; 2014 to 2016; Senior Associate &#8211; 2013 to 2014; Associate &#8211; 2012 to 2013.</div>
</td>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">(a)(2)(i-iii) <font style="FONT-SIZE: 10pt; FONT-STYLE: italic">Other Accounts Managed by the Portfolio Managers</font></div>

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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">The following tables summarize information regarding each of the other accounts managed by the Guggenheim portfolio managers as of May 31, 2018:</div>

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</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left"><u>Scott Minerd:</u></div>

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<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Type of Account</div>
</td>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px solid; WIDTH: 11.03%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Number of Accounts</div>
</td>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px solid; WIDTH: 17.11%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Total Assets in the Accounts</div>
</td>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px solid; WIDTH: 20.22%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Number of Accounts In Which the Advisory Fee is Based on Performance</div>
</td>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px solid; WIDTH: 20.22%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Total Assets in the Accounts In Which the Advisory Fee is Based on Performance</div>
</td>
</tr>

<tr>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 31.43%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Registered investments companies</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 11.03%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">17</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 17.11%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">$22,090,688,411</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20.22%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">0</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20.22%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">$0</div>
</td>
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<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Other pooled investment vehicles</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 11.03%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">75</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 17.11%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">$20,389,485,274</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20.22%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">39</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20.22%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">$10,901,878,600</div>
</td>
</tr>

<tr>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 31.43%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Other accounts</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 11.03%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">133</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 17.11%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">$142,488,354,024</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20.22%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">6</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20.22%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">$1,082,516,020</div>
</td>
</tr>
</table>

<div style="MARGIN-BOTTOM: 6pt; FONT-FAMILY: 'Times New Roman'"><br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left"><u>Anne B. Walsh:</u></div>

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<tr>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px solid; WIDTH: 31.43%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Type of Account</div>
</td>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px solid; WIDTH: 11.03%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Number of Accounts</div>
</td>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px solid; WIDTH: 17.11%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Total Assets in the Accounts</div>
</td>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px solid; WIDTH: 20.22%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Number of Accounts In Which the Advisory Fee is Based on Performance</div>
</td>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px solid; WIDTH: 20.22%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Total Assets in the Accounts In Which the Advisory Fee is Based on Performance</div>
</td>
</tr>

<tr>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 31.43%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Registered investments companies</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 11.03%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">18</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 17.11%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">$25,959,315,182</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20.22%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">0</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20.22%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">$0</div>
</td>
</tr>

<tr>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 31.43%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Other pooled investment vehicles</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 11.03%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">5</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 17.11%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">$3,239,498,566</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20.22%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">2</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20.22%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">$2,346,060,270</div>
</td>
</tr>

<tr>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 31.43%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Other accounts</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 11.03%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">38</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 17.11%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">$97,046,450,096</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20.22%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">4</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20.22%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">$700,893,342</div>
</td>
</tr>
</table>

<div style="MARGIN-BOTTOM: 6pt; FONT-FAMILY: 'Times New Roman'"><br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-FAMILY: 'Times New Roman'"><br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left"><u>Steven Brown:</u></div>

<table id="z1fcd715e308849ba83e31f1a6bf009d7" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px solid; WIDTH: 31.43%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Type of Account</div>
</td>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px solid; WIDTH: 11.03%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Number of Accounts</div>
</td>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px solid; WIDTH: 17.11%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Total Assets in the Accounts</div>
</td>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px solid; WIDTH: 20.22%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Number of Accounts In Which the Advisory Fee is Based on Performance</div>
</td>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px solid; WIDTH: 20.22%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Total Assets in the Accounts In Which the Advisory Fee is Based on Performance</div>
</td>
</tr>

<tr>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 31.43%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Registered investments companies</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 11.03%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">14</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 17.11%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">$21,856,553,050</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20.22%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">0</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20.22%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">$0</div>
</td>
</tr>

<tr>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 31.43%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Other pooled investment vehicles</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 11.03%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">5</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 17.11%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">$3,239,498,566</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20.22%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">2</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20.22%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">$2,346,060,270</div>
</td>
</tr>

<tr>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 31.43%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Other accounts</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 11.03%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">20</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 17.11%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">$10,883,181,997</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20.22%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">4</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20.22%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">$700,893,342</div>
</td>
</tr>
</table>

<div style="MARGIN-BOTTOM: 6pt; FONT-FAMILY: 'Times New Roman'"><br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left"><u>Adam Bloch:</u></div>

<table id="zfc6928b1a50d4f93ac948cc4ac1d4995" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px solid; WIDTH: 31.43%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Type of Account</div>
</td>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px solid; WIDTH: 11.03%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Number of Accounts</div>
</td>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px solid; WIDTH: 17.11%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Total Assets in the Accounts</div>
</td>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px solid; WIDTH: 20.22%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Number of Accounts In Which the Advisory Fee is Based on Performance</div>
</td>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px solid; WIDTH: 20.22%">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Total Assets in the Accounts In Which the Advisory Fee is Based on Performance</div>
</td>
</tr>

