<SEC-DOCUMENT>0000891804-18-000468.txt : 20181026
<SEC-HEADER>0000891804-18-000468.hdr.sgml : 20181026
<ACCEPTANCE-DATETIME>20181026131633
ACCESSION NUMBER:		0000891804-18-000468
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20180831
FILED AS OF DATE:		20181026
DATE AS OF CHANGE:		20181026
EFFECTIVENESS DATE:		20181026

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-Q
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-21982
		FILM NUMBER:		181141168

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

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">SECURITIES AND EXCHANGE COMMISSION</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">Washington, DC&#160; 20549</div>

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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 14pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: center">FORM N-Q</div>

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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: center">QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED</div>

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

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<div style="FONT-SIZE: 10pt; TEXT-ALIGN: left">811-21982</div>
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<div style="FONT-SIZE: 10pt; TEXT-ALIGN: center">Guggenheim Strategic Opportunities Fund</div>
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<div style="FONT-SIZE: 10pt; TEXT-ALIGN: center">(Exact name of registrant as specified in charter)</div>
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<div style="FONT-SIZE: 10pt; TEXT-ALIGN: center">227 West Monroe Street, Chicago, IL 60606</div>
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<td style="BORDER-TOP: #000000 2px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; TEXT-ALIGN: center; WIDTH: 31.35%" colspan="2">(Address of principal executive offices) (Zip code)</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">&#160;</div>

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

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">227 West Monroe Street, Chicago, IL 60606</div>
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<div style="FONT-SIZE: 10pt; TEXT-ALIGN: center">(Name and address of agent for service)</div>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify">Registrant&#8217;s telephone number, including area code: <font style="FONT-SIZE: 10pt"><u>(312) 827-0100</u></font></div>

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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify">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: justify">Date of reporting period: <font style="FONT-SIZE: 10pt"><u>June 1, 2018 &#8211; August 31, 2018</u></font></div>

