<SEC-DOCUMENT>0001752724-20-081619.txt : 20200428
<SEC-HEADER>0001752724-20-081619.hdr.sgml : 20200428
<ACCEPTANCE-DATETIME>20200428105308
ACCESSION NUMBER:		0001752724-20-081619
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20200229
FILED AS OF DATE:		20200428
PERIOD START:           	20200531

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:		NPORT-P
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-21982
		FILM NUMBER:		20823049

	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>
<DOCUMENT>
<TYPE>NPORT-P
<SEQUENCE>1
<FILENAME>primary_doc.xml
<TEXT>
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      <invstOrSec>
        <name>HESS CORP</name>
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      <invstOrSec>
        <name>Residential Accredit Loans, In</name>
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        <name>GALLS</name>
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        <name>EXIDE TECHNOLOGIES</name>
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      <invstOrSec>
        <name>Apollo Aviation Securitization</name>
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        <name>SABRE GLBL INC</name>
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        <name>PROJECT ALPHA INTERMEDIATE HOLDING INC</name>
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        <name>Airplanes Pass Through Trust</name>
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        <name>RELIANCE INTERMEDIATE</name>
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        <name>Marathon CRE Issuer Ltd</name>
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        <name>FLIGHT BIDCO INC</name>
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        <title>Flight Bidco, Inc.</title>
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        <title>ICP Industrial, Inc.</title>
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        <name>PPP INTERMEDIATE HOLDINGS LLC</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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      <invstOrSec>
        <name>PANDA POWER FUNDS</name>
        <lei>N/A</lei>
        <title>Panda Power</title>
        <cusip>N/A</cusip>
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          <isin value="US62471HAB87"/>
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        <balance>1699416.93850000</balance>
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        <curCd>USD</curCd>
        <valUSD>1630386.62000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>8.44000000</annualizedRt>
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      <invstOrSec>
        <name>BOE HOLDING LLC</name>
        <lei>549300DNGHXL0OMHW304</lei>
        <title>BWAY Holding Co.</title>
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          <isin value="US05604XAP15"/>
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        <balance>296562.93470000</balance>
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        <curCd>USD</curCd>
        <valUSD>282722.34000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2024-04-03</maturityDt>
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        <name>BALBOA INTERMEDIATE HOLDINGS LLC</name>
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        <title>TIBCO Software, Inc.</title>
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          <other otherDesc="LoanX ID" value="LX185825 1"/>
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        <balance>1750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1728125.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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          <maturityDt>2026-06-30</maturityDt>
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        <name>CONSTELLATION (BC) SARL</name>
        <lei>N/A</lei>
        <title>Diamond (BC) B.V.</title>
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          <isin value="XAN2611UAC98"/>
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        <balance>1743657.95300000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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          <maturityDt>2024-09-06</maturityDt>
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      <invstOrSec>
        <name>JIANGSU PROVINCE OF</name>
        <lei>N/A</lei>
        <title>Assetmark Financial Holdings, Inc.</title>
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          <isin value="US04545JAB89"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2025-11-14</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>TRONAIR PARENT INC</name>
        <lei>N/A</lei>
        <title>Tronair Parent, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US89703FAC32"/>
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        <balance>3111755.96140000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.46000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>THERMON GROUP HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Thermon Group Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US88362WAB28"/>
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        <balance>648747.16070000</balance>
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        <curCd>USD</curCd>
        <valUSD>643881.56000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2024-10-30</maturityDt>
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      <invstOrSec>
        <name>ALLIANT HOLDINGS INTERMEDIATE LLC</name>
        <lei>N/A</lei>
        <title>Alliant Holdings Intermediate LLC</title>
        <cusip>N/A</cusip>
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          <isin value="US01881UAF21"/>
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        <balance>995000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>ASSURANT INC</name>
        <lei>H3F39CAXWQRVWURFXL38</lei>
        <title>Assurant, Inc.</title>
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          <isin value="US04621XAJ72"/>
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        <curCd>USD</curCd>
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        <name>Freddie Mac Military Housing B</name>
        <lei>549300ZG8WH0M4JSUM77</lei>
        <title>Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1</title>
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        <name>IXIS Real Estate Capital Trust</name>
        <lei>N/A</lei>
        <title>IXIS Real Estate Capital Trust</title>
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          <isin value="US45073DAB47"/>
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        <curCd>USD</curCd>
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          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>EXIDE TECHNOLOGIES</name>
        <lei>549300KITCGPNNNXQP63</lei>
        <title>Exide Technologies</title>
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          <isin value="US302051BC03"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Golub Capital Partners CLO Ltd</name>
        <lei>N/A</lei>
        <title>Golub Capital Partners CLO Ltd.</title>
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          <isin value="US38172XAN93"/>
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      <invstOrSec>
        <name>PACKAGING COORDINATORS MIDCO INC</name>
        <lei>N/A</lei>
        <title>Packaging Coordinators Midco, Inc.</title>
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        <name>Global SC Finance SRL</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>VECTOR PHOENIX HOLDINGS (CAYMAN) LP</name>
        <lei>549300DDK3ZCQPZWVP70</lei>
        <title>Aspect Software, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX179024 1"/>
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        <balance>1014998.81580000</balance>
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        <curCd>USD</curCd>
        <valUSD>903348.95000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.67000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
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        <name>HOUGHTON MIFFLIN HARCOUR</name>
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        <name>TSG ENTERTAINMENT FINANCE LLC TSGE_17-1</name>
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        <name>Bank of America, N.A.</name>
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        <name>GOLD INTERMEDIATE HOLDINGS LLC</name>
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        <name>Goldman Sachs International</name>
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        <name>AUXEY BIDCO LIMITED</name>
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        <name>Chicago Mercantile Exchange</name>
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        <name>Goldman Sachs International</name>
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        <name>PROJECT ALPHA INTERMEDIATE HOLDING INC</name>
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        <name>Babson CLO Ltd</name>
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        <name>USI INC</name>
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        <name>PELICAN TOPCO LLC</name>
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        <name>A10 Securitization</name>
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        <name>BofA Securities, Inc.</name>
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        <name>Capmark Military Housing Trust</name>
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        <name>EG GROUP LTD</name>
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        <name>BlackRock Municipal Income Tru</name>
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        <name>HOFFMASTER GROUP INC</name>
        <lei>5493007J8Q5BFWUO1B64</lei>
        <title>Hoffmaster Group, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US43455JAT51"/>
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        <balance>423649.41000000</balance>
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        <curCd>USD</curCd>
        <valUSD>413058.17000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <maturityDt>2023-11-21</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FLIGHT BIDCO INC</name>
        <lei>N/A</lei>
        <title>Flight Bidco, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US33941LAE65"/>
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        <balance>1300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1283750.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>9.10000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.KRW3"/>
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        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1200.77000000"/>
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        <pctVal>0.000009334131</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
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            <amtCurPur>6315.24000000</amtCurPur>
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      <invstOrSec>
        <name>HESS CORP</name>
        <lei>UASVRYNXNK17ULIGK870</lei>
        <title>Hess Corp.</title>
        <cusip>42809HAD9</cusip>
        <identifiers>
          <isin value="US42809HAD98"/>
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        <balance>1550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1672547.57000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.60000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DURAN INC</name>
        <lei>N/A</lei>
        <title>Duran, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX170467 1"/>
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        <balance>548504.76310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>526564.57000000</valUSD>
        <pctVal>0.075673947809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.15000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RECORDED BOOKS INC</name>
        <lei>N/A</lei>
        <title>Recorded Books, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX175391 1"/>
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        <balance>900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>895500.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SNACKING INVESTMENTS BIDCO PTY LTD</name>
        <lei>N/A</lei>
        <title>Snacking Investments US LLC (Arnott's)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAQ8531PAE78"/>
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        <balance>1700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1695750.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.61000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Capital Automotive Reit</name>
        <lei>N/A</lei>
        <title>CARS-DB4, LP</title>
        <cusip>12510HAJ9</cusip>
        <identifiers>
          <isin value="US12510HAJ95"/>
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        <balance>2750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2836927.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.95000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HARSCO CORP</name>
        <lei>KAO98FK89NPNNPQGUZ43</lei>
        <title>Harsco Corp.</title>
        <cusip>415864AM9</cusip>
        <identifiers>
          <isin value="US415864AM90"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>492500.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TBW Mortgage Backed Pass Throu</name>
        <lei>N/A</lei>
        <title>TBW Mortgage Backed Pass-Through Certificates</title>
        <cusip>87222PAD5</cusip>
        <identifiers>
          <isin value="US87222PAD50"/>
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        <balance>474694.06740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>225751.51000000</valUSD>
        <pctVal>0.032443329762</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ADVANCED TECHNOLOGY INVESTMENT CO</name>
        <lei>N/A</lei>
        <title>GlobalFoundries, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAG3932DAE13"/>
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        <balance>2338250.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2244720.00000000</valUSD>
        <pctVal>0.322594480912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LBC TANK TERMINAL HLDING</name>
        <lei>213800O43KFINF83HN59</lei>
        <title>LBC Tank Terminals Holding Netherlands BV</title>
        <cusip>50177WAA9</cusip>
        <identifiers>
          <isin value="US50177WAA99"/>
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        <balance>1575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1590781.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OECONNECTION LLC</name>
        <lei>N/A</lei>
        <title>OEConnection LLC</title>
        <cusip>N/A</cusip>
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          <isin value="US67613NAH08"/>
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        <balance>1548931.82000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1529570.17000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.60000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PACKAGING COORDINATORS MIDCO INC</name>
        <lei>N/A</lei>
        <title>Packaging Coordinators Midco, Inc.</title>
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          <other otherDesc="LoanX ID" value="LX153181 1"/>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Morgan Stanley Capital Services LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>CDX.NA.IG.31 (7-15%)</title>
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          <other otherDesc="Internal ID" value="BGH5V7J5401"/>
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      <invstOrSec>
        <name>SUNDYNE US PURCHASER INC</name>
        <lei>N/A</lei>
        <title>Sundyne Us Purchaser, Inc.</title>
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          <other otherDesc="LoanX ID" value="LX179826 1"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.60000000</annualizedRt>
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        <name>NA RAIL HOLD CO LLC</name>
        <lei>N/A</lei>
        <title>NA Rail Hold Co LLC (Patriot)</title>
        <cusip>N/A</cusip>
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          <isin value="US62876RAB78"/>
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        <balance>1700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1691500.00000000</valUSD>
        <pctVal>0.243089812744</pctVal>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.08000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Trinity Rail Leasing L.P.</name>
        <lei>N/A</lei>
        <title>Trinity Rail Leasing, LP</title>
        <cusip>89655YAA4</cusip>
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          <isin value="US89655YAA47"/>
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        <balance>150249.56960000</balance>
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        <curCd>USD</curCd>
        <valUSD>177605.60000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.65700000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.ILS10"/>
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        <balance>-13503700.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.46680000"/>
        <valUSD>-12185.07000000</valUSD>
        <pctVal>-0.00175114772</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Goldman Sachs International</counterpartyName>
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            <amtCurSold>13503700.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>CLARIOS GLOBAL LP</name>
        <lei>N/A</lei>
        <title>Power Solutions (Panther)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAC8000CAB90"/>
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        <balance>1645875.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1602670.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.10000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DCG ACQUISITION CORP</name>
        <lei>N/A</lei>
        <title>DCG Acquisition Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX183391U 1"/>
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        <balance>-243333.33690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-5763.42000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>West CLO Ltd</name>
        <lei>254900Y23DE747A9HN36</lei>
        <title>West CLO Ltd.</title>
        <cusip>95168RAC2</cusip>
        <identifiers>
          <isin value="US95168RAC25"/>
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        <balance>1350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>270000.00000000</valUSD>
        <pctVal>0.038802393994</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-07</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Aspect Software, Inc.</name>
        <lei>N/A</lei>
        <title>Aspect Software, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX179361U 1"/>
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        <balance>-211649.97000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2416.34000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OHA Credit Partners Ltd</name>
        <lei>549300WS1N2FZ02EYH25</lei>
        <title>OHA Credit Partners IX Ltd.</title>
        <cusip>67105VAQ7</cusip>
        <identifiers>
          <isin value="US67105VAQ77"/>
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        <balance>1984707.51520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1694670.89000000</valUSD>
        <pctVal>0.243545509496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-20</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MACQUARIE GROUP LTD</name>
        <lei>ACMHD8HWFMFUIQQ8Y590</lei>
        <title>Macquarie Group Ltd.</title>
        <cusip>55608JAP3</cusip>
        <identifiers>
          <isin value="US55608JAP30"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2404365.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.03300000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PROAMPAC PG BORROWER LLC</name>
        <lei>N/A</lei>
        <title>ProAmpac PG Borrower LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US74274NAE31"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>972500.00000000</valUSD>
        <pctVal>0.139760474663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>10.19000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HUNT CRE ltd</name>
        <lei>N/A</lei>
        <title>Hunt CRE Ltd.</title>
        <cusip>445608AJ1</cusip>
        <identifiers>
          <isin value="US445608AJ10"/>
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        <balance>1800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1795209.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.95830000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MINISTRY BRANDS LLC</name>
        <lei>N/A</lei>
        <title>Ministry Brands LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX163134 1"/>
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        <balance>507068.14880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>504532.81000000</valUSD>
        <pctVal>0.072507706950</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.62000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENDO FIN LLC/ENDO FINCO</name>
        <lei>N/A</lei>
        <title>Endo Finance LLC / Endo Finco, Inc.</title>
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          <isin value="US29271LAD64"/>
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        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>720000.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMERICAN BATH GROUP LLC</name>
        <lei>N/A</lei>
        <title>American Bath Group LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US02451UAJ25"/>
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        <balance>2674233.43400000</balance>
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        <curCd>USD</curCd>
        <valUSD>2644148.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.85000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WAMU Asset-Backed Certificates</name>
        <lei>N/A</lei>
        <title>WaMu Asset-Backed Certificates WaMu Series</title>
        <cusip>93363XAA1</cusip>
        <identifiers>
          <isin value="US93363XAA19"/>
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        <balance>2202573.22170000</balance>
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        <curCd>USD</curCd>
        <valUSD>1770169.99000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.79680000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>PANDA POWER FUNDS</name>
        <lei>N/A</lei>
        <title>Panda Power</title>
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          <other otherDesc="LoanX ID" value="LX132010 1"/>
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        <balance>645206.60000000</balance>
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        <curCd>USD</curCd>
        <valUSD>618998.31000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2020-08-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>8.44000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>KVK CLO Ltd</name>
        <lei>5493007VGL59COTLZY21</lei>
        <title>KVK CLO Ltd.</title>
        <cusip>48274GAB8</cusip>
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          <isin value="US48274GAB86"/>
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        <balance>2300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>755550.00000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-14</maturityDt>
          <couponKind>None</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A., New York</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver BRL</title>
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          <other otherDesc="Internal ID" value="CC.USD.BRL4"/>
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        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
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              <counterpartyName>Citibank N.A., New York</counterpartyName>
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        <name>Goldman Sachs International</name>
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        <name>CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_14-1</name>
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        <name>AMERICAN ELECTRIC POWER COMPANY INC</name>
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        <name>Morgan Stanley IXIS Real Estat</name>
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        <name>CELTIC INTERMEDIATE CORP</name>
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        <name>OKLAHOMA ST DEV FIN AUTH HLTHS</name>
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        <name>Bank of America, N.A.</name>
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        <name>AMTRUST FINANCIAL SERVIC</name>
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        <name>Goldman Sachs International</name>
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        <name>ISRAEL (STATE OF)</name>
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        <name>HOCKEY PARENT HOLDINGS LP</name>
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        <title>HUB International Ltd.</title>
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        <name>CATALOG INTERMEDIATE INC</name>
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        <title>Cambrex Corp.</title>
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        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>CHEF HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Chef Holdings, Inc.</title>
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        <name>HOUGHTON MIFFLIN HARCOURT CO</name>
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        <name>KNEL HOLDINGS</name>
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        <name>Diamond CLO 2018-1, LLC</name>
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        <name>STAR INTERMEDIATE III INC</name>
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        <name>Bank of America, N.A.</name>
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        <name>SPRINT CORP</name>
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        <name>Freddie Mac Military Housing B</name>
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        <title>Freddie Mac Military Housing Bonds Resecuritization Trust Certificates</title>
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        <name>HOCKEY PARENT HOLDINGS LP</name>
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        <name>Anchorage Credit Funding Ltd.</name>
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        <name>UPLAND SOFTWARE INC</name>
        <lei>N/A</lei>
        <title>Upland Software, Inc.</title>
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      <invstOrSec>
        <name>SIWF HOLDINGS INC</name>
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      <invstOrSec>
        <name>HP COMMUNITIES LLC</name>
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      <invstOrSec>
        <name>STRIPES 2013 AIRCRAFT 1 LIMITED</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="BGH3LX5D1"/>
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        <curCd>USD</curCd>
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          <maturityDt>2023-03-20</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SIMPLY GOOD FOODS CO</name>
        <lei>N/A</lei>
        <title>Atkins Nutritionals, Inc.</title>
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          <isin value="US04761PAF27"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.40000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WAMU Asset-Backed Certificates</name>
        <lei>N/A</lei>
        <title>WaMu Asset-Backed Certificates WaMu Series</title>
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          <isin value="US92926SAD80"/>
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        <balance>3216814.48470000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-25</maturityDt>
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      <invstOrSec>
        <name>UGI CORPORATION</name>
        <lei>N/A</lei>
        <title>UGI Energy Services, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US90276DAB55"/>
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        <balance>1641750.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.35000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>HARE TOPCO INC</name>
        <lei>N/A</lei>
        <title>Niacet B.V.</title>
        <cusip>N/A</cusip>
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          <isin value="US65340MAP86"/>
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        <balance>756730.76420000</balance>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ace Securities Corp.</name>
        <lei>N/A</lei>
        <title>ACE Securities Corporation Home Equity Loan Trust Series</title>
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          <isin value="US00443LAA61"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>EG GROUP LTD</name>
        <lei>2138003OUK4UQHRJLT65</lei>
        <title>EG Finco Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="XAN2820EAB47"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-02-07</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>TENEO HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>Teneo Holdings LLC</title>
        <cusip>N/A</cusip>
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          <isin value="US88033CAH25"/>
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        <balance>1745625.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>6.91000000</annualizedRt>
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        <name>CAPSTONE LOGISTICS LLC</name>
        <lei>N/A</lei>
        <title>Capstone Logistics</title>
        <cusip>N/A</cusip>
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          <isin value="US14070KAB70"/>
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        <curCd>USD</curCd>
        <valUSD>2563184.40000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-07</maturityDt>
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      <invstOrSec>
        <name>OREGON CLEAN ENERGY LLC</name>
        <lei>N/A</lei>
        <title>Oregon Clean Energy LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US68583LAF22"/>
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        <balance>2431645.56010000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-03-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.35000000</annualizedRt>
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        <name>SUPERIOR PLUS/GEN PRTNR</name>
        <lei>N/A</lei>
        <title>Superior Plus Limited Partnership / Superior General Partner, Inc.</title>
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          <isin value="US86828LAA08"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Titan Energy LLC</name>
        <lei>N/A</lei>
        <title>Titan Energy LLC</title>
        <cusip>88829M105</cusip>
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          <isin value="US88829M1053"/>
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        <balance>9603.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>384.12000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <isLoanByFund>N</isLoanByFund>
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        <name>BRIDGEPOINT ADVISERS GROUP LTD</name>
        <lei>N/A</lei>
        <title>ERM</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX181039 1"/>
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        <balance>1592000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1593592.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.69000000</annualizedRt>
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        <name>BIB MERCHANT VOUCHER RECEIVABLES LTD</name>
        <lei>N/A</lei>
        <title>Bib Merchant Voucher Receivables Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US08866TAB89"/>
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        <balance>1100000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2028-04-07</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Citigroup Global Markets Inc.</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
        <title>Citigroup Global Markets, Inc.</title>
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        <balance>36000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>36000.00000000</valUSD>
        <pctVal>0.005173652532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="MBNUM2BPBDO7JBLYG310" name="Citigroup Global Markets Inc."/>
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        <securityLending>
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        <name>AASET 2019-1 Trust</name>
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        <name>Dreyfus Treasury Securities Ca</name>
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        <name>Bank of America, N.A.</name>
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        <name>JAPAN (GOVERNMENT OF)</name>
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        <name>Alexander Mann</name>
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        <curCd>USD</curCd>
        <valUSD>1947342.85000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BASIC ENERGY SERVICES</name>
        <lei>5493006BE5UNWTVG4F46</lei>
        <title>Basic Energy Services, Inc.</title>
        <cusip>06985PAN0</cusip>
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          <isin value="US06985PAN06"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>320000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.75000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KRAFT HEINZ FOODS CO</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>Kraft Heinz Foods Co.</title>
        <cusip>50077LAB2</cusip>
        <identifiers>
          <isin value="US50077LAB27"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>651430.98000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>First NLC Trust</name>
        <lei>N/A</lei>
        <title>First NLC Trust</title>
        <cusip>32115BAD2</cusip>
        <identifiers>
          <isin value="US32115BAD29"/>
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        <balance>1515237.44270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>974547.54000000</valUSD>
        <pctVal>0.140054731900</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.90680000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TCB HOLDINGS I CORP</name>
        <lei>N/A</lei>
        <title>TricorBraun Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US89612HAC97"/>
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        <balance>596925.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>587971.25000000</valUSD>
        <pctVal>0.084498859628</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.69000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GC EOS BUYER INC</name>
        <lei>N/A</lei>
        <title>BBB Industries, LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US36165YAB65"/>
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        <balance>1630364.97370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1593681.76000000</valUSD>
        <pctVal>0.229032102047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MDC PARTNERS INC</name>
        <lei>529900SR4J92B5C43M74</lei>
        <title>MDC Partners, Inc.</title>
        <cusip>552697AQ7</cusip>
        <identifiers>
          <isin value="US552697AQ73"/>
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        <balance>332000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>302950.00000000</valUSD>
        <pctVal>0.043537723187</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>STEPSTONE GROUP LP</name>
        <lei>N/A</lei>
        <title>StepStone Group LP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX172326 1"/>
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        <balance>1473750.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1466381.25000000</valUSD>
        <pctVal>0.210737418548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.76000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SITUS AMC HOLDINGS CORPORATION</name>
        <lei>N/A</lei>
        <title>Situs AMC Holdings Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US82988PAE88"/>
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        <balance>-48000.00070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-720.00000000</valUSD>
        <pctVal>-0.00010347305</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cent CLO LP</name>
        <lei>549300TP4B0QBDWSY710</lei>
        <title>Cent CLO 19 Ltd.</title>
        <cusip>12518XAL1</cusip>
        <identifiers>
          <isin value="US12518XAL10"/>
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        <balance>1750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1749641.25000000</valUSD>
        <pctVal>0.251445441225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.07450000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REYNOLDS GRP ISS/REYNOLD</name>
        <lei>N/A</lei>
        <title>Reynolds Group Issuer Incorporated / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu</title>
        <cusip>761735AR0</cusip>
        <identifiers>
          <isin value="US761735AR08"/>
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        <balance>1225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1221018.75000000</valUSD>
        <pctVal>0.175475743006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.33130000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MDVIP LLC</name>
        <lei>N/A</lei>
        <title>MDVIP LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US55281UAC18"/>
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        <balance>1701713.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1686823.52000000</valUSD>
        <pctVal>0.242417743783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-14</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.85000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SUMMIT MID HLDS LLC / FI</name>
        <lei>N/A</lei>
        <title>Summit Midstream Holdings LLC / Summit Midstream Finance Corp.</title>
        <cusip>86614WAC0</cusip>
        <identifiers>
          <isin value="US86614WAC01"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>171250.00000000</valUSD>
        <pctVal>0.024610777672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ALTICE FRANCE SA</name>
        <lei>5493001ZMCICV4N02J21</lei>
        <title>Altice France S.A.</title>
        <cusip>67054KAA7</cusip>
        <identifiers>
          <isin value="US67054KAA79"/>
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        <balance>1060000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1111622.00000000</valUSD>
        <pctVal>0.159754054876</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Trader Interactive</name>
        <lei>N/A</lei>
        <title>Trader Interactive</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX167555U 1"/>
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        <balance>115384.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0.00000000</valUSD>
        <pctVal>0.000000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>11.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GLOBAL PART/GLP FINANCE</name>
        <lei>N/A</lei>
        <title>Global Partners Limited Partnership / GLP Finance Corp.</title>
        <cusip>37954FAG9</cusip>
        <identifiers>
          <isin value="US37954FAG90"/>
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        <balance>1625000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1680745.63000000</valUSD>
        <pctVal>0.241544274589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.KRW4"/>
        </identifiers>
        <balance>-7680324.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1200.77000000"/>
        <valUSD>64.56000000</valUSD>
        <pctVal>0.000009278083</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
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            <amtCurSold>7680324.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>6511.51000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2021-02-04</settlementDt>
            <unrealizedAppr>64.56000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank, N.A.</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.JPY4"/>
        </identifiers>
        <balance>-60430200.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.66100000"/>
        <valUSD>7209.84000000</valUSD>
        <pctVal>0.001036144638</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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              <counterpartyName>JPMorgan Chase Bank, N.A.</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Bank AG</name>
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          <other otherDesc="Internal ID" value="CC.USD.KRW6"/>
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        <pctVal>0.000008667305</pctVal>
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        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BIDFAIR LTD</name>
        <lei>N/A</lei>
        <title>Sotheby's</title>
        <cusip>N/A</cusip>
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          <isin value="US08883CAB46"/>
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        <balance>558641.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>559166.41000000</valUSD>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Voya CLO Ltd</name>
        <lei>N/A</lei>
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          <isin value="US44986TAB89"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1276500.00000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CAST &amp; CREW PAYROLL LLC</name>
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        <balance>1092500.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
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        <title>BofA Securities, Inc.</title>
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          <other otherDesc="Internal ID" value="BGH6J1YJ2"/>
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        <balance>59250.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>59250.00000000</valUSD>
        <pctVal>0.008514969793</pctVal>
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          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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        <securityLending>
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      <invstOrSec>
        <name>AMERICAN MIDSTREAM PTR/F</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <debtSec>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>NewStar Clarendon Fund CLO LLC</name>
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        <title>NewStar Clarendon Fund CLO LLC</title>
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        <balance>1500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1500561.30000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Bank of America, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>2Y-10 CMS CAP</title>
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          <other otherDesc="Internal ID" value="BGH6871R9"/>
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        <balance>165000000.00000000</balance>
        <units>NC</units>
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        <valUSD>150150.00000000</valUSD>
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        <assetCat>DIR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>FT 1 INC</name>
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        <title>Targus Group International Equity, Inc.</title>
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          <other otherDesc="Internal ID" value="BGH4ENSN2"/>
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        <valUSD>23745.57000000</valUSD>
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      <invstOrSec>
        <name>2018-A LTCG SECURITIZATION ISS</name>
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        <title>LTCG Securitization Issuer LLC</title>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>ANCHOR PACKAGING LLC</name>
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        <title>Anchor Packaging LLC</title>