<tr>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 31.43%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Registered investments companies</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 11.03%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">14</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 17.11%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">$21,856,553,050</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20.22%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">0</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20.22%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">$0</div>
</td>
</tr>

<tr>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 31.43%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Other pooled investment vehicles</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 11.03%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">5</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 17.11%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">$3,239,498,566</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20.22%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">2</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20.22%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">$2,346,060,270</div>
</td>
</tr>

<tr>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 31.43%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Other accounts</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 11.03%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">23</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 17.11%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">$10,917,742,427</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20.22%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">4</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 20.22%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">$700,893,342</div>
</td>
</tr>
</table>

<div style="MARGIN-BOTTOM: 6pt; FONT-FAMILY: 'Times New Roman'"><br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">(a)(2)(iv) <font style="FONT-SIZE: 10pt; FONT-STYLE: italic">Potential Conflicts of Interest</font></div>

<div style="MARGIN-BOTTOM: 6pt; FONT-FAMILY: 'Times New Roman'"><br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">Actual or apparent conflicts of interest may arise when a portfolio manager has day-to-day management responsibilities with respect to more than one fund or other account. More specifically, portfolio managers who manage multiple funds and/or other accounts may be presented with one or more of the following potential conflicts.</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-FAMILY: 'Times New Roman'"><br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">The management of multiple funds and/or other accounts may result in a portfolio manager devoting unequal time and attention to the management of each fund and/or other account. GPIM seeks to manage such competing interests for the time and attention of a portfolio manager by </div>

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</div>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">having the portfolio manager focus on a particular investment discipline. Specifically, the ultimate decision maker for security selection for each client portfolio is the Sector Specialist Portfolio Manager.&#160;&#160;They are responsible for analyzing and selecting specific securities that they believe best reflect the risk and return level as provided in each client&#8217;s investment guidelines.</div>

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</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">GPIM may have clients with similar investment strategies.&#160;&#160;As a result, if an investment opportunity would be appropriate for more than one client, GPIM may be required to choose among those clients in allocating such opportunity, or to allocate less of such opportunity to a client than it would ideally allocate if it did not have to allocate to multiple clients.&#160;&#160;In addition, GPIM may determine that an investment opportunity is appropriate for a particular account, but not for another.</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-FAMILY: 'Times New Roman'"><br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">Allocation decisions are made in accordance with the investment objectives, guidelines, and restrictions governing the respective clients and in a manner that will not unfairly favor one client over another. GPIM&#8217;s allocation policy provides that investment decisions must never be based upon account performance or fee structure.&#160;&#160;Accordingly, GPIM&#8217;s allocation procedures are designed to ensure that investment opportunities are allocated equitably among different client accounts over time.&#160;&#160;The procedures also seek to ensure reasonable efficiency in client transactions and to provide portfolio managers with flexibility to use allocation methodologies appropriate to GPIM&#8217;s investment disciplines and the specific goals and objectives of each client account.</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-FAMILY: 'Times New Roman'"><br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">In order to minimize execution costs and obtain best execution for clients, trades in the same security transacted on behalf of more than one client may be aggregated.&#160;&#160;In the event trades are aggregated, GPIM&#8217;s policy and procedures provide as follows: (i) treat all participating client accounts fairly; (ii) continue to seek best execution; (iii) ensure that clients who participate in an aggregated order will participate at the average share price with all transaction costs shared on a pro-rata basis based on each client&#8217;s participation in the transaction; (iv) disclose its aggregation policy to clients.</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-FAMILY: 'Times New Roman'"><br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">GPIM, as a fiduciary to its clients, considers numerous factors in arranging for the purchase and sale of clients&#8217; portfolio securities in order to achieve best execution for its clients.&#160;&#160;When selecting a broker, individuals making trades on behalf of GPIM clients consider the full range and quality of a broker&#8217;s services, including execution capability, commission rate, price, financial stability and reliability.&#160;&#160;GPIM is not obliged to merely get the lowest price or commission but also must determine whether the transaction represents the best qualitative execution for the account.</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-FAMILY: 'Times New Roman'"><br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">In the event that multiple broker/dealers make a market in a particular security, GPIM&#8217;s Portfolio Managers are responsible for selecting the broker-dealer to use with respect to executing the transaction.&#160;&#160;The broker-dealer will be selected on the basis of how the transaction can be executed to achieve the most favorable execution for the client under the circumstances.&#160;&#160;In many instances, there may only be one counter-party active in a particular security at a given time.&#160;&#160;In such situations the Employee executing the trade will use his/her best effort to obtain the best execution from the counter-party.</div>