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<div style="MARGIN-BOTTOM: 6pt; TEXT-ALIGN: justify"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">Item 1.&#160; </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">Schedule of Investments.</font></div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: 18pt">Attached hereto.<br>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Guggenheim Strategic Opportunities Fund</div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
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<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left"><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial">SCHEDULE OF INVESTMENTS</font>&#160;<font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">August 31, 2018</div>
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<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">&#160;</td>
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<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Shares</div>
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<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">COMMON STOCKS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;</sup> - 0.3%</div>
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<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
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<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Utilities - 0.2%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
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<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">TexGen Power LLC<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">*,</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;</sup></div>
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<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">22,219</div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$799,884</div>
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<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Energy - 0.1%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
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<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">SandRidge Energy, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">*,1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">39,565</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">627,501</div>
</td>
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<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Approach Resources, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">*</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">57,880</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">125,021</div>
</td>
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<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Titan Energy LLC<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">*,1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">9,603</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">4,321</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Comstock Resources, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">*</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">10</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Energy</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">756,853</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Communications - 0.0%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Cengage Learning Acquisitions, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">*,</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">11,126</div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">104,306</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Technology - 0.0%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Qlik Technologies, Inc. - Class A<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">*,</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">56</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">57,049</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Aspect Software Parent, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">*,</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">156</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">3,172</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Qlik Technologies, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">*,</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">3,600</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Qlik Technologies, Inc. - Class B<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">*,</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">13,812</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8211;</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Technology</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">60,222</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Consumer, Non-cyclical - 0.0%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Targus Group International Equity, Inc<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">*,</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">12,989</div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">33,578</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Industrial 0.0%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Carey International, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">*,</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">6</div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8211;</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Common Stocks</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">(Cost $3,450,544)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,754,843</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">PREFERRED STOCKS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;</sup> - 0.6%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Industrial - 0.3%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Seaspan Corp.&#160; 6.38% due 04/30/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">49,075</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,246,505</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Lytx Holdings, LLC</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">*,&#8224;&#8224;&#8224;,2,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">485</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">485,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Industrial</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,731,505</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Financial - 0.3%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Public Storage&#160; 5.40%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">41,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,052,880</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">AgriBank FCB&#160; 6.88%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,4,5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">4,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">428,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Financial</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,480,880</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Preferred Stocks</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">(Cost $3,054,904)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">3,212,385</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">WARRANTS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup> - 0.0%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Aspect Software Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">2,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">134,686</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">21,116</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Lytx, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">26</div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">131</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Warrants</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">(Cost $<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8211;</font>)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">21,247</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">MONEY MARKET FUND<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;</sup> - 2.2%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Dreyfus Treasury Securities Cash Management Fund - Institutional Class 1.81%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">7</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">12,171,175</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">12,171,175</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Money Market Fund</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">(Cost $12,171,175)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">12,171,175</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>
<table id="z22a47847f5b74b418713f21806d19749" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">~</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">SENIOR FLOATING RATE INTERESTS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">,5</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 34.6%</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Industrial -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>7.7%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Alion Science &amp; Technology Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.58% (1 Month USD LIBOR + 4.50%) due 08/19/21</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">3,341,940</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$3,356,578</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Tronair Parent, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.56% (3 Month USD LIBOR + 4.75%) due 09/08/23</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,160,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,112,600</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">American Bath Group LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.58% (3 Month USD LIBOR + 4.25%) due 09/30/23</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,715,061</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,734,284</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Springs Window Fashions</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.31% (3 Month USD LIBOR + 4.25%) due 06/15/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,350,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,351,687</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">10.56% (3 Month USD LIBOR + 8.50%) due 06/15/26</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,350,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,289,250</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">ILPEA Parent, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.83% (1 Month USD LIBOR + 4.75%) due 03/02/23</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,609,337</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,615,861</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Capstone Logistics</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.58% (1 Month USD LIBOR + 4.50%) due 10/07/21</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,528,925</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,514,713</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">WP CPP Holdings LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.21% (3 Month USD LIBOR + 3.75%) due 04/30/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,380,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,387,449</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Transcendia Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.58% (1 Month USD LIBOR + 3.50%) due 05/30/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,985,025</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,968,490</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Foundation Building Materials Holding Company LLC</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.31% (3 Month USD LIBOR + 3.25%) due 08/13/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,750,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,752,188</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Bioplan / Arcade</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.83% (1 Month USD LIBOR + 4.75%) due 09/23/21</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,877,485</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,739,021</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">STS Operating, Inc. (SunSource)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.33% (1 Month USD LIBOR + 4.25%) due 12/11/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,400,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,388,338</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">National Technical</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">8.33% (1 Month USD LIBOR + 6.25%) due 06/12/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,391,472</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,356,685</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Savage Enterprises LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.58% (1 Month USD LIBOR + 4.50%) due 08/01/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,300,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,309,750</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Endries Acquisition Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.82% (1 Month USD LIBOR + 4.75%) due 06/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,237,500</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,227,701</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">PT Intermediate Holdings III LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.33% (3 Month USD LIBOR + 4.00%) due 12/09/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>793,308</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>791,325</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">10.33% (3 Month USD LIBOR + 8.00%) due 12/08/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>400,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>402,000</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<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>
<table id="zdfb0c889ba2e4489ad2644e08f83ba10" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Guggenheim Strategic Opportunities Fund</div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left"><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial">SCHEDULE OF INVESTMENTS</font>&#160;<font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">August 31, 2018</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">&#160;</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">&#160;</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="zabf67b34bb30452186765f8d593a4731" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">~</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">SENIOR FLOATING RATE INTERESTS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">,5</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 34.6% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Industrial -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>7.7% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Diversitech Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">9.84% (3 Month USD LIBOR + 7.50%) due 06/02/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$1,010,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">LTI Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">3.75% (3 Month USD LIBOR + 3.50%) due 08/10/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,002,500</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">ProAmpac PG Borrower LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">10.81% (1 Month USD LIBOR + 8.50%) due 11/18/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,001,670</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Hayward Industries, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">10.33% (1 Month USD LIBOR + 8.25%) due 08/04/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">DAE Aviation</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.83% (1 Month USD LIBOR + 3.75%) due 07/07/22</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>992,347</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>994,213</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Arctic Long Carriers</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.58% (1 Month USD LIBOR + 4.50%) due 05/18/23</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>990,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>992,475</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CPM Holdings</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.58% (1 Month USD LIBOR + 3.50%) due 04/11/22</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>976,431</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>981,313</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Resource Label Group LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.84% (3 Month USD LIBOR + 4.50%) due 05/26/23</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>983,939</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>964,261</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Advanced Integration Technology LP</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.22% (3 Month USD LIBOR + 4.75%) due 04/03/23</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>823,410</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>821,351</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">SLR Consulting Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.50% (3 Month USD LIBOR + 4.00%) due 05/23/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>793,980</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>773,002</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Fortis Solutions Group LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.58% (1 Month USD LIBOR + 4.50%) due 12/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>590,342</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>590,342</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.57% (1 Month USD LIBOR + 4.50%) due 12/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>80,436</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>80,436</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Patriot Container Corp. (Wastequip)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.57% (1 Month USD LIBOR + 3.50%) due 03/20/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>598,500</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>599,248</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Dimora Brands, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.58% (1 Month USD LIBOR + 3.50%) due 08/24/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>496,250</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>493,148</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Pregis Holding I Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.83% (3 Month USD LIBOR + 3.50%) due 05/20/21</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>475,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>473,219</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Ranpak</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">9.31% (1 Month USD LIBOR + 7.25%) due 10/03/22</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>417,407</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>418,451</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CPM Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.58% (1 Month USD LIBOR + 3.50%) due 04/11/22</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>170,595</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>171,448</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>
<table id="z89f82a804ad942f69fd5ca3c04933285" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">~</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">SENIOR FLOATING RATE INTERESTS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">,5</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 34.6% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Industrial -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>7.7% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Carey International, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">9.00% (3 Month USD LIBOR + 9.00%) (in-kind rate was 3.50%) due 05/23/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2,8</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">52,525</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$5,252</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Industrial</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>43,670,249</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Consumer, Non-cyclical -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>6.4%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">WIRB - Copernicus Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.33% (1 Month USD LIBOR + 4.25%) due 08/15/22</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,145,108</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,145,108</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Immucor, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.17% (1 Month USD LIBOR + 5.00%) due 06/15/21</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,980,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,001,443</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Chobani LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.58% (1 Month USD LIBOR + 3.50%) due 10/10/23</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,025,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,920,591</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Endo Luxembourg Finance Co.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.38% (1 Month USD LIBOR + 4.25%) due 04/29/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,881,995</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,891,405</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Midas Intermediate Holdco II LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.08% (3 Month USD LIBOR + 2.75%) due 08/18/21</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,796,709</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,700,136</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CTI Foods Holding Co. LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.58% (1 Month USD LIBOR + 3.50%) due 06/29/20</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,325,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,046,750</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">9.33% (1 Month USD LIBOR + 7.25%) due 06/28/21</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,105,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>552,500</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Touchtunes Interactive Network</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.83% (1 Month USD LIBOR + 4.75%) due 05/28/21</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,573,967</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,573,967</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">MDVIP LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.33% (1 Month USD LIBOR + 4.25%) due 11/14/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,492,500</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,494,366</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">BCPE Eagle Buyer LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.33% (1 Month USD LIBOR + 4.25%) due 03/18/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,482,739</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,430,843</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Hanger, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.58% (1 Month USD LIBOR + 3.50%) due 03/06/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,396,750</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,391,512</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Sierra Acquisition, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.83% (1 Month USD LIBOR + 3.50%) due 11/11/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,374,699</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,379,002</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Chef's Warehouse Parent LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.08% (1 Month USD LIBOR + 4.00%) due 06/22/22</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,339,018</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,343,477</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">SHO Holding I Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.34% (3 Month USD LIBOR + 5.00%) due 10/27/22</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,211,864</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,127,033</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.02% (1 Month USD LIBOR + 4.00% and 3 Month USD LIBOR + 4.00%) due 10/27/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>224,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>207,351</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">ScribeAmerica Intermediate Holdco LLC (Healthchannels)</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.58% (3 Month USD LIBOR + 4.50%) due 04/03/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,246,875</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,243,758</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<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>
<table id="z1ce23a9ae34049b4922d2191e87aa6ff" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Guggenheim Strategic Opportunities Fund</div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left"><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial">SCHEDULE OF INVESTMENTS</font>&#160;<font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">August 31, 2018</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">&#160;</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">&#160;</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="ze1e4a6caef5444f4be05bbf23defa7b0" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">~</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">SENIOR FLOATING RATE INTERESTS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">,5</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 34.6% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Consumer, Non-cyclical -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>6.4% (continued)</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Arctic Glacier Group Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.58% (1 Month USD LIBOR + 3.50%) due 03/20/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,235,662</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$1,236,688</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">IHC Holding Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">8.92% (1 Month USD LIBOR + 6.75%) due 04/30/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,104,922</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,097,562</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Duran, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.32% (3 Month USD LIBOR + 4.00%) due 12/20/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>550,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>552,062</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.33% (3 Month USD LIBOR + 4.00%) due 03/29/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>501,648</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>503,529</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Avantor, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.08% (1 Month USD LIBOR + 4.00%) due 11/21/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>995,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,006,015</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">California Cryobank</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.18% (3 Month USD LIBOR + 4.00%) due 08/06/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,002,500</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Pelican Products, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.58% (1 Month USD LIBOR + 3.50%) due 05/01/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>995,630</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Tecbid US, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.58% (3 Month USD LIBOR + 4.25%) due 07/25/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>988,890</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>990,126</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Alegeus Technologies LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.33% (3 Month USD LIBOR + 5.00%) due 04/28/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>990,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>982,321</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Affordable Care Holding</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.92% (2 Month USD LIBOR + 4.75%) due 10/24/22</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>975,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>977,437</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Give and Go Prepared Foods Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.58% (3 Month USD LIBOR + 4.25%) due 07/29/23</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>833,700</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>758,667</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Certara, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.83% (3 Month USD LIBOR + 3.50%) due 08/15/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>620,823</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>621,599</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Examworks Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">8.25% (3 Month USD LIBOR + 3.25%) due 07/27/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>563,333</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>524,522</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">NES Global Talent</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.84% (3 Month USD LIBOR + 5.50%) due 05/11/23</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>498,750</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>498,750</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Packaging Coordinators Midco, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.34% (3 Month USD LIBOR + 4.00%) due 06/30/23</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>471,392</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>471,982</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Nellson Nutraceutical (US)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.58% (3 Month USD LIBOR + 4.25%) due 12/23/21</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>266,853</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>264,852</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CPI Holdco LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.58% (1 Month USD LIBOR + 3.50%) due 03/21/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>200,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>200,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Nellson Nutraceutical (CAD)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.58% (3 Month USD LIBOR + 4.25%) due 12/23/21</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>109,703</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>108,880</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>
<table id="zae541b986f3e4194ade99a58bb57efa8" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">~</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">SENIOR FLOATING RATE INTERESTS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">,5</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 34.6% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Consumer, Non-cyclical -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>6.4% (continued)</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Targus Group International, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">15.13% (1 Month USD LIBOR + 11.50%) due 05/24/16<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2,3,9</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">155,450</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</font>&#8211;</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Consumer, Non-cyclical</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>36,242,364</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Technology -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>6.3%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Planview, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.33% (1 Month USD LIBOR + 5.25%) due 01/27/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,980,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,980,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">11.83% (1 Month USD LIBOR + 9.75%) due 07/27/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>900,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>889,845</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">TIBCO Software, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.58% (1 Month USD LIBOR + 3.50%) due 12/04/20</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,366,103</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,371,426</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">LANDesk Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.33% (1 Month USD LIBOR + 4.25%) due 01/20/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,243,183</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,247,849</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Nimbus Acquisitions Bidco Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">8.25% (3 Month USD LIBOR + 6.25%) (in-kind rate was 1.00%) due 07/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2,8</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">GBP <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,656,153</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,129,765</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Ministry Brands LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.08% (1 Month USD LIBOR + 4.00%) due 12/02/22</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,115,340</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,115,340</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Bullhorn, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">9.07% (3 Month USD LIBOR + 6.75%) due 11/21/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,027,206</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,016,562</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">9.09% (3 Month USD LIBOR + 6.75%) due 11/21/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>52,230</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>46,716</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Cvent, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.83% (1 Month USD LIBOR + 3.75%) due 11/29/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,995,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,990,012</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Brave Parent Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.33% (3 Month USD LIBOR + 4.00%) due 04/18/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,900,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,902,375</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">EIG Investors Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.06% (1 Month USD LIBOR + 3.75% and 3 Month USD LIBOR + 3.75%) due 02/09/23</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,872,192</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,879,213</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Park Place Technologies LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.08% (1 Month USD LIBOR + 4.00%) due 03/29/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">10.08% (1 Month USD LIBOR + 8.00%) due 03/29/26</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>497,500</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">24-7 Intouch, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">4.25% (1 Month USD LIBOR + 4.25%) due 08/20/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,470,000</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<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>
<table id="zbe67a7d2cd8f44aebbee520d679eb0da" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Guggenheim Strategic Opportunities Fund</div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left"><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial">SCHEDULE OF INVESTMENTS</font>&#160;<font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">August 31, 2018</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">&#160;</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">&#160;</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z5642716d93584799aeea86ce906c1b50" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Aspect Software, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">12.81% (3 Month USD LIBOR + 10.50%) due 05/25/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>894,927</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>741,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.41% (3 Month USD LIBOR + 4.00%) due 05/25/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>603,868</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>603,868</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>
<table id="zc19581ecbc1f41aa990629cbfa18089e" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">~</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">SENIOR FLOATING RATE INTERESTS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">,5</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 34.6% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Technology -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>6.3% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Advanced Computer Software</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.83% (1 Month USD LIBOR + 4.75%) due 05/31/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,329,428</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$1,336,076</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CPI Acquisition, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.84% (3 Month USD LIBOR + 4.50%) due 08/17/22</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,021,782</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,332,940</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Optiv, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.31% (1 Month USD LIBOR + 3.25%) due 02/01/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,271,676</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,230,347</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">MRI Software LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.84% (3 Month USD LIBOR + 5.50%) due 06/30/23</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,184,403</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,172,558</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.57% (1 Month USD LIBOR + 5.50%) due 06/30/23</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>55,139</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>54,587</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Lytx, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">8.83% (1 Month USD LIBOR + 6.75%) due 08/31/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,151,066</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,127,350</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Datix Bidco Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.02% (6 Month USD LIBOR + 4.50%) due 04/28/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,065,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,054,912</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Project Accelerate Parent, LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.33% (1 Month USD LIBOR + 4.25%) due 01/02/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>997,500</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>999,994</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Greenway Health LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.08% (3 Month USD LIBOR + 3.75%) due 02/16/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>997,481</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>996,863</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">VT Topco, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.09% (3 Month USD LIBOR + 3.75%) due 08/17/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>800,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>801,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Cologix Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">9.07% (1 Month USD LIBOR + 7.00%) due 03/20/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>750,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>750,705</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Ping Identity Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.83% (1 Month USD LIBOR + 3.75%) due 01/24/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>500,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Jaggaer</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.08% (Commercial Prime Lending Rate + 3.00%) due 12/28/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>250,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>249,375</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Peak 10 Holding Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.83% (3 Month USD LIBOR + 3.50%) due 08/01/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>249,372</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>244,260</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Technology</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>35,732,438</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Consumer, Cyclical -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>5.7%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Accuride Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.58% (3 Month USD LIBOR + 5.25%) due 11/17/23</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,420,104</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,456,460</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>
<table id="z143d70c05f644fa5bf6a3095e81b3bf2" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">~</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">SENIOR FLOATING RATE INTERESTS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">,5</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 34.6% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Consumer, Cyclical -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>5.7% (continued)</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">EG Finco Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.33% (3 Month USD LIBOR + 4.00%) due 02/07/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,194,500</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,193,578</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.27% (1 Month USD LIBOR + 4.00%) due 02/07/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>598,500</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>598,249</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">8.75% (2 Month EURIBOR + 7.75%) due 04/20/26</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">EUR <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>400,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>464,306</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Big Jack Holdings LP</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.33% (1 Month USD LIBOR + 3.50%) due 04/05/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,154,884</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,141,416</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">K &amp; N Parent, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.08% (3 Month USD LIBOR + 4.75%) due 10/20/23</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,952,226</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,951,015</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">AT Home Holding III</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.84% (3 Month USD LIBOR + 3.50%) due 06/03/22</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,935,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,939,837</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Blue Nile, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">8.58% (1 Month USD LIBOR + 6.50%) due 02/17/23</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,900,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,900,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Boot Barn Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.83% (3 Month USD LIBOR + 4.50%) due 06/29/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,765,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,756,682</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Lands' End, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.32% (1 Month USD LIBOR + 3.25%) due 04/02/21</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,642,855</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,582,891</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Alexander Mann</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.50% (3 Month USD LIBOR + 5.50%) due 08/07/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,300,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,248,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">BBB Industries, LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.58% (3 Month USD LIBOR + 4.50%) due 08/01/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,250,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,246,875</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Apro LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.20% (2 Month USD LIBOR + 4.00%) due 08/08/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,169,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,171,923</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">LegalZoom.com, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.32% (1 Month USD LIBOR + 4.50%) due 11/21/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,044,694</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,049,917</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Stars Group (Amaya)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.83% (3 Month USD LIBOR + 3.50%) due 07/10/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,007,430</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">IBC Capital Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.08% (3 Month USD LIBOR + 3.75%) due 09/11/23</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>997,500</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,002,069</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">SMG US Midco 2, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.33% (1 Month USD LIBOR + 3.25%) due 01/23/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>997,500</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>998,747</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Paint Intermediate III (Wesco)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.58% (3 Month USD LIBOR + 4.25%) due 06/14/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>990,388</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Checkers Drive-In Restaurants, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.33% (1 Month USD LIBOR + 4.25%) due 04/25/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,015,685</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>985,215</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<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>
<table id="z4565a216c34e43c2bba383322eba9e16" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Guggenheim Strategic Opportunities Fund</div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left"><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial">SCHEDULE OF INVESTMENTS</font>&#160;<font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">August 31, 2018</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">&#160;</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">&#160;</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z42853bbff18f441cba84c5114c94de37" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Galls LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">8.33% (1 Month USD LIBOR + 6.25%) due 01/31/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>907,988</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>898,619</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 20pt; TEXT-INDENT: -10pt">8.52% (Commercial Prime Lending rate + 5.25% and 1 Month USD LIBOR + 6.25%) due 01/31/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>57,237</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>50,507</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Truck Hero, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.82% (1 Month USD LIBOR + 3.75%) due 04/22/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>847,859</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>848,495</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Belk, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.81% (3 Month USD LIBOR + 4.75%) due 12/12/22</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>789,652</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>689,627</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>
<table id="za9f2e00777534211992162686086b0e8" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">~</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">SENIOR FLOATING RATE INTERESTS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">,5</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 34.6% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Consumer, Cyclical -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>5.7% (continued)</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">ABRA Auto Body</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">9.42% (3 Month USD LIBOR + 7.25%) due 09/19/22</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$501,250</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Leslie's Poolmart, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.70% (1 Month USD LIBOR + 3.50%) due 08/16/23</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>487,198</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>486,896</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Talbots, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.58% (1 Month USD LIBOR + 4.50%) due 03/19/20</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>456,679</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>447,545</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Acosta, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 50pt; TEXT-INDENT: -40pt">5.54% (Commercial Prime Lending Rate + 3.25% and 1 Month USD LIBOR + 3.25%) due 09/26/19</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>415,556</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>321,017</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.48% (1 Month LIBOR + 3.25%) due 09/26/19</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>122,222</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>94,417</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CH Holding Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">9.33% (1 Month USD LIBOR + 7.25%) due 02/03/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>200,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>202,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">BC Equity Ventures LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">10.50% (3 Month USD LIBOR + 6.50%) due 08/31/22</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>198,985</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>199,482</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Petco Animal Supplies, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.59% (3 Month USD LIBOR + 3.25%) due 01/26/23</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>99,744</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>72,747</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Consumer, Cyclical</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>32,497,600</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Basic Materials -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>2.8%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">A-Gas Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.08% (3 Month USD LIBOR + 4.75%) due 08/11/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,421,997</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,380,883</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">4.75% (3 Month EURIBOR + 4.75%) due 07/25/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">EUR <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,250,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,444,189</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">ICP Industrial, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.07% (1 Month USD LIBOR + 4.00%) due 11/03/23</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,281,829</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,270,420</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">PetroChoice Holdings</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.19% (1 Month USD LIBOR LIBOR + 5.00% and 2 Month USD LIBOR + 5.00%)&#160;due 08/19/22</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,050,637</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,066,017</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">American Rock Salt Company LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.83% (1 Month USD LIBOR + 3.75%) due 03/21/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,995,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,997,494</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">GrafTech Finance, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.58% (1 Month USD LIBOR + 3.50%) due 02/12/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,810,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,819,050</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Niacet Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.58% (1 Month USD LIBOR + 4.50%) due 02/01/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,655,319</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,647,042</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Niacet B.V.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.50% (3 Month EURIBOR + 4.50%) due 02/01/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">EUR <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>778,974</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>899,685</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Big River Steel LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.33% (3 Month USD LIBOR + 5.00%) due 08/23/23</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>496,250</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>503,694</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Hoffmaster Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.08% (1 Month USD LIBOR + 4.00%) due 11/21/23</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>444,414</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>446,081</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>