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        <curCd>USD</curCd>
        <valUSD>1333580.76000000</valUSD>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>WAMU Asset-Backed Certificates</name>
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        <title>WaMu Asset-Backed Certificates WaMu Series</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>AMTRUST FINANCIAL SERVIC</name>
        <lei>549300SNNS1GRWBTGA28</lei>
        <title>AmTrust Financial Services, Inc.</title>
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        <securityLending>
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        <name>Residential Accredit Loans, In</name>
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        <title>RALI Series Trust</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Military Housing B</name>
        <lei>549300ZG8WH0M4JSUM77</lei>
        <title>Freddie Mac Military Housing Bonds Resecuritization Trust Certificates</title>
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        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>3795199.97000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.49500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <title>CURRENCY CONTRACT - Rec USD / Deliver ILS</title>
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        <isRestrictedSec>N</isRestrictedSec>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LYTX INC</name>
        <lei>N/A</lei>
        <title>Lytx, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX172944 1"/>
        </identifiers>
        <balance>207633.09150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>207326.65000000</valUSD>
        <pctVal>0.029795445773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>8.39525000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.ILS6"/>
        </identifiers>
        <balance>-31285.49000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.46680000"/>
        <valUSD>-67.42000000</valUSD>
        <pctVal>-0.00000968910</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
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            <amtCurSold>31285.49000000</amtCurSold>
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            <amtCurPur>8988.02000000</amtCurPur>
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            <settlementDt>2020-04-30</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AFFORDABLE CARE HOLDING CORP</name>
        <lei>N/A</lei>
        <title>Affordable Care Holdings Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US00829RAC34"/>
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        <balance>237422.68010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>230596.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.51000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ISRAEL (STATE OF)</name>
        <lei>N/A</lei>
        <title>State of Israel</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IL0011232720"/>
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        <balance>5410000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ILS" exchangeRt="3.46680000"/>
        <valUSD>1717853.35000000</valUSD>
        <pctVal>0.246877120410</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BCPE EMPIRE HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>BCPE Empire Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX180770U 1"/>
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        <balance>-63734.17770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-637.34000000</valUSD>
        <pctVal>-0.00009159376</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ENTRANS INTERNATIONAL LLC / ENTRANS FINANCE CORP</name>
        <lei>N/A</lei>
        <title>EnTrans International, LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US29384FAD33"/>
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        <balance>1387500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1325062.50000000</valUSD>
        <pctVal>0.190428137747</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.60000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MASTR Asset Backed Securities</name>
        <lei>N/A</lei>
        <title>Master Asset Backed Securities Trust</title>
        <cusip>55291KAD9</cusip>
        <identifiers>
          <isin value="US55291KAD90"/>
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        <balance>3740332.81050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1804798.85000000</valUSD>
        <pctVal>0.259372281695</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.78680000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FDF Limited</name>
        <lei>254900VT795OQ64MDF49</lei>
        <title>FDF II Ltd.</title>
        <cusip>30258BAG6</cusip>
        <identifiers>
          <isin value="US30258BAG68"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2975365.50000000</valUSD>
        <pctVal>0.427597423731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank, N.A.</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.JPY7"/>
        </identifiers>
        <balance>-407203500.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.66100000"/>
        <valUSD>55884.34000000</valUSD>
        <pctVal>0.008031282143</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMorgan Chase Bank, N.A.</counterpartyName>
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            <amtCurSold>407203500.00000000</amtCurSold>
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            <amtCurPur>3870645.32000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-01</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FLEX LTD</name>
        <lei>549300EAQH74YHD07T53</lei>
        <title>Flex Ltd.</title>
        <cusip>33938EAU1</cusip>
        <identifiers>
          <isin value="US33938EAU10"/>
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        <balance>-170000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-187931.78000000</valUSD>
        <pctVal>-0.02700815915</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ICP INDUSTRIAL INC</name>
        <lei>N/A</lei>
        <title>ICP Industrial, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US44931VAD55"/>
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        <balance>1939727.41320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1881535.59000000</valUSD>
        <pctVal>0.270400315841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-03</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.60000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EG GROUP LTD</name>
        <lei>2138003OUK4UQHRJLT65</lei>
        <title>EG Finco Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX172074 1"/>
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        <balance>249504.95000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.90580000"/>
        <valUSD>269943.53000000</valUSD>
        <pctVal>0.038794278545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>8.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BBC MILITARY HSG NAVY NE</name>
        <lei>N/A</lei>
        <title>BBC Military Housing-Navy Northeast LLC</title>
        <cusip>664175AC0</cusip>
        <identifiers>
          <isin value="US664175AC08"/>
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        <balance>2800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3296266.85000000</valUSD>
        <pctVal>0.473714981568</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.29800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENDO INTERNATIONAL PLC</name>
        <lei>N/A</lei>
        <title>Endo Luxembourg Finance Co.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAL2968EAB82"/>
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        <balance>2250426.46790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2145871.65000000</valUSD>
        <pctVal>0.308388730459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-29</maturityDt>
          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ASP CHROMAFLO HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>ASP Chromaflo Intermediate Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US00215KAK25"/>
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        <balance>345169.44560000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.85000000</annualizedRt>
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      <invstOrSec>
        <name>DYNASTY PARENT HOLDINGS LP</name>
        <lei>N/A</lei>
        <title>StandardAero</title>
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          <other otherDesc="LoanX ID" value="LX185614 1"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-06</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.21000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RESOURCE LABEL GROUP LLC</name>
        <lei>N/A</lei>
        <title>Resource Label Group LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US76121QAC06"/>
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        <balance>1319471.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1253497.89000000</valUSD>
        <pctVal>0.180143403698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.41000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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      <invstOrSec>
        <name>KUEHG CORP</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GSAA Home Equity Trust</name>
        <lei>N/A</lei>
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          <isin value="US362381AS43"/>
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        <curCd>USD</curCd>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
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          <transCat>Repurchase</transCat>
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        <securityLending>
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      <invstOrSec>
        <name>Lehman XS Trust</name>
        <lei>N/A</lei>
        <title>Lehman XS Trust Series</title>
        <cusip>52522GAC8</cusip>
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          <isin value="US52522GAC87"/>
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        <balance>4525242.80260000</balance>
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        <curCd>USD</curCd>
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          <maturityDt>2036-12-25</maturityDt>
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      <invstOrSec>
        <name>JAMAICA MERCHANT VOUCHER RECEIVABLES LTD</name>
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        <title>NCBJ</title>
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          <other otherDesc="Internal ID" value="470170AB7"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>GSAA Home Equity Trust</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>SP PF PARENT CORP</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-22</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Citibank N.A., New York</name>
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        <title>CURRENCY CONTRACT - Rec USD / Deliver EUR</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.EUR7"/>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>Turbine Engine Securitization</name>
        <lei>635400OU6URHWIXP2J82</lei>
        <title>Turbine Engines Securitization Ltd.</title>
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          <isin value="US89989FAB04"/>
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        <balance>455390.35020000</balance>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>BM</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
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        <debtSec>
          <maturityDt>2048-12-13</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>SAVAGE ENTERPRISES LLC</name>
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        <title>Savage Enterprises LLC</title>
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          <isin value="US80465JAB44"/>
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        <curCd>USD</curCd>
        <valUSD>1041986.93000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2025-08-01</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver JPY</title>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>BROOKFIELD RESID PROPERT</name>
        <lei>N/A</lei>
        <title>Brookfield Residential Properties Incorporated / Brookfield Residential US Corp.</title>
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          <isin value="US11283YAD22"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>GALLS</name>
        <lei>N/A</lei>
        <title>Galls LLC</title>
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          <other otherDesc="LoanX ID" value="LX180803U 1"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-31</maturityDt>
          <couponKind>Variable</couponKind>
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        <name>Dryden Senior Loan Fund</name>
        <lei>5493000CMI5L15ZSNM78</lei>
        <title>Dryden 41 Senior Loan Fund</title>
        <cusip>26244LAA2</cusip>
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          <isin value="US26244LAA26"/>
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        <balance>1250000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>None</couponKind>
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          <isDefault>N</isDefault>
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        <securityLending>
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        <name>DYNASTY PARENT HOLDINGS LP</name>
        <lei>N/A</lei>
        <title>StandardAero</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX185730 1"/>
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        <balance>959134.61000000</balance>
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        <curCd>USD</curCd>
        <valUSD>938753.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2026-04-06</maturityDt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Anchor Packaging LLC</name>
        <lei>N/A</lei>
        <title>Anchor Packaging LLC</title>
        <cusip>N/A</cusip>
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        <balance>-296153.85000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1352.24000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <name>IXIS Real Estate Capital Trust</name>
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        <name>CLEAVER-BROOKS INC</name>
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        <name>Goldman Sachs International</name>
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        <name>Bank of America, N.A.</name>
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      <invstOrSec>
        <name>Falcon Aerospace Ltd</name>
        <lei>N/A</lei>
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        <name>MAVIS TIRE EXPRESS SERVICES CORP</name>
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        <name>SIWF HOLDINGS INC</name>
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        <title>Springs Window Fashions</title>
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        <name>Marathon CLO LTD</name>
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        <name>Willis Engine Securitization T</name>
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        <name>SABRE GLBL INC</name>
        <lei>F2TJC7HPPHLHU1AQMP98</lei>
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        <name>HAYWARD INDUSTRIES INC</name>
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        <title>Hayward Industries, Inc.</title>
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        <name>PLAYTIKA HOLDING CORP</name>
        <lei>N/A</lei>
        <title>Playtika Holding Corp.</title>
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        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver KRW</title>
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      <invstOrSec>
        <name>JPMorgan Chase Bank, N.A.</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver JPY</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CC.USD.JPY5"/>
        </identifiers>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMorgan Chase Bank, N.A.</counterpartyName>
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            <amtCurPur>1912.40000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHS INC</name>
        <lei>N/A</lei>
        <title>STS Operating, Inc. (SunSource)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US12508KAD90"/>
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        <balance>2048267.72720000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1986819.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.85000000</annualizedRt>
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      <invstOrSec>
        <name>RYDER SYSTEM INC</name>
        <lei>ZXJ6Y2OSPZXIVGRILD15</lei>
        <title>Ryder System, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="78355AC36"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4999519.44000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AMERICAN ELECTRIC POWER COMPANY INC</name>
        <lei>1B4S6S7G0TW5EE83BO58</lei>
        <title>American Electric Power</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="0255E2C32"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2499756.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.KRW1"/>
        </identifiers>
        <balance>-2876875324.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1200.77000000"/>
        <valUSD>28189.72000000</valUSD>
        <pctVal>0.004051217118</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
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            <amtCurSold>2876875324.00000000</amtCurSold>
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            <settlementDt>2021-08-04</settlementDt>
            <unrealizedAppr>28189.72000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DATIX BIDCO LIMITED</name>
        <lei>N/A</lei>
        <title>Datix Bidco Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX176294 1"/>
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        <balance>300110.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>297644.29000000</valUSD>
        <pctVal>0.042775225965</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>9.68000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RECESS HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Recess Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US72811HAC43"/>
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        <balance>298473.28120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>295488.55000000</valUSD>
        <pctVal>0.042465419029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.35000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GMAC Commercial Mortgage Asset</name>
        <lei>N/A</lei>
        <title>GMAC Commercial Mortgage Asset Corp.</title>
        <cusip>38011SAC9</cusip>
        <identifiers>
          <isin value="US38011SAC98"/>
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        <balance>3500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4478235.02000000</valUSD>
        <pctVal>0.643578665349</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.35600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITADEL SECURITIES LP</name>
        <lei>N/A</lei>
        <title>Citadel Securities LP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX185697 1"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>396000.00000000</valUSD>
        <pctVal>0.056910177858</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LSTAR Securities Investment Lt</name>
        <lei>N/A</lei>
        <title>LSTAR Securities Investment Limited</title>
        <cusip>54912VAA3</cusip>
        <identifiers>
          <isin value="US54912VAA35"/>
        </identifiers>
        <balance>4663749.45670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4665451.73000000</valUSD>
        <pctVal>0.670484059955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.15500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver ILS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.ILS8"/>
        </identifiers>
        <balance>-50187.14000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.46680000"/>
        <valUSD>-78.63000000</valUSD>
        <pctVal>-0.00001130011</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Goldman Sachs International</counterpartyName>
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            <amtCurSold>50187.14000000</amtCurSold>
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            <amtCurPur>14645.48000000</amtCurPur>
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            <settlementDt>2021-02-01</settlementDt>
            <unrealizedAppr>-78.63000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP Paribas</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6E75P2"/>
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        <balance>4918.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4918.75000000</valUSD>
        <pctVal>0.000706886205</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP Paribas"/>
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          <isTriParty>Y</isTriParty>
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          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>5000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>4717.50000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEXUS BUYER LLC</name>
        <lei>N/A</lei>
        <title>Nexus Buyer LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US65343UAC62"/>
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        <balance>1700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1680161.00000000</valUSD>
        <pctVal>0.241460255909</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.42000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JAPAN (GOVERNMENT OF)</name>
        <lei>N/A</lei>
        <title>Government of Japan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP1051241F68"/>
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        <balance>166000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="107.66100000"/>
        <valUSD>1543295.34000000</valUSD>
        <pctVal>0.221790940118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GI CHILL ACQUISITION INC</name>
        <lei>N/A</lei>
        <title>California Cryobank</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX175095 1"/>
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        <balance>1432988.72410000</balance>
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        <curCd>USD</curCd>
        <valUSD>1422241.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-06</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.94000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRANSACT HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Transact Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US09227HAC43"/>
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        <balance>1346625.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1338208.59000000</valUSD>
        <pctVal>0.192317396131</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.35000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ADT SECURITY CORP</name>
        <lei>549300O6QPZVWXV2DC15</lei>
        <title>Prime Security Services Borrower LLC (ADT)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US03765VAJ98"/>
        </identifiers>
        <balance>997500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>968821.88000000</valUSD>
        <pctVal>0.139231882584</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.91000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOUCHTUNES INTERACTIVE NETWORKS INC</name>
        <lei>N/A</lei>
        <title>Touchtunes Interactive Network</title>
        <cusip>N/A</cusip>
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          <isin value="US89155QAC24"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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          <maturityDt>2021-05-28</maturityDt>
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      <invstOrSec>
        <name>PACKERS HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>Packers Sanitation Services, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US69519UAC62"/>
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        <balance>1693654.14000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1654141.19000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-04</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>JEFFERIES GROUP LLC</name>
        <lei>549300SKVB18YSSIDT75</lei>
        <title>Jefferies Finance LLC</title>
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        <balance>1542250.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1515260.63000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-03</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.88000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley Capital Services LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.EUR6"/>
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        <balance>-1006000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.90580000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley Capital Services LLC</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LTI HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>LTI Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX175350 1"/>
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        <balance>987500.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>817156.25000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-06</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.10000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FDF Limited</name>
        <lei>254900IDIMSANLWYGN89</lei>
        <title>FDF I Ltd.</title>
        <cusip>30256XAC9</cusip>
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          <isin value="US30256XAC92"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>989482.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TITAN ACQUISITION LTD</name>
        <lei>N/A</lei>
        <title>Titan Acquisition Ltd. (Husky)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAC8856UAB44"/>
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        <balance>297978.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>277367.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.60000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SITUS AMC HOLDINGS CORPORATION</name>
        <lei>N/A</lei>
        <title>Situs AMC Holdings Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US82988PAD06"/>
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        <balance>1462918.91430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1440975.13000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.35000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PHNTM HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Planview, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX185354 1"/>
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        <balance>696115.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>689153.85000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.02000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JACKSON MILL CLO LTD</name>
        <lei>635400GWSUQH85DLFS40</lei>
        <title>Jackson Mill CLO Ltd.</title>
        <cusip>468367AN7</cusip>
        <identifiers>
          <isin value="US468367AN74"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>993828.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.68130000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GOLD PARENT LP</name>
        <lei>VPQEY6SB0BUIVT13IV95</lei>
        <title>Examworks Group, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX153176U 1"/>
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        <balance>-1499999.99980000</balance>
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        <curCd>USD</curCd>
        <valUSD>-58351.20000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <maturityDt>2023-01-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.50230000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>THE HILLMAN GROUP INC</name>
        <lei>BDPO7HREUXNPHVMSIT54</lei>
        <title>Hillman Group, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US43162TAK60"/>
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        <balance>987468.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BEAR PARENT INC</name>
        <lei>N/A</lei>
        <title>Belk, Inc .</title>
        <cusip>N/A</cusip>
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          <isin value="US07384DAC65"/>
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        <balance>625725.45060000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>BRS INTERMEDIATE HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>Big River Steel LLC</title>
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          <other otherDesc="LoanX ID" value="LX167854 1"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.94000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PT INTERMEDIATE HOLDINGS III LLC</name>
        <lei>N/A</lei>
        <title>PT Intermediate Holdings III LLC</title>
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        <identifiers>
          <other otherDesc="LoanX ID" value="LX183549 1"/>
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        <balance>1700000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Variable</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MINISTRY BRANDS LLC</name>
        <lei>N/A</lei>
        <title>Ministry Brands LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX162774 1"/>
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        <balance>953493.21300000</balance>
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        <curCd>USD</curCd>
        <valUSD>948725.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-02</maturityDt>
          <couponKind>Variable</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DATIX BIDCO LIMITED</name>
        <lei>N/A</lei>
        <title>Datix Bidco Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX174490 1"/>
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        <balance>2001643.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1986958.09000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.43000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Argent Securities Inc.</name>
        <lei>N/A</lei>
        <title>Ameriquest Mortgage Securities Trust</title>
        <cusip>03076MAA2</cusip>
        <identifiers>
          <isin value="US03076MAA27"/>
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        <balance>4445798.61130000</balance>
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        <curCd>USD</curCd>
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        <name>HAMILTON BIDCO LTD</name>
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        <name>ATD CORP</name>
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        <name>MINISTRY BRANDS LLC</name>
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        <name>Morgan Stanley Capital Services LLC</name>
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        <name>CARRIAGE SERVICES INC</name>
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        <name>Goldman Sachs International</name>
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        <name>Sapphire Aviation Finance I Li</name>
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          <isin value="US80307AAB52"/>
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        <name>GREAT LAKES DREDGE&amp;DOCK</name>
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        <name>KAMC HOLDINGS INC</name>
        <lei>N/A</lei>
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        <name>MONROE CAPITAL CLO LTD</name>
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        <title>Monroe Capital CLO 2014-1 Ltd.</title>
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        <name>Lytx, Inc.</name>
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        <name>AASET 2017-1 Trust</name>
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      <invstOrSec>
        <name>MAVIS TIRE EXPRESS SERVICES CORP</name>
        <lei>N/A</lei>
        <title>Mavis Tire Express Services Corp.</title>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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      <invstOrSec>
        <name>SCRIBEAMERICA INTERMEDIATE HOLDCO LLC</name>
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        <title>ScribeAmerica Intermediate Holdco LLC (Healthchannels)</title>
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          <isin value="US81104BAC46"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>WOODBRIDGE COMPANY LTD</name>
        <lei>549300561UZND4C7B569</lei>
        <title>Thomson Reuters Corp.</title>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>NIELSEN FINANCE LLC/CO</name>
        <lei>N/A</lei>
        <title>Nielsen Finance LLC / Nielsen Finance Co.</title>
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          <isin value="US65409QBB77"/>
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        <curCd>USD</curCd>
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          <maturityDt>2022-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TBW Mortgage Backed Pass Throu</name>
        <lei>N/A</lei>
        <title>TBW Mortgage Backed Pass-Through Certificates</title>
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          <isin value="US87222PAU75"/>
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        <balance>1163253.54000000</balance>
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          <maturityDt>2037-01-25</maturityDt>
          <couponKind>Variable</couponKind>
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        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>L Brands, Inc.</title>
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        <name>VIACOMCBS INC</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>CBS Corp.</title>
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      <invstOrSec>
        <name>IVD INTERMEDIATE HOLDINGS B INC</name>
        <lei>N/A</lei>
        <title>Immucor, Inc.</title>
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          <isin value="US45252HAH57"/>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>OXFORD FIN LLC/CO-ISS II</name>
        <lei>N/A</lei>
        <title>Oxford Finance LLC / Oxford Finance Company-Issuer II, Inc.</title>
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          <isin value="US69145LAA26"/>
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      <invstOrSec>
        <name>GAVILAN RESOURCES LLC</name>
        <lei>N/A</lei>
        <title>Gavilan Resources LLC</title>
        <cusip>N/A</cusip>
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          <isin value="US36808UAB70"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Nassau 2019 CFO LLC</name>
        <lei>N/A</lei>
        <title>Nassau LLC</title>
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          <isin value="US63172DAA90"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2034-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.98000000</annualizedRt>
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      <invstOrSec>
        <name>Great Lakes CLO Ltd</name>
        <lei>254900GKX01S4T3NFH46</lei>
        <title>Great Lakes CLO Ltd.</title>
        <cusip>39055RAE2</cusip>
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          <isin value="US39055RAE27"/>
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        <balance>1153846.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-15</maturityDt>
          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Atlas Senior Loan Fund LTD</name>
        <lei>N/A</lei>
        <title>Atlas Senior Loan Fund IX Ltd.</title>
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          <isin value="US04941VAG05"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>Citibank N.A., New York</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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          <other otherDesc="Internal ID" value="CC.USD.BRL3"/>
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      <invstOrSec>
        <name>BUCKEYE PARTNERS LP</name>
        <lei>549300C1PQJLVEIUBK50</lei>
        <title>Buckeye Partners, LP</title>
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          <isin value="US118230AN13"/>
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        <balance>750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>750000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>AVISON YOUNG CANADA INC</name>
        <lei>N/A</lei>
        <title>Avison Young (Canada), Inc.</title>
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          <isin value="XAC0553HAD26"/>
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        <balance>1287000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-31</maturityDt>
          <couponKind>Variable</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citibank N.A., New York</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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              <counterpartyName>Citibank N.A., New York</counterpartyName>
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        <name>SHO HOLDING I CORP</name>
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        <name>TITAN US FINCO LLC</name>
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        <name>VECTOR GROUP LTD</name>
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        <name>Goldman Sachs International</name>
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        <name>LCPR SR SECURED FIN DAC</name>
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        <name>Goldman Sachs International</name>
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        <name>Nuveen Quality Municipal Incom</name>
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        <name>Lehman XS Trust</name>
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        <name>Barclays Bank plc</name>
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        <name>Invesco Municipal Trust</name>
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        <name>EIF CHANNELVIEW HOLDINGS II LLC</name>
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        <title>EIF Channelview Cogeneration LLC</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-03</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.86000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHARTER NEX US HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Charter Nex US, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US16125TAD46"/>
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        <balance>1194000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1179075.00000000</valUSD>
        <pctVal>0.169447898883</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MIDAS INT HOLDCO II/FIN</name>
        <lei>N/A</lei>
        <title>Midas Intermediate Holdco II LLC / Midas Intermediate Holdco II Finance, Inc.</title>
        <cusip>59563KAA8</cusip>
        <identifiers>
          <isin value="US59563KAA88"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>576375.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BCPE EAGLE INTERMEDIATE HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>BCPE Eagle Buyer LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US05549DAB47"/>
        </identifiers>
        <balance>1460216.08360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1328796.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.01000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KISSNER GROUP HOLDINGS LP</name>
        <lei>N/A</lei>
        <title>US Salt LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US90352UAF57"/>
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        <balance>992500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>987537.50000000</valUSD>
        <pctVal>0.141921552440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.35000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENDURANCE INTERNATIONAL GROUP HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>EIG Investors Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US26852BAP40"/>
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        <balance>1926473.96940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1890352.58000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.39000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMET BIDCO LTD</name>
        <lei>N/A</lei>
        <title>Comet Bidco Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAG2300HAB42"/>
        </identifiers>
        <balance>1470224.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1402226.38000000</valUSD>
        <pctVal>0.201517557280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.61000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PH ONSHORE IM ISSUER</name>
        <lei>N/A</lei>
        <title>Petershill II Senior Secured Notes</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6B3X81"/>
        </identifiers>
        <balance>361000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>374113.33000000</valUSD>
        <pctVal>0.053764788255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CTI FOODS HOLDING CO LLC</name>
        <lei>549300I6BSNYS69CTS62</lei>
        <title>CTI Foods Holding Co. LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US12644HAW97"/>
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        <balance>189946.86660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>178550.05000000</valUSD>
        <pctVal>0.025659886621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-03</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>10.77000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PELICAN PRODUCTS INC</name>
        <lei>5493008CRWH2WFODTF44</lei>
        <title>Pelican Products, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US70583GAW24"/>
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        <balance>985000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>948880.05000000</valUSD>
        <pctVal>0.136365990937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.16000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BCPE EMPIRE HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>BCPE Empire Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US05550HAB15"/>
        </identifiers>
        <balance>1583373.42300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1567539.69000000</valUSD>
        <pctVal>0.225275157973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.60000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HUSKY ENERGY INC</name>
        <lei>N/A</lei>
        <title>Husky Energy, Inc.</title>
        <cusip>448055AJ2</cusip>
        <identifiers>
          <isin value="US448055AJ20"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>619844.24000000</valUSD>
        <pctVal>0.089079408946</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PRINCESS JULIANA INTL</name>
        <lei>N/A</lei>
        <title>Princess Juliana International Airport Operating Company N.V.</title>
        <cusip>741771AA7</cusip>
        <identifiers>
          <isin value="US741771AA79"/>
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        <balance>1424235.54490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1440870.62000000</valUSD>
        <pctVal>0.207071220339</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SX</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ATD New Holdings Inc</name>
        <lei>5493001F45YR8KICVO87</lei>
        <title>ATD New Holdings, Inc.</title>
        <cusip>04683P100</cusip>
        <identifiers>
          <isin value="US04683P1003"/>
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        <balance>13571.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>315525.75000000</valUSD>
        <pctVal>0.045345016543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VECTOR PHOENIX HOLDINGS (CAYMAN) LP</name>
        <lei>N/A</lei>
        <title>Vector Phoenix Holdings, LP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH5ZXBJ1"/>
        </identifiers>
        <balance>55075.88570000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4608.75000000</valUSD>
        <pctVal>0.000662335308</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HUSKY ENERGY INC</name>