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<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 2px; BORDER-RIGHT-WIDTH: 0px; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; WIDTH: 100%; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-FAMILY: 'Times New Roman'"><br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">GPIM and the registrant have adopted certain compliance procedures which are designed to address these types of conflicts. However, there is no guarantee that such procedures will detect each and every situation in which a conflict arises.</div>

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</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify">(a)(3) <font style="FONT-SIZE: 10pt; FONT-STYLE: italic">Portfolio Manager Compensation</font></div>

<div style="MARGIN-BOTTOM: 6pt; FONT-FAMILY: 'Times New Roman'"><br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">GPIM compensates the portfolio managers for their management of the registrant&#8217;s portfolio. Compensation is evaluated based on their contribution to investment performance relative to pertinent benchmarks and qualitatively based on factors such as teamwork and client service efforts.&#160;&#160;GPIM&#8217;s staff incentives may include: a competitive base salary, bonus determined by individual and firm wide performance, equity participation, and participation opportunities in various GPIM investments.&#160;&#160;All GPIM employees are also eligible to participate in a 401(k) plan to which GPIM may make a discretionary match after the completion of each plan year.</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-FAMILY: 'Times New Roman'"><br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">(a)(4) <font style="FONT-SIZE: 10pt; FONT-STYLE: italic">Portfolio Manager Securities Ownership</font></div>

<div style="MARGIN-BOTTOM: 6pt; FONT-FAMILY: 'Times New Roman'"><br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">The following table discloses the dollar range of equity securities of the registrant beneficially owned by each GPIM portfolio manager as of May 31, 2018:</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-FAMILY: 'Times New Roman'"><br>
</div>

<table id="zd3bdf54352644e4fb596e81d9247b0e4" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 50.09%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: left">Name of Portfolio Manager</div>
</td>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 49.91%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: right">Dollar Amount of Equity Securities in Fund</div>
</td>
</tr>

<tr>
<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 50.09%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Scott Minerd</div>
</td>
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<div style="FONT-SIZE: 10pt; TEXT-ALIGN: right">$500,000 - $1,000,000</div>
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<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Anne B. Walsh</div>
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<div style="FONT-SIZE: 10pt; TEXT-ALIGN: right">$100,001-$500,000</div>
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<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Steven Brown</div>
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<div style="FONT-SIZE: 10pt; TEXT-ALIGN: right">None</div>
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<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">Adam Bloch</div>
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<div style="FONT-SIZE: 10pt; TEXT-ALIGN: right">$1-$10,000</div>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: center">SIGNATURES</div>

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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; TEXT-INDENT: 36pt">Pursuant to the requirements of the Securities Exchange Act of 1934 and 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.</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">(Registrant)<font style="FONT-SIZE: 10pt"><u> Guggenheim Strategic Opportunities Fund</u></font></div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">By:&#160;&#160;&#160;&#160;&#160; <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-VARIANT: normal; FONT-WEIGHT: normal; FONT-STYLE: normal"><u>/s/ Brian E. Binder&#160;&#160;&#160;&#160;&#160;&#160;&#160; </u></font></div>

<div style="MARGIN-BOTTOM: 6pt; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Name: </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Brian E. Binder</font></div>

<div style="MARGIN-BOTTOM: 6pt; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Title:&#160;&#160; </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">President and Chief Executive Officer</font></div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">Date:&#160;&#160; August 24, 2018</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; TEXT-INDENT: 36pt">Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed by the following persons on behalf of the registrant and in the capacities and on the dates indicated.</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">By:&#160;&#160;&#160;&#160;&#160; <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-VARIANT: normal; FONT-WEIGHT: normal; FONT-STYLE: normal"><u>/s/ Brian E. Binder&#160;&#160;&#160;&#160;&#160;&#160;&#160; </u></font></div>

<div style="MARGIN-BOTTOM: 6pt; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Name: </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Brian E. Binder</font></div>

<div style="MARGIN-BOTTOM: 6pt; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Title:&#160;&#160; </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">President and Chief Executive Officer</font></div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">Date:&#160;&#160; August 24, 2018</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">By:&#160;&#160; &#160;&#160;&#160; <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-VARIANT: normal; FONT-WEIGHT: normal; FONT-STYLE: normal"><u>/s/ John L. Sullivan&#160;&#160;&#160;&#160;&#160; </u></font></div>

<div style="MARGIN-BOTTOM: 6pt; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Name:&#160; </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">John L. Sullivan</font></div>

<div style="MARGIN-BOTTOM: 6pt; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Title:&#160;&#160;&#160; </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Chief Financial Officer, Chief Accounting Officer and Treasurer</font></div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">Date:&#160;&#160;&#160; August 24, 2018<br>
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