<table id="z2974eb18fc3846ea9f7ff0031ee22a70" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">~</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">SENIOR FLOATING RATE INTERESTS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">,5</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 34.6% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Basic Materials -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>2.8% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">PMHC II, Inc. (Prince)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.90% (3 Month USD LIBOR + 3.50%) due 03/29/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">199,500</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$191,520</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Noranda Aluminum Acquisition Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">4.50% due 02/28/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">9</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>517,932</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,295</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Basic Materials</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>15,667,370</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Communications -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>2.7%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Dominion Web Solutions LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">8.56% (1 Month USD LIBOR + 5.75%) due 06/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,745,769</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,706,372</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Market Track LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.58% (3 Month USD LIBOR + 4.25%) due 06/05/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,128,500</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,123,179</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Houghton Mifflin Co.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.08% (1 Month USD LIBOR + 3.00%) due 05/28/21</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,026,733</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,876,755</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Imagine Print Solutions LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.83% (1 Month USD LIBOR + 4.75%) due 06/21/22</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,975,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,836,750</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Cengage Learning Acquisitions, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.33% (1 Month USD LIBOR + 4.25%) due 06/07/23</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,685,939</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,560,336</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Comet Bidco Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.31% (3 Month USD LIBOR + 5.00%) due 09/30/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,492,500</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,453,949</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Zephyr Bidco Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">8.22% (3 Month USD LIBOR + 7.50%) due 07/23/26</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">GBP <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,100,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,413,023</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Flight Bidco, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">9.84% (3 Month USD LIBOR + 7.50%) due 07/23/26</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,300,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,287,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Proquest LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.92% (1 Month USD LIBOR + 3.75%) due 10/24/21</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>391,759</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>392,860</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">11.08% (1 Month USD LIBOR + 9.00%) due 12/15/22</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>172,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>173,720</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<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>
<table id="z6332f64904954b37be2edf741659f8e0" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Guggenheim Strategic Opportunities Fund</div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left"><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial">SCHEDULE OF INVESTMENTS</font>&#160;<font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">August 31, 2018</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">&#160;</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">&#160;</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z0d1c2daa0186455fa6a42899e065aca4" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Mcgraw-Hill Global Education Holdings LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.08% (1 Month USD LIBOR + 4.00%) due 05/04/22</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>493,663</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>470,460</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Communications</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>15,294,404</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Financial -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>1.3%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Jane Street Group LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.83% (1 Month USD LIBOR + 3.75%) due 08/25/22</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,910,195</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,917,358</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Advisor Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.81% (3 Month USD LIBOR + 3.75%) due 08/09/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,508,445</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">StepStone Group LP</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.07% (1 Month USD LIBOR + 4.00%) due 03/27/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,496,250</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,499,991</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Aretec Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">4.25% (1 Month USD LIBOR + 4.25%) due 08/13/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,400,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,403,500</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>
<table id="z482bbae163924b938503d88bc6701533" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">~</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">SENIOR FLOATING RATE INTERESTS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;&#8224;,5</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 34.6% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Financial -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>1.3% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Northstar Financial Services LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.56% (1 Month USD LIBOR + 3.50%) due 05/25/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$499,375</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Institutional Shareholder Services</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.09% (3 Month USD LIBOR + 3.75%) due 10/16/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>456,042</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>456,612</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.07% (3 Month USD LIBOR + 3.75%) due 10/16/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>41,563</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>41,614</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Financial</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>7,326,895</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Energy -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>1.0%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Permian Production Partners</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">8.08% (1 Month USD LIBOR + 6.00%) due 05/18/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,900,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,871,500</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">PSS Companies</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.83% (3 Month USD LIBOR + 4.50%) due 01/28/20</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,823,809</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,805,571</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Gavilan Resources LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">8.08% (1 Month USD LIBOR + 6.00%) due 03/01/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>990,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>956,588</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Yak A<font style="TEXT-TRANSFORM: lowercase">CCESS</font> LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">12.07% (3 Month USD LIBOR + 10.00%) due 07/10/26</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>947,500</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Energy</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>5,581,159</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Utilities -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>0.7%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Panda Power</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">8.83% (3 Month USD LIBOR + 6.50%) due 08/21/20</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,474,128</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,374,624</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">EIF Channelview Cogeneration LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.33% (1 Month USD LIBOR + 4.25%) due 05/03/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,007,500</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Bhi Investments LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">11.25% (3 Month USD LIBOR + 8.75%) due 02/28/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>990,000</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>
<table id="z0fc3c7bc0090445e8872d4e4cbea1c1b" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">~</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Panda Moxie Patriot</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">8.08% (3 Month USD LIBOR + 5.75%) due 12/19/20</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>503,400</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>496,604</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Utilities</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,868,728</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Senior Floating Rate Interests</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">(Cost $198,148,294)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">195,881,207</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">ASSET-BACKED SECURITIES</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 22.1%</font></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Collateralized Loan Obligations -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>14.5%</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Diamond CLO Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2018-1A, 6.13% (3 Month USD LIBOR + 3.70%) due 07/22/30<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,000,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2018-1A, 6.01% (3 Month USD LIBOR + 2.60%) due 07/22/30<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">2,500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">2,500,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Golub Capital Partners CLO 36m Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2018-36A, 4.44% (3 Month USD LIBOR + 2.10%) due 02/05/31<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">5,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">4,914,910</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Mountain Hawk II CLO Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2018-2A, 4.70% (3 Month USD LIBOR + 2.35%) due 07/20/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,999,919</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2013-2A, 5.50% (3 Month USD LIBOR + 3.15%) due 07/22/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,750,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,739,526</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Fortress Credit Opportunities IX CLO Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2017-9A, 4.96% (3 Month USD LIBOR + 2.65%) due 11/15/29<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,010,595</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">BDS</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2018-FL2, 4.61% (1 Month USD LIBOR + 2.55%) due 08/15/35<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,000,794</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Marathon CRE Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2018-FL1, 5.06% (1 Month USD LIBOR + 3.00%) due 06/15/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,997,891</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">FDF I Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2015-1A, 6.88% due 11/12/30<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,997,007</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2015-1A, 7.50% due 11/12/30<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>999,882</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">FDF II Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2016-2A, 7.70% due 05/12/31<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,968,742</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Dryden 50 Senior Loan Fund</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2017-50A, (WAC) due 07/15/30<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10,11</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,555,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,932,875</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Golub Capital Partners CLO 25M Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2018-25A, 4.02% (3 Month USD LIBOR + 1.90%) due 05/05/30<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,473,477</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">DRSLF 2015-37X SUB</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">due 01/15/31<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">11</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,998,799</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,396,163</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<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>
<table id="z854153fa6a7e40f59592731748ad3d38" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Guggenheim Strategic Opportunities Fund</div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left"><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial">SCHEDULE OF INVESTMENTS</font>&#160;<font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">August 31, 2018</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">&#160;</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">&#160;</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z90765e7bbbec4138941ff5abd7de9ea0" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Newstar Commercial Loan Funding LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2017-1A, 7.42% (3 Month USD LIBOR + 5.10%) due 03/20/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,032,194</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Carlyle Global Market Strategies CLO Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2012-3A, (WAC) due 10/04/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10,11</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,600,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,027,074</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>
<table id="zddb10cb4d616447b8846beb00ac534c6" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">~</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">ASSET-BACKED SECURITIES</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 22.1% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Collateralized Loan Obligations -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>14.5% (continued)</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Avery Point VI CLO Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2018-6A, 4.31% (3 Month USD LIBOR + 2.00%) due 08/05/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,000,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">MP CLO VIII Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2018-2A, 4.24% (3 Month USD LIBOR + 1.90%) due 10/28/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,997,902</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Avery Point II CLO Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2013-3X COM, due 01/18/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">11</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">2,399,940</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,895,838</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">TPG Real Estate Finance Issuer Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2018-FL1, 4.76% (1 Month USD LIBOR + 2.70%) due 02/15/35<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,800,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,806,277</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Exantas Capital Corporation 2018-RSO6 Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2018-RSO6, 4.56% (1 Month USD LIBOR + 2.50%) due 06/15/35<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,800,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,797,709</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Hunt CRE Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2017-FL1, 5.36% (1 Month USD LIBOR + 3.30%) due 08/15/34<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,800,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,786,063</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Voya CLO Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2013-1A, (WAC) due 10/15/30<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10,11</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,760,265</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Monroe Capital CLO Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2017-1A, 5.95% (3 Month USD LIBOR + 3.60%) due 10/22/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,750,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,751,705</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Cent CLO 19 Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2013-19A, 5.64% (3 Month USD LIBOR + 3.30%) due 10/29/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,750,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,751,569</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">OHA Credit Partners IX Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2013-9A, due 10/20/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10,11</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,707,986</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Treman Park CLO Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2015-1A, due 04/20/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10,11</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,652,010</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Marathon CLO V Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2013-5A, (WAC) due 11/21/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10,11</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,566,667</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,590,741</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Golub Capital Partners CLO Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2017-16A, 5.36% (3 Month USD LIBOR + 3.00%) due 07/25/29<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,510,584</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>
<table id="z2238aab24edc4f269bae4cfc0bba7996" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">~</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">ASSET-BACKED SECURITIES</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 22.1% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Collateralized Loan Obligations -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>14.5% (continued)</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Atlas Senior Loan Fund IX Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2018-9A, due 04/20/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,10,11</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,600,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,500,431</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Babson CLO Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2014-IA, (WAC) due 07/20/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10,11</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,342,335</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2012-2A, (WAC) due 05/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10,11</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>80,556</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Ladder Capital Commercial Mortgage Trust</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2017-FL1, 5.66% (1 Month USD LIBOR + 3.60%) due 09/15/34<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,350,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,346,937</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Fortress Credit Opportunities VII CLO Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2016-7A, 5.29% (3 Month USD LIBOR + 2.95%) due 12/15/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,250,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,255,014</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">KVK CLO Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2013-1A, (WAC) due 01/15/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,10,11</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,300,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,112,448</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Garrison Funding Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2016-2A, 6.32% (3 Month USD LIBOR + 4.00%) due 09/29/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,009,094</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Atlas Senior Loan Fund IV Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2018-2A, 4.91% (3 Month USD LIBOR + 2.60%) due 02/17/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>999,580</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">NewStar Clarendon Fund CLO LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2015-1A, 6.69% (3 Month USD LIBOR + 4.35%) due 01/25/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>994,786</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Jackson Mill CLO Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2018-1A, 4.19% (3 Month USD LIBOR + 1.85%) due 04/15/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>992,725</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">ALM XII Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2018-12A, 3.99% (3 Month USD LIBOR + 1.65%) due 04/16/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>992,490</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Dryden 41 Senior Loan Fund</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2015-41A, (WAC) due 04/15/31<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10,11</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,250,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>960,901</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Venture XIII CLO Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2013-13A, (WAC) due 09/10/29<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10,11</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>887,778</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Great Lakes CLO Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2014-1A, (WAC) due 10/15/29<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10,11</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,153,846</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>860,332</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<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>
<table id="z0dd5ed00db9246f7820b599b55e62ec1" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Guggenheim Strategic Opportunities Fund</div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left"><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial">SCHEDULE OF INVESTMENTS</font>&#160;<font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">August 31, 2018</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">&#160;</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">&#160;</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="zd0826eed120b41759f6db1d0f3a92e70" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Dryden 37 Senior Loan Fund</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2015-37A, (WAC) due 01/15/31<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10,11</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,050,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>838,993</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">West CLO Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2013-1A, (WAC) due 11/07/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10,11</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,350,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>560,947</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Finn Square CLO Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2012-1A, (WAC) due 12/24/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10,11</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>238,467</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Keuka Park CLO Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2013-1A, (WAC) due 10/21/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,10,11</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>42,214</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>
<table id="zf3aff179cc624dcb9708a647a9c4c294" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">~</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">ASSET-BACKED SECURITIES</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 22.1% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Collateralized Loan Obligations -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>14.5% (continued)</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Ares XXVI CLO Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2013-1A, (WAC) due 04/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10,11</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">3,700,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$29,933</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Collateralized Loan Obligations</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>82,045,659</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Transport-Aircraft -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>4.2%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Apollo Aviation Securitization Equity Trust</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2017-1A, 5.93% due 05/16/42<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,567,174</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,677,882</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2018-1A, 5.44% due 01/16/38<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,469,775</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,486,462</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2016-2, 7.87% due 11/15/41</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,732,250</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,732,250</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2016-1A, 9.20% due 03/17/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>908,225</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>913,618</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2016-1A, 6.50% due 03/17/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>897,116</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>911,442</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2016-2, 5.93% due 11/15/41</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>851,400</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>856,794</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Rise Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2014-1B, 6.50% due 02/12/39</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,424,835</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,396,339</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2014-1A, 4.75% due 02/12/39</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,103,726</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,089,929</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Willis Engine Securitization Trust II</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2012-A, 5.50% due 09/15/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,292,943</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,255,049</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">KDAC Aviation Finance Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2017-1A, 4.21% due 12/15/42<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,838,631</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,827,259</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Falcon Aerospace Limited</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2017-1, 6.30% due 02/15/42<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,765,247</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,763,692</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Stripes Aircraft Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2013-1 A1, 5.58% due 03/20/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,321,929</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,312,908</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Emerald Aviation Finance Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2013-1, 6.35% due 10/15/38<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,112,723</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,127,064</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Castlelake Aircraft Securitization Trust</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">due 01/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2,14</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,054,105</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,031,528</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">AIM Aviation Finance Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2015-1A, 5.07% due 02/15/40<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>806,969</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>801,082</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Turbine Engines Securitization Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2013-1A, 6.38% due 12/13/48<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">12</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>491,400</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>420,449</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>
<table id="z5cdcb6706b934663b8a07107fc21c6e4" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">~</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">ASSET-BACKED SECURITIES</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 22.1% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Transport-Aircraft -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>4.2% (continued)</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Airplanes Pass Through Trust</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2001-1A, 2.47% (1 Month USD LIBOR + 0.55%) due 03/15/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,12</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">6,677,317</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$167,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Transport-Aircraft</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>23,770,747</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Whole Business -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>0.9%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">TSGE</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2017-1, 6.25% due 09/25/31<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>5,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>5,036,319</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Collateralized Debt Obligations -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>0.8%</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Anchorage Credit Funding 1 Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2015-1A, 6.30% due 07/28/30<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,021,433</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Anchorage Credit Funding 4 Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2016-4A, 5.50% due 02/15/35<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,007,613</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Highland Park CDO I Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2006-1A, 2.71% (3 Month USD LIBOR + 0.40%) due 11/25/51<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,5,12</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>438,671</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>414,688</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Collateralized Debt Obligations</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,443,734</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Insurance -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>0.4%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">LTCG Securitization Issuer LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2018-A, 4.59% due 06/15/48<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,413,666</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,450,695</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Transport-Rail -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>0.4%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Trinity Rail Leasing, LP</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2009-1A, 6.66% due 11/16/39<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,042,927</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,239,666</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Infrastructure -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>0.3%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Secured Tenant Site Contract Revenue Notes Series</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2018-1A, 5.92% due 06/15/48<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,996,667</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,988,400</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Financial -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>0.2%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">NCBJ</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2015-1A, 5.88% due 07/08/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,233,936</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,235,739</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Diversified Payment Rights -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>0.2%</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Bib Merchant Voucher Receivables Ltd.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">4.18% due 04/07/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,100,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,101,476</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<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>
<table id="z16187cc86a2f4b35847e207ba8242f8f" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Guggenheim Strategic Opportunities Fund</div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left"><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial">SCHEDULE OF INVESTMENTS</font>&#160;<font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">August 31, 2018</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">&#160;</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">&#160;</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="zdc2fa0f9b55947b48b40e44938b5b89e" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Transport-Container -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>0.2%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Global SC Finance II SRL</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2013-1A, 2.98% due 04/17/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>933,333</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>919,382</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Asset-Backed Securities</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">(Cost $131,545,716)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">125,231,817</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>
<table id="zddb84581dd80465db5f7ccfa84d296a8" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">~</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">CORPORATE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 18.9%</font></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Financial -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>6.1%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">QBE Insurance Group Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.50% (USD 10 Year Swap Rate + 6.03%) due 11/24/43<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">3,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$3,273,750</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Bank of America Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.50%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">4,6</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,157,500</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.30%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">4,6</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,070,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">BBC Military Housing-Navy Northeast LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.30% due 10/15/49<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,900,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,997,678</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Customers Bank</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.13% due 06/26/29<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">6,12</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,578,024</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Citizens Financial Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.50%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">4,6</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,552,500</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">American Equity Investment Life Holding Co.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.00% due 06/15/27</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,350,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,313,347</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Jefferies Finance LLC / JFIN Company-Issuer Corp.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.38% due 04/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,075,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,093,812</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.25% due 08/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>982,500</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.88% due 04/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>200,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>202,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CNB Financial Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.75% due 10/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">6,12</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,022,790</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Atlas Mara Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">8.00% due 12/31/20</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,200,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,980,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Fort Knox Military Housing Privatization Project</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.82% due 02/15/52<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">12</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,942,136</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,979,930</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Springleaf Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.13% due 03/15/26</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,400,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,393,098</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Senior Housing Properties Trust</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">4.75% due 02/15/28</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,350,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,324,537</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Assurant, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">4.90% due 03/27/28</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,250,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,256,273</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Hunt Companies, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.25% due 02/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,300,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,215,500</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Lincoln Finance Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.38% due 04/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,030,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">LoanCore Capital Markets LLC / JLC Finance Corp.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.88% due 06/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,015,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Pacific Beacon LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.63% due 07/15/51<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,12</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>697,568</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>665,283</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">GEO Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.88% due 10/15/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>600,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>585,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Atlantic Marine Corporations Communities LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.38% due 02/15/48<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>539,352</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>507,586</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>
<table id="zcb36b46ace984c8d8ae3c8d2131016c9" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 68.97%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 68.97%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">~</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">CORPORATE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 18.9% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Financial -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>6.1% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Icahn Enterprises Limited Partnership / Icahn Enterprises Finance Corp.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 68.97%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.00% due 08/01/20</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">300,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$305,160</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Hospitality Properties Trust</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 68.97%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.25% due 02/15/26</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>158,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>160,821</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Financial</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>34,662,089</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Industrial -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>2.5%</div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff; BORDER-LEFT-COLOR: ">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">Encore Capital Group, Inc.</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; WIDTH: 15.01%; BACKGROUND-COLOR: #cceeff; BORDER-LEFT-COLOR: ">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.63% due 08/11/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff">&#160;4,000,000</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff; BORDER-LEFT-COLOR: ">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,892,888</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Summit Materials LLC / Summit Materials Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; WIDTH: 15.01%; BACKGROUND-COLOR: #cceeff; BORDER-LEFT-COLOR: ">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">8.50% due 04/15/22</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,150,000</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff; BORDER-LEFT-COLOR: ">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,297,813</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Grinding Media Inc. / MC Grinding Media Canada Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; WIDTH: 15.01%; BACKGROUND-COLOR: #cceeff; BORDER-LEFT-COLOR: ">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.38% due 12/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,050,000</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff; BORDER-LEFT-COLOR: ">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,151,864</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Dynagas LNG Partners Limited Partnership / Dynagas Finance, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; WIDTH: 15.01%; BACKGROUND-COLOR: #cceeff; BORDER-LEFT-COLOR: ">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.25% due 10/30/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff">&#160;1,800,000</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff; BORDER-LEFT-COLOR: ">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,800,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Princess Juliana International Airport Operating Company N.V.</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; WIDTH: 15.01%; BACKGROUND-COLOR: #cceeff; BORDER-LEFT-COLOR: ">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.50% due 12/20/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">12</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff">1,628,676</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff; BORDER-LEFT-COLOR: ">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,452,258</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Cleaver-Brooks, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; WIDTH: 15.01%; BACKGROUND-COLOR: #cceeff; BORDER-LEFT-COLOR: ">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.88% due 03/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff">&#160;1,200,000</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff; BORDER-LEFT-COLOR: ">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,239,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Reynolds Group Issuer Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Luxembourg</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; WIDTH: 15.01%; BACKGROUND-COLOR: #cceeff; BORDER-LEFT-COLOR: ">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.84% (3 Month USD LIBOR + 3.50%) due 07/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">650,000</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff; BORDER-LEFT-COLOR: ">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">657,313</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Glenn Pool Oil &amp; Gas Trust</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; WIDTH: 15.01%; BACKGROUND-COLOR: #cceeff; BORDER-LEFT-COLOR: ">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.00% due 08/02/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff">&#160;623,355</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff; BORDER-LEFT-COLOR: ">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>617,475</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Industrial</div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; WIDTH: 15.01%; BACKGROUND-COLOR: #cceeff; BORDER-LEFT-COLOR: ">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">14,108,611</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Consumer, Cyclical -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>2.4%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff; BORDER-LEFT-COLOR: ">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Ferrellgas Limited Partnership / Ferrellgas Finance Corp.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 68.97%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.75% due 06/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,135,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,836,100</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 68.97%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.50% due 05/01/21</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>429,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>392,535</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Exide Technologies</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 68.97%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">11.00% (in-kind rate was 7.00%) due 04/30/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,8,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,419,405</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,210,731</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">HP Communities LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 68.97%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.16% due 09/15/53<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,12</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,127,396</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 68.97%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.82% due 09/15/53<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,12</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>967,391</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,055,132</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Carrols Restaurant Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 68.97%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">8.00% due 05/01/22</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,925,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,006,812</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">TVL Finance PLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 68.97%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">8.50% due 05/15/23</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">GBP <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,040,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,415,302</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Williams Scotsman International, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 68.97%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.88% due 12/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,300,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,339,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Titan International, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 68.97%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.50% due 11/30/23</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>982,500</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Pinnacle Bidco plc</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 68.97%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.38% due 02/15/25</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">GBP <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>550,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>729,904</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">American Tire Distributors, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 68.97%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">10.25% due 03/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>525,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Consumer, Cyclical</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15.01%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>13,620,412</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<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>
<table id="z0f3e9c0857e741e9b72f8794084501ad" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Guggenheim Strategic Opportunities Fund</div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left"><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial">SCHEDULE OF INVESTMENTS</font>&#160;<font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">August 31, 2018</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">&#160;</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">&#160;</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="zdf67332cb3664cf2a0ec56a5698d9646" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">~</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">CORPORATE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 18.9% (continued)</font></div>
</td>
</tr>
</table>
</div>