        <lei>N/A</lei>
        <title>Husky Energy, Inc.</title>
        <cusip>448055AK9</cusip>
        <identifiers>
          <isin value="US448055AK92"/>
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        <balance>900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>961630.77000000</valUSD>
        <pctVal>0.138198429682</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLD PARENT LP</name>
        <lei>VPQEY6SB0BUIVT13IV95</lei>
        <title>Examworks Group, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX159615 1"/>
        </identifiers>
        <balance>99232.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99356.80000000</valUSD>
        <pctVal>0.014278821109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp.</title>
        <cusip>060505EU4</cusip>
        <identifiers>
          <isin value="US060505EU46"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1128330.00000000</valUSD>
        <pctVal>0.162155204501</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRYDEN SENIOR LOAN FUND DRSLF_15-37A</name>
        <lei>N/A</lei>
        <title>DRSLF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="USG2851JAC11"/>
        </identifiers>
        <balance>2998799.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1591165.75000000</valUSD>
        <pctVal>0.228670519783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>TK USA ENTERPRISES INC</name>
        <lei>N/A</lei>
        <title>Dimora Brands, Inc.</title>
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        <curCd>USD</curCd>
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          <maturityDt>2024-08-24</maturityDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>WAMU Asset-Backed Certificates</name>
        <lei>N/A</lei>
        <title>WaMu Asset-Backed Certificates WaMu Series</title>
        <cusip>92926SAE6</cusip>
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          <isin value="US92926SAE63"/>
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        <balance>2058761.27000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1096984.59000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.98680000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Citibank N.A., New York</name>
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          <other otherDesc="Internal ID" value="BGH687520"/>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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            <putOrCall>Put</putOrCall>
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                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>DENALI CAPITAL CLO XI LTD</name>
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          <isin value="US24823DAW65"/>
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      <invstOrSec>
        <name>Treman Park CLO Ltd</name>
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      <invstOrSec>
        <name>Ace Securities Corp.</name>
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          <maturityDt>2035-04-25</maturityDt>
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      <invstOrSec>
        <name>Morgan Stanley Capital Services LLC</name>
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        <name>Morgan Stanley Mortgage Loan T</name>
        <lei>N/A</lei>
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          <isin value="US61748JAB35"/>
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      <invstOrSec>
        <name>WP CPP HOLDINGS LLC</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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          <maturityDt>2025-04-30</maturityDt>
          <couponKind>Variable</couponKind>
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        <name>TREASURY BILL</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
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          <isin value="US9127962B45"/>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>Bank of America, N.A.</name>
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        <title>2Y-10 CMS CAP</title>
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        <name>DOLLAR TREE INC</name>
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      <invstOrSec>
        <name>Atlas Senior Loan Fund LTD</name>
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        <name>MINISTRY BRANDS LLC</name>
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        <curCd>USD</curCd>
        <valUSD>84431.70000000</valUSD>
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      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust</name>
        <lei>549300R1KUK063S4I339</lei>
        <title>Citigroup Mortgage Loan Trust, Inc.</title>
        <cusip>17312EAE6</cusip>
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          <isin value="US17312EAE68"/>
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        <curCd>USD</curCd>
        <valUSD>2044892.30000000</valUSD>
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      <invstOrSec>
        <name>OLIVE HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Optiv, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US68404XAB29"/>
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        <balance>1251735.04580000</balance>
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        <curCd>USD</curCd>
        <valUSD>1071647.92000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FOUNDATION BUILDING MATERIALS HOLDING COMPANY LLC</name>
        <lei>N/A</lei>
        <title>Foundation Building Materials Holding Company LLC</title>
        <cusip>N/A</cusip>
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          <isin value="US35039HAB96"/>
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        <balance>1732500.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1720944.23000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.60000000</annualizedRt>
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      <invstOrSec>
        <name>BP HOLDCO LLC</name>
        <lei>N/A</lei>
        <title>BP Holdco LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH5ZXB51"/>
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        <balance>55076.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19447.34000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KNEL HOLDINGS</name>
        <lei>N/A</lei>
        <title>Nellson Nutraceutical</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US64029BAD01"/>
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        <balance>237772.33890000</balance>
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        <curCd>USD</curCd>
        <valUSD>211617.38000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.19000000</annualizedRt>
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      <invstOrSec>
        <name>GOODPACK LTD</name>
        <lei>5493003ZYID1KN87T037</lei>
        <title>IBC Capital Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="US44928QAE98"/>
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        <balance>1430221.51950000</balance>
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        <curCd>USD</curCd>
        <valUSD>1419494.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.65000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ASP CHROMAFLO HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>ASP Chromaflo Dutch I B.V.</title>
        <cusip>N/A</cusip>
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          <isin value="US00215KAL08"/>
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        <balance>448830.55440000</balance>
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        <curCd>USD</curCd>
        <valUSD>442098.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.85000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>IMAGINE! PRINT SOLUTIONS INC</name>
        <lei>N/A</lei>
        <title>Imagine Print Solutions LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US45249KAD37"/>
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        <balance>1945000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>776619.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.36000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KAR NUT PRODUCTS</name>
        <lei>N/A</lei>
        <title>Kar Nut Products Company LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX182758 1"/>
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        <balance>372081.05000000</balance>
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        <curCd>USD</curCd>
        <valUSD>369688.68000000</valUSD>
        <pctVal>0.053128910431</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AVERY POINT CLO LTD AVERY_13-3A</name>
        <lei>N/A</lei>
        <title>Avery Point II CLO Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="USG0680XAA57"/>
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        <balance>2399940.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1779900.14000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-18</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>COLOGIX HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Cologix Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US19521LAB99"/>
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        <balance>3150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3081739.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.35000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MATTERHORN BUYER LLC</name>
        <lei>N/A</lei>
        <title>Hearthside Group Holdings LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US40422KAD37"/>
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        <balance>1435500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1400516.87000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.60000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Golub Capital Partners CLO Ltd</name>
        <lei>N/A</lei>
        <title>Golub Capital Partners CLO Ltd.</title>
        <cusip>38175BAE4</cusip>
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          <isin value="US38175BAE48"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4665809.00000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.84100000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AASET 2018-1 Trust</name>
        <lei>N/A</lei>
        <title>Apollo Aviation Securitization Equity Trust</title>
        <cusip>000367AB8</cusip>
        <identifiers>
          <isin value="US000367AB87"/>
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        <balance>2216474.36440000</balance>
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        <curCd>USD</curCd>
        <valUSD>2291928.69000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.43700000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>INDIGO NATURAL RES LLC</name>
        <lei>549300F7DOI6H6TA3C86</lei>
        <title>Indigo Natural Resources LLC</title>
        <cusip>45569LAA9</cusip>
        <identifiers>
          <isin value="US45569LAA98"/>
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        <balance>1385000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1180712.50000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Long Beach Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>Long Beach Mortgage Loan Trust</title>
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          <isin value="US542514RL06"/>
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        <balance>1367817.54720000</balance>
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        <curCd>USD</curCd>
        <valUSD>1215014.00000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NES GLOBAL TALENT HOLDINGS LTD</name>
        <lei>N/A</lei>
        <title>NES Global Talent</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX173495 1"/>
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        <balance>617401.19650000</balance>
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        <curCd>USD</curCd>
        <valUSD>614314.19000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.28000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CYPRESS HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Cypress Intermediate Holdings III, Inc.</title>
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          <other otherDesc="LoanX ID" value="LX163576U 1"/>
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        <balance>-437500.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-23501.32000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citimortgage Alternative Loan</name>
        <lei>N/A</lei>
        <title>CitiMortgage Alternative Loan Trust Series</title>
        <cusip>12566XAK4</cusip>
        <identifiers>
          <isin value="US12566XAK46"/>
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        <balance>951256.88450000</balance>
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        <curCd>USD</curCd>
        <valUSD>771284.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.02680000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Global Markets Inc.</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
        <title>Citigroup Global Markets, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6F1293"/>
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        <name>Morgan Stanley Capital Inc</name>
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        <name>Morgan Stanley IXIS Real Estat</name>
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        <name>24-7 INTOUCH INC</name>
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        <title>24-7 Intouch, Inc.</title>
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        <name>DRIVE CHASSIS HOLDCO LLC</name>
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        <title>Drive Chassis (DCLI)</title>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>JAPAN (GOVERNMENT OF)</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GALLS</name>
        <lei>N/A</lei>
        <title>Galls LLC</title>
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        <valUSD>827232.43000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <debtSec>
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        <lei>N/A</lei>
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        <curCd>USD</curCd>
        <valUSD>417625.00000000</valUSD>
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      <invstOrSec>
        <name>ADVANCED POWER SERVICES NA INC</name>
        <lei>N/A</lei>
        <title>Carroll County Energy LLC</title>
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          <isin value="US14474FAW41"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>GS Mortgage Securities Trust</name>
        <lei>N/A</lei>
        <title>GS Mortgage Securities Corporation Trust 2020-DUNE</title>
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          <isin value="US36258BAS79"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2000056.20000000</valUSD>
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        <debtSec>
          <maturityDt>2036-12-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CVR ENERGY INC</name>
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        <title>CVR Energy, Inc.</title>
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          <isin value="US12662PAB40"/>
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        <curCd>USD</curCd>
        <valUSD>1631875.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>AASET 2018-2 Trust</name>
        <lei>N/A</lei>
        <title>AASET US Ltd.</title>
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          <isin value="US04546KAB44"/>
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        <balance>2660682.47350000</balance>
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        <curCd>USD</curCd>
        <valUSD>2734354.91000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.43300000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver KRW</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.KRW2"/>
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        <balance>-7513360.00000000</balance>
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        <currencyConditional curCd="KRW" exchangeRt="1200.77000000"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>Korea Monetary Stabilization Bond</title>
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          <other otherDesc="Internal ID" value="BGH695BS9"/>
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        <balance>0.00000000</balance>
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        <currencyConditional curCd="KRW" exchangeRt="1200.77000000"/>
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        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <swapDeriv derivCat="SWP">
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                <issuerName>N/A</issuerName>
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                  <isin value="KR310101G982"/>
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      <invstOrSec>
        <name>BIFM CA BUYER INC</name>
        <lei>N/A</lei>
        <title>BGIS (BIFM CA Buyer, Inc.)</title>
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          <isin value="XAG0757GAB86"/>
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        <curCd>USD</curCd>
        <valUSD>1719484.38000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-06-01</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TITAN US FINCO LLC</name>
        <lei>N/A</lei>
        <title>Titan US Finco Llc (Trade Me)</title>
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          <other otherDesc="LoanX ID" value="LX185848 1"/>
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        <balance>1786000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1772605.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CYPRESS HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Cypress Intermediate Holdings III, Inc.</title>
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        <curCd>USD</curCd>
        <valUSD>-42780.89000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver ILS</title>
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        <valUSD>-138.94000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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              <counterpartyName>Goldman Sachs International</counterpartyName>
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            <amtCurPur>38665.92000000</amtCurPur>
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            <settlementDt>2020-04-30</settlementDt>
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        <name>PETCO HOLDINGS INC</name>
        <lei>EQFF4O0CK09VES3JAH16</lei>
        <title>Petco Animal Supplies, Inc.</title>
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        <name>FINASTRA GROUP HOLDINGS LTD</name>
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        <title>Misys Ltd.</title>
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        <name>FDF Limited</name>
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        <name>SOLERA GLOBAL HOLDING CORP</name>
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        <name>AMERICAN EQUITY INVESTME</name>
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        <name>AP VIII DUKE HOLDINGS GP LLC</name>
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        <title>Vectra Co.</title>
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        <name>GOLUB CAPITAL PARTNERS CLO 39(</name>
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        <title>Golub Capital Partners CLO Ltd.</title>
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        <name>FORT KNOX MILITARY HOUS</name>
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        <name>ABG INTERMEDIATE HOLDINGS 2 LLC</name>
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        <name>FORT BENNING FAM</name>
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        <name>BlackRock Taxable Municipal Bo</name>
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        <name>Nuveen Taxable Municipal Incom</name>
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        <name>PH OFFSHORE IM ISSUER</name>
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        <name>Fortress Credit Opportunities</name>
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        <name>AMERILIFE HOLDINGS LLC</name>
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        <name>BILLIKEN BUYER INC</name>
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        <name>Invesco Municipal Opportunity</name>
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        <name>Goldman Sachs International</name>
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        <name>CITIZENS FINANCIAL GROUP</name>
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        <name>SIERRA ENTERPRISES LLC</name>
        <lei>N/A</lei>
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          <isin value="US82621YAD40"/>
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        <name>FLEXENTIAL INTERMEDIATE CORPORATION</name>
        <lei>N/A</lei>
        <title>Peak 10 Holding Corp.</title>
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          <isin value="US70469CAC47"/>
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        <balance>55883.63010000</balance>
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        <curCd>USD</curCd>
        <valUSD>45778.19000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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          <other otherDesc="Internal ID" value="BGH5VRLV001"/>
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        <valUSD>-35832.09000000</valUSD>
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        <name>Citibank N.A., New York</name>
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        <name>CLAROS MORTGAGE TRUST INC</name>
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        <name>UNIT CORP</name>
        <lei>549300XGK22FZCTN8B67</lei>
        <title>Unit Corp.</title>
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          <isin value="US909218AB56"/>
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        <curCd>USD</curCd>
        <valUSD>133770.00000000</valUSD>
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        <name>UNIVISION COMMUNICATIONS</name>
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          <isin value="US914906AR30"/>
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        <name>BLUE RIBBON LLC (USA)</name>
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        <name>Goldman Sachs International</name>
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        <name>BC CYAN PARENT INC</name>
        <lei>N/A</lei>
        <title>Blue Nile, Inc.</title>
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          <isin value="US09578EAB83"/>
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        <name>AESF VI VERDI</name>
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      <invstOrSec>
        <name>CPI CARD GROUP INC</name>
        <lei>N/A</lei>
        <title>CPI Acquisition, Inc.</title>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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          <maturityDt>2022-08-17</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>JAPAN (GOVERNMENT OF)</name>
        <lei>N/A</lei>
        <title>Government of Japan</title>
        <cusip>N/A</cusip>
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          <isin value="JP1103071A59"/>
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        <balance>10000000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.30000000</annualizedRt>
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      <invstOrSec>
        <name>ASCEND PERFORMANCE MATERIALS HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Ascend Performance Materials Operations LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US04350TAB08"/>
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        <balance>997500.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>993759.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)</name>
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        <debtSec>
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        <name>NCR CORP</name>
        <lei>549300YKTY8JX1DV2R67</lei>
        <title>NCR Corp.</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>ZAYO GROUP HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Zayo Group Holdings, Inc.</title>
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          <other otherDesc="LoanX ID" value="LX185593 1"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Morgan Stanley Capital Services LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>CDX.NA.IG.31 (7-15%)</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH5UX7V401"/>
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      <invstOrSec>
        <name>Lytx, Inc.</name>
        <lei>N/A</lei>
        <title>Lytx, Inc.</title>
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          <other otherDesc="LoanX ID" value="LX168489U 1"/>
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        <name>ANTERO RESOURCES CORP</name>
        <lei>APVBKPOULHUX7YZLKU17</lei>
        <title>Antero Resources Corp.</title>
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        <name>ATD CORP</name>
        <lei>HZ8T88YVE2JVXJ0BTQ24</lei>
        <title>American Tire Distributors, Inc.</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>PH ONSHORE GP ISSUER</name>
        <lei>N/A</lei>
        <title>Petershill II Senior Secured Notes</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH6B3XG3"/>
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        <balance>211000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>PARTY CITY HOLDINGS INC</name>
        <lei>5493005PYM1JS6EZN307</lei>
        <title>Party City Holdings, Inc.</title>
        <cusip>702150AD5</cusip>
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          <isin value="US702150AD53"/>
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        <balance>875000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>507500.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</annualizedRt>
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      <invstOrSec>
        <name>Cengage Learning Holdings II I</name>
        <lei>5493003VGPEJMW28UG24</lei>
        <title>Cengage Learning Holdings II, Inc.</title>
        <cusip>15136X102</cusip>
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          <isin value="US15136X1028"/>
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        <balance>11126.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>MP Clo VIII, LTD</name>
        <lei>549300D60LKSR31DKI65</lei>
        <title>MP CLO VIII Ltd.</title>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1952159.60000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>SCHAHIN II FINAN CO SPV</name>
        <lei>N/A</lei>
        <title>Schahin II Finance Co. SPV Ltd.</title>
        <cusip>80629QAA3</cusip>
        <identifiers>
          <isin value="US80629QAA31"/>
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        <balance>1216133.33800000</balance>
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        <curCd>USD</curCd>
        <valUSD>91210.00000000</valUSD>
        <pctVal>0.013108023541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-25</maturityDt>
          <couponKind>None</couponKind>
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          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CONFLUENT HEALTH LLC</name>
        <lei>N/A</lei>
        <title>Confluent Health LLC</title>
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      <invstOrSec>
        <name>CHECKERS HOLDINGS INC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Newstar Trust</name>
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      <invstOrSec>
        <name>ENCORE CAPITAL GROUP INC.</name>
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      <invstOrSec>
        <name>ZEPHYR BIDCO LTD</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>PSAV INC</name>
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        <name>Invesco Trust for Investment G</name>
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        <name>HAMILTON BIDCO LTD</name>
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      <invstOrSec>
        <name>GLENN POOL OIL &amp; GAS TRUST II</name>
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          <isin value="US37875QAA40"/>
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      <invstOrSec>
        <name>HESS CORP</name>
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        <name>Madison Avenue Secured Funding</name>
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        <name>BofA Securities, Inc.</name>
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        <name>SHIELDS HEALTH SOLUTIONS HOLDINGS LLC</name>
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        <name>GALLS</name>
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        <name>AGRO MERCHANTS NORTH AMERICA HOLDINGS INC</name>
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      <invstOrSec>
        <name>GALLS</name>
        <lei>N/A</lei>
        <title>Galls LLC</title>
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          <other otherDesc="Internal ID" value="BGH647P55 1"/>
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        <balance>-209211.92760000</balance>
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      </invstOrSec>
      <invstOrSec>
        <name>AASET 2019-2 Trust</name>
        <lei>N/A</lei>
        <title>Aaset Trust</title>
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        <curCd>USD</curCd>
        <valUSD>3931512.64000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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        <debtSec>
          <maturityDt>2039-10-16</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2020-03-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Guggenheim Strategic Opportunities Fund</ncom:nameOfApplicant>
      <ncom:signature>John Sullivan</ncom:signature>
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<DOCUMENT>
<TYPE>NPORT-EX
<SEQUENCE>2
<FILENAME>79623gugGOF.HTM
<DESCRIPTION>GUGGENHEIM STRATEGIC OPPORTUNITIES FUND NQ
<TEXT>
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        <tr>
          <td style="width: 80.41%; vertical-align: middle;">
            <div>Guggenheim Strategic Opportunities Fund</div>
          </td>
          <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 80.41%; vertical-align: middle;">
            <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
          </td>
          <td style="width: 19.59%; vertical-align: middle;">
            <div style="text-align: right;">February 29, 2020</div>
          </td>
        </tr>
        <tr>
          <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
          <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
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    </table>
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    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="z46c0b3ad185c442f82339c5ac57bdccd" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Shares</div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Value</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">COMMON STOCKS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;</sup> - 0.3%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Consumer, Non-cyclical - 0.2%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Chef Holdings, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,&#8224;&#8224;&#8224;,1</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">4,789</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">$559,738</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>ATD New Holdings, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,&#8224;&#8224;</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">13,571</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">315,526</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Cengage Learning Holdings II, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,&#8224;&#8224;</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">11,126</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">141,856</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Targus Group International Equity, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,&#8224;&#8224;&#8224;,1,2</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">12,989</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">23,746</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Consumer, Non-cyclical</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">1,040,866</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Utilities - 0.1%</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div>TexGen Power LLC<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">22,219</div>
          </td>
          <td style="width: 3%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">801,728</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Energy - 0.0%</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>SandRidge Energy, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,17</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">39,565</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">81,504</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Titan Energy LLC<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,17</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">9,603</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">384</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Energy</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">81,888</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Technology - 0.0%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Qlik Technologies, Inc. - Class A<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,&#8224;&#8224;&#8224;,1</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">56</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">75,764</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Qlik Technologies, Inc. - Class B<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,&#8224;&#8224;&#8224;,1</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">13,812</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#8212;</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Technology</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">75,764</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Industrial - 0.0%</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>BP Holdco LLC<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,&#8224;&#8224;&#8224;,1,2</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">55,076</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">19,447</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Vector Phoenix Holdings, LP<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*,&#8224;&#8224;&#8224;,1</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">55,076</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">4,609</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Industrial</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">24,056</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Total Common Stocks</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">(Cost $3,336,861)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">2,024,302</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">PREFERRED STOCKS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup> - 0.4%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Financial - 0.3%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Public Storage&#160; 5.40%</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">41,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,038,530</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>AmTrust Financial Services, Inc. 7.75%</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">35,100</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">630,045</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>AgriBank FCB&#160; 6.88%</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">4,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">432,000</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>AmTrust Financial Services, Inc. 7.50%</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">3,410</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">61,380</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>AmTrust Financial Services, Inc. 7.63%</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">2,940</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">52,920</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>AmTrust Financial Services, Inc. 7.25%</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">1,685</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">30,330</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Total Financial</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">2,245,205</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Industrial - 0.1%</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div>Lytx Holdings, LLC<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">*</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">591</div>
          </td>
          <td style="width: 3%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">685,811</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Preferred Stocks</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">(Cost $2,562,893)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">2,931,016</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">WARRANTS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup> - 0.0%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Lytx, Inc.*<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">,1</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">26</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">16,307</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Warrants</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">(Cost $&#8211;)</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">16,307</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div><font style="font-weight: bold;">CLOSED-END FUNDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;</sup><font style="font-weight: bold;"> - 4.3%</font></div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>BlackRock Taxable Municipal Bond Trust</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">281,604</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">6,899,298</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Nuveen Taxable Municipal Income Fund</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">281,945</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">6,118,206</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Nuveen AMT-Free Municipal Credit Income Fund</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">286,268</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">4,769,225</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Invesco Municipal Opportunity Trust</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">221,815</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">2,783,778</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Shares</div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Value</div>
          </td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div><font style="font-weight: bold;">CLOSED-END FUNDS</font><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;</sup><font style="font-weight: bold;"> - 4.3% (continued)</font></div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Invesco Trust for Investment Grade Municipals</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">201,581</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$2,610,474</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Invesco Municipal Trust</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">178,403</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">2,249,662</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Invesco Advantage Municipal Income Trust II</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">156,732</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,756,966</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>BlackRock Municipal Income Trust</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">106,147</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">1,486,058</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Nuveen AMT-Free Quality Municipal Income Fund</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">28,318</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">415,425</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Nuveen Quality Municipal Income Fund</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">23,396</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">347,664</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>BlackRock MuniVest Fund, Inc.</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">23,028</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">212,779</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Closed-End Funds</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">(Cost $29,715,525)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">29,649,535</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">MONEY MARKET FUND<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;</sup> - 1.7%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Dreyfus Treasury Securities Cash Management Fund &#8212; Institutional Shares 1.41%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">6</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">11,684,333</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">11,684,333</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Money Market Fund</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">(Cost $11,684,333)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">11,684,333</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Face</div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Value</div>
          </td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div><font style="font-weight: bold;">SENIOR FLOATING RATE INTERESTS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;,4</sup>&#160;<font style="font-weight: bold;">- 39.1%</font></div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Consumer, Cyclical -&#160;&#160;8.9%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>EG Finco Ltd.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.96% (3 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 02/07/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,999,751</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;$2,911,019</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">8.75% (3 Month EURIBOR + 7.75%, Rate Floor: 8.75%) due 04/20/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">EUR &#160;249,505</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;269,944</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Titan AcquisitionCo New Zealand Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.19% (3 Month USD LIBOR + 4.25%, Rate Floor: 4.25%) due 05/01/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,786,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,765,105</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>1-800 Contacts</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.61% (1 Month USD LIBOR + 3.00%, Rate Floor: 4.00%) due 01/22/23</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,576,635</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,553,007</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Accuride Corp.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">7.19% (3 Month USD LIBOR + 5.25%, Rate Floor: 6.25%) due 11/17/23</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,368,021</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,547,066</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <div><br>
    </div>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
        <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
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    <div><br>
    </div>
    <div>
      <div>
        <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zb0359d8d88544935bfe55e2b0709f044" cellpadding="0" cellspacing="0">