<div></div>

<div>
<table id="z32ea492ba49145d48ffed1cd68acb3e3" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Communications -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>2.1%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; WIDTH: 15%; BACKGROUND-COLOR: #ffffff; BORDER-LEFT-COLOR: ">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">MDC Partners, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.50% due 05/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,900,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;$</font>2,599,125</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Altice France S.A.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.38% due 05/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,225,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,186,063</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Cengage Learning, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">9.50% due 06/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,275,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,957,865</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">DISH DBS Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.75% due 07/01/26</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,150,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,940,375</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">McGraw-Hill Global Education Holdings LLC / McGraw-Hill Global Education Finance</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.88% due 05/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,150,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,892,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">EIG Investors Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">10.88% due 02/01/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>900,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>978,750</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CSC Holdings LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.75% due 11/15/21</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>530,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Communications</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>12,084,178</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Energy -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>1.8%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Hess Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.60% due 02/15/41</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,550,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,572,831</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.00% due 01/15/40</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,042,263</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.13% due 03/15/33</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>583,151</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Husky Energy, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">4.00% due 04/15/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>900,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>901,360</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">3.95% due 04/15/22</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>600,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>606,669</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Sunoco Logistics Partners Operations, LP</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">4.25% due 04/01/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,002,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">American Midstream Partners Limited Partnership / American Midstream Finance Corp.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">9.25% due 12/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>895,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>883,813</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">EQT Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">8.13% due 06/01/19</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>800,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>829,775</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Buckeye Partners, LP</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">4.35% due 10/15/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>750,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>739,349</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Indigo Natural Resources LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.88% due 02/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>650,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>627,250</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Crestwood Midstream Partners Limited Partnership / Crestwood Midstream Finance Corp.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.25% due 04/01/23</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>400,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>412,500</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">QEP Resources, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.88% due 03/01/21</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>350,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>368,375</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CNX Resources Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">8.00% due 04/01/23</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>340,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>359,655</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Bruin E&amp;P Partners LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">8.88% due 08/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>300,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>310,875</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>
<table id="z2dca41d7fac14b0b8e89e0294c7dde4c" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">~</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">CORPORATE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 18.9% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Energy -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>1.8% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Schahin II Finance Co. SPV Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.88% due 09/25/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">9,12</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,216,133</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$170,259</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Energy</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>10,410,125</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Consumer, Non-cyclical -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>1.6%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Albertsons Companies LLC / Safeway Inc./ New Albertsons Limited Partnership / Albertson's LLC</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.63% due 06/15/24</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,600,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,509,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Great Lakes Dredge &amp; Dock Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">8.00% due 05/15/22</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,875,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,926,562</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Endo Finance LLC / Endo Finco, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.25% due 01/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>800,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>768,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.38% due 01/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>427,500</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Midas Intermediate Holdco II LLC / Midas Intermediate Holdco II Finance, Inc.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.88% due 10/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,300,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,132,625</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Flexi-Van Leasing, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">10.00% due 02/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,133,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>985,710</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">KeHE Distributors LLC / KeHE Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.63% due 08/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">12</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>550,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>539,687</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Beverages &amp; More, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">11.50% due 06/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>650,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>512,688</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">FAGE International S.A./ FAGE USA Dairy Industry, Inc.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.63% due 08/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>504,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>442,260</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Consumer, Non-cyclical</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>9,244,032</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Basic Materials -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>1.4%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">BHP Billiton Finance USA Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.75% (USD 5 Year Swap Rate + 5.09%) due 10/19/75<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,450,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,688,875</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Yamana Gold, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">4.95% due 07/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,260,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,259,867</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Eldorado Gold Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.13% due 12/15/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,400,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,256,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Mirabela Nickel Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">9.50% due 06/24/19</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,388,176</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>471,980</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Basic Materials</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>7,676,722</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Utilities -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>0.7%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">LBC Tank Terminals Holding Netherlands BV</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.88% due 05/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,425,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,421,438</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Superior Plus Limited Partnership / Superior General Partner, Inc.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.00% due 07/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,350,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,353,375</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Terraform Global Operating LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.13% due 03/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>967,500</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Utilities</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,742,313</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Technology -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>0.3%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">TIBCO Software, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">11.38% due 12/01/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>750,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>802,500</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<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>
<table id="z6a357de2365647389e76572b18b4597e" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Guggenheim Strategic Opportunities Fund</div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left"><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial">SCHEDULE OF INVESTMENTS</font>&#160;<font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">August 31, 2018</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">&#160;</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">&#160;</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z9a7e6ac1564d45829b9e21c6431e4cc8" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">~</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">CORPORATE BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 18.9% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Technology -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>0.3% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">First Data Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">7.00% due 12/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; WIDTH: 15%; BACKGROUND-COLOR: #ffffff; BORDER-LEFT-COLOR: ">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$520,250</div>
</td>
</tr>
</table>
</div>

<div>
<table id="z12a4e204117e4e6880b70605449eb00c" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">TeamSystem SpA</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr style="HEIGHT: 13px">
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">4.00% due 04/15/23</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">EUR <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>200,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>234,010</div>
</td>
</tr>
</table>
</div>

<div>
<table id="z88f105f1df6441ca8a85184da4e54a3d" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Technology</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,556,760</div>
</td>
</tr>
</table>
</div>

<div>
<table id="z924a02f2c96c4bba89b3795e79d7b9a3" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Corporate Bonds</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">(Cost $108,925,222)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">107,105,242</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">COLLATERALIZED MORTGAGE OBLIGATIONS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 13.5%</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Residential Mortgage Backed Securities -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>11.6%</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Lehman XS Trust Series</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2006-18N, 2.24% (1 Month USD LIBOR + 0.18%) due 12/25/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>6,020,040</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>5,560,604</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2006-16N, 2.27% (1 Month USD LIBOR + 0.21%) due 11/25/46<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,389,488</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,281,437</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">WaMu Asset-Backed Certificates WaMu Series</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2007-HE4, 2.23% (1 Month USD LIBOR + 0.17%) due 07/25/47<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,440,705</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,932,149</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2007-HE2, 2.31% (1 Month USD LIBOR + 0.25%) due 04/25/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,497,607</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,881,214</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2007-HE2, 2.42% (1 Month USD LIBOR + 0.36%) due 04/25/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,238,468</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,217,036</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2007-HE4, 2.31% (1 Month USD LIBOR + 0.25%) due 07/25/47<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,406,591</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,022,107</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2007-HE2, 2.25% (1 Month USD LIBOR + 0.19%) due 04/25/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,818,755</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>972,173</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">LSTAR Securities Investment Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">4.09% due 04/01/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>5,671,185</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>5,654,825</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">ACE Securities Corporation Home Equity Loan Trust Series</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2007-HE1, 2.21% (1 Month USD LIBOR + 0.15%) due 01/25/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,171,077</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,152,103</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2005-HE2, 3.08% (1 Month USD LIBOR + 1.02%) due 04/25/35<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,991,781</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2007-ASP1, 2.26% (1 Month USD LIBOR + 0.20%) due 03/25/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,717,841</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,066,501</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Ameriquest Mortgage Securities Trust</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2006-M3, 2.24% (1 Month USD LIBOR + 0.18%) due 10/25/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,865,115</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,231,561</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2006-M3, 2.16% (1 Month USD LIBOR + 0.10%) due 10/25/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,375,572</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,028,318</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>
<table id="zf07b2ab5c27b4fb588e145c92b4975ad" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">~</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">COLLATERALIZED MORTGAGE OBLIGATIONS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 13.5% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Residential Mortgage Backed Securities -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>11.6% (continued)</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Morgan Stanley ABS Capital I Inc. Trust</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2006-HE8, 2.28% (1 Month USD LIBOR + 0.22%) due 10/25/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">3,692,441</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$2,339,920</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2007-HE1, 2.29% (1 Month USD LIBOR + 0.23%) due 11/25/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,389,872</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>950,644</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Long Beach Mortgage Loan Trust</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2006-8, 2.15% (1 Month USD LIBOR + 0.09%) due 09/25/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,892,257</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,022,001</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2006-1, 2.25% (1 Month USD LIBOR + 0.19%) due 02/25/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,501,513</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,257,181</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">RALI Series Trust</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2006-QO6, 2.24% (1 Month USD LIBOR + 0.18%) due 06/25/46<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,718,172</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,047,565</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2006-QO6, 2.29% (1 Month USD LIBOR + 0.23%) due 06/25/46<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,239,119</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>994,847</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Home Equity Mortgage Loan Asset-Backed Trust Series INABS</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2006-E, 2.27% (1 Month USD LIBOR + 0.21%) due 04/25/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,582,833</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,764,005</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">GSAA Home Equity Trust</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2006-16, 2.23% (1 Month USD LIBOR + 0.17%) due 10/25/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>5,408,463</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,753,473</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Morgan Stanley IXIS Real Estate Capital Trust</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2006-2, 2.28% (1 Month USD LIBOR + 0.22%) due 11/25/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,412,382</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,719,238</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2006-2, 2.21% (1 Month USD LIBOR + 0.15%) due 11/25/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,910,934</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>956,597</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">American Home Mortgage Assets Trust 2006-6</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2006-6, 2.27% (1 Month USD LIBOR + 0.21%) due 12/25/46<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,030,559</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,672,901</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">JP Morgan Mortgage Acquisition Trust</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2006-WMC3, 2.30% (1 Month USD LIBOR +0.24%) due 08/25/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,005,284</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,384,174</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<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>
<table id="z181c5105ea6f45a4848e4acf6e26452a" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Guggenheim Strategic Opportunities Fund</div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left"><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial">SCHEDULE OF INVESTMENTS</font>&#160;<font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">August 31, 2018</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">&#160;</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">&#160;</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z832523142c48459a8fd069706fe36576" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Citigroup Mortgage Loan Trust, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2007-AMC3, 2.41% (1 Month USD LIBOR + 0.35%) due 03/25/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,629,692</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,281,713</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Master Asset Backed Securities Trust</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2006-WMC3, 2.22% (1 Month USD LIBOR + 0.16%) due 08/25/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,938,410</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,063,338</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>
<table id="z55e2f63b45134b74b9651f0a46265a3a" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">~</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">COLLATERALIZED MORTGAGE OBLIGATIONS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 13.5% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Residential Mortgage Backed Securities -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>11.6% (continued)</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Morgan Stanley Mortgage Loan Trust</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2006-9AR, 2.21% (1 Month USD LIBOR + 0.15%) due 08/25/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">4,079,687</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$2,049,160</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">IXIS Real Estate Capital Trust</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2007-HE1, 2.12% (1 Month USD LIBOR + 0.06%) due 05/25/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,637,347</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>935,871</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2007-HE1, 2.17% (1 Month USD LIBOR + 0.11%) due 05/25/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,621,958</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>935,030</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CitiMortgage Alternative Loan Trust Series</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2007-A7, 2.46% (1 Month USD LIBOR + 0.40%) due 07/25/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,194,040</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,012,056</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">First NLC Trust</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2007-1, 2.34% (1 Month USD LIBOR + 0.28%) due 08/25/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,616,658</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,011,451</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">GSAA Trust</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2007-3, 2.23% (1 Month USD LIBOR + 0.17%) due 03/25/47<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,007,528</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,001,935</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Luminent Mortgage Trust</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2006-2, 2.26% (1 Month USD LIBOR + 0.20%) due 02/25/46<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,080,471</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>984,885</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">TBW Mortgage Backed Pass-Through Certificates</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2006-6, 6.04% due 01/25/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,282,624</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>582,848</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2006-6, 5.75% due 01/25/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>529,462</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>253,344</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Residential Mortgage Backed Securities</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>65,965,986</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Military Housing -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>1.1%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">GMAC Commercial Mortgage Asset Corp.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2004-POKA, 6.36% due 09/10/44<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">12</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,689,646</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Capmark Military Housing Trust</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2007-AETC, 5.75% due 02/10/52<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,12</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,891,011</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,896,524</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>
<table id="zf6a4fc3b8d18499eaf854e8f3dd5b04d" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">~</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">COLLATERALIZED MORTGAGE OBLIGATIONS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 13.5% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Military Housing -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>1.1% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2007-AET2, 6.06% due 10/10/52<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,12</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">480,218</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$514,576</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Military Housing</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>6,100,746</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Commercial Mortgage Backed Securities -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>0.8%</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">GAHR Commercial Mortgage Trust</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2015-NRF, 3.49% (WAC) due 12/15/34<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5,9,10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,424,594</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Collateralized Mortgage Obligations</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">(Cost $77,978,545)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">76,491,326</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">U.S. TREASURY BILLS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;</sup> - 6.8%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">U.S. Treasury Bills</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">1.95% due 10/25/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,13</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">6,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">5,983,053</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2.04% due 11/29/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,13</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">5,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">4,975,305</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2.02% due 11/08/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,13</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">4,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">3,985,276</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">1.95% due 10/18/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,13</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">3,500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">3,491,519</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">1.89% due 09/20/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,13</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">3,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">2,997,450</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">1.89% due 09/27/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,13</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">3,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">2,996,349</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2.02% due 11/23/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,13</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">2,500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">2,488,570</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">1.87% due 09/06/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,13</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,999,790</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">1.88% due 09/13/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,13</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,999,045</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">1.90% due 10/04/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,13</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,996,775</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">1.99% due 11/01/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,13</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,993,515</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2.08% due 12/13/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,13</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,988,458</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">1.88% due 09/06/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,13</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,499,842</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total U.S. Treasury Bills</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">(Cost $38,389,976)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">38,394,947</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">FOREIGN GOVERNMENT BONDS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;</sup> - 1.4%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Government of Japan</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">due 01/10/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">14</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">JPY <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>619,500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">5,579,320</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">due 02/12/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">14</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">JPY <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>154,500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,391,629</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Total Government of Japan</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">6,970,949</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Senegal Government International Bond</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">6.75% due 03/13/48<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">10</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">854,300</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Foreign Government Bonds</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">(Cost $7,884,849)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">7,825,249</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">SENIOR FIXED RATE INTERESTS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 0.2%</font></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Communications -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>0.2%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">MHGE Parent LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">11.00% due 04/20/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>900,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>879,534</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Senior Fixed Rate Interests</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">(Cost $879,543)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">879,534</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">MUNICIPAL BONDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 0.1%</font></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Oklahoma -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>0.1%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Oklahoma Development Finance Authority Revenue Bonds</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">5.45% due 08/15/28</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>400,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>420,596</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Municipal Bonds</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">(Cost $400,000)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">420,596</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<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>
<table id="zcc56231025fa49e6afdd183cf4b19e57" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Guggenheim Strategic Opportunities Fund</div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left"><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial">SCHEDULE OF INVESTMENTS</font>&#160;<font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">August 31, 2018</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">&#160;</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">&#160;</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>
<table id="z5f73a1b976bf4316a5db9b07b6d74802" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">~</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">COMMERCIAL PAPER<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;</sup>1.3%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Nutrien Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">2.40% due 10/02/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">13</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">7,570,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$7,552,929</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Commercial Paper</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">(Cost $7,554,355)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">7,552,929</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>
<table id="z6a885a0dcf5349118517f3dbab833149" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Contracts</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">C<font style="TEXT-TRANSFORM: uppercase">all</font> OPTIONS PURCHASED</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">,</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">*</sup><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold"> - 0.1%</font></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="TEXT-TRANSFORM: uppercase">C<font style="TEXT-TRANSFORM: lowercase">all</font></font> options on:</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 20pt; TEXT-INDENT: -10pt">BofA Merrill Lynch S&amp;P 500 Index Expiring January 2019 with strike price of $3,000 (Notional Value $39,460,672)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">136</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">554,880</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 20pt; TEXT-INDENT: -10pt">BofA Merrill Lynch iShares MSCI Emerging Markets ETF Expiring January 2019 with strike price of $55 (Notional Value $26,938,080)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">6,240</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">9,360</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold"><font style="TEXT-TRANSFORM: uppercase">Call</font> OPTIONS PURCHASED</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">,</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">*</sup><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold"> - 0.1% (continued)</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Call Options Purchased</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">(Cost $1,733,599)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$564,240</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Investments - 102.1%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">(Cost $592,116,722)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$577,506,737</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>
<table id="z9ac39de618674775866980fa400bd0ad" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Contracts</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">C<font style="TEXT-TRANSFORM: uppercase">all</font> OPTIONS WRITTEN</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book'; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">,</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">*</sup><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold"> - (0.4)%</font></div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Call options on:</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 69%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">&#160;&#160;S&amp;P 500 Index Expiring September 2018 with strike price of $2,840 (Notional Value $92,268,336)</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">318</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">(2,359,560)</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Call Options Written</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">(Premiums received $1,036,017)</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">(2,359,560)</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" colspan="3">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Other Assets &amp; Liabilities, net - (1.7)%</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">(9,737,607)</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; BACKGROUND-COLOR: #cceeff" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Net Assets - 100.0%</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$565,409,570</div>
</td>
</tr>
</table>
</div>

<div id="DSPFPageFooter"></div>

<div><br>
</div>

<div id="DSPFPageHeader"></div>

<div>
<table id="z2626bded1dd648e18c25fecf030d2b54" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 100%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Futures Contracts</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; FONT-WEIGHT: bold; LINE-HEIGHT: 1">&#8224;,</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Medium', sans-serif; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">*</sup></div>
</td>
</tr>
</table>
</div>

<div id="DSPFPageFooter"></div>

<div>
<div id="DSPFPageHeader"></div>

<table id="z75c9ee5153984b84ad7a0709af8a3c14" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 51%" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Description</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Number of Contracts</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Expiration Date</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Notional Amount</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value and Unrealized</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Appreciation</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 51%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Equity Futures Contracts Purchased</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 51%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">S&amp;P 500 Index Mini Futures Contracts</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">636</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">Sep 2018</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">92,267,700</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">3,636,565</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div id="DSPFPageFooter"></div>
</div>

<div id="DSPFPageHeader"></div>
</div>

<div>
<div>&#160;</div>

<div>
<table id="z9da8357d924b43659efccb3ea3b6e48f" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="18">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">&#8224;&#8224;</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 21%" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Counterparty</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Contracts to Sell</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 11%" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Currency</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 13%" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Settlement Date</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Settlement Value</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value at </div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">August 31, 2018</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Net Unrealized Appreciation/</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">(Depreciation)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 21%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Morgan Stanley</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,074,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">GBP</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 13%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">09/11/18</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,399,788</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,392,587</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">7,201</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 21%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">BofA Merrill Lynch</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">154,500,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 11%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">JPY</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 13%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">02/12/19</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,412,752</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,408,144</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">4,608</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 21%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">BofA Merrill Lynch</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">5,132,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">EUR</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 13%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">09/11/18</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">5,940,228</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">5,959,995</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">(19,767</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">)</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 21%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">JPMorgan</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">3,379,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 11%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">GBP</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 13%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">09/11/18</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">4,344,296</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">4,381,333</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">(37,037</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">)</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 21%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Citigroup</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">619,500,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">JPY</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 13%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">01/10/19</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">5,562,115</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">5,630,464</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">(68,349</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">)</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 21%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 11%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 13%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: right; WIDTH: 11%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">(113,344</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">)</div>
</td>
</tr>
</table>
</div>

<div id="DSPFPageFooter">&#160;</div>

<div>
<div id="DSPFPageHeader"></div>

<table id="za9c870f7ba464ee181ea0d6c18c5739c" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right">~</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">The face amount is denominated in U.S. dollars unless otherwise indicated.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right">*</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">Non-income producing security.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right">&#8224;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">Value determined based on Level 1 inputs, unless otherwise noted &#8212; See Note 3.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right">&#8224;&#8224;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">Value determined based on Level 2 inputs, unless otherwise noted &#8212; See Note 3.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right">&#8224;&#8224;&#8224;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">Value determined based on Level 3 inputs &#8212; See Note 3.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right">1</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">All or a portion of these securities have been physically segregated in connection with futures contracts, reverse repurchase agreements and unfunded loan commitments. As of August 31, 2018, the total value of securities segregated was $57,821,508.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right">2</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">Security was fair valued by the Valuation Committee&#160;at August 31, 2018.&#160; The total market value of fair valued securities amounts to $37,796,476, (cost $39,891,167) or 6.7%&#160;of total net assets.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right">3</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">Affiliated issuer.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right">4</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">Perpetual maturity.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right">5</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">Variable rate security.&#160;&#160;Rate indicated is the rate effective at August 31, 2018. In some instances, the underlying reference rate shown was below the minimum rate earned by the security or has been adjusted by a predetermined factor. The settlement status of a position may also impact the effective rate indicated. In instances where multiple underlying reference rates and spread amounts are shown, the effective rate is based on a weighted average.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right">6</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">Security has a fixed rate coupon which will convert to a floating or variable rate coupon on a future date.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right">7</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">Rate indicated is the 7 day yield as of August 31, 2018.</div>
</td>
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<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right">8</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">Payment-in-kind security.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right">9</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">Security is in default of interest and/or principal obligations.</div>
</td>
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</table>

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</div>
</div>

<div>
<table id="zbf402b4653a1432ab1634c0357438429" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Guggenheim Strategic Opportunities Fund</div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left"><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial">SCHEDULE OF INVESTMENTS</font>&#160;<font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">August 31, 2018</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">&#160;</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">&#160;</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>&#160;</div>

<table id="z643d7053677641859b620c1a558631f7" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right">10</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">Security is a 144A or Section 4(a)(2) security.&#160;These securities have been determined to be liquid under guidelines established by the Board of Trustees. The total market value of 144A or Section 4(a)(2) liquid securities is $153,105,924&#160;(cost $154,440,073), or 27.1%&#160;of total net assets.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right">11</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">Security has no stated coupon. However, it is expected to receive residual cash flow payments on defined deal dates.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right">12</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">Security is a 144A or Section 4(a)(2) security.&#160;These securities have been determined to be illiquid and restricted under guidelines established by the Board of Trustees. The total market value of 144A or Section 4(a)(2) illiquid and restricted securities is $18,693,642&#160;(cost $24,793,848), or 3.3%&#160;of total net assets &#8212; See Note 6.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right">13</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">Rate indicated is the effective yield at the time of purchase.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right">14</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">Zero coupon rate security.</div>
</td>
</tr>
</table>

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<div>&#160;</div>
</div>

<div>
<div id="DSPFPageHeader"></div>

<table id="z5bfc8edfef2b4ff1a51d0ea212c4c951" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.63%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">BofA</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 85.37%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">Bank of America</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.63%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">EURIBOR</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 85.37%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">European Interbank Offered Rate</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.63%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">EUR</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 85.37%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">Euro</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.63%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">GBP</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 85.37%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">British Pound</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.63%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">JPY</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 85.37%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">Japanese Yen</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.63%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">LIBOR</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 85.37%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">London Interbank Offered Rate</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.63%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">plc</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 85.37%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">Public Limited Company</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.63%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">WAC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 85.37%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">Weighted Average Coupon</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.63%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">USD</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 85.37%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">United States Dollar</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.63%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 85.37%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 100%" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">See Sector Classification in Other Information section.</div>
</td>
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<div id="DSPFPageFooter">&#160;</div>
</div>

<div>
<table id="z0f59c8c7ca5245c8aecb59146f032ebf" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 100%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The following table summarizes the inputs used to value the Fund's investments at August 31, 2018 (See Note 3 in the Notes to Schedule of Investments):</div>
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<table id="z74bcfccfc5e9423cabd5a55d825c2a3b" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Investments in Securities (Assets)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Level 1 Quoted Prices</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Level 2 Significant Observable Inputs</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Level 3 Significant Unobservable Inputs</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Total</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 48%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Common Stocks</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">756,853</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">904,190</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">93,800</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,754,843</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 48%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Preferred Stocks</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">2,727,385</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">-</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">485,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">3,212,385</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 48%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Warrants</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">21,247</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">21,247</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 48%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Money Market Fund</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">12,171,175</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">12,171,175</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 48%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Senior Floating Rate Interests</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">167,969,375</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">27,911,832</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">195,881,207</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 48%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Asset-Backed Securities</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">115,513,847</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">9,717,970</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">125,231,817</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 48%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Corporate Bonds</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">102,594,879</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">4,510,363</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">107,105,242</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 48%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Collateralized Mortgage Obligations</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">70,836,501</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">5,654,825</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">76,491,326</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 48%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">U.S. Treasury Bills</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">38,394,947</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">38,394,947</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>
<table id="z02f56fc252884126a2db537df77f934d" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 48%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Foreign Government Bonds</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">7,825,249</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">7,825,249</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>
</div>

<table id="z09e853a93fd24d938e1291cd9671d100" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 48%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Senior Fixed Rate Interests</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">879,534</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">879,534</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 48%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Municipal Bonds</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">420,596</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">420,596</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 48%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Commercial Paper</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">7,552,929</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">7,552,929</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 48%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Call Options Purchased</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">564,240</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">564,240</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<table id="z7241dde191804caaa7e7642c9851d060" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 48%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Equity Futures Contracts*</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">3,636,565</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">3,636,565</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 48%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Forward Foreign Currency Exchange Contracts*</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">11,809</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">11,809</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 48%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Total Assets</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">19,856,218</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">512,024,322</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">49,274,571</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">581,155,111</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 48%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Investments in Securities (Liabilities)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Level 1 Quoted Prices</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Level 2 Significant Observable Inputs</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Level 3 Significant Unobservable Inputs</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Total</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 48%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Call Options Written</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">2,359,560</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">2,359,560</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 48%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Forward Foreign Currency Exchange Contracts*</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">125,153</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">125,153</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 48%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Unfunded Loan Commitments (Note 5)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">130,613</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">542,526</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">673,139</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 48%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Total Liabilities</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">2,359,560</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">255,766</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">542,526</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">3,157,852</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div id="DSPFPageFooter">&#160;</div>