            <tr>
              <td style="width: 80.41%; vertical-align: middle;">
                <div>Guggenheim Strategic Opportunities Fund</div>
              </td>
              <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
            </tr>
            <tr>
              <td style="width: 80.41%; vertical-align: middle;">
                <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
              </td>
              <td style="width: 19.59%; vertical-align: middle;">
                <div style="text-align: right;">February 29, 2020</div>
              </td>
            </tr>
            <tr>
              <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
              <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
            </tr>

        </table>
        <div><br>
        </div>
      </div>
    </div>
    <div>
      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

          <tr>
            <td style="width: 67%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Face</div>
            </td>
            <td style="width: 3%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
            </td>
            <td style="width: 3%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Value</div>
            </td>
          </tr>
          <tr>
            <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div><font style="font-weight: bold;">SENIOR FLOATING RATE INTERESTS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;,4</sup>&#160;<font style="font-weight: bold;">- 39.1% (continued)</font></div>
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          </tr>
          <tr>
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              <div style="font-weight: bold;">Consumer, Cyclical -&#160;&#160;8.9% (continued)</div>
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            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          </tr>

      </table>
    </div>
    <div>
      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

          <tr>
            <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>BCPE Empire Holdings, Inc.</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">5.60% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 06/11/26</div>
            </td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;&#160;1,832,198</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;$1,813,877</div>
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          </tr>
          <tr>
            <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Titan US Finco LLC</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">due 05/01/26</div>
            </td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;&#160;1,786,000</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;1,772,605</div>
            </td>
          </tr>
          <tr>
            <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Midas Intermediate Holdco II LLC</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">4.70% (3 Month USD LIBOR + 2.75%, Rate Floor: 3.75%) due 08/18/21</div>
            </td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;&#160;1,769,348</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;1,736,173</div>
            </td>
          </tr>
          <tr>
            <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Shields Health Solutions Holdings LLC</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">6.60% (1 Month USD LIBOR + 5.00%, Rate Floor: 5.00%) due 08/19/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
            </td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;&#160;1,745,625</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;1,728,169</div>
            </td>
          </tr>

      </table>
    </div>
  </div>
  <div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>BGIS (BIFM CA Buyer, Inc.)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.35% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 06/01/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,741,250</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,719,484</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>PT Intermediate Holdings III LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.44% (3 Month USD LIBOR + 5.50%, Rate Floor: 6.50%) due 10/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,700,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,691,500</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>WIRB - Copernicus Group, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.87% (3 Month USD LIBOR + 4.00%, Rate Floor: 5.00%) due 01/08/27</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,700,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,687,250</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Packers Sanitation Services, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.91% (1 Month USD LIBOR + 3.25%, Rate Floor: 4.25%) due 12/04/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,693,654</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,654,141</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>K &amp; N Parent, Inc.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.35% (1 Month USD LIBOR + 4.75%, Rate Floor: 5.75%) due 10/20/23</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,932,955</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,617,245</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>World Triathlon Corp.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.85% (1 Month USD LIBOR + 4.25%, Rate Floor: 5.25%) due 08/15/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,645,875</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,612,957</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Power Solutions (Panther)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.10% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 04/30/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,645,875</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,602,671</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>BBB Industries, LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.10% (1 Month USD LIBOR + 4.50%, Rate Floor: 4.50%) due 08/01/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,630,365</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,593,682</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>ERM</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.69% (3 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 07/10/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,592,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,593,592</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Touchtunes Interactive Network</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.40% (1 Month USD LIBOR + 4.75%, Rate Floor: 5.75%) due 05/28/21</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,549,627</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,549,628</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>CPI Acquisition, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.38% (3 Month USD LIBOR + 4.50%, Rate Floor: 6.50%) due 08/17/22</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,021,782</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,533,744</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>OEConnection LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.60% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 09/25/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,548,932</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,529,570</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Face</div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Value</div>
          </td>
        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div><font style="font-weight: bold;">SENIOR FLOATING RATE INTERESTS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;,4</sup>&#160;<font style="font-weight: bold;">- 39.1% (continued)</font></div>
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        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(255, 255, 255);">
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          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>SHO Holding I Corp.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.78% (3 Month USD LIBOR + 5.00%, Rate Floor: 6.00%) due 10/27/22</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,292,444</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$1,176,124</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.48% (1 Month USD LIBOR + 4.00% and 3 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 10/27/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;334,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;308,115</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>AVSC Holding Corp.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.20% (3 Month USD LIBOR + 4.50%, Rate Floor: 5.50%) due 10/15/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,550,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,457,000</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>IBC Capital Ltd.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.65% (3 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 09/11/23</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,430,222</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,419,495</div>
          </td>
        </tr>

    </table>
    <br>
    <div><br>
    </div>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
        <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
    </div>
    <div>
      <div><br>
      </div>
      <div>
        <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zb0359d8d88544935bfe55e2b0709f044" cellpadding="0" cellspacing="0">

            <tr>
              <td style="width: 80.41%; vertical-align: middle;">
                <div>Guggenheim Strategic Opportunities Fund</div>
              </td>
              <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
            </tr>
            <tr>
              <td style="width: 80.41%; vertical-align: middle;">
                <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
              </td>
              <td style="width: 19.59%; vertical-align: middle;">
                <div style="text-align: right;">February 29, 2020</div>
              </td>
            </tr>
            <tr>
              <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
              <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
            </tr>

        </table>
        <div><br>
        </div>
      </div>
    </div>
    <div>
      <div>
        <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

            <tr>
              <td style="width: 67%; vertical-align: top;">&#160;</td>
              <td style="width: 15%; vertical-align: top;">
                <div style="text-align: right; font-weight: bold;">Face</div>
              </td>
              <td style="width: 3%; vertical-align: top;">&#160;</td>
              <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
            </tr>
            <tr>
              <td style="width: 67%; vertical-align: top;">&#160;</td>
              <td style="width: 15%; vertical-align: top;">
                <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
              </td>
              <td style="width: 3%; vertical-align: top;">&#160;</td>
              <td style="width: 15%; vertical-align: top;">
                <div style="text-align: right; font-weight: bold;">Value</div>
              </td>
            </tr>
            <tr>
              <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
                <div><font style="font-weight: bold;">SENIOR FLOATING RATE INTERESTS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;,4</sup>&#160;<font style="font-weight: bold;">- 39.1% (continued)</font></div>
              </td>
            </tr>
            <tr>
              <td colspan="3" style="vertical-align: top; background-color: rgb(255, 255, 255);">
                <div style="font-weight: bold;">Consumer, Cyclical -&#160;&#160;8.9% (continued)</div>
              </td>
              <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
            </tr>

        </table>
      </div>
      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Comet Bidco Ltd.</div>
            </td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">6.61% (3 Month USD LIBOR + 5.00% and 3 Month USD LIBOR + 5.00%, Rate Floor: 6.00%) due 09/30/24</div>
            </td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;&#160;1,470,224</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">$1,402,226</div>
            </td>
          </tr>
          <tr>
            <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>EnTrans International, LLC</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">7.60% (1 Month USD LIBOR + 6.00%, Rate Floor: 6.00%) due 11/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
            </td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;&#160;1,387,500</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;1,325,062</div>
            </td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Apro LLC</div>
            </td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">5.65% (1 Month USD LIBOR + 4.00%, Rate Floor: 5.00%) due 11/14/26</div>
            </td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;&#160;1,320,000</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;1,305,150</div>
            </td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Alexander Mann</div>
            </td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">6.60% (1 Month USD LIBOR + 5.00%, Rate Floor: 5.00%) due 06/16/25</div>
            </td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;&#160;1,300,000</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;1,215,500</div>
            </td>
          </tr>
          <tr>
            <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Cast &amp; Crew Payroll LLC</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">5.36% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 02/09/26</div>
            </td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;&#160;1,092,500</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;1,077,478</div>
            </td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt;">due 02/09/26</div>
            </td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#160;&#160;100,000</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#160;98,625</div>
            </td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div>WESCO</div>
            </td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt;">6.20% (3 Month USD LIBOR + 4.25%, Rate Floor: 5.25%) due 06/14/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1</sup></div>
            </td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#160;&#160;1,158,678</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#160;1,154,553</div>
            </td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div>Blue Nile, Inc.</div>
            </td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt;">8.11% (3 Month USD LIBOR + 6.50%, Rate Floor: 7.50%) due 02/17/23</div>
            </td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#160;&#160;1,750,000</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#160;1,085,000</div>
            </td>
          </tr>

      </table>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: rgb(0, 0, 0);" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 67%; vertical-align: top;">
            <div>Galls LLC</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">8.03% (3 Month USD LIBOR + 6.25%, Rate Floor: 7.25%) due 01/31/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">861,256</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">854,438</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">8.09% (1 Month USD LIBOR + 6.25% and Commercial Prime Lending Rate + 5.25%, Rate Floor: 7.25%) due 01/31/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;131,842</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;120,617</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">8.01% (1 Month USD LIBOR + 6.25% and 3 Month USD LIBOR + 6.25%, Rate Floor: 7.25%) due 01/31/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;95,293</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;94,539</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Playtika Holding Corp.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">7.60% (1 Month USD LIBOR + 6.00%, Rate Floor: 7.00%) due 12/09/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,000,000</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Prime Security Services Borrower LLC (ADT)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.91% (1 Month USD LIBOR + 3.25%, Rate Floor: 4.25%) due 09/23/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;997,500</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;968,822</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Atkins Nutritionals, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.40% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 07/08/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;969,489</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;967,065</div>
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          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>AT Home Holding III</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.28% (3 Month USD LIBOR + 3.50%, Rate Floor: 4.50%) due 06/03/22</div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,095,622</div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;920,322</div>
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          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Recorded Books, Inc.</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">due 08/29/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
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            <div style="text-align: right;">&#160;&#160;900,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;895,500</div>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Nellson Nutraceutical</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.19% (3 Month USD LIBOR + 4.25% and Commercial Prime Lending Rate + 3.25%, Rate Floor: 5.25%) due 12/23/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;816,096</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;726,325</div>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Checkers Drive-In Restaurants, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.87% (3 Month USD LIBOR + 4.25%, Rate Floor: 5.25%) due 04/25/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,000,296</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;700,207</div>
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          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>NES Global Talent</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">7.28% (3 Month USD LIBOR + 5.50%, Rate Floor: 6.50%) due 05/11/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;617,401</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;614,314</div>
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          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Sotheby&#8217;s</div>
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          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">7.16% (1 Month USD LIBOR + 5.50%, Rate Floor: 6.50%) due 01/15/27</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;558,641</div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;559,166</div>
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                <div>Guggenheim Strategic Opportunities Fund</div>
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              <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
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            <tr>
              <td style="width: 80.41%; vertical-align: middle;">
                <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
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              <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
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        <tr>
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          <td style="width: 15%; vertical-align: top;">
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          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
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        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
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            <div><font style="font-weight: bold;">SENIOR FLOATING RATE INTERESTS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;,4</sup>&#160;<font style="font-weight: bold;">- 39.1% (continued)</font></div>
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          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
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            <div>American Tire Distributors, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.93% (3 Month USD LIBOR + 6.00%, Rate Floor: 7.00%) due 09/01/23</div>
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            <div style="text-align: right;">425,232</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$417,259</div>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">9.14% (1 Month USD LIBOR + 7.50% and 3 Month USD LIBOR + 7.50%, Rate Floor: 8.50%) due 09/02/24</div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;82,657</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;71,395</div>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Outcomes Group Holdings, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.11% (1 Month USD LIBOR + 3.50% and 3 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 10/24/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;496,989</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;488,291</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Aimbridge Acquisition Co., Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.36% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 02/02/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;498,333</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;485,875</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Mavis Tire Express Services Corp.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.85% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 03/20/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;441,641</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;423,423</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.89% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 03/20/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;56,285</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;53,963</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Drive Chassis (DCLI)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">10.08% (3 Month USD LIBOR + 8.25%, Rate Floor: 8.25%) due 04/10/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;500,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;460,000</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Zephyr Bidco Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">8.21% (1 Month GBP LIBOR + 7.50%, Rate Floor: 7.50%) due 07/23/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">GBP &#160;360,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;457,011</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Belk, Inc.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">8.80% (3 Month USD LIBOR + 6.75%, Rate Floor: 7.75%) due 07/31/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;625,725</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;427,233</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Argo Merchants</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.69% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 12/06/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;148,527</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;146,114</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>SP PF Buyer LLC</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.10% (1 Month USD LIBOR + 4.50%, Rate Floor: 4.50%) due 12/22/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;149,623</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;136,606</div>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Petco Animal Supplies, Inc.</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.03% (3 Month USD LIBOR + 3.25%, Rate Floor: 4.25%) due 01/26/23</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;98,210</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;77,726</div>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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            <div style="text-align: right;">&#160;62,572,968</div>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Industrial -&#160;&#160;7.4%</div>
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          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Alion Science &amp; Technology Corp.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.10% (1 Month USD LIBOR + 4.50%, Rate Floor: 5.50%) due 08/19/21</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,112,269</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,109,935</div>
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    </table>
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    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Face</div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Value</div>
          </td>
        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div><font style="font-weight: bold;">SENIOR FLOATING RATE INTERESTS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;,4</sup>&#160;<font style="font-weight: bold;">- 39.1% (continued)</font></div>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Industrial -&#160;&#160;7.4% (continued)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Tronair Parent, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.46% (3 Month USD LIBOR + 4.75%, Rate Floor: 5.75%) due 09/08/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">3,111,756</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$2,800,580</div>
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        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>StandardAero</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.21% (3 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 04/06/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,743,125</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,684,834</div>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>American Bath Group LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.85% (1 Month USD LIBOR + 4.25%, Rate Floor: 5.25%) due 09/29/23</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,674,233</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,644,148</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Capstone Logistics</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.10% (1 Month USD LIBOR + 4.50%, Rate Floor: 5.50%) due 10/07/21</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,613,814</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,563,184</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>ILPEA Parent, Inc.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.36% (1 Month USD LIBOR + 4.75%, Rate Floor: 5.75%) due 03/02/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,498,101</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,523,082</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>WP CPP Holdings LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.53% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 04/30/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,350,250</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,281,693</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>STS Operating, Inc. (SunSource)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.85% (1 Month USD LIBOR + 4.25%, Rate Floor: 5.25%) due 12/11/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,048,268</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,986,820</div>
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        </tr>

    </table>
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    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
        <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
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      <div><br>
      </div>
      <div>
        <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zb0359d8d88544935bfe55e2b0709f044" cellpadding="0" cellspacing="0">

            <tr>
              <td style="width: 80.41%; vertical-align: middle;">
                <div>Guggenheim Strategic Opportunities Fund</div>
              </td>
              <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
            </tr>
            <tr>
              <td style="width: 80.41%; vertical-align: middle;">
                <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
              </td>
              <td style="width: 19.59%; vertical-align: middle;">
                <div style="text-align: right;">February 29, 2020</div>
              </td>
            </tr>
            <tr>
              <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
              <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
            </tr>

        </table>
        <div><br>
        </div>
      </div>
    </div>
    <div>
      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

          <tr>
            <td style="width: 67%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Face</div>
            </td>
            <td style="width: 3%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
            </td>
            <td style="width: 3%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Value</div>
            </td>
          </tr>
          <tr>
            <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div><font style="font-weight: bold;">SENIOR FLOATING RATE INTERESTS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;,4</sup>&#160;<font style="font-weight: bold;">- 39.1% (continued)</font></div>
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          <tr>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          </tr>

      </table>
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    <div>
      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

          <tr>
            <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Tank Holdings Corp.</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">5.10% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 03/26/26</div>
            </td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;&#160;1,995,000</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">$1,976,048</div>
            </td>
          </tr>
          <tr>
            <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Sundyne Us Purchaser, Inc.</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">5.60% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 05/15/26</div>
            </td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;&#160;1,800,000</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;1,803,744</div>
            </td>
          </tr>
          <tr>
            <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Foundation Building Materials Holding Company LLC</div>
            </td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">4.60% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 08/13/25</div>
            </td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;&#160;1,732,500</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;1,720,944</div>
            </td>
          </tr>
          <tr>
            <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>NA Rail Hold Co LLC (Patriot)</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">7.08% (3 Month USD LIBOR + 5.25%, Rate Floor: 5.25%) due 10/19/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
            </td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;&#160;1,700,000</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;1,691,500</div>
            </td>
          </tr>
          <tr>
            <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>API Holdings III Corp.</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">5.85% (1 Month USD LIBOR + 4.25%, Rate Floor: 4.25%) due 05/11/26</div>
            </td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;&#160;1,592,000</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;1,508,420</div>
            </td>
          </tr>
          <tr>
            <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
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            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">5.34% (3 Month USD LIBOR + 3.50%, Rate Floor: 4.50%) due 01/18/27</div>
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            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
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              <div style="text-align: right;">&#160;1,481,250</div>
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          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
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            </td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
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          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">6.35% (1 Month USD LIBOR + 4.75%, Rate Floor: 5.75%) due 09/23/21</div>
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              <div style="text-align: right;">&#160;&#160;1,728,377</div>
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              <div style="text-align: right;">&#160;1,456,158</div>
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      </table>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Transcendia Holdings, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.10% (1 Month USD LIBOR + 3.50%, Rate Floor: 4.50%) due 05/30/24</div>
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            <div style="text-align: right;">1,769,100</div>
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            <div style="text-align: right;">1,417,049</div>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>National Technical</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.91% (1 Month USD LIBOR + 6.25%, Rate Floor: 7.25%) due 06/12/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,369,933</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,342,535</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Anchor Packaging LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.60% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 07/20/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,350,462</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,333,581</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Avison Young (Canada), Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.78% (3 Month USD LIBOR + 5.00% and 2 Month USD LIBOR + 5.00%, Rate Floor: 5.00%) due 01/31/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,287,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,261,260</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Charter Nex US, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.10% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 05/16/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,194,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,179,075</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Diversitech Holdings, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">9.44% (3 Month USD LIBOR + 7.50%, Rate Floor: 8.50%) due 06/02/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,000,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;962,500</div>
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        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.94% (3 Month USD LIBOR + 3.00%, Rate Floor: 4.00%) due 06/03/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;99,490</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;96,878</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Savage Enterprises LLC</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.66% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 08/01/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,045,909</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,041,987</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>SLR Consulting Ltd.</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.64% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 06/23/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;793,980</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;777,681</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.63% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 05/23/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;207,744</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;203,479</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.63% (1 Month USD LIBOR + 4.00% and 1 Month GBP LIBOR + 4.00%, Rate Floor: 4.00%) due 06/23/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">GBP &#160;39,120</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;49,134</div>
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        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Duran, Inc.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.15% (6 Month USD LIBOR + 4.25%, Rate Floor: 5.00%) due 12/20/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;548,505</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;526,565</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.12% (6 Month USD LIBOR + 4.25%, Rate Floor: 5.00%) due 03/29/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;500,285</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;480,273</div>
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    </table>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Bhi Investments LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">10.67% (3 Month USD LIBOR + 8.75%, Rate Floor: 9.75%) due 02/28/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1</sup></div>
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            <div style="text-align: right;">1,000,000</div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">987,500</div>
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        </tr>

    </table>
    <br>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
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      <div><br>
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      <div>
        <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zb0359d8d88544935bfe55e2b0709f044" cellpadding="0" cellspacing="0">

            <tr>
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                <div>Guggenheim Strategic Opportunities Fund</div>
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              <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
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            <tr>
              <td style="width: 80.41%; vertical-align: middle;">
                <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
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                <div style="text-align: right;">February 29, 2020</div>
              </td>
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            <tr>
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              <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
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        </table>
        <div><br>
        </div>
      </div>
    </div>
    <div>
      <div>
        <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

            <tr>
              <td style="width: 67%; vertical-align: top;">&#160;</td>
              <td style="width: 15%; vertical-align: top;">
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              </td>
              <td style="width: 3%; vertical-align: top;">&#160;</td>
              <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
            </tr>
            <tr>
              <td style="width: 67%; vertical-align: top;">&#160;</td>
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              </td>
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            </tr>
            <tr>
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                <div><font style="font-weight: bold;">SENIOR FLOATING RATE INTERESTS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;,4</sup>&#160;<font style="font-weight: bold;">- 39.1% (continued)</font></div>
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            <tr>
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              <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
              <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
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        </table>
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      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

          <tr>
            <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Fortis Solutions Group LLC</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">6.10% (1 Month USD LIBOR + 4.50%, Rate Floor: 5.50%) due 12/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1</sup></div>
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            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;&#160;984,067</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">$984,067</div>
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          </tr>
          <tr>
            <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>ProAmpac PG Borrower LLC</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">10.19% (3 Month USD LIBOR + 8.50%, Rate Floor: 9.50%) due 11/18/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
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            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;&#160;1,000,000</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;972,500</div>
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          <tr>
            <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Pelican Products, Inc.</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
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          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">5.16% (1 Month USD LIBOR + 3.50%, Rate Floor: 4.50%) due 05/01/25</div>
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              <div style="text-align: right;">&#160;&#160;985,000</div>
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            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;948,880</div>
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          <tr>
            <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Hillman Group, Inc.</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
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          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">5.60% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 05/30/25</div>
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              <div style="text-align: right;">&#160;&#160;987,469</div>
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            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;943,852</div>
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            <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>YAK MAT (YAK ACCESS LLC)</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
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          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">11.63% (1 Month USD LIBOR + 10.00%, Rate Floor: 10.00%) due 07/10/26</div>
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            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;&#160;1,000,000</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;890,000</div>
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          <tr>
            <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Thermon Group Holdings, Inc.</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
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          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">5.41% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 10/30/24</div>
            </td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;&#160;648,747</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;643,882</div>
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          <tr>
            <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>TricorBraun Holdings, Inc.</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
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          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">5.69% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 11/30/23</div>
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            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;&#160;596,925</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;587,971</div>
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          <tr>
            <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Dimora Brands, Inc.</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
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          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">5.10% (1 Month USD LIBOR + 3.50%, Rate Floor: 4.50%) due 08/24/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
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            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;&#160;486,563</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;467,101</div>
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            <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>BWAY Holding Co.</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
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          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">5.08% (3 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 04/03/24</div>
            </td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;&#160;296,563</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;282,722</div>
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            <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Titan Acquisition Ltd. (Husky)</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
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          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">4.60% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 03/28/25</div>
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            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;&#160;297,979</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;277,367</div>
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          <tr>
            <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Hayward Industries, Inc.</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
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          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">5.10% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 08/05/24</div>
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            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;&#160;156,097</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;152,584</div>
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          <tr>
            <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>CPM Holdings, Inc.</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
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          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">5.35% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 11/17/25</div>
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            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;&#160;99,748</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;98,595</div>
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    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

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          <td style="width: 15%; vertical-align: top;">
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          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
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        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
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        <tr>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
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            <div>KUEHG Corp. (KinderCare)</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.69% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 02/21/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">99,495</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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            <div style="text-align: right;">$97,754</div>
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        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
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          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;51,239,112</div>
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        <tr>
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            <div style="font-weight: bold;">Technology -&#160;&#160;7.0%</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>TIBCO Software, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.67% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 06/30/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,241,875</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,201,352</div>
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        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">due 06/30/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,750,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,728,125</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Cologix Holdings, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.35% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 03/20/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,150,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,081,739</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Planview, Inc.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.87% (1 Month USD LIBOR + 5.25%, Rate Floor: 6.25%) due 01/27/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,950,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,940,569</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.02% (3 Month USD LIBOR + 5.25%, Rate Floor: 6.25%) due 01/27/23</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;696,115</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;689,154</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Emerald TopCo, Inc. (Press Ganey)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.10% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 07/24/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,294,250</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,287,551</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Datix Bidco Ltd.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.43% (6 Month USD LIBOR + 4.50%, Rate Floor: 4.50%) due 04/28/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,001,644</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,986,958</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">9.68% (6 Month USD LIBOR + 7.75%, Rate Floor: 7.75%) due 04/27/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;300,111</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;297,644</div>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>GlobalFoundries, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.75% (3 Month USD LIBOR + 4.75%, Rate Floor: 4.75%) due 06/05/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,338,250</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,244,720</div>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>LANDesk Group, Inc.</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.93% (1 Month USD LIBOR + 4.25%, Rate Floor: 5.25%) due 01/20/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,210,983</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,187,767</div>
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        </tr>

    </table>
    <br>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
        <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
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    <div>
      <div><br>
      </div>
      <div>
        <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zb0359d8d88544935bfe55e2b0709f044" cellpadding="0" cellspacing="0">

            <tr>
              <td style="width: 80.41%; vertical-align: middle;">
                <div>Guggenheim Strategic Opportunities Fund</div>
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              <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
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            <tr>
              <td style="width: 80.41%; vertical-align: middle;">
                <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
              </td>
              <td style="width: 19.59%; vertical-align: middle;">
                <div style="text-align: right;">February 29, 2020</div>
              </td>
            </tr>
            <tr>
              <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
              <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
            </tr>

        </table>
        <div><br>
        </div>
      </div>
    </div>
    <div>
      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

          <tr>
            <td style="width: 67%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Face</div>
            </td>
            <td style="width: 3%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
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            </td>
            <td style="width: 3%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Value</div>
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          </tr>
          <tr>
            <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div><font style="font-weight: bold;">SENIOR FLOATING RATE INTERESTS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;,4</sup>&#160;<font style="font-weight: bold;">- 39.1% (continued)</font></div>
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          <tr>
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              <div style="font-weight: bold;">Technology -&#160;&#160;7.0% (continued)</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
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      </table>
    </div>
    <div>
      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

          <tr>
            <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Ministry Brands LLC</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">5.62% (2 Month USD LIBOR + 4.00%, Rate Floor: 5.00%) due 12/02/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
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            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;&#160;2,168,102</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;$2,157,263</div>
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          </tr>
          <tr>
            <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Upland Software, Inc.</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">5.35% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 08/06/26</div>
            </td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;&#160;1,995,000</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;1,980,037</div>
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          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>II-VI Incorporated</div>
            </td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">5.10% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 09/24/26</div>
            </td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;&#160;1,995,000</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;1,970,062</div>
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          </tr>

      </table>
      <div></div>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Cvent, Inc.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.35% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 11/29/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,965,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,949,437</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>EIG Investors Corp.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.39% (1 Month USD LIBOR + 3.75% and 3 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 02/09/23</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,926,474</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,890,353</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Brave Parent Holdings, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.78% (3 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 04/18/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,871,500</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,836,409</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Dun &amp; Bradstreet</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.61% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 02/06/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,750,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,753,640</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Park Place Technologies LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.60% (1 Month USD LIBOR + 4.00%, Rate Floor: 5.00%) due 03/29/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,068,773</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,058,972</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">9.60% (1 Month USD LIBOR + 8.00%, Rate Floor: 9.00%) due 03/30/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;680,723</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;668,810</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Aston FinCo S.A.R.L.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.13% (3 Month USD LIBOR + 4.25%, Rate Floor: 4.25%) due 10/09/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,700,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,685,125</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Project Boost Purchaser LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.10% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 06/01/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,695,750</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,649,117</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Misys Ltd.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.28% (3 Month USD LIBOR + 3.50%, Rate Floor: 4.50%) due 06/13/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,687,691</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,606,125</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Navicure, Inc.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.60% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 10/22/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,541,667</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,522,396</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>24-7 Intouch, Inc.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.35% (1 Month USD LIBOR + 4.75%, Rate Floor: 4.75%) due 08/25/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,481,250</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,414,594</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Transact Holdings, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.35% (1 Month USD LIBOR + 4.75%, Rate Floor: 4.75%) due 04/30/26</div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,338,209</div>
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        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Informatica LLC</div>
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          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">due 02/25/27</div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,200,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,173,000</div>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Optiv, Inc.</div>
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          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.85% (1 Month USD LIBOR + 3.25%, Rate Floor: 4.25%) due 02/01/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,251,735</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,071,648</div>
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    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: rgb(0, 0, 0);" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="2" style="vertical-align: top;">
            <div>Aspect Software, Inc.</div>
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          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.67% (1 Month USD LIBOR + 5.00%, Rate Floor: 6.00%) due 01/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">1,014,999</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">903,349</div>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Greenway Health LLC</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.69% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 02/16/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;982,368</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;795,718</div>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Apttus Corp.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.66% (3 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 10/02/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;425,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;423,841</div>
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        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Lytx, Inc.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">8.40% (1 Month USD LIBOR + 6.75%, Rate Floor: 7.75%) due 08/31/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;207,633</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;207,327</div>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>EXC Holdings III Corp.</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.44% (3 Month USD LIBOR + 3.50%, Rate Floor: 4.50%) due 12/02/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;99,746</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;97,252</div>
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    </table>
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    </div>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
        <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
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      <div>
        <div><br>
        </div>
        <div>
          <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zb0359d8d88544935bfe55e2b0709f044" cellpadding="0" cellspacing="0">

              <tr>
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                  <div>Guggenheim Strategic Opportunities Fund</div>
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                <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
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                <td style="width: 19.59%; vertical-align: middle;">
                  <div style="text-align: right;">February 29, 2020</div>
                </td>
              </tr>
              <tr>
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                <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
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          </table>
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          </div>
        </div>
      </div>
    </div>
    <div>
      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

          <tr>
            <td style="width: 67%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
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            </td>
            <td style="width: 3%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
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            </td>
            <td style="width: 3%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
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          </tr>
          <tr>
            <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div><font style="font-weight: bold;">SENIOR FLOATING RATE INTERESTS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;,4</sup>&#160;<font style="font-weight: bold;">- 39.1% (continued)</font></div>
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          <tr>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
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      </table>
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    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Peak 10 Holding Corp.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.44% (3 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 08/01/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;55,884</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$45,778</div>
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        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
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          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;48,844,041</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Consumer, Non-cyclical -&#160;&#160;5.7%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Springs Window Fashions</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.85% (1 Month USD LIBOR + 4.25%, Rate Floor: 4.25%) due 06/15/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,781,860</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,750,678</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">10.10% (1 Month USD LIBOR + 8.50%, Rate Floor: 8.50%) due 06/15/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,350,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,279,125</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Civitas Solutions, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.61% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 03/09/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,405,877</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,395,363</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Endo Luxembourg Finance Co.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.88% (1 Month USD LIBOR + 4.25%, Rate Floor: 5.00%) due 04/29/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,250,426</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,145,872</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>CPI Holdco LLC</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.19% (3 Month USD LIBOR + 4.25%, Rate Floor: 4.25%) due 11/04/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,930,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,934,825</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Immucor, Inc.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.94% (3 Month USD LIBOR + 5.00%, Rate Floor: 6.00%) due 06/15/21</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,950,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,920,750</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>PlayPower, Inc.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">7.46% (3 Month USD LIBOR + 5.50%, Rate Floor: 5.50%) due 05/08/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,840,750</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,840,750</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Face</div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Value</div>
          </td>
        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div><font style="font-weight: bold;">SENIOR FLOATING RATE INTERESTS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;,4</sup>&#160;<font style="font-weight: bold;">- 39.1% (continued)</font></div>
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        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Consumer, Non-cyclical -&#160;&#160;5.7% (continued)</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Give and Go Prepared Foods Corp.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.19% (3 Month USD LIBOR + 4.25%, Rate Floor: 5.25%) due 07/29/23</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,841,728</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$1,840,586</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Arctic Glacier Group Holdings, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.10% (1 Month USD LIBOR + 3.50%, Rate Floor: 4.50%) due 03/20/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,772,602</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,706,130</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Snacking Investments US LLC (Arnott&#8217;s)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.61% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 12/18/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,700,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,695,750</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Cambrex Corp.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.60% (1 Month USD LIBOR + 5.00%, Rate Floor: 6.00%) due 12/04/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,700,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,687,250</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>MDVIP LLC</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.85% (1 Month USD LIBOR + 4.25%, Rate Floor: 5.25%) due 11/14/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,701,714</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,686,824</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Diamond (BC) B.V.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.78% (1 Month USD LIBOR + 3.00% and 3 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 09/06/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,743,658</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,667,373</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Confluent Health LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.60% (1 Month USD LIBOR + 5.00%, Rate Floor: 5.00%) due 06/24/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,592,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,584,040</div>
          </td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>ScribeAmerica Intermediate Holdco LLC (Healthchannels)</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.16% (1 Month USD LIBOR + 4.50%, Rate Floor: 4.50%) due 04/03/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,624,097</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,559,133</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>California Cryobank</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.94% (3 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 08/06/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,432,989</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,422,241</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Hearthside Group Holdings LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.60% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 05/23/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,435,500</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,400,517</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>EyeCare Partners LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.42% (3 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 02/18/27</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,418,919</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,394,088</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>BCPE Eagle Buyer LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.01% (2 Month USD LIBOR + 4.25%, Rate Floor: 5.25%) due 03/18/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,460,216</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,328,797</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Smart Foodservice (Sage Borrowco LLC)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.35% (1 Month USD LIBOR + 4.75%, Rate Floor: 4.75%) due 06/19/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,293,500</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,290,810</div>
          </td>
        </tr>

    </table>
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    </div>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
        <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
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      <div>
        <div><br>
        </div>
        <div>
          <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zb0359d8d88544935bfe55e2b0709f044" cellpadding="0" cellspacing="0">

              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div>Guggenheim Strategic Opportunities Fund</div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">
                  <div style="text-align: right;">February 29, 2020</div>
                </td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
                <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
              </tr>

          </table>
          <div><br>
          </div>
        </div>
      </div>
    </div>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Face</div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Value</div>
          </td>
        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">SENIOR FLOATING RATE INTERESTS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;,4</sup>- 39.1% (continued)</div>
          </td>
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        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Consumer, Non-cyclical -&#160;&#160;5.7% (continued)</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Packaging Coordinators Midco, Inc.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.95% (3 Month USD LIBOR + 4.00%, Rate Floor: 5.00%) due 06/30/23</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">826,159</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$824,614</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.57% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 07/01/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;276,923</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;267,653</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Tecbid US, Inc.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.19% (3 Month USD LIBOR + 4.25%, Rate Floor: 4.25%) due 07/25/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;988,890</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;980,237</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Affordable Care Holding</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.51% (2 Month USD LIBOR + 4.75%, Rate Floor: 5.75%) due 10/24/22</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;970,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;942,112</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>CTI Foods Holding Co. LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">8.77% (3 Month USD LIBOR + 7.00%, Rate Floor: 8.00%) due 05/03/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;466,186</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;466,186</div>
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        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">10.77% (3 Month USD LIBOR + 9.00%, Rate Floor: 10.00%) due 05/03/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;189,947</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;178,550</div>
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        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Certara, Inc.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.44% (3 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 08/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;611,441</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;606,855</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Hoffmaster Group, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.60% (1 Month USD LIBOR + 4.00%, Rate Floor: 5.00%) due 11/21/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;423,649</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;413,058</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Kar Nut Products Company LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.10% (1 Month USD LIBOR + 4.50%, Rate Floor: 5.50%) due 03/31/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;372,081</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;369,689</div>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Recess Holdings, Inc.</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.35% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 09/30/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;298,473</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;295,489</div>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Sierra Acquisition, Inc.</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.60% (1 Month USD LIBOR + 4.00%, Rate Floor: 5.00%) due 11/11/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;296,977</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;294,750</div>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Affordable Care Holdings Corp.</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.51% (2 Month USD LIBOR + 4.75%, Rate Floor: 5.75%) due 10/24/22</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;237,423</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;230,597</div>
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    </table>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Face</div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
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          </td>
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            <div style="text-align: right; font-weight: bold;">Value</div>
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        <tr>
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            <div><font style="font-weight: bold;">SENIOR FLOATING RATE INTERESTS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;,4</sup>&#160;<font style="font-weight: bold;">- 39.1% (continued)</font></div>
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        <tr>
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          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Moran Foods LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
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            <div style="margin-left: 10pt;">due 12/05/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">11</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,191,324</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$201,536</div>
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        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Blue Ribbon LLC</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.65% (1 Month USD LIBOR + 4.00% and 3 Month USD LIBOR + 4.00%, Rate Floor: 5.00%) due 11/15/21</div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;120,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;107,017</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Examworks Group, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.85% (1 Month USD LIBOR + 3.25%, Rate Floor: 4.25%) due 07/27/23</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;99,233</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;99,357</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Consumer, Non-cyclical</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;39,808,602</div>
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        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Financial -&#160;&#160;2.8%</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Nexus Buyer LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.42% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 11/09/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,700,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,680,161</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Teneo Holdings LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.91% (1 Month USD LIBOR + 5.25%, Rate Floor: 6.25%) due 07/11/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,745,625</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,667,072</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Aretec Group, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.85% (1 Month USD LIBOR + 4.25%, Rate Floor: 4.25%) due 10/01/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,683,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,653,547</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>NFP Corp.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.85% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 02/15/27</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,694,864</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,644,018</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Situs AMC Holdings Corp.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.35% (1 Month USD LIBOR + 4.75%, Rate Floor: 5.75%) due 06/28/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,462,919</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,440,975</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.42% (1 Month USD LIBOR + 4.75%, Rate Floor: 5.75%) due 06/30/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;81,730</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;80,504</div>
          </td>
        </tr>

    </table>
    <div>
      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: rgb(0, 0, 0);" border="0" cellpadding="0" cellspacing="0">

          <tr>
            <td colspan="2" style="vertical-align: top;">
              <div>Jefferies Finance LLC</div>
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            <td style="width: 3%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt;">4.88% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 06/03/26</div>
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            <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#160;&#160;1,542,250</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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              <div style="text-align: right;">&#160;1,515,261</div>
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      </table>
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    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
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        <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
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    <div>
      <div>
        <div><br>
        </div>
        <div>
          <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zb0359d8d88544935bfe55e2b0709f044" cellpadding="0" cellspacing="0">

              <tr>
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                  <div>Guggenheim Strategic Opportunities Fund</div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
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                <td style="width: 19.59%; vertical-align: middle;">
                  <div style="text-align: right;">February 29, 2020</div>
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              <tr>
                <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
                <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
              </tr>

          </table>
          <div><br>
          </div>
          <div>
            <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

                <tr>
                  <td style="width: 67%; vertical-align: top;">&#160;</td>
                  <td style="width: 15%; vertical-align: top;">
                    <div style="text-align: right; font-weight: bold;">Face</div>
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                  <td style="width: 3%; vertical-align: top;">&#160;</td>
                  <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
                </tr>
                <tr>
                  <td style="width: 67%; vertical-align: top;">&#160;</td>
                  <td style="width: 15%; vertical-align: top;">
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                  </td>
                  <td style="width: 3%; vertical-align: top;">&#160;</td>
                  <td style="width: 15%; vertical-align: top;">
                    <div style="text-align: right; font-weight: bold;">Value</div>
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                </tr>
                <tr>
                  <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
                    <div><font style="font-weight: bold;">SENIOR FLOATING RATE INTERESTS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;,4</sup>&#160;<font style="font-weight: bold;">- 39.1% (continued)</font></div>
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                </tr>
                <tr>
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                    <div style="font-weight: bold;">Financial -&#160;&#160;2.8% (continued)</div>
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                  <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
                  <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
                </tr>

            </table>
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        </div>
      </div>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Claros Mortgage Trust, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.92% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 08/10/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,496,250</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$1,481,287</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>StepStone Group LP</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.76% (2 Month USD LIBOR + 4.00%, Rate Floor: 5.00%) due 03/27/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,473,750</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,466,381</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Virtu Financial, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.17% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 03/01/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,208,228</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,200,302</div>
          </td>
        </tr>