<div>&#160;</div>
</div>

<div>
<div id="DSPFPageHeader"></div>

<table id="z1e4f49abf9f841c0b05209b64ca542af" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 100%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">* This derivative is reported as unrealized&#160;appreciation/depreciation at period end.</div>
</td>
</tr>
</table>

<div>
<div id="DSPFPageHeader"></div>

<div style="MARGIN-BOTTOM: 8pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><br>
 Please refer to the detailed Schedule of Investments for a breakdown of investment type by industry category.</div>

<div style="MARGIN-BOTTOM: 8pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The Fund may hold assets and/or liabilities in which the fair value approximates the carrying amount for financial statement purposes. As of August 31, 2018, reverse repurchase agreements of $1,613,947 are categorized as Level 2 within the disclosure hierarchy. See Note 3.</div>

<div style="MARGIN-BOTTOM: 8pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">&#160;</div>
</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<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>
<table id="z55be1ecac1a74f43af71ae5d4d611847" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Guggenheim Strategic Opportunities Fund</div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left"><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial">SCHEDULE OF INVESTMENTS</font>&#160;<font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">August 31, 2018</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">&#160;</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">&#160;</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>
<div id="DSPFPageHeader"></div>

<div style="MARGIN-BOTTOM: 8pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">
<div id="DSPFPageHeader"></div>

<table id="z6be9d3885d2249e29f7cb91647e3d7b6" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 22%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Category</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Ending Balance at August 31, 2018</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 19%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Valuation Technique</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 19%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Unobservable Inputs</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Input Range</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Weighted Average</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 22%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Assets:</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 22%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Asset Backed Securities</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">6,137,795</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Model Price</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Market Comparable Yield</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">4.2%-6.2</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">5.7</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">%</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 22%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Asset Backed Securities</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">2,267,267</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Yield Analysis</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Yield</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">6.2%-13.0</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">9.30</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">%</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 22%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Asset Backed Securities</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,312,908</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Option Adjusted Spread off the prior month end broker mark over the 3 month LIBOR</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Indicative Quote</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">-</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">-</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 22%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Collateralized Mortgage Obligations</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">5,654,825</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Option Adjusted Spread off the prior month end broker mark over the 3 month LIBOR</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Indicative Quote</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">-</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">-</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 22%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Common Stocks</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">93,800</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Enterprise Value</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Valuation Multiple</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">6.2x-9.4x</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">7.9x</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 22%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Corporate Bonds</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">4,510,363</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Option Adjusted Spread off the prior month end broker mark over the 3 month LIBOR</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Indicative Quote</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">-</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">-</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 22%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Preferred Stocks</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">485,000</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Enterprise Value</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Valuation Multiple</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">16.9x</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">-</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 22%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Senior Fixed Rate Interests</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">879,534</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Yield Analysis</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Yield</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">11.80</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">8.2</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">%</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 22%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Senior Floating Rate Interests</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">21,699,471</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Yield Analysis</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Yield</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">4.8%-12.1</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">8.2</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">%</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 22%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Senior Floating Rate Interests</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">3,113,367</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Model Price</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Market Comparable Yields</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">6.2%-6.3</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">%</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">5.7</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">%</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 22%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Senior Floating Rate Interests</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">2,269,898</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Enterprise Value</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Valuation Multiple</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">6.4x-11.4x</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">9.9x</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 22%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Senior Floating Rate Interests</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">829,096</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Model Price</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Purchase Price</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">-</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">-</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 22%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Warrants</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 13%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">21,247</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Enterprise Value</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Valuation Multiple</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">9.4x-16.9x</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">7.9x</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 22%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Total Assets</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">49,274,571</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 22%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Liabilities:</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 13%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 22%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Unfunded Loan Commitments</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 13%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">542,526</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Model Price</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 19%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">Purchase Price</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 10%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">-</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 8%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">-</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" nowrap="nowrap">&#160;</td>
</tr>
</table>

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</div>

<div style="MARGIN-BOTTOM: 8pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Significant changes in an indicative quote, market comparable yield or valuation multiple would generally result in significant changes in the fair value of the security.</div>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Transfers between investment levels may occur as the markets fluctuate and/or the availability of data used in an investment&#8217;s valuation changes. Transfers between valuation levels, if any, are in comparison to the valuation levels at the end of the previous fiscal year, and are effective using the fair value as of the end of the current fiscal period.</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">As of August 31, 2018, the Fund had securities with a total value of $6,289,976 transfer from Level 3 to Level 2 due to availability of market price information at period end and had securities with a total value of $7,524,359 transfer from Level 2 to Level 3 due to lack of observable inputs.</div>
</div>

<div>
<div id="DSPFPageHeader"></div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><br>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Summary of Fair Value Level 3 Activity<br>
</div>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">
<div id="DSPFPageHeader"></div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value for the period ended August 31, 2018:<br>
<div id="DSPFPageFooter"></div>
</div>

<div id="DSPFPageFooter">
<div id="DSPFPageHeader"></div>

<table id="z806652d3c5d04bdeaec459a81e6b455b" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="30">
<div style="FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: center">Assets</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: top" valign="bottom" colspan="2">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: center">Liabilities</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" colspan="2">
<div style="FONT-FAMILY: Arial; FONT-WEIGHT: bold">Asset Backed Securities</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" colspan="2">
<div style="FONT-FAMILY: Arial; FONT-WEIGHT: bold">Collateralized Mortgage Obligations</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" colspan="2">
<div style="FONT-FAMILY: Arial; FONT-WEIGHT: bold">Corporate Bonds</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" colspan="2">
<div style="FONT-FAMILY: Arial; FONT-WEIGHT: bold">Senior Floating Rate Interests</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" colspan="2">
<div style="FONT-FAMILY: Arial; FONT-WEIGHT: bold">Warrants</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" colspan="2">
<div style="FONT-FAMILY: Arial; FONT-WEIGHT: bold">Common Stocks</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" colspan="2">
<div style="FONT-FAMILY: Arial; FONT-WEIGHT: bold">Preferred Stocks</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" colspan="2">
<div style="FONT-FAMILY: Arial; FONT-WEIGHT: bold">Senior Fixed Rate Interests</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" colspan="2">
<div style="FONT-FAMILY: Arial; FONT-WEIGHT: bold">Total Assets</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" colspan="2">
<div style="FONT-FAMILY: Arial; FONT-WEIGHT: bold">Unfunded Loan Commitments</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 20%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">Beginning Balance</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">11,860,166</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">10,036,584</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">27,159,336</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">228,184</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">485,000</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">49,769,270</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">(610,438</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">
<div style="FONT-FAMILY: Arial">)</div>
</td>
</tr>

<tr>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 20%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">Purchases/(Receipts)</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">21,203</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">4,223,498</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">4,244,701</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">(139,581</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">
<div style="FONT-FAMILY: Arial">)</div>
</td>
</tr>

<tr>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 20%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">Sales, maturities and (paydowns)/Fundings</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">(129,208</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">
<div style="FONT-FAMILY: Arial">)</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">(1,491,545</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">
<div style="FONT-FAMILY: Arial">)</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">(4,086,713</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">
<div style="FONT-FAMILY: Arial">)</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">(213</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">)&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">(5,707,679</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">
<div style="FONT-FAMILY: Arial">)</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">55,257</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 20%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">Earned amortization of discount/premiums</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">62,936</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">4,520</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">67,344</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">134,800</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 20%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">Total realized gains or losses included in earnings</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">167,382</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">(5,674</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">
<div style="FONT-FAMILY: Arial">)</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">
<div style="FONT-FAMILY: Arial">&#160;</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">161,708</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">109,386</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 20%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">Total change in unrealized appreciation (depreciation) included in earnings</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">88,978</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">(102,707</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">
<div style="FONT-FAMILY: Arial">)</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">(435,959</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">
<div style="FONT-FAMILY: Arial">)</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">21,247</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">(134,171</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">
<div style="FONT-FAMILY: Arial">)</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">(562,612</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">
<div style="FONT-FAMILY: Arial">)</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">42,850</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 20%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">Transfers into Level 3</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">5,654,825</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">990,000</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">879,534</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">7,524,359</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 20%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">Transfers out of Level 3</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">(2,164,902</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">
<div style="FONT-FAMILY: Arial">)</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">(4,125,074</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">
<div style="FONT-FAMILY: Arial">)</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">(6,289,976</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">
<div style="FONT-FAMILY: Arial">)</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 20%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">&#160;Ending Balance</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">9,717,970</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">5,654,825</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">4,510,363</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">27,911,832</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">21,247</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">93,800</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">485,000</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">879,534</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">49,274,571</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-FAMILY: Arial">(542,526</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">
<div style="FONT-FAMILY: Arial">)</div>
</td>
</tr>

<tr>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 20%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">Net change in unrealized appreciation (depreciation) for investments in Level 3 securities still held at August 31, 2018</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">96,021</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">(5,020</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">
<div style="FONT-FAMILY: Arial">)</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">(26,462</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">
<div style="FONT-FAMILY: Arial">)</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">(461,776</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">
<div style="FONT-FAMILY: Arial">)</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">21,247</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">(134,171</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">
<div style="FONT-FAMILY: Arial">)</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">-</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">632</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">(509,529</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">
<div style="FONT-FAMILY: Arial">)</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">$</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 5%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-FAMILY: Arial">73,865</div>
</td>
<td style="FONT-SIZE: 8pt; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div id="DSPFPageFooter">&#160;</div>
</div>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Affiliated Transactions<br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Investments representing 5% or more of the outstanding voting shares of a portfolio company of a fund, or control of or by, or common control under Guggenheim Investments (&#8220;GI&#8221;), result in that portfolio company being considered an affiliated company of such fund, as defined in the 1940 Act.<br>
</div>

<div id="DSPFPageFooter">
<div id="DSPFPageHeader"></div>

<table id="z4726c1f5f3aa49649a3f9bde824ce20d" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 100%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Transactions during the period ended August 31, 2018, in which the portfolio company is an "affiliated person", were as follows:</div>
</td>
</tr>
</table>

<div id="DSPFPageFooter">&#160;</div>
</div>
</div>

<div>
<div id="DSPFPageHeader"></div>

<table id="z4a5c7506d6a648f1a954c496fde0f0d4" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Security Name</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value 5/31/18</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Additions</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Reductions</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Change in Unrealized</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value 8/31/18</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Shares 8/31/18</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Investment Income</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Capital Gain Distributions</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Common Stock</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 13.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>Aspect Software Parent, Inc<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">*,1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 0.67%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">137,213</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 0.67%; BACKGROUND-COLOR: #ffffff">$</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8211;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;$</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">(213</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">)&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;$</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">(133,828</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;$</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">3,172</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">156</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">$</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8211;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;$</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8211;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 13.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>Targus Group International Equity, Inc<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">*</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">,</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.67%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">33,921</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.67%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8211;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8211;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">(343</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">33,578</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">12,989</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8211;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8211;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 13.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Senior Floating Rate Interests</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.67%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.67%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 13.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>Aspect Software, Inc. 12.81% (3 Month USD LIBOR + 10.50%) due 05/25/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.67%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">843,851</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.67%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">17,737</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">(5,772</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">(114,816</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">741,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">894,927</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">45,858</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">8,774</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 13.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>Aspect Software, Inc. 6.41% (3 Month USD LIBOR + 4.00%) due 05/25/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.67%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">609,375</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.67%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">188,257</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">(193,764</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8211;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">603,868</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">603,868</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">14,362</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8211;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 13.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>Targus Group International, Inc.&#160; 15.13% (1 Month USD LIBOR + 11.50%<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>due 05/24/16<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,2,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.67%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8211;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.67%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8211;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8211;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8211;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8211;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">155,450</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8211;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8211;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 13.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Warrants</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.67%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.67%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 13.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>Aspect Software Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 0.67%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8211;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 0.67%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8211;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8211;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">21,116</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">21,116</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">134,686</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8211;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8211;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 2px; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 13.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.67%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,624,360</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.67%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">205,994</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">(199,749</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">(227,871</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">)</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">1,402,734</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">60,220</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9.09%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">8,774</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 0.42%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><br>
<table id="zcbcd11c50f7e4764acf154671baee5ba" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right"><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">Security was fair valued by the Valuation Committee&#160;at August 31, 2018.&#160; The total market value of affiliated and fair valued securities amounts to $661,734, (cost $2,222,908) or 0.1%&#160;of total net assets.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right"><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">2</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">Security is in default of interest and/or principal obligations.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; FONT-STYLE: italic; TEXT-ALIGN: right; WIDTH: 4%"><sup style="vertical-align: text-top; line-height: 1; font-size: smaller">3 </sup></td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 96%">
<div id="DSPFPageHeader" style="FONT-STYLE: italic"></div>

<div style="MARGIN-BOTTOM: 8pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">Variable rate security. Rate indicated is the rate effective at August 31, 2018. In some instances, the underlying reference rate shown was below the minimum rate earned by the security or has been adjusted by a predetermined factor. The settlement status of a position may also impact the effective rate indicated. In instances where multiple underlying reference rates and spread amounts are shown, the effective rate is based on a weighted average.</div>
</td>
</tr>
</table>
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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">
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<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">
<table id="z89037d50ce1948dfa66d887d731369af" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)</div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">August 31, 2018</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">&#160;</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">&#160;</td>
</tr>
</table>
</div>