    </table>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Alliant Holdings Intermediate LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.91% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 05/09/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">995,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">979,249</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.60% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 05/09/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;198,489</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;194,187</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>HUB International Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.69% (3 Month USD LIBOR + 4.00%, Rate Floor: 5.00%) due 04/25/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;996,430</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.55% (2 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 04/25/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;99,495</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;96,573</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>USI, Inc.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.94% (3 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 12/02/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;600,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;595,998</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.94% (3 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 05/16/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;248,096</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;241,894</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>AmeriLife Holdings LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">due 02/06/27</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;750,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;742,500</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Jane Street Group LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.61% (1 Month USD LIBOR + 3.00% and 3 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 01/31/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;496,231</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;494,683</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Citadel Securities LP</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">due 02/27/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;400,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;396,000</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Northstar Financial Services LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.10% (1 Month USD LIBOR + 3.50%, Rate Floor: 4.25%) due 05/26/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;392,341</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;384,494</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Assetmark Financial Holdings, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.94% (3 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 11/14/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;358,875</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;357,081</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Total Financial</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;19,308,597</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Basic Materials -&#160;&#160;2.7%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>ICP Industrial, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.60% (1 Month USD LIBOR + 4.00%, Rate Floor: 5.00%) due 11/03/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,454,165</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,380,541</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>American Rock Salt Company LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.10% (1 Month USD LIBOR + 3.50%, Rate Floor: 4.50%) due 03/21/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,901,815</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,873,288</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Face</div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Value</div>
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        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
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        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(255, 255, 255);">
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          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>PetroChoice Holdings</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.78% (2 Month USD LIBOR + 5.00% and 3 Month USD LIBOR + 5.00%, Rate Floor: 6.00%) due 08/19/22</div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">2,019,202</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$1,867,762</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Pregis TopCo Corp.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.60% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 07/31/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,650,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,625,250</div>
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        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Niacet Corp.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.10% (1 Month USD LIBOR + 4.50%, Rate Floor: 5.50%) due 02/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,608,053</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,591,972</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Big River Steel LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.94% (3 Month USD LIBOR + 5.00%, Rate Floor: 6.00%) due 08/23/23</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,528,117</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,525,259</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>DCG Acquisition Corp.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.17% (1 Month USD LIBOR + 4.50%, Rate Floor: 4.50%) due 09/30/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,502,900</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,499,143</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>GrafTech Finance, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.10% (1 Month USD LIBOR + 3.50%, Rate Floor: 4.50%) due 02/12/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,483,194</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,412,743</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
        <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
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    <div>
      <div>
        <div><br>
        </div>
        <div>
          <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zb0359d8d88544935bfe55e2b0709f044" cellpadding="0" cellspacing="0">

              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div>Guggenheim Strategic Opportunities Fund</div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">
                  <div style="text-align: right;">February 29, 2020</div>
                </td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
                <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
              </tr>

          </table>
          <div><br>
          </div>
        </div>
      </div>
    </div>
    <div>
      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

          <tr>
            <td style="width: 67%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Face</div>
            </td>
            <td style="width: 3%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
            </td>
            <td style="width: 3%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Value</div>
            </td>
          </tr>
          <tr>
            <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div><font style="font-weight: bold;">SENIOR FLOATING RATE INTERESTS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;,4</sup>&#160;<font style="font-weight: bold;">- 39.1% (continued)</font></div>
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          <tr>
            <td colspan="3" style="vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="font-weight: bold;">Basic Materials -&#160;&#160;2.7% (continued)</div>
            </td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          </tr>

      </table>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Ascend Performance Materials Operations LLC</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.19% (1 Month USD LIBOR + 5.25%, Rate Floor: 6.25%) due 08/27/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;997,500</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$993,759</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>US Salt LLC</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.35% (1 Month USD LIBOR + 4.75%, Rate Floor: 4.75%) due 01/16/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;992,500</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;987,537</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Niacet B.V.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.50% (1 Month EURIBOR + 4.50%, Rate Floor: 5.50%) due 02/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">EUR &#160;756,731</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;827,074</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>LTI Holdings, Inc.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.10% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 09/06/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;987,500</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;817,156</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Vectra Co.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.85% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 03/08/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;546,472</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;538,139</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>ASP Chromaflo Dutch I B.V.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.85% (1 Month USD LIBOR + 4.25%, Rate Floor: 5.25%) due 11/20/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;448,831</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;442,098</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>ASP Chromaflo Intermediate Holdings, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.85% (1 Month USD LIBOR + 4.25%, Rate Floor: 5.25%) due 11/20/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;345,169</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;339,992</div>
          </td>
        </tr>

    </table>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Noranda Aluminum Acquisition Corp.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">due 02/28/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,11</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">517,932</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">25,897</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Basic Materials</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;18,747,610</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Communications -&#160;&#160;2.6%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Trader Interactive</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">8.10% (1 Month USD LIBOR + 6.50%, Rate Floor: 7.50%) due 06/17/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,704,300</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,675,515</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Conterra Ultra Broadband Holdings, Inc.</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.11% (1 Month USD LIBOR + 4.50%, Rate Floor: 4.50%) due 04/30/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,990,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,983,373</div>
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        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Market Track LLC</div>
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          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.03% (2 Month USD LIBOR + 4.25% and 3 Month USD LIBOR + 4.25%, Rate Floor: 5.25%) due 06/05/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,096,250</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,865,662</div>
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        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Flight Bidco, Inc.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">9.10% (1 Month USD LIBOR + 7.50%, Rate Floor: 7.50%) due 07/23/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,300,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,283,750</div>
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        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.10% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 07/23/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;446,608</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;443,446</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Zayo Group Holdings, Inc.</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">due 02/18/27</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,750,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,706,880</div>
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        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>ProQuest, LLC</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.10% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 10/23/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,650,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,641,750</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Resource Label Group LLC</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.41% (3 Month USD LIBOR + 4.50%, Rate Floor: 5.50%) due 05/26/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,319,471</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,253,498</div>
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        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Authentic Brands</div>
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          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.10% (1 Month USD LIBOR + 3.50%, Rate Floor: 4.50%) due 09/27/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,250,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,225,000</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Liberty Cablevision Of Puerto Rico LLC</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.66% (1 Month USD LIBOR + 5.00%, Rate Floor: 5.00%) due 10/15/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,200,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,203,996</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Internet Brands, Inc.</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.35% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 09/13/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,044,469</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,016,185</div>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Imagine Print Solutions LLC</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.36% (1 Month USD LIBOR + 4.75%, Rate Floor: 5.75%) due 06/21/22</div>
          </td>
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            <div style="text-align: right;">&#160;&#160;1,945,000</div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;776,619</div>
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        <tr>
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            <div>Houghton Mifflin Co.</div>
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          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">7.89% (1 Month USD LIBOR + 6.25%, Rate Floor: 7.25%) due 11/22/24</div>
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            <div style="text-align: right;">700,000</div>
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            <div style="text-align: right;">695,625</div>
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      <div>
        <div><br>
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        <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
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              <tr>
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                <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
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              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
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              <tr>
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      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

          <tr>
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            <td style="width: 15%; vertical-align: top;">
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            </td>
            <td style="width: 3%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
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            </td>
            <td style="width: 3%; vertical-align: top;">&#160;</td>
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          </tr>
          <tr>
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          <tr>
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      </table>
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    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Mcgraw-Hill Global Education Holdings LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.60% (1 Month USD LIBOR + 4.00%, Rate Floor: 5.00%) due 05/04/22</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;482,022</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$452,498</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Cengage Learning Acquisitions, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.85% (1 Month USD LIBOR + 4.25%, Rate Floor: 5.25%) due 06/07/23</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;187,959</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;173,040</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Communications</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;18,396,837</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Utilities -&#160;&#160;1.5%</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Oregon Clean Energy LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.35% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 03/02/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,431,646</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,430,138</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Panda Power</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">8.44% (3 Month USD LIBOR + 6.50%, Rate Floor: 7.50%) due 08/21/20</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,344,624</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,249,385</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>UGI Energy Services, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.35% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 08/13/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,641,750</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,629,437</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Franklin Energy (KAMC Holdings, Inc.)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.61% (3 Month USD LIBOR + 4.00% and 3 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 08/14/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,645,875</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,625,302</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Carroll County Energy LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.44% (3 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 02/16/26</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,517,551</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,512,497</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>EIF Channelview Cogeneration LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.86% (1 Month USD LIBOR + 4.25%, Rate Floor: 5.25%) due 05/03/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;800,197</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;801,197</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Utilities</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;10,247,956</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Energy -&#160;&#160;0.5%</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>SeaPort Financing LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.11% (1 Month USD LIBOR + 5.50%, Rate Floor: 5.50%) due 10/31/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,485,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,455,300</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Summit Midstream Partners, LP</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.60% (1 Month USD LIBOR + 6.00%, Rate Floor: 7.00%) due 05/13/22</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,117,459</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;916,316</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Face</div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Value</div>
          </td>
        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div><font style="font-weight: bold;">SENIOR FLOATING RATE INTERESTS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;,4</sup>&#160;<font style="font-weight: bold;">- 39.1% (continued)</font></div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Energy -&#160;&#160;0.5% (continued)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Permian Production Partners LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">due 05/20/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">11</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,805,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$649,800</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Gavilan Resources LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.60% (1 Month USD LIBOR + 6.00%, Rate Floor: 7.00%) due 03/01/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;990,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;329,997</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Energy</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,351,413</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Total Senior Floating Rate Interests</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">(Cost $283,171,079)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">272,517,136</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div><font style="font-weight: bold;">ASSET-BACKED SECURITIES</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup>&#160;<font style="font-weight: bold;">- 19.4%</font></div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Collateralized Loan Obligations -&#160;&#160;10.9%</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Golub Capital Partners CLO Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2018-36A, 3.84% (3 Month USD LIBOR + 2.10%, Rate Floor: 0.00%) due 02/05/31<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;5,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;4,665,809</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2018-39A, 4.02% (3 Month USD LIBOR + 2.20%, Rate Floor: 2.20%) due 10/20/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,500,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,456,721</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2018-25A, 3.64% (3 Month USD LIBOR + 1.90%, Rate Floor: 1.90%) due 05/05/30<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,500,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,429,616</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2017-16A, 4.79% (3 Month USD LIBOR + 3.00%, Rate Floor: 0.00%) due 07/25/29<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,500,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,462,038</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Diamond CLO Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2018-1A, 5.50% (3 Month USD LIBOR + 3.70%, Rate Floor: 3.70%) due 07/22/30<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,928,378</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2018-1A, 4.40% (3 Month USD LIBOR + 2.60%, Rate Floor: 2.60%) due 07/22/30<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,500,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,434,479</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Mountain Hawk II CLO Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2018-2A, 4.17% (3 Month USD LIBOR + 2.35%, Rate Floor: 0.00%) due 07/20/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,000,737</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
        <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
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    <div>
      <div>
        <div><br>
        </div>
        <div>
          <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zb0359d8d88544935bfe55e2b0709f044" cellpadding="0" cellspacing="0">

              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div>Guggenheim Strategic Opportunities Fund</div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">
                  <div style="text-align: right;">February 29, 2020</div>
                </td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
                <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
              </tr>

          </table>
          <div><br>
          </div>
        </div>
      </div>
    </div>
    <div>
      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

          <tr>
            <td style="width: 67%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Face</div>
            </td>
            <td style="width: 3%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
            </td>
            <td style="width: 3%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Value</div>
            </td>
          </tr>
          <tr>
            <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div><font style="font-weight: bold;">ASSET-BACKED SECURITIES</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup>&#160;<font style="font-weight: bold;">- 19.4% (continued)</font></div>
            </td>
          </tr>
          <tr>
            <td colspan="4" style="vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="font-weight: bold;">Collateralized Loan Obligations -&#160;&#160;10.9% (continued)</div>
            </td>
          </tr>

      </table>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2013-2A, 4.97% (3 Month USD LIBOR + 3.15%, Rate Floor: 0.00%) due 07/22/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,750,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">$1,745,300</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Fortress Credit Opportunities IX CLO Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2017-9A, 4.34% (3 Month USD LIBOR + 2.65%, Rate Floor: 0.00%) due 11/15/29<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;4,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,875,707</div>
          </td>
        </tr>

    </table>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: rgb(0, 0, 0);" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="2" style="vertical-align: top;">
            <div>Marathon CRE Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2018-FL1, 4.66% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 06/15/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">3,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">3,007,940</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>FDF I Ltd.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2015-1A, 6.88% due 11/12/30<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,995,697</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2015-1A, 7.50% due 11/12/30<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">8</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;989,482</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>FDF II Ltd.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2016-2A, 7.70% due 05/12/31<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">8</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,975,365</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Monroe Capital CLO Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2017-1A, 5.40% (3 Month USD LIBOR + 3.60%, Rate Floor: 0.00%) due 10/22/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,750,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,708,848</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2017-1A, 4.20% (3 Month USD LIBOR + 2.40%, Rate Floor: 0.00%) due 10/22/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,250,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,249,101</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Dryden 50 Senior Loan Fund</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2017-50A, due 07/15/30<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,9</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,555,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,378,654</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Denali Capital CLO XI Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2018-1A, 3.97% (3 Month USD LIBOR + 2.15%, Rate Floor: 0.00%) due 10/20/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,400,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,355,754</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Newstar Commercial Loan Funding LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2017-1A, 7.01% (3 Month USD LIBOR + 5.10%, Rate Floor: 0.00%) due 03/20/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,001,217</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2017-1A, 5.41% (3 Month USD LIBOR + 3.50%, Rate Floor: 0.00%) due 03/20/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;250,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;250,125</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Hull Street CLO Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2017-1A, 4.53% (3 Month USD LIBOR + 2.70%, Rate Floor: 0.00%) due 10/18/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,200,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,205,267</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Marathon CLO V Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2013-5A, 3.55% due 11/21/27</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,887,000</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2013-5A, due 11/21/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,9</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,566,667</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;317,858</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>NewStar Clarendon Fund CLO LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2015-1A, 6.14% (3 Month USD LIBOR + 4.35%, Rate Floor: 0.00%) due 01/25/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,500,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,500,561</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2019-1A, 4.84% (3 Month USD LIBOR + 3.05%, Rate Floor: 0.00%) due 01/25/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;550,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;549,462</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Avery Point VI CLO Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2018-6A, 3.74% (3 Month USD LIBOR + 2.00%, Rate Floor: 0.00%) due 08/05/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,966,326</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Face</div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Value</div>
          </td>
        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div><font style="font-weight: bold;">ASSET-BACKED SECURITIES</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup>&#160;<font style="font-weight: bold;">- 19.4% (continued)</font></div>
          </td>
        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Collateralized Loan Obligations -&#160;&#160;10.9% (continued)</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>MP CLO VIII Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2018-2A, 3.70% (3 Month USD LIBOR + 1.90%, Rate Floor: 0.00%) due 10/28/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">2,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$1,952,160</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Exantas Capital Corporation Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2018-RSO6, 4.16% (1 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 06/15/35<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,800,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,800,493</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Hunt CRE Ltd.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2017-FL1, 4.96% (1 Month USD LIBOR + 3.30%, Rate Floor: 0.00%) due 08/15/34<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,800,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,795,209</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Avery Point II CLO Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2013-3X COM, due 01/18/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">9</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,399,940</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,779,900</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
        <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
    </div>
    <div>
      <div>
        <div><br>
        </div>
        <div>
          <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zb0359d8d88544935bfe55e2b0709f044" cellpadding="0" cellspacing="0">

              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div>Guggenheim Strategic Opportunities Fund</div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">
                  <div style="text-align: right;">February 29, 2020</div>
                </td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
                <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
              </tr>

          </table>
          <div><br>
          </div>
        </div>
      </div>
    </div>
    <div>
      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

          <tr>
            <td style="width: 67%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Face</div>
            </td>
            <td style="width: 3%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
            </td>
            <td style="width: 3%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Value</div>
            </td>
          </tr>
          <tr>
            <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div><font style="font-weight: bold;">ASSET-BACKED SECURITIES</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup>&#160;<font style="font-weight: bold;">- 19.4% (continued)</font></div>
            </td>
          </tr>
          <tr>
            <td colspan="4" style="vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="font-weight: bold;">Collateralized Loan Obligations -&#160;&#160;10.9% (continued)</div>
            </td>
          </tr>

      </table>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Cent CLO 19 Ltd.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2013-19A, 5.07% (3 Month USD LIBOR + 3.30%, Rate Floor: 0.00%) due 10/29/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,750,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$1,749,641</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Atlas Senior Loan Fund IX Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2018-9A, due 04/20/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,9,17</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,600,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,040,208</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2018-9A, 3.62% (3 Month USD LIBOR + 1.80%, Rate Floor: 1.80%) due 04/20/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;700,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;690,443</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>OHA Credit Partners IX Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2013-9A, due 10/20/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,9</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,984,708</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,694,671</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Treman Park CLO Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2015-1A, due 10/20/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,9</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,606,467</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>DRSLF</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">due 01/15/31<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">9</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,998,799</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,591,166</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Voya CLO Ltd.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2013-1A, due 10/15/30<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,9</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,276,500</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Carlyle Global Market Strategies CLO Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2012-3A, due 01/14/32<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,9</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,600,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,221,475</div>
          </td>
        </tr>

    </table>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: rgb(0, 0, 0);" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="2" style="vertical-align: top;">
            <div>Jackson Mill CLO Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2018-1A, 3.68% (3 Month USD LIBOR + 1.85%, Rate Floor: 1.85%) due 04/15/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">1,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">993,828</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>KVK CLO Ltd.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2013-1A, due 01/14/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,9,17</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,300,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;755,550</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Great Lakes CLO Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2014-1A, due 10/15/29<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,9</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,153,846</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;664,367</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Dryden 41 Senior Loan Fund</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2015-41A, due 04/15/31<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,9</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,250,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;662,094</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Dryden 37 Senior Loan Fund</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2015-37A, due 01/15/31<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,9</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,050,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;557,131</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Venture XIII CLO Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2013-13A, due 09/10/29<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,9</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,500,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;475,599</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Babson CLO Ltd.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2014-IA, due 07/20/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,9</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;436,503</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>A10 Permanent Asset Financing LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2017-II, 6.24% (WAC) due 06/15/51<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1,4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;250,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;278,055</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>West CLO Ltd.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2013-1A, due 11/07/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,9</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,350,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;270,000</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Total Collateralized Loan Obligations</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;75,628,902</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Transport-Aircraft -&#160;&#160;3.9%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Aaset Trust</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2019-2, 4.46% due 10/16/39<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,884,976</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,931,512</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2020-1A, 4.34% due 01/16/40<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,999,940</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2019-1, 4.95% due 05/15/39<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,803,989</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,840,171</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Apollo Aviation Securitization Equity Trust</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2018-1A, 5.44% due 01/16/38<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,216,474</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,291,929</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2017-1A, 5.93% due 05/16/42<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,790,566</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,869,798</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>AIM Aviation Finance Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2015-1A, 5.07% due 02/15/40<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,506,551</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,490,190</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>AASET US Ltd.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2018-2A, 5.43% due 11/18/38<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,660,682</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,734,355</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>SAPPHIRE AVIATION FINANCE II Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2020-1A, 4.34% due 03/15/40<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,036,870</div>
          </td>
        </tr>

    </table>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Willis Engine Securitization Trust II</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2012-A, 5.50% due 09/15/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,10</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,889,491</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,932,101</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>KDAC Aviation Finance Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2017-1A, 4.21% due 12/15/42<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,559,085</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,559,085</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Falcon Aerospace Limited</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2017-1, 6.30% due 02/15/42<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,213,322</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,219,692</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Stripes Aircraft Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2013-1 A1, 5.15% due 03/20/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;931,872</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;922,934</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Castlelake Aircraft Securitization Trust</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">due 12/31/30<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1,13</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,054,105</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;805,741</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Turbine Engines Securitization Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2013-1A, 6.38% due 12/13/48<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">8</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;455,390</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;412,814</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
        <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
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    <div>
      <div>
        <div><br>
        </div>
        <div>
          <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zb0359d8d88544935bfe55e2b0709f044" cellpadding="0" cellspacing="0">

              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div>Guggenheim Strategic Opportunities Fund</div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">
                  <div style="text-align: right;">February 29, 2020</div>
                </td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
                <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
              </tr>

          </table>
          <div><br>
          </div>
        </div>
      </div>
    </div>
    <div>
      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

          <tr>
            <td style="width: 67%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Face</div>
            </td>
            <td style="width: 3%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
            </td>
            <td style="width: 3%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Value</div>
            </td>
          </tr>
          <tr>
            <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div><font style="font-weight: bold;">ASSET-BACKED SECURITIES</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup>&#160;<font style="font-weight: bold;">- 19.4% (continued)</font></div>
            </td>
          </tr>
          <tr>
            <td colspan="3" style="vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="font-weight: bold;">Transport-Aircraft -&#160;&#160;3.9% (continued)</div>
            </td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          </tr>

      </table>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Airplanes Pass Through Trust</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2001-1A, due 03/15/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,8,11</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;6,677,317</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$100,160</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Transport-Aircraft</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;27,147,292</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Financial -&#160;&#160;2.3%</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Aesf Vi Verdi LP</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2.15% due 11/25/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">EUR &#160;9,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;9,935,968</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Madison Avenue Secured Funding Trust</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2019-1, 3.17% (1 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 11/11/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,300,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,303,376</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Nassau LLC</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2019-1, 3.98% due 08/15/34<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,029,251</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,042,084</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>NCBJ</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2015-1A, 5.88% due 07/08/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;804,581</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;829,026</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Financial</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;16,110,454</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Whole Business -&#160;&#160;0.9%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>TSGE</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2017-1, 6.25% due 09/25/31<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;5,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;5,182,588</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Wingstop Funding LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2018-1, 4.97% due 12/05/48<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;992,500</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,034,403</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Whole Business</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;6,216,991</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Net Lease -&#160;&#160;0.4%</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>CARS-DB4, LP</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2020-1A, 4.95% due 02/15/50<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,750,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,836,928</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Insurance -&#160;&#160;0.3%</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>LTCG Securitization Issuer LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2018-A, 4.59% due 06/15/48<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,854,116</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,874,989</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Face</div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Value</div>
          </td>
        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div><font style="font-weight: bold;">ASSET-BACKED SECURITIES</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup>&#160;<font style="font-weight: bold;">- 19.4% (continued)</font></div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Insurance -&#160;&#160;0.3% (continued)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>CBC Insurance Revenue Securitization LLC</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2016-1, 5.25% due 07/15/46<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">8</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">335,419</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$356,174</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Insurance</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,231,163</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Infrastructure -&#160;&#160;0.3%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Secured Tenant Site Contract Revenue Notes Series</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2018-1A, 5.92% due 06/15/48<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,943,683</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,934,748</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Diversified Payment Rights -&#160;&#160;0.2%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Bib Merchant Voucher Receivables Ltd.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.18% due 04/07/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,100,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,176,951</div>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Collateralized Debt Obligations -&#160;&#160;0.1%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Anchorage Credit Funding 4 Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2016-4A, 5.50% due 02/15/35<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,000,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,006,735</div>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Transport-Container -&#160;&#160;0.1%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Global SC Finance II SRL</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2013-1A, 2.98% due 04/17/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;633,333</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;639,662</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Transport-Rail -&#160;&#160;0.0%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Trinity Rail Leasing, LP</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2009-1A, 6.66% due 11/16/39<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;150,250</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;177,606</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Asset-Backed Securities</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">(Cost $144,100,363)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">135,107,432</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div><font style="font-weight: bold;">CORPORATE BONDS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup>&#160;<font style="font-weight: bold;">- 17.0%</font></div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Financial -&#160;&#160;7.1%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Morgan Stanley Finance LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.50% due 10/23/29<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,5</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;13,500,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;14,421,172</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>QBE Insurance Group Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.50% due 11/24/43<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">5,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,430,500</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Bank of America Corp.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.50%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">3,5</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,207,333</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.30%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">3,5</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,128,330</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>BBC Military Housing-Navy Northeast LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.30% due 10/15/49<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">17</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,800,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,296,267</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>American Equity Investment Life Holding Co.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.00% due 06/15/27</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,950,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,266,289</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Citizens Financial Group, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.50%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">3,5</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,500,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,487,500</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Macquarie Group Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.03% due 01/15/30<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">5,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,404,365</div>
          </td>
        </tr>

    </table>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: rgb(0, 0, 0);" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="3" style="vertical-align: top;">
            <div>Fort Knox Military Housing Privatization Project</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.82% due 02/15/52<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">1,913,417</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">2,301,635</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Assurant, Inc.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.90% due 03/27/28</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,950,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,261,213</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>CNB Financial Corp.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.75% due 10/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">5,8</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,058,476</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Atlas Mara Ltd.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">8.00% due 12/31/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">8</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,200,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,947,000</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
        <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
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    <div>
      <div>
        <div><br>
        </div>
        <div>
          <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zb0359d8d88544935bfe55e2b0709f044" cellpadding="0" cellspacing="0">

              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div>Guggenheim Strategic Opportunities Fund</div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">
                  <div style="text-align: right;">February 29, 2020</div>
                </td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
                <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
              </tr>

          </table>
          <div><br>
          </div>
        </div>
      </div>
    </div>
    <div>
      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

          <tr>
            <td style="width: 67%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Face</div>
            </td>
            <td style="width: 3%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
            </td>
            <td style="width: 3%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Value</div>
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          </tr>
          <tr>
            <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div><font style="font-weight: bold;">CORPORATE BONDS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup>&#160;<font style="font-weight: bold;">- 17.0% (continued)</font></div>
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            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
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          <tr>
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              <div style="font-weight: bold;">Financial -&#160;&#160;7.1% (continued)</div>
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            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          </tr>

      </table>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Hunt Companies, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.25% due 02/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,675,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$1,640,997</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Newmark Group, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.13% due 11/15/23</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,450,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,593,738</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Springleaf Finance Corp.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.13% due 03/15/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,500,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,580,760</div>
          </td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Jefferies Finance LLC / JFIN Company-Issuer Corp.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.25% due 08/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,500,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,545,000</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Fort Benning Family Communities LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.09% due 01/15/51<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;721,603</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;903,853</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Pacific Beacon LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.63% due 07/15/51<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,17</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;690,331</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;801,940</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Fort Gordon Housing LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.32% due 05/15/51<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;200,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;252,691</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>USI, Inc.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.88% due 05/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;150,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;149,307</div>
          </td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Oxford Finance LLC / Oxford Finance Company-Issuer II, Inc.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.38% due 12/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;49,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;50,286</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Financial</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;49,728,652</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Consumer, Non-cyclical -&#160;&#160;2.0%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Nathan&#8217;s Famous, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.63% due 11/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,050,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,091,000</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Kraft Heinz Foods Co.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.20% due 07/15/45</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,250,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,284,958</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.38% due 06/01/46</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;700,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;651,431</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Sotheby&#8217;s</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">7.38% due 10/15/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,700,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,757,631</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Vector Group Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.13% due 02/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,725,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,660,347</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Nielsen Finance LLC / Nielsen Finance Co.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.00% due 04/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,650,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,644,621</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Avanos Medical, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.25% due 10/15/22</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,360,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,366,800</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Endo Finance LLC / Endo Finco, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">7.25% due 01/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;800,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;720,000</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Acadia Healthcare Company, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.63% due 02/15/23</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;600,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;604,500</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>KeHE Distributors LLC / KeHE Finance Corp.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">8.63% due 10/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;550,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;577,500</div>
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    </div>
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        <tr>
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          <td style="width: 15%; vertical-align: top;">
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          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
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        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
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          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
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        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div><font style="font-weight: bold;">CORPORATE BONDS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup>&#160;<font style="font-weight: bold;">- 17.0% (continued)</font></div>
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          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
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            <div style="font-weight: bold;">Consumer, Non-cyclical -&#160;&#160;2.0% (continued)</div>
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          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Midas Intermediate Holdco II LLC / Midas Intermediate Holdco II Finance, Inc.</div>
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        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.88% due 10/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">600,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$576,376</div>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Harsco Corp.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.75% due 07/31/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
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          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;500,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;492,500</div>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Beverages &amp; More, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">11.50% due 06/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">8</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;650,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;417,625</div>
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        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Endo Dac / Endo Finance LLC / Endo Finco, Inc.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.00% due 07/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;140,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;109,914</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Carriage Services, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.63% due 06/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;100,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;103,039</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Consumer, Non-cyclical</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;14,058,242</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Energy -&#160;&#160;1.9%</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Hess Corp.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.60% due 02/15/41</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,550,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,672,548</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.00% due 01/15/40</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,116,772</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.13% due 03/15/33</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;500,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;634,347</div>
          </td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Global Partners Limited Partnership / GLP Finance Corp.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.00% due 08/01/27</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,625,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,680,746</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>CVR Energy, Inc.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.25% due 02/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,750,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,631,875</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Husky Energy, Inc.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.00% due 04/15/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;900,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;961,631</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">3.95% due 04/15/22</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;600,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;619,844</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Indigo Natural Resources LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.88% due 02/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,385,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,180,712</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Sunoco Logistics Partners Operations, LP</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.25% due 04/01/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,070,430</div>
          </td>
        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>American Midstream Partners Limited Partnership / American Midstream Finance Corp.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">9.50% due 12/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;895,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;886,050</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Buckeye Partners, LP</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.35% due 10/15/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;750,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;750,000</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Basic Energy Services, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">10.75% due 10/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">8</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;500,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;320,000</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
        <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
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    <div>
      <div>
        <div><br>
        </div>
        <div>
          <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zb0359d8d88544935bfe55e2b0709f044" cellpadding="0" cellspacing="0">

              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div>Guggenheim Strategic Opportunities Fund</div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">
                  <div style="text-align: right;">February 29, 2020</div>
                </td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
                <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
              </tr>

          </table>
          <div><br>
          </div>
        </div>
      </div>
    </div>
    <div>
      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

          <tr>
            <td style="width: 67%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Face</div>
            </td>
            <td style="width: 3%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
            </td>
            <td style="width: 3%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Value</div>
            </td>
          </tr>
          <tr>
            <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div><font style="font-weight: bold;">CORPORATE BONDS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup>&#160;<font style="font-weight: bold;">- 17.0% (continued)</font></div>
            </td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="font-weight: bold;">Energy -&#160;&#160;1.9% (continued)</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          </tr>

      </table>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Antero Resources Corp.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.13% due 12/01/22</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;293,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$181,660</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.63% due 06/01/23</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;250,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;135,000</div>
          </td>
        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Summit Midstream Holdings LLC / Summit Midstream Finance Corp.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.50% due 08/15/22</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;200,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;171,250</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Unit Corp.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.63% due 05/15/21</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;343,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;133,770</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>FLNG Liquefaction 2 LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.13% due 03/31/38<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">8</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;123,288</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;125,590</div>
          </td>
        </tr>

    </table>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: rgb(0, 0, 0);" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="2" style="vertical-align: top;">
            <div>Schahin II Finance Co. SPV Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">due 09/25/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,11</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">1,216,133</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">91,210</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Total Energy</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;13,363,435</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Consumer, Cyclical -&#160;&#160;1.9%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>HP Communities LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.16% due 09/15/53<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,17</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,373,828</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.82% due 09/15/53<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,17</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;956,522</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,227,257</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Exide Technologies</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">11.00% due 10/31/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,8,17</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,695,392</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,728,453</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Williams Scotsman International, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.88% due 08/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,650,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,699,500</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Sabre GLBL, Inc.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.38% due 04/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,000,000</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.25% due 11/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;625,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;623,562</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>LBC Tank Terminals Holding Netherlands BV</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.88% due 05/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,575,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,590,782</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>JB Poindexter &amp; Company, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">7.13% due 04/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,100,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,161,111</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Exide International Holdings, LP</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">10.75% due 10/31/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">8</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;744,491</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;710,989</div>
          </td>
        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.75% due 03/01/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;575,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;581,469</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Party City Holdings, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.63% due 08/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;875,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;507,500</div>
          </td>
        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Superior Plus Limited Partnership / Superior General Partner, Inc.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">7.00% due 07/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;395,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;422,650</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Reliance Intermediate Holdings, LP</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.50% due 04/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;400,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;407,000</div>
          </td>
        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Brookfield Residential Properties Incorporated / Brookfield Residential US Corp.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.88% due 02/15/30<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;325,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;321,717</div>
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        <tr>
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            <div style="text-align: right;">&#160;13,355,818</div>
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        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Industrial -&#160;&#160;1.8%</div>
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          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Encore Capital Group, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.63% due 08/11/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,600,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,649,520</div>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Great Lakes Dredge &amp; Dock Corp.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">8.00% due 05/15/22</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,776,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,857,873</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Intertape Polymer Group, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">7.00% due 10/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,450,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,527,938</div>
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        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Princess Juliana International Airport Operating Company N.V.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.50% due 12/20/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">8</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,424,236</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,440,871</div>
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        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Grinding Media Inc. / MC Grinding Media Canada Inc.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">7.38% due 12/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,280,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,263,616</div>
          </td>
        </tr>

    </table>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: rgb(0, 0, 0);" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="4" style="vertical-align: top;">
            <div>Reynolds Group Issuer Incorporated / Reynolds Group Issuer LLC / Reynolds Group Issuer Luxembourg</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.33% (3 Month USD LIBOR + 3.50%) due 07/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">1,225,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">1,221,019</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Cleaver-Brooks, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">7.88% due 03/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;950,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;935,750</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Standard Industries, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.38% due 11/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;400,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;405,040</div>
          </td>
        </tr>

    </table>
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    </div>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
        <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
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    <div>
      <div>
        <div><br>
        </div>
        <div>
          <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zb0359d8d88544935bfe55e2b0709f044" cellpadding="0" cellspacing="0">

              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div>Guggenheim Strategic Opportunities Fund</div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
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                <td style="width: 19.59%; vertical-align: middle;">
                  <div style="text-align: right;">February 29, 2020</div>
                </td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
                <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
              </tr>

          </table>
          <div><br>
          </div>
        </div>
      </div>
    </div>
    <div>
      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

          <tr>
            <td style="width: 67%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Face</div>
            </td>
            <td style="width: 3%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
            </td>
            <td style="width: 3%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Value</div>
            </td>
          </tr>
          <tr>
            <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div><font style="font-weight: bold;">CORPORATE BONDS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup>&#160;<font style="font-weight: bold;">- 17.0% (continued)</font></div>
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            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="font-weight: bold;">Industrial -&#160;&#160;1.8% (continued)</div>
            </td>
            <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          </tr>

      </table>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Glenn Pool Oil &amp; Gas Trust</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.00% due 08/02/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;281,713</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$279,666</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Industrial</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;12,581,293</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Basic Materials -&#160;&#160;1.0%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>BHP Billiton Finance USA Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="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;">5,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,450,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,848,125</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Yamana Gold, Inc.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.95% due 07/15/24</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,560,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,700,610</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Neon Holdings, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">10.13% due 04/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,167,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,190,340</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Mirabela Nickel Ltd.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">due 06/24/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">8,11</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,388,176</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;69,409</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Basic Materials</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;6,808,484</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Communications -&#160;&#160;0.9%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Cengage Learning, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">9.50% due 06/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,416,000</div>
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          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,232,812</div>
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        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Altice France S.A.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.38% due 05/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,060,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,111,622</div>
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        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>McGraw-Hill Global Education Holdings LLC / McGraw-Hill Global Education Finance</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.88% due 05/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,126,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;957,100</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Houghton Mifflin Harcourt Publishers, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">9.00% due 02/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;700,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;717,500</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Sprint Corp.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.25% due 02/01/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;671,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;672,610</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>LCPR Senior Secured Financing DAC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.75% due 10/15/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;500,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;525,800</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Ziggo Bond Company BV</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.13% due 02/28/30<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;500,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;506,150</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>MDC Partners, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.50% due 05/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;237,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;216,263</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Communications</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;5,939,857</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Utilities -&#160;&#160;0.4%</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Terraform Global Operating LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.13% due 03/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,630,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,687,050</div>
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        </tr>

    </table>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Face</div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Value</div>
          </td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div><font style="font-weight: bold;">CORPORATE BONDS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup>&#160;<font style="font-weight: bold;">- 17.0% (continued)</font></div>
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          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Utilities -&#160;&#160;0.4% (continued)<br>
            </div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Petershill II Senior Secured Notes</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.00% due 12/02/39<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$1,036,325</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Utilities</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,723,375</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Technology -&#160;&#160;0.0%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>NCR Corp.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.38% due 12/15/23</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;200,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;203,874</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Corporate Bonds</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">(Cost $116,098,740)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">118,763,030</div>
          </td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div><font style="font-weight: bold;">COLLATERALIZED MORTGAGE OBLIGATIONS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup>&#160;<font style="font-weight: bold;">- 11.9%</font></div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Residential Mortgage Backed Securities -&#160;&#160;9.2%</div>
          </td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>WaMu Asset-Backed Certificates WaMu Series</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2007-HE4, 1.80% (1 Month USD LIBOR + 0.17%, Rate Floor: 0.17%) due 07/25/47<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,202,573</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,770,170</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2007-HE2, 1.88% (1 Month USD LIBOR + 0.25%, Rate Floor: 0.25%) due 04/25/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,216,814</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,675,970</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2007-HE2, 1.99% (1 Month USD LIBOR + 0.36%, Rate Floor: 0.36%) due 04/25/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,058,761</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,096,985</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2007-HE4, 1.88% (1 Month USD LIBOR + 0.25%, Rate Floor: 0.25%) due 07/25/47<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,292,902</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;930,612</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2007-HE2, 1.82% (1 Month USD LIBOR + 0.19%, Rate Floor: 0.19%) due 04/25/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,672,744</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;860,610</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Lehman XS Trust Series</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2006-18N, 1.81% (1 Month USD LIBOR + 0.18%, Rate Floor: 0.18%) due 12/25/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;4,525,243</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;4,337,983</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2006-16N, 1.84% (1 Month USD LIBOR + 0.21%, Rate Floor: 0.21%) due 11/25/46<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,872,711</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,797,889</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
        <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
    </div>
    <div>
      <div>
        <div><br>
        </div>
        <div>
          <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zb0359d8d88544935bfe55e2b0709f044" cellpadding="0" cellspacing="0">

              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div>Guggenheim Strategic Opportunities Fund</div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">
                  <div style="text-align: right;">February 29, 2020</div>
                </td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
                <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
              </tr>

          </table>
          <div><br>
          </div>
        </div>
      </div>
    </div>
    <div>
      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

          <tr>
            <td style="width: 67%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Face</div>
            </td>
            <td style="width: 3%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
            </td>
            <td style="width: 3%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Value</div>
            </td>
          </tr>
          <tr>
            <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div><font style="font-weight: bold;">COLLATERALIZED MORTGAGE OBLIGATIONS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup>&#160;<font style="font-weight: bold;">- 11.9% (continued)</font></div>
            </td>
          </tr>
          <tr>
            <td colspan="4" style="vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="font-weight: bold;">Residential Mortgage Backed Securities -&#160;&#160;9.2% (continued)</div>
            </td>
          </tr>

      </table>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>ACE Securities Corporation Home Equity Loan Trust Series</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2005-HE2, 2.65% (1 Month USD LIBOR + 1.02%, Rate Floor: 0.68%) due 04/25/35<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$2,002,225</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2007-HE1, 1.78% (1 Month USD LIBOR + 0.15%, Rate Floor: 0.15%) due 01/25/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,829,559</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,907,821</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2007-ASP1, 1.83% (1 Month USD LIBOR + 0.20%, Rate Floor: 0.20%) due 03/25/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,540,868</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;953,012</div>
          </td>
        </tr>

    </table>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>LSTAR Securities Investment Limited</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2019-5, 3.16% (1 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 11/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">4,663,749</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">4,665,452</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>GSAA Home Equity Trust</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2006-16, 1.80% (1 Month USD LIBOR + 0.17%, Rate Floor: 0.17%) due 10/25/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;4,819,941</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,106,579</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2006-12, 1.93% (1 Month USD LIBOR + 0.30%, Rate Floor: 0.15%) due 08/25/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,338,023</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,023,551</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Ameriquest Mortgage Securities Trust</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2006-M3, 1.80% (1 Month USD LIBOR + 0.18%, Rate Floor: 0.18%) due 10/25/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;4,445,799</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,088,515</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2006-M3, 1.73% (1 Month USD LIBOR + 0.10%, Rate Floor: 0.10%) due 10/25/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,237,485</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,041,277</div>
          </td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Morgan Stanley ABS Capital I Incorporated Trust</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2006-HE8, 1.85% (1 Month USD LIBOR + 0.22%, Rate Floor: 0.22%) due 10/25/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,419,428</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,137,642</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2007-HE4, 1.86% (1 Month USD LIBOR + 0.23%, Rate Floor: 0.23%) due 02/25/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,651,973</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,672,739</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>RALI Series Trust</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2006-QO6, 1.81% (1 Month USD LIBOR + 0.18%, Rate Floor: 0.18%) due 06/25/46<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;6,537,544</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,515,282</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2006-QO6, 1.86% (1 Month USD LIBOR + 0.23%, Rate Floor: 0.23%) due 06/25/46<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,068,363</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;820,451</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Long Beach Mortgage Loan Trust</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2006-8, 1.72% (1 Month USD LIBOR + 0.09%, Rate Floor: 0.09%) due 09/25/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;4,614,175</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,947,343</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2006-1, 1.82% (1 Month USD LIBOR + 0.19%, Rate Floor: 0.19%) due 02/25/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,367,818</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,215,014</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Face</div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Value</div>
          </td>
        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div><font style="font-weight: bold;">COLLATERALIZED MORTGAGE OBLIGATIONS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup>&#160;<font style="font-weight: bold;">- 11.9% (continued)</font></div>
          </td>
        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Residential Mortgage Backed Securities -&#160;&#160;9.2% (continued)</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>LSTAR Securities Investment Trust</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2019-1, 3.36% (1 Month USD LIBOR + 1.70%, Rate Floor: 0.00%) due 03/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">3,026,739</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$3,026,921</div>
          </td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Morgan Stanley IXIS Real Estate Capital Trust</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2006-2, 1.85% (1 Month USD LIBOR + 0.22%, Rate Floor: 0.22%) due 11/25/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,170,113</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,564,382</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2006-2, 1.78% (1 Month USD LIBOR + 0.15%, Rate Floor: 0.15%) due 11/25/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,092,275</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,019,690</div>
          </td>
        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Home Equity Mortgage Loan Asset-Backed Trust Series INABS</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2006-E, 1.84% (1 Month USD LIBOR + 0.21%, Rate Floor: 0.21%) due 04/25/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,201,555</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,348,591</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
        <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
    </div>
    <div>
      <div>
        <div><br>
        </div>
        <div>
          <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zb0359d8d88544935bfe55e2b0709f044" cellpadding="0" cellspacing="0">

              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div>Guggenheim Strategic Opportunities Fund</div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">
                  <div style="text-align: right;">February 29, 2020</div>
                </td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
                <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
              </tr>

          </table>
          <div><br>
          </div>
        </div>
      </div>
    </div>
    <div>
      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

          <tr>
            <td style="width: 67%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Face</div>
            </td>
            <td style="width: 3%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
          </tr>
          <tr>
            <td style="width: 67%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
            </td>
            <td style="width: 3%; vertical-align: top;">&#160;</td>
            <td style="width: 15%; vertical-align: top;">
              <div style="text-align: right; font-weight: bold;">Value</div>
            </td>
          </tr>
          <tr>
            <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
              <div><font style="font-weight: bold;">COLLATERALIZED MORTGAGE OBLIGATIONS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup>&#160;<font style="font-weight: bold;">- 11.9% (continued)</font></div>
            </td>
          </tr>
          <tr>
            <td colspan="4" style="vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="font-weight: bold;">Residential Mortgage Backed Securities -&#160;&#160;9.2% (continued)</div>
            </td>
          </tr>

      </table>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>American Home Mortgage Assets Trust</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2006-6, 1.84% (1 Month USD LIBOR + 0.21%, Rate Floor: 0.21%) due 12/25/46<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,438,587</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$2,132,440</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Citigroup Mortgage Loan Trust, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2007-AMC3, 1.98% (1 Month USD LIBOR + 0.35%, Rate Floor: 0.35%) due 03/25/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,332,381</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,044,892</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>JP Morgan Mortgage Acquisition Trust</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2006-WMC3, 1.87% (1 Month USD LIBOR + 0.24%, Rate Floor: 0.24%) due 08/25/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,656,232</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,993,166</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Master Asset Backed Securities Trust</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2006-WMC3, 1.79% (1 Month USD LIBOR + 0.16%, Rate Floor: 0.16%) due 08/25/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,740,333</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,804,799</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>IXIS Real Estate Capital Trust</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2007-HE1, 1.74% (1 Month USD LIBOR + 0.11%, Rate Floor: 0.11%) due 05/25/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,525,375</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;881,964</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2007-HE1, 1.69% (1 Month USD LIBOR + 0.06%, Rate Floor: 0.06%) due 05/25/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,540,198</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;878,146</div>
          </td>
        </tr>

    </table>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: rgb(0, 0, 0);" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="3" style="vertical-align: top;">
            <div>Morgan Stanley Mortgage Loan Trust</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2006-9AR, 1.78% (1 Month USD LIBOR + 0.15%, Rate Floor: 0.15%) due 08/25/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">3,618,751</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">1,644,556</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>First NLC Trust</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2007-1, 1.91% (1 Month USD LIBOR + 0.28%, Rate Floor: 0.28%) due 08/25/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,515,237</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;974,548</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>GSAA Trust</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2007-3, 1.80% (1 Month USD LIBOR + 0.17%, Rate Floor: 0.17%) due 03/25/47<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,796,570</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;808,300</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Luminent Mortgage Trust</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2006-2, 1.83% (1 Month USD LIBOR + 0.20%, Rate Floor: 0.20%) due 02/25/46<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;884,656</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;782,472</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>CitiMortgage Alternative Loan Trust Series</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2007-A7, 2.03% (1 Month USD LIBOR + 0.40%, Rate Cap/Floor: 7.50%/0.40%) due 07/25/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;951,257</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;771,284</div>
          </td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>TBW Mortgage Backed Pass-Through Certificates</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2006-6, 6.04% due 01/25/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">17</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,163,254</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;513,383</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2006-6, 5.75% due 01/25/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">17</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;474,694</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;225,752</div>
          </td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Residential Mortgage Backed Securities</div>
          </td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;63,982,408</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Military Housing -&#160;&#160;2.4%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Freddie Mac Military Housing Bonds Resecuritization Trust Certificates</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2015-R1, 5.50% (WAC) due 11/25/52<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,8</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,689,812</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,795,200</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2015-R1, 0.70% (WAC) due 11/25/55<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7,12</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;41,996,528</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,600,047</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2015-R1, 0.65% (WAC) due 11/25/52<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7,12</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">34,589,793</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">2,398,131</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>GMAC Commercial Mortgage Asset Corp.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2004-POKA, 6.36% due 09/10/44<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,500,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;4,478,235</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Capmark Military Housing Trust</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2007-AETC, 5.75% due 02/10/52<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,17</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,583,534</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,895,316</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2007-AET2, 6.06% due 10/10/52<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,17</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;473,860</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;625,123</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
        <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
    </div>
    <div>
      <div>
        <div><br>
        </div>
        <div>
          <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zb0359d8d88544935bfe55e2b0709f044" cellpadding="0" cellspacing="0">