<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; FONT-STYLE: normal; TEXT-ALIGN: left">&#160;</div>
</div>
</div>
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<div>
<div><br>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Note&#160;1 &#8211; Organization and Significant Accounting Policies</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Organization<br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Guggenheim Strategic Opportunities Fund (the &#8220;Fund&#8221;) was organized as a Delaware statutory trust on November 13, 2016. The Fund is registered as a diversified, closed-end management investment company under the Investment Company Act of 1940, as amended (the &#8220;1940 Act&#8221;).<br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The Fund&#8217;s investment objective is to maximize total return through a combination of current income and capital appreciation.<br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Significant Accounting Policies</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The Fund operates as an investment company and, accordingly, follows the investment company accounting and reporting guidance of the Financial Accounting Standards Board (&#8220;FASB&#8221;) Accounting Standards Codification Topic 946 Financial Services &#8211; Investment Companies.&#160;<br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The following significant accounting policies are in conformity with U.S. generally accepted accounting principles (&#8220;U.S. GAAP&#8221;) and are consistently followed by the Fund. This requires management to make estimates and assumptions that affect the reported amount of assets and liabilities, contingent assets and liabilities at the date of the financial statements, and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from these estimates. All time references are based on Eastern Time.<br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">(a) Valuation of Investments&#160;</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The Board of Trustees of the Fund (the &#8220;Board&#8221;) has adopted policies and procedures for the valuation of the Fund's investments (the &#8220;Valuation Procedures&#8221;). Pursuant to the Valuation Procedures, the Board has delegated to a valuation committee, consisting of representatives from Guggenheim&#8217;s investment management, fund administration, legal and compliance departments (the &#8220;Valuation Committee&#8221;), the day-to-day responsibility for implementing the Valuation Procedures, including, under most circumstances, the responsibility for determining the fair value of the Fund&#8217;s securities and/or other assets.<br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Valuations of the Fund's securities are supplied primarily by pricing services appointed pursuant to the processes set forth in the Valuation Procedures. The Valuation Committee convenes monthly, or more frequently as needed, to review the valuation of all assets which have been fair valued for reasonableness. The Fund's officers, through the Valuation Committee and consistent with the monitoring and review responsibilities set forth in the Valuation Procedures, regularly review procedures used and valuations provided by the pricing services.<br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">If the pricing service cannot or does not provide a valuation for a particular investment or such valuation is deemed unreliable, such investment is fair valued by the Valuation Committee.<br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Equity securities listed on an exchange (New York Stock Exchange (&#8220;NYSE&#8221;) or American Stock Exchange) are valued at the last quoted sale price as of the close of business on the NYSE, usually 4:00 p.m. on the valuation date. Equity securities listed on the NASDAQ market system are valued at the NASDAQ Official Closing Price on the valuation date, which may not necessarily represent the last sale price. If there has been no sale on such exchange or NASDAQ on a given day, the security is valued at the closing bid price on that day.<br>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Open-end investment companies (&#8220;Mutual Funds&#8221;) are valued at their net asset value (&#8220;NAV&#8221;) as of the close of business, on the valuation date. Exchange-traded funds (&#8216;ETFs&#8221;) and closed-end investment companies (&#8220;CEFs&#8221;) are value at the last quoted sale price.</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Generally, trading in foreign securities markets is substantially completed each day at various times prior to the close of the NYSE. The values of foreign securities are determined as of the close of such foreign markets or the close of the NYSE, if earlier. Any investments quoted in foreign currencies are valued in U.S. dollars on the basis of the foreign currency exchange rates prevailing at the close of U.S. business at 4:00 p.m. Investments in foreign securities may involve risks not present in domestic investments. The Valuation Committee will determine the current value of such foreign securities by taking into consideration certain factors which may include those discussed above, as well as the following factors, among others: the value of the securities traded on other foreign markets, ADR trading, closed-end fund trading, foreign currency exchange activity, and the trading prices of financial products that are tied to foreign securities such as World Equity Benchmark Securities.&#160;In addition, under the Valuation Procedures the Valuation Committee and Guggenheim Funds Investment Advisors, LLC (&#8220;GFIA&#8221;, or the &#8220;Adviser&#8221;) are authorized to use prices and other information supplied by a third party pricing vendor in valuing foreign securities.<br>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">U.S. Government securities are valued by either independent pricing services, the last traded fill price, or at the reported bid price at the close of business.<br>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Debt securities with a maturity of greater than 60 days at&#160;acquisition are valued at prices that reflect broker-dealer supplied valuations or are obtained from independent&#160;pricing services, which may consider the trade activity, treasury spreads, yields or price of bonds of comparable quality, coupon, maturity, and type, as well as prices quoted&#160;by dealers who make markets in such securities. Short-term debt securities with a maturity of 60 days or less at acquisition are valued at amortized cost,&#160;provided such amount&#160;approximates market value. Money market funds are valued at their NAV.<br>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Typically, loans are valued using information provided by an independent third party pricing service which uses broker quotes in a non-active market. If the pricing service cannot or does not provide a valuation for a particular investment or such valuation is deemed unreliable, such investment is fair valued by the Valuation Committee.</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Listed options are valued at the Official Settlement Price listed by the exchange, usually as of 4:00 p.m. Long options are valued using the bid price and short options are valued using the ask price. In the event that a settlement price is not available, fair valuation is enacted. Over-the-counter ("OTC")&#160;options&#160;are valued using the average bid price (for long options) or average ask price (for short options) obtained from one or more security dealers.<br>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The value of futures contracts is&#160;accounted for using the unrealized gain or loss on the contracts that is determined by marking the contracts to their current realized settlement prices. Financial futures contracts are valued at the 4:00 p.m. price on the valuation date. In the event that the exchange for a specific futures contract closes earlier than 4:00 p.m., the futures contract is valued at the Official Settlement Price of the exchange. However, the underlying securities from which the futures contract value is derived are monitored until 4:00 p.m. to determine if fair valuation would provide a more accurate valuation.<br>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Investments for which market quotations are not readily available are fair-valued as determined in good faith by GFIA, subject to review and approval by the Valuation Committee, pursuant to methods established or ratified by the Board. Valuations in accordance with these methods are intended to reflect each security&#8217;s (or asset&#8217;s or liability&#8217;s) &#8220;fair value". Each such determination is based on a consideration of all relevant factors, which are likely to vary from one pricing context to another. Examples of such factors may include, but are not limited to market prices; sale prices; broker quotes; and models which derive prices based on inputs such as prices of securities with comparable maturities and characteristics, or based on inputs such as anticipated cash flows or collateral, spread over Treasuries, and other information analysis.</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Note 2 &#8211; Financial Instruments</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">As part of&#160;its investment strategy, the Fund utilizes a variety of derivative instruments. These investments involve, to varying degrees, elements of market risk.&#160;Valuation and accounting treatment of these instruments can be found under Significant Accounting Policies in Note 1 of these Notes to Schedule of Investments.<br>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Derivatives<br>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Derivatives are instruments whose values depend on, or are derived from, in whole or in part, the value of one or more other assets, such as securities, currencies, commodities or indices. Derivative instruments may be used to increase investment flexibility (including to maintain cash reserves while maintaining exposure to certain other assets), for risk management (hedging) purposes, to facilitate trading, to reduce&#160;transaction costs and to pursue higher investment returns. Derivative instruments may also be used to mitigate certain investment risks, such as foreign currency exchange rate risk, interest rate risk and credit risk. U.S. GAAP requires disclosures to enable investors to better understand how and why a Fund uses derivative instruments, how these derivative instruments are accounted for and their effects on the Fund&#8217;s financial position and results of operations.<br>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Options Purchased and Written&#160;</div>

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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">A call option on a security gives the purchaser of the option the right to buy, and the writer of a call option the obligation to sell, the underlying security. The purchaser of a put option has the right to sell, and the writer of the put option the obligation to buy, the underlying security at any time during the option period. The risk associated with purchasing options is limited to the premium originally paid.<br>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">There are several risks associated with transactions in options on securities. As the writer of a covered call option, the Fund forgoes, during the option&#8217;s life, the opportunity to profit from increases in the market value of the security covering the call option above the sum of the premium and the strike price of the call, but has retained the risk of loss should the price of the underlying security decline. A writer of a put option is exposed to the risk of loss if the fair value of the underlying security declines, but profits only to the extent of the premium received if the underlying security increases in value. The writer of an option has no control over the time when it may be required to fulfill its obligation as writer of the option. Once an option writer has received an exercise notice, it cannot effect a closing purchase transaction in order to terminate its obligation under the option and must deliver the underlying security at the exercise price.<br>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The risk in writing a call option is that a Fund may incur a loss if the market price of the underlying security increases and the option is exercised. The risk in writing a put option is that a Fund may incur a loss if the market price of the underlying security decreases and the option is exercised. In addition, there may be an imperfect correlation between the movement in prices of options and the underlying securities where a Fund may not be able to enter into a closing transaction because of an illiquid secondary market; or, for OTC options, a Fund may be at risk because of the counterparty&#8217;s inability to perform.<br>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Futures<br>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">A futures contract is an agreement to purchase (long) or sell (short) an agreed amount of securities or other instruments at a set price for delivery at a future date. There are significant risks associated with a Fund&#8217;s&#160;use of futures contracts, including (i) there may be an imperfect or no correlation between the changes in market value of the underlying asset and the prices of futures contracts;&#160;(ii) there may not be a liquid secondary market for a futures contract; (iii) trading restrictions or limitations may be imposed by an exchange; and (iv) government regulations may restrict trading in futures contracts. When investing in futures, there is minimal counterparty credit risk to&#160;a Fund because futures are exchange-traded and the exchange&#8217;s clearinghouse, as counterparty to all exchange-traded futures, guarantees against default. Securities held as collateral are noted on the Schedule of Investments.<br>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Forward Foreign Currency Exchange Contracts<br>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">A forward foreign currency exchange contract is an agreement between two parties to exchange two designated currencies at a specific time in the future. Certain types of contracts may be cash settled, in an amount equal to the change in exchange rates during the term of the contract. The contracts can be used to hedge or manage exposure to foreign currency risks with portfolio investments or to gain exposure to foreign currencies.<br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The market value of a forward foreign currency exchange contract changes with fluctuations in foreign currency exchange rates. Furthermore, the Fund may be exposed to risk if the counterparties cannot meet the contract terms or if the currency value changes unfavorably as compared to the U.S. dollar.<br>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">In conjunction with the use of derivative instruments, the Fund&#160;is required to maintain collateral in various forms. The Fund uses, where appropriate, depending on the financial instrument utilized and the broker involved, margin deposits at the broker, cash and/or securities segregated at the custodian bank, discount notes or repurchase agreements allocated to&#160;the Fund.<br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The&#160;Fund has established counterparty credit guidelines and enters into transactions only with financial institutions of investment grade or better. The&#160;Fund monitors the counterparty credit risk.</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Note&#160;3 &#8211; Fair Value Measurement&#160;&#160;</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">In accordance with U.S. GAAP, fair value is defined as the price that the Fund would receive to sell an investment or pay to transfer a liability in an orderly transaction with an independent buyer in the principal market, or in the absence of a principal market, the most advantageous market for the investment or liability. U.S. GAAP establishes a three-tier fair value hierarchy based on the types of inputs used to value assets and liabilities and requires corresponding disclosure. The hierarchy and the corresponding inputs are summarized below:</div>

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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Level 1 &#8212; quoted prices in active markets for identical assets or liabilities.<br>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Level 2 &#8212; significant other observable inputs (for example quoted prices for securities that are similar based on characteristics such as interest rates, prepayment speeds, credit risk, etc.).<br>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Level 3 &#8212; significant unobservable inputs based on the best information available under the circumstances, to the extent observable inputs are not available, which may include assumptions.<br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The types of inputs available depend on a variety of factors, such as the type of security and the characteristics of the markets in which it trades, if any. Fair valuation determinations that rely on fewer or no observable inputs require greater judgment. Accordingly, fair value determinations for Level 3 securities require the greatest amount of judgment.<br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Independent pricing services are used to value a majority of the Fund&#8217;s investments. When values are not available from a pricing service, they may be computed by the Fund&#8217;s investment adviser or an affiliate.&#160;&#160;In any event, values may be determined using a variety of sources and techniques, including: market prices; broker quotes; and models which derive prices based on inputs such as prices of securities with comparable maturities and characteristics or based on inputs such as anticipated cash flows or collateral, spread over Treasuries, and other information and analysis. A significant portion of the Fund&#8217;s assets and liabilities are categorized as Level 2&#160;as indicated in this report.<br>
<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><br>
</font>Indicative quotes from broker-dealers, adjusted for fluctuations in criteria such as credit spreads and interest rates, may be also used to value the Fund&#8217;s assets and liabilities, i.e. prices provided by a broker-dealer or other market participant who has not committed to trade at that price. Although indicative quotes are typically received from established market participants, the Fund may not have the transparency to view the underlying inputs which support the market quotations. Significant changes in an indicative quote would generally result in significant changes in the fair value of the security.<br>
<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><br>
</font>Certain fixed income securities are valued by obtaining a monthly indicative quote from a broker-dealer, adjusted for fluctuations in criteria such as credit spreads and interest rates. <br>
<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><br>
</font>The inputs or methodologies used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. The suitability of the techniques and sources employed to determine fair valuation are regularly monitored and subject to change.&#160;<br>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Note 4 &#8211; Federal Income Tax Information</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The Fund intends to comply with the provisions of Subchapter M of the Internal Revenue Code applicable to regulated investment companies and will distribute substantially all taxable net investment income and capital gains sufficient to relieve&#160;the Fund&#160;from all, or substantially all, federal income, excise and state income taxes. Therefore, no provision for federal or state income tax is required.<br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Tax positions taken or expected to be taken in the course of preparing the Fund&#8217;s tax returns are evaluated to determine whether the tax positions are &#8220;more-likely-than-not&#8221; of being sustained by the applicable tax authority. Tax positions not deemed to meet the more-likely-than-not threshold would be recorded as a tax benefit or expense in the current year. Management has analyzed the Fund&#8217;s tax positions taken, or to be taken, on federal income tax returns for all open tax years, and has concluded that no provision for income tax is required in the Fund&#8217;s financial statements. The Fund&#8217;s federal tax returns are subject to examination by the Internal Revenue Service for a period of three&#160;years after they are filed.<br>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">At August 31, 2018, the cost of securities for Federal income tax purposes, the aggregate gross unrealized appreciation for all securities for which there was an excess of value over tax cost, and the aggregate gross unrealized depreciation for all securities for which there was an excess of tax cost over value were as follows:</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;$&#160; 591,089,981</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;$&#160; &#160; &#160; 9,810,352</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;$&#160; (22,229,935)</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;$&#160; (12,419,583)</div>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">&#160;</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Note 5 &#8211; Unfunded Loan Commitments</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Pursuant to the terms of certain&#160;loan agreements,&#160;the Fund&#160;held&#160;unfunded loan commitments as of August 31, 2018. The Fund&#160;is obligated to fund these loan commitments at the borrower&#8217;s discretion.<br>
</div>

<table id="z0f15c9d5172c4d75b8b3f3d8cb6223ca" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: bottom" colspan="6">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The unfunded loan commitments as of August 31, 2018, were as follows:</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom" colspan="6">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 7%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">&#160;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 39%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Borrower</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 14.81%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Maturity Date</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 9%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Face Amount*</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 14.79%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 39%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt">Acosta, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.81%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">09/26/19</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">562,222</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.79%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">$127,905</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 39%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt">Alexander Mann</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.81%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">12/29/24</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">GBP</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;500,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.79%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;-</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 39%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt">Bullhorn, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.81%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">11/21/22</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;161,669</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.79%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;3,970</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 39%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt">Capstone Logistics</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.81%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">11/10/18</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;146,584</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.79%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;720</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 39%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt">Cypress Intermediate Holdings III, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.81%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">04/27/22</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;1,250,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.79%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;113,200</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 39%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt">Datix Bidco Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.81%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">09/30/18</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;2,300,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.79%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">-</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 39%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt">Dominion Web Solutions LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.81%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">06/15/23</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">115,385</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.79%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#8211;</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 39%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt">Examworks Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.81%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">07/27/21</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;936,667</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.79%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;56,495</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 39%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt">Fortis Solutions Group LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.81%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">12/15/23</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;327,742</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.79%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;17,671</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 39%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt">Galls LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.81%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">01/31/25</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">412,105</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.79%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">-</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 39%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt">Galls LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.81%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">01/31/24</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">80,921</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.79%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">9,515</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 39%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt">Hostess Brands LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.81%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">08/03/20</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;500,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.79%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;27,223</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 39%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt">ICP Industrial, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.81%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">11/03/23</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;208,275</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.79%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;1,041</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 39%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt">Lumentum Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.81%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">03/11/19</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;200,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.79%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;&#8211;</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 39%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt">Lytx, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.81%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">08/31/22</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;52,632</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.79%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;5,264</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 39%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt">Ministry Brands LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.81%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">12/02/22</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;180,251</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.79%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;829</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 39%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt">MRI Software LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.81%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">06/30/23</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;222,222</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.79%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;1,667</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 39%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt">Nimbus Acquisition Topco Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.81%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">07/15/20</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">GBP</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;500,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.79%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;30,305</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 39%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt">Packaging Coordinators Midco, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.81%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">07/01/21</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;1,500,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.79%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;106,188</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 39%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt">SHO Holding I Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.81%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">10/27/21</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;276,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.79%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;20,514</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 39%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt">SLR Consulting Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.81%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">05/13/25</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">GBP</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;200,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.79%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;3,736</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 39%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt">Solera LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.81%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">03/03/21</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;2,033,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.79%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;143,292</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 39%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt">VT Topco, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.81%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">08/17/25</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;200,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.79%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;&#8211;</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 39%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: -18pt">WIRB - Copernicus Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.81%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">08/15/22</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;798,186</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.79%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;3,604</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 39%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.81%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 9%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">13,663,861</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; WIDTH: 14.79%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">$673,139</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" colspan="6">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom" colspan="6">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">* The face amount is denominated in U.S. dollars unless otherwise indicated.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" colspan="6">
<div style="FONT-SIZE: 1pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">&#160;</div>
</td>
</tr>
</table>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">&#160;GBP &#8211; British Pound<br>
</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Note 6 &#8211; Restricted Securities</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The securities below are considered illiquid and restricted under guidelines established by the Board:<br>
<br>
</div>

<table id="ze67e5da9a21349d087510c1712b2ab77" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 7%"></td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 51%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Restricted Securities</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 14.29%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Acquisition Date</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 14.29%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Cost</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 14.29%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 51%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Airplanes Pass Through Trust</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 51%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt">2001-1A, 2.47% (1 month USD LIBOR + 0.55%) due 03/15/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">2</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">10/14/09</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">$5,384,676</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">$167,000</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 51%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Capmark Military Housing Trust</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 51%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt">2007-AET2, 6.06% due 10/10/52<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,5</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">04/23/15</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;481,059</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;514,576</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 51%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Capmark Military Housing Trust</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 51%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt">2007-AETC, 5.75% due 02/10/52<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">09/18/14</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;1,872,180</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;1,896,524</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 51%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CNB Financial Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 51%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt">&#160;5.75% due 10/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">09/14/16</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;2,022,790</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 51%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Customers Bank</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 7%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 51%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt">&#160;6.13% due 06/26/29<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">3</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">06/24/14</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;2,500,000</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;2,578,024</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<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>
<table id="z5f0c9ee720d5479381bec12a0416f315" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)</div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">August 31, 2018</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">&#160;</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">&#160;</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>&#160;</div>

<table id="z345b9d9a9bc94b24a2d47a83b071badc" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 42.86%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Fort Knox Military Housing Privatization Project</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 42.86%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt">&#160;5.82% due 02/15/52</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">11/14/16</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;1,940,226</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;1,979,930</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 42.86%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">GMAC Commercial Mortgage Asset Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 42.86%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt">2004-POKA, 6.36% due 09/10/44</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">05/11/17</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;3,909,525</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;3,689,646</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 42.86%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Highland Park CDO I Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 42.86%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt">2006-1A, 2.71%&#160; (3 Month USD LIBOR + 0.40%) due 11/25/51<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">04/14/15</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;333,983</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;414,688</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 42.86%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">HP Communities LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 42.86%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt">6.16% due 09/15/53<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">07/21/15</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;997,552</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;1,127,396</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 42.86%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">HP Communities LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 42.86%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt">&#160;6.82% due 09/15/53<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">06/09/14</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;963,962</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;1,055,132</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 42.86%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">KeHE Distributors LLC / KeHE Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 42.86%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt">&#160;7.63% due 08/15/21</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">07/30/13</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;549,447</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;539,687</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 42.86%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Pacific Beacon LLC</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 42.86%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt">&#160;5.63% due 07/15/51<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">01/15/14</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;576,585</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;665,283</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 42.86%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Princess Juliana International Airport Operating Company N.V.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 42.86%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt">5.50% due 12/20/27</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">12/17/12</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;1,621,472</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;1,452,258</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 42.86%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Schahin II Finance Co. SPV Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 42.86%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt">&#160;5.88% due 09/25/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">4</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">01/18/14</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;1,178,715</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;170,259</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 42.86%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Turbine Engines Securitization Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 42.86%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 18pt">2013-1A, 6.38% due 12/13/48</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">11/27/13</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;484,466</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;420,449</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 42.86%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">$24,793,848</div>
</td>
<td style="BORDER-TOP: #000000 2px solid; VERTICAL-ALIGN: bottom; WIDTH: 14.29%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">$18,693,642</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 100%; BACKGROUND-COLOR: #ffffff" colspan="5">
<div style="FONT-SIZE: 1pt; FONT-FAMILY: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; TEXT-ALIGN: left">&#160;</div>
</td>
</tr>
</table>

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

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">
<table id="z99c8b26d1aff4eeeafe43fe9022f5b82" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; BORDER-COLLAPSE: collapse; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: top; FONT-STYLE: normal; TEXT-ALIGN: right; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; FONT-STYLE: normal; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">All or a portion of these securities have been physically restricted and segregated in connection with futures contracts, reverse repurchase agreements and unfunded loan commitments. As of August 31, 2018, the total value of restricted and segregated securities was $5,673,599.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; FONT-STYLE: normal; TEXT-ALIGN: right; WIDTH: 4%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial"><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">2</sup></div>
</td>
<td style="VERTICAL-ALIGN: bottom; FONT-STYLE: normal; WIDTH: 96%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">Variable rate security.&#160;&#160;Rate indicated is the rate effective at August 31, 2018. In some instances, the underlying reference rate shown was below the minimum rate earned by the security or has been adjusted by a predetermined factor. The settlement status of a position may also impact the effective rate indicated. In instances where multiple underlying reference rates and spread amounts are shown, the effective rate is based on a weighted average<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">.</font></div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; FONT-STYLE: normal; TEXT-ALIGN: right; WIDTH: 4%"><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">3</sup></td>
<td style="VERTICAL-ALIGN: bottom; FONT-STYLE: normal; WIDTH: 96%">
<div style="MARGIN-LEFT: 10pt">Security has a fixed rate coupon which will convert to a floating or variable rate coupon on a future date.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; FONT-STYLE: normal; TEXT-ALIGN: right; WIDTH: 4%"><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">4</sup></td>
<td style="VERTICAL-ALIGN: bottom; FONT-STYLE: normal; WIDTH: 96%">
<div style="MARGIN-LEFT: 10pt">Security is in default of interest and/or principal obligations.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; FONT-STYLE: normal; TEXT-ALIGN: right; WIDTH: 4%"><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;FONT-SIZE: smaller; VERTICAL-ALIGN: text-top; LINE-HEIGHT: 1">5</sup></td>
<td style="VERTICAL-ALIGN: bottom; FONT-STYLE: normal; WIDTH: 96%">
<div style="MARGIN-LEFT: 10pt">Security has no stated coupon. However, it is expected to receive residual cash flow payments on defined deal dates.</div>
</td>
</tr>
</table>
</div>

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<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: left"><font style="FONT-SIZE: 14pt">OTHER INFORMATION</font><font style="FONT-SIZE: 10pt">&#160;</font><font style="FONT-SIZE: 10pt">(Unaudited) </font>

<hr style="BORDER-TOP: medium none; HEIGHT: 2px; BORDER-RIGHT: medium none; BORDER-BOTTOM: medium none; COLOR: #000000; TEXT-ALIGN: center; MARGIN-LEFT: auto; BORDER-LEFT: medium none; BACKGROUND-COLOR: #000000; MARGIN-RIGHT: auto" align="center" noshade="noshade">
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, 'sans-serif'; FONT-WEIGHT: bold; TEXT-ALIGN: left">Sector Classification</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial, Helvetica, 'sans-serif'; TEXT-ALIGN: left">Information in the &#8220;Schedule of Investments&#8221; is categorized by sectors using sector-level classifications used by Bloomberg Industry Classification System, a widely recognized industry classification system provider. In the Trust&#8217;s registration statement, the Trust has investment policies relating to concentration in specific industries. For purposes of these investment policies, the Trust usually classifies industries based on industry-level classifications used by widely recognized industry classification system providers such as Bloomberg Industry Classification System, Global Industry Classification Standards and Barclays Global Classification Scheme.</div>
</div>

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<div style="MARGIN-BOTTOM: 6pt; TEXT-ALIGN: justify"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">Item 2.&#160; </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">Controls and Procedures.</font></div>

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<div style="MARGIN-BOTTOM: 6pt; TEXT-ALIGN: justify">
<table id="zd07098ba65074264879fe0e52a239306" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0">
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<td style="FONT-FAMILY: 'Times New Roman'; WIDTH: 18pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 18pt; align: right">(a)</td>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; TEXT-ALIGN: justify; WIDTH: auto">
<div style="FONT-SIZE: 10pt">The registrant&#8217;s principal executive officer and principal financial officer have evaluated the registrant&#8217;s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended) as of a date within 90 days of the filing date of this report and have concluded, based on such evaluation, that the registrant&#8217;s disclosure controls and procedures were effective, as of that date, in ensuring that information required to be disclosed by the registrant in this Form N-Q was recorded, processed, summarized and reported within the time periods specified in the Securities and Exchange Commission&#8217;s rules and forms.</div>
</td>
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</table>
</div>

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</div>

<div style="MARGIN-BOTTOM: 6pt; TEXT-ALIGN: justify">
<table id="z2c78a6f21d204768a5d26f341c527c4f" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-FAMILY: 'Times New Roman'; WIDTH: 18pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 18pt; align: right">(b)</td>
<td style="FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; TEXT-ALIGN: justify; WIDTH: auto">
<div style="FONT-SIZE: 10pt">There was no change in the registrant&#8217;s internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940, as amended) that occurred during the registrant&#8217;s last fiscal quarter that has materially affected or is reasonably likely to materially affect the registrant&#8217;s internal control over financial reporting.</div>
</td>
</tr>
</table>
</div>

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</div>

<div style="MARGIN-BOTTOM: 6pt; TEXT-ALIGN: justify"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">Item 3.&#160; </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">Exhibits.</font></div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">A separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the Investment Company Act of 1940, as amended (17 CFR 270.30a-2(a)), is attached hereto.</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: justify; TEXT-INDENT: 18pt">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>

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

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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">By:&#160;&#160;&#160;&#160;&#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; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; TEXT-INDENT: 36pt">Brian E. Binder</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; TEXT-INDENT: 36pt">President and Chief Executive Officer</div>

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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify">Date:&#160;&#160;&#160;&#160;&#160;&#160; October 26, 2018</div>

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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; TEXT-INDENT: 18pt">Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.</div>

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

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

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; TEXT-INDENT: 36pt">President and Chief Executive Officer</div>

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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify">Date:&#160;&#160;&#160;&#160;&#160;&#160; October 26, 2018</div>

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

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; TEXT-INDENT: 36pt">John L. Sullivan</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; TEXT-INDENT: 36pt">Chief Financial Officer, Chief Accounting Officer and Treasurer</div>

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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">Date:&#160;&#160;&#160;&#160;&#160;&#160; October 26, 2018</div>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: center"><u>CERTIFICATIONS</u></div>

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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; MARGIN-LEFT: 18pt"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">I, </font>Brian E. Binder<font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">, certify that:</font></div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">I have reviewed this report on Form N-Q of Guggenheim Strategic Opportunities Fund;</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Based on my knowledge, the schedule of investments included in this report fairly presents in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">The registrant&#8217;s other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940, as amended) for the registrant and have:</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Evaluated the effectiveness of the registrant&#8217;s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report,<font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">&#160;</font>based on such evaluation; and</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Disclosed in this report any change in the registrant&#8217;s internal control over financial reporting that occurred during the registrant&#8217;s most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant&#8217;s internal control over financial reporting; and</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">The registrant&#8217;s other certifying officer and I have disclosed to the registrant&#8217;s auditors and the audit committee of the registrant&#8217;s board of directors (or persons performing the equivalent functions):</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant&#8217;s ability to record, process, summarize, and report financial information; and</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant&#8217;s internal control over financial reporting.</div>
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<div style="margin-bottom: 6pt; text-align: justify; margin-left: 36pt; font-size: 10pt; font-family: 'Times New Roman';">Date: <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-VARIANT: normal; FONT-WEIGHT: normal; FONT-STYLE: normal"><u>October 26, 2018&#160;&#160;&#160;&#160;&#160;&#160; </u></font></div>

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<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: center; WIDTH: 100%">/s/ Brian E. Binder</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">Brian E. Binder</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">President and Chief Executive Officer</div>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; MARGIN-LEFT: 18pt">I, John L. Sullivan, certify that:</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">I have reviewed this report on Form N-Q of Guggenheim Strategic Opportunities Fund;</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Based on my knowledge, the schedule of investments included in this report fairly presents in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">The registrant&#8217;s other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940, as amended) for the registrant and have:</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Evaluated the effectiveness of the registrant&#8217;s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report,<font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">&#160;</font>based on such evaluation; and</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Disclosed in this report any change in the registrant&#8217;s internal control over financial reporting that occurred during the registrant&#8217;s most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant&#8217;s internal control over financial reporting; and</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">The registrant&#8217;s other certifying officer and I have disclosed to the registrant&#8217;s auditors and the audit committee of the registrant&#8217;s board of directors (or persons performing the equivalent functions):</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant&#8217;s ability to record, process, summarize, and report financial information; and</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant&#8217;s internal control over financial reporting.</div>
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<div style="margin-bottom: 6pt; text-align: justify; margin-left: 36pt; font-size: 10pt; font-family: 'Times New Roman';">Date: <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-VARIANT: normal; FONT-WEIGHT: normal; FONT-STYLE: normal"><u>October 26, 2018&#160;&#160;&#160;&#160;&#160;&#160; </u></font></div>

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<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: center; WIDTH: 100%">/s/ John L. Sullivan</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">John L. Sullivan</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">Chief Financial Officer, Chief Accounting Officer and Treasurer</div>
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