              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div>Guggenheim Strategic Opportunities Fund</div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">
                  <div style="text-align: right;">February 29, 2020</div>
                </td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
                <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
              </tr>

          </table>
          <div><br>
          </div>
        </div>
      </div>
    </div>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Face</div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Value</div>
          </td>
        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div><font style="font-weight: bold;">COLLATERALIZED MORTGAGE OBLIGATIONS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup>&#160;<font style="font-weight: bold;">- 11.9% (continued)</font></div>
          </td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Military Housing -&#160;&#160;2.4% (continued)</div>
          </td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Military Housing</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">$&#160;16,792,052</div>
          </td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Commercial Mortgage Backed Securities -&#160;&#160;0.3%</div>
          </td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>GS Mortgage Securities Corporation Trust</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2020-DUNE, 4.16% (1 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 12/15/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,000,056</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Collateralized Mortgage Obligations</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">(Cost $85,420,268)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">82,774,516</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">FOREIGN GOVERNMENT DEBT<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup> - 3.9%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Government of Japan</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">0.10% due 06/01/20</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">JPY &#160;439,400,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">4,084,350</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.10% due 09/01/20</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">JPY &#160;407,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">3,786,131</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">0.10% due 06/20/20</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">JPY &#160;166,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">1,543,295</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.10% due 04/15/20</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">JPY &#160;142,900,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,327,806</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">0.10% due 03/20/20</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">JPY &#160;58,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">538,803</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2.40% due 03/20/20</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">JPY &#160;24,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">223,192</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">1.30% due 03/20/20</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">JPY &#160;10,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">92,949</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2.20% due 06/22/20</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">JPY &#160;6,650,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">62,222</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>State of Israel</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.00% due 04/30/21</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">ILS &#160;20,810,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">6,060,699</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.50% due 01/31/22</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">ILS &#160;5,410,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">1,717,853</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.50% due 01/31/21</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">ILS &#160;4,520,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,307,793</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Federative Republic of Brazil</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;due 07/01/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">13</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">BRL &#160;19,940,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">4,212,636</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">&#160;due 07/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">13</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">BRL &#160;9,860,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">2,177,842</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Total Foreign Government Debt</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">(Cost $27,790,935)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">27,135,571</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div><font style="font-weight: bold;">SENIOR FIXED RATE INTERESTS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup>&#160;<font style="font-weight: bold;">- 0.1%</font></div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Communications -&#160;&#160;0.1%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>MHGE Parent LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">11.00% due 04/20/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;&#8224;,1</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;900,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;853,328</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Total Senior Fixed Rate Interests</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">(Cost $887,913)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">853,328</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div><font style="font-weight: bold;">MUNICIPAL BONDS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup>&#160;<font style="font-weight: bold;">- 0.1%</font></div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Oklahoma -&#160;&#160;0.1%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Oklahoma Development Finance Authority Revenue Bonds</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.45% due 08/15/28</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;400,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;473,620</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Total Municipal Bonds</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">(Cost $400,000)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">473,620</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">U.S. TREASURY BILLS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup> - 0.0%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>U.S. Treasury Bills</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.46% due 06/25/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">14,17</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">200,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">199,219</div>
          </td>
        </tr>

    </table>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: rgb(0, 0, 0);" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">1.56% due 04/14/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">14,17</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">100,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">99,835</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Total U.S. Treasury Bills</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">(Cost $298,869)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">299,054</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">REPURCHASE AGREEMENTS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;,15</sup> - 0.4%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Citigroup Global Markets, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">issued 10/16/19 at 1.35%</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,016,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,016,000</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">&#160;open maturity<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">16</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">issued 01/28/20 at 1.35%</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">303,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">303,000</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">&#160;open maturity<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">16</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">issued 10/25/19 at 1.25%</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">93,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">93,000</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">&#160;open maturity<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">16</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">issued 12/27/19 at 1.35%</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">84,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">84,000</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">&#160;open maturity<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">16</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">issued 01/27/20 at 1.30%</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">52,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">52,000</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">&#160;open maturity<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">16</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>BofA Securities, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">issued 02/19/20 at 1.40%</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">487,700</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">487,700</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;open maturity<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">16</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">issued 02/19/20 at 1.35%</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">412,250</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">412,250</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;open maturity<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">16</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>RBC Capital Markets LLC</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">issued 11/01/19 at 1.30%</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">52,375</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">52,375</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">&#160;open maturity<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">16</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>BNP Paribas</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">issued 12/10/19 at 1.35%</div>
          </td>
          <td style="width: 15%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">4,919</div>
          </td>
          <td style="width: 3%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">4,919</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;open maturity<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">16</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Repurchase Agreements</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">(Cost $2,505,244)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">2,505,244</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">COMMERCIAL PAPER<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup> - 2.5%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>American Electric Power</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">1.76% due 03/05/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,14</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">5,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">4,999,022</div>
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        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.75% due 03/03/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,14</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">2,500,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">2,499,757</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Ryder System, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.73% due 03/03/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">14</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">5,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">4,999,519</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Thomson Reuters Corp.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.69% due 03/13/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,14</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">3,500,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">3,497,959</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>CBS Corp.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.77% due 03/30/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7,14</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,500,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,497,861</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Commercial Paper</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">(Cost $17,494,118)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">17,494,118</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
        <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
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    <div>
      <div>
        <div><br>
        </div>
        <div>
          <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zb0359d8d88544935bfe55e2b0709f044" cellpadding="0" cellspacing="0">

              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div>Guggenheim Strategic Opportunities Fund</div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">
                  <div style="text-align: right;">February 29, 2020</div>
                </td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
                <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
              </tr>

          </table>
          <div><br>
          </div>
        </div>
      </div>
    </div>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Notional Value~</div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Value</div>
          </td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">OTC OPTIONS PURCHASED<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup> - 0.1%</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Put options on:</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">Citibank N.A., New York 2Y-10 CMS CAP</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">441,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">$648,270</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 20pt;">Expiring July 2022 with strike price of $0.40</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">Bank of America, N.A. 2Y-10 CMS CAP</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">165,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">150,150</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 20pt;">Expiring July 2022 with strike price of $0.61</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">Bank of America, N.A. 2Y-10 CMS CAP</div>
          </td>
          <td style="width: 15%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">53,000,000</div>
          </td>
          <td style="width: 3%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">77,910</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 20pt;">Expiring July 2022 with strike price of $0.40</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total OTC Options Purchased</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">(Cost $1,391,950)</div>
          </td>
          <td style="width: 3%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">876,330</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Investments - 101.2%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">(Cost $726,859,091)</div>
          </td>
          <td style="width: 3%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$705,104,872</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Face</div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Amount~</div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right;">&#160;</td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div><font style="font-weight: bold;">Corporate Bonds Sold Short</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup>&#160;<font style="font-weight: bold;">- (0.3)%</font></div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Communications -&#160;&#160;(0.0)%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Univision Communications, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.13% due 05/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;(50,000)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;(48,225)</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.13% due 02/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">7</sup></div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;(150,000)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;(141,528)</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Total Communications</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;(189,753)</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Industrial -&#160;&#160;(0.1)%</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Flex Ltd.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.75% due 06/15/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;(170,000)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;(187,932)</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Spirit AeroSystems, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.60% due 06/15/28</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;(500,000)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;(496,651)</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Total Industrial</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;(684,583)</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Consumer, Cyclical -&#160;&#160;(0.2)%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Harley-Davidson, Inc.</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">3.50% due 07/28/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;(100,000)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;(106,359)</div>
          </td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Dollar Tree, Inc.</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.00% due 05/15/25</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;(1,200,000)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;(1,319,602)</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Total Consumer, Cyclical</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;(1,425,961)</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Corporate Bonds Sold Short</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">(Proceeds $2,078,216)</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">(2,300,297)</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 67%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Contracts</div>
          </td>
          <td style="width: 3%; vertical-align: top;">&#160;</td>
          <td style="width: 15%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;"><br>
            </div>
          </td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">LISTED OPTIONS WRITTEN<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;</sup> - (0.0)%</div>
          </td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Call options on:</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 67%; vertical-align: top; background-color: rgb(204, 238, 255); padding-bottom: 2px;">
            <div style="margin-left: 10pt;">S&amp;P 500 Index</div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255); padding-bottom: 2px;">
            <div style="text-align: right;">117</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255); padding-bottom: 2px;">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);">
            <div style="text-align: right;">(19,597)</div>
          </td>
        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 20pt;">Expiring March 2020 with strike price of $3,340.00 (Notional Value $34,564,374)</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Listed Options Written</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; text-align: right; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">(Premiums received $43,960)</div>
          </td>
          <td style="width: 3%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">(19,597)</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Other Assets &amp; Liabilities, net - (0.9)%</div>
          </td>
          <td style="width: 3%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 15%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">(6,205,115)</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">
            <div style="font-weight: bold;">Total Net Assets - 100.0%</div>
          </td>
          <td style="width: 3%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 15%; vertical-align: top; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);">
            <div style="text-align: right;">$696,579,863</div>
          </td>
        </tr>

    </table>
  </div>
  <div><br>
  </div>
  <div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="z97de19fd1c524ccbb413088321c07486" cellpadding="0" cellspacing="0">

        <tr>
          <td rowspan="1" colspan="6" style="width: 99.89%; vertical-align: top;">
            <div style="font-weight: bold;">Futures Contracts</div>
          </td>
        </tr>
        <tr>
          <td colspan="1" style="width: 31.54%; vertical-align: bottom; padding-bottom: 2px;">
            <div style="font-weight: bold;">Description</div>
          </td>
          <td style="width: 10.55%; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">
            <div style="font-weight: bold;">Number of Contracts</div>
          </td>
          <td style="width: 10.55%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0);">&#160;</td>
          <td colspan="1" style="width: 10.55%; vertical-align: top; padding-bottom: 2px;">
            <div style="text-align: right; font-weight: bold;">Expiration</div>
            <div style="text-align: right; font-weight: bold;">Date</div>
          </td>
          <td colspan="1" style="width: 17.55%; vertical-align: top; padding-bottom: 2px;">
            <div style="text-align: right; font-weight: bold;">Notional</div>
            <div style="text-align: right; font-weight: bold;">Amount</div>
          </td>
          <td colspan="1" style="width: 19.27%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0);">
            <div style="text-align: right; font-weight: bold;">Value and Unrealized</div>
            <div style="text-align: right; font-weight: bold;">Depreciation<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">**</sup></div>
          </td>
        </tr>
        <tr>
          <td colspan="5" rowspan="1" style="width: 31.54%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0);">
            <div style="font-weight: bold;">Equity Futures Contracts Purchased<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;</sup></div>
          </td>
          <td style="width: 19.27%; vertical-align: top;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 31.54%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>S&amp;P 500 Index Mini Futures Contracts</div>
          </td>
          <td style="width: 10.55%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">234</div>
          </td>
          <td style="width: 10.55%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 10.55%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">Mar 2020</div>
          </td>
          <td style="width: 17.55%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">$34,678,800</div>
          </td>
          <td style="width: 19.27%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">$(1,484,390)</div>
          </td>
        </tr>

    </table>
  </div>
  <div><br>
  </div>
  <div><br>
  </div>
  <div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zb56cd36771e0423195dc0f475fbe8682" cellpadding="0" cellspacing="0">

        <tr>
          <td rowspan="1" colspan="10" style="width: 81.08%; vertical-align: bottom;">
            <div style="font-weight: bold;">Centrally Cleared Credit Default Swap Agreements Protection Purchased<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup></div>
          </td>
        </tr>
        <tr>
          <td style="width: 13.51%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="font-weight: bold;">Counterparty</div>
          </td>
          <td style="width: 8.11%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="font-weight: bold;">Exchange</div>
          </td>
          <td style="width: 13.51%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="font-weight: bold;">Index</div>
          </td>
          <td style="width: 8.11%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Protection Premium Rate</div>
          </td>
          <td style="width: 9.46%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Payment Frequency</div>
          </td>
          <td style="width: 8.11%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Maturity Date</div>
          </td>
          <td style="width: 10.81%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Notional Amount</div>
          </td>
          <td style="width: 9.46%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Value</div>
          </td>
          <td style="width: 9.46%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Upfront Premiums Received</div>
          </td>
          <td style="width: 9.46%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Unrealized Depreciation<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">**</sup></div>
          </td>
        </tr>
        <tr>
          <td style="width: 13.51%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-indent: -18pt; margin-left: 18pt;">BofA Securities, Inc.</div>
          </td>
          <td style="width: 8.11%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div>ICE</div>
          </td>
          <td style="width: 13.51%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-indent: -18pt; margin-left: 18pt;">CDX.NA.IG.31</div>
          </td>
          <td style="width: 8.11%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">1.00%</div>
          </td>
          <td style="width: 9.46%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">Quarterly</div>
          </td>
          <td style="width: 8.11%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">12/20/23</div>
          </td>
          <td style="width: 10.81%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">$98,500,000</div>
          </td>
          <td style="width: 9.46%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">$(1,758,931)</div>
          </td>
          <td style="width: 9.46%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">$(886,616)</div>
          </td>
          <td style="width: 9.46%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">$(872,315)</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="8" style="width: 81.08%; vertical-align: bottom;">&#160;</td>
          <td style="width: 9.46%; vertical-align: bottom;">&#160;</td>
          <td style="width: 9.46%; vertical-align: bottom;">&#160;</td>
        </tr>
        <tr>
          <td rowspan="1" colspan="10" style="width: 81.08%; vertical-align: bottom;">
            <div style="font-weight: bold;">OTC Credit Default Swap Agreements Protection Purchased<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup></div>
          </td>
        </tr>
        <tr>
          <td style="width: 13.51%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="font-weight: bold;">Counterparty</div>
          </td>
          <td style="width: 8.11%; vertical-align: bottom; border-bottom: #000000 2px solid;">&#160;</td>
          <td style="width: 13.51%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="font-weight: bold;">Index/Reference Obligation</div>
          </td>
          <td style="width: 8.11%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Protection Premium Rate</div>
          </td>
          <td style="width: 9.46%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Payment Frequency</div>
          </td>
          <td style="width: 8.11%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Maturity Date</div>
          </td>
          <td style="width: 10.81%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Notional Amount</div>
          </td>
          <td style="width: 9.46%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Value</div>
          </td>
          <td style="width: 9.46%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Upfront Premiums Paid (Received)</div>
          </td>
          <td style="width: 9.46%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Unrealized Depreciation<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;"></sup></div>
          </td>
        </tr>
        <tr>
          <td style="width: 13.51%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-indent: -18pt; margin-left: 18pt;">Goldman Sachs International</div>
          </td>
          <td style="width: 8.11%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 13.51%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-indent: -18pt; margin-left: 18pt;">L Brands, Inc.</div>
          </td>
          <td style="width: 8.11%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">1.00%</div>
          </td>
          <td style="width: 9.46%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">Quarterly</div>
          </td>
          <td style="width: 8.11%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">12/20/24</div>
          </td>
          <td style="width: 10.81%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">$30,000</div>
          </td>
          <td style="width: 9.46%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">$1,868</div>
          </td>
          <td style="width: 9.46%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">$3,023</div>
          </td>
          <td style="width: 9.46%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">$(1,155)</div>
          </td>
        </tr>

    </table>
  </div>
  <div><br>
  </div>
  <div><br>
  </div>
  <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
    <div id="DSPFPageBreak" style="page-break-after: always;">
      <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
  </div>
  <div>
    <div>
      <div>
        <div><br>
        </div>
        <div>
          <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" cellpadding="0" cellspacing="0">

              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div>Guggenheim Strategic Opportunities Fund</div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">
                  <div style="text-align: right;">February 29, 2020</div>
                </td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
                <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
              </tr>

          </table>
          <div><br>
          </div>
        </div>
      </div>
    </div>
  </div>
  <div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zcc6af8b9a5f545098508621c40321c9d" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 13.51%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-indent: -18pt; margin-left: 18pt;">Morgan Stanley Capital Services LLC</div>
          </td>
          <td style="width: 8.11%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 13.51%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-indent: -18pt; margin-left: 18pt;">CDX.NA.IG.31 7-15%</div>
          </td>
          <td style="width: 8.11%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">1.00%</div>
          </td>
          <td style="width: 9.46%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">Quarterly</div>
          </td>
          <td style="width: 8.11%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">12/20/23</div>
          </td>
          <td style="width: 10.81%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;5,800,000</div>
          </td>
          <td style="width: 9.46%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;(88,815)</div>
          </td>
          <td style="width: 9.46%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;(1,049)</div>
          </td>
          <td style="width: 9.46%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;(87,766)</div>
          </td>
        </tr>
        <tr>
          <td style="width: 13.51%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-indent: -18pt; margin-left: 18pt;">Goldman Sachs International</div>
          </td>
          <td style="width: 8.11%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 13.51%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-indent: -18pt; margin-left: 18pt;">CDX.NA.IG.31 7-15%</div>
          </td>
          <td style="width: 8.11%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1.00%</div>
          </td>
          <td style="width: 9.46%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">Quarterly</div>
          </td>
          <td style="width: 8.11%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">12/20/23</div>
          </td>
          <td style="width: 10.81%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;13,410,000</div>
          </td>
          <td style="width: 9.46%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;(205,346)</div>
          </td>
          <td style="width: 9.46%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;(16,699)</div>
          </td>
          <td style="width: 9.46%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;(188,647)</div>
          </td>
        </tr>
        <tr>
          <td style="width: 13.51%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 8.11%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 13.51%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 8.11%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 9.46%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 8.11%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 10.81%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 9.46%; vertical-align: bottom; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">$(292,293)</div>
          </td>
          <td style="width: 9.46%; vertical-align: bottom; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">$(14,725)</div>
          </td>
          <td style="width: 9.46%; vertical-align: bottom; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">$(277,568)</div>
          </td>
        </tr>

    </table>
  </div>
  <div><br>
  </div>
  <div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zecaf9e656fa2450e964bda93f9f039b4" cellpadding="0" cellspacing="0">

        <tr>
          <td rowspan="1" colspan="11" style="width: 81.18%; vertical-align: bottom;">
            <div style="font-weight: bold;">Centrally Cleared Interest Rate Swap Agreements<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup></div>
          </td>
        </tr>
        <tr>
          <td style="width: 11.51%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="font-weight: bold;">Counterparty</div>
          </td>
          <td style="width: 6.73%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Exchange</div>
          </td>
          <td style="width: 7.19%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Floating</div>
            <div style="text-align: right; font-weight: bold;">Rate Type</div>
          </td>
          <td style="width: 11.19%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Floating Rate Index</div>
          </td>
          <td style="width: 7.08%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Fixed Rate</div>
          </td>
          <td style="width: 8.67%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Payment Frequency</div>
          </td>
          <td style="width: 8.68%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Maturity Date</div>
          </td>
          <td style="width: 11.45%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Notional Amount</div>
          </td>
          <td style="width: 8.69%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Value</div>
          </td>
          <td style="width: 8.68%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Upfront Premiums Paid</div>
          </td>
          <td style="width: 10.14%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Unrealized Depreciation<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">**</sup></div>
          </td>
        </tr>
        <tr>
          <td style="width: 11.51%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-indent: -18pt; margin-left: 18pt;">BofA Securities, Inc.</div>
          </td>
          <td style="width: 6.73%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">CME</div>
          </td>
          <td style="width: 7.19%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">Receive</div>
          </td>
          <td style="width: 11.19%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">3-Month USD LIBOR</div>
          </td>
          <td style="width: 7.08%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">1.54%</div>
          </td>
          <td style="width: 8.67%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">Quarterly</div>
          </td>
          <td style="width: 8.68%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">08/04/21</div>
          </td>
          <td style="width: 11.45%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">$2,390,000</div>
          </td>
          <td style="width: 8.69%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">$(15,552)</div>
          </td>
          <td style="width: 8.68%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">$224</div>
          </td>
          <td style="width: 10.14%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">$(15,776)</div>
          </td>
        </tr>
        <tr>
          <td colspan="11" style="width: 100%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="font-family: 'Franklin Gothic Book', 'Franklin Gothic Medium', sans-serif; font-size: 1pt;">&#160;</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="z6dc6d35a352345f4a1368939b1acdb3a" cellpadding="0" cellspacing="0">

        <tr>
          <td rowspan="1" colspan="8" style="width: 50%; vertical-align: bottom;">
            <div style="font-weight: bold;">Total Return Swap Agreements</div>
          </td>
        </tr>
        <tr>
          <td style="width: 14.28%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="font-weight: bold;">Counterparty</div>
          </td>
          <td style="width: 10.71%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="font-weight: bold;">Reference</div>
            <div style="font-weight: bold;">Obligation</div>
          </td>
          <td style="width: 14.28%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Financing</div>
            <div style="text-align: right; font-weight: bold;">Rate</div>
            <div style="text-align: right; font-weight: bold;">Receive</div>
          </td>
          <td style="width: 10.73%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Payment Frequency</div>
          </td>
          <td style="width: 10.71%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Maturity</div>
            <div style="text-align: right; font-weight: bold;">Date</div>
          </td>
          <td style="width: 10.71%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Units</div>
          </td>
          <td style="width: 14.28%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Notional</div>
            <div style="text-align: right; font-weight: bold;">Amount</div>
          </td>
          <td style="width: 14.31%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Value and Unrealized Depreciation</div>
          </td>
        </tr>
        <tr>
          <td rowspan="1" colspan="8" style="width: 50%; vertical-align: middle; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">OTC&#160;Sovereign Debt Swap Agreements<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup></div>
          </td>
        </tr>
        <tr>
          <td style="width: 14.28%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-indent: -9pt; margin-left: 9pt;">Deutsche</div>
            <div style="text-indent: -9pt; margin-left: 9pt;">Bank AG</div>
          </td>
          <td style="width: 10.71%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-indent: -9pt; margin-left: 9pt;">Korea</div>
            <div style="text-indent: -9pt; margin-left: 9pt;">Monetary</div>
            <div style="text-indent: -9pt; margin-left: 9pt;">Stabilization</div>
            <div style="text-indent: -9pt; margin-left: 9pt;">Bond</div>
          </td>
          <td style="width: 14.28%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">(2.20)% (3 Month USD LIBOR + 0.45%)</div>
          </td>
          <td style="width: 10.73%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">At Maturity</div>
          </td>
          <td style="width: 10.71%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">08/04/21</div>
          </td>
          <td style="width: 10.71%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">N/A</div>
          </td>
          <td style="width: 14.28%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$2,390,831</div>
          </td>
          <td style="width: 14.31%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">$(1,839)</div>
          </td>
        </tr>

    </table>
  </div>
  <div><br>
  </div>
  <div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="ze1603e5fedd441679d4a71ce96c6b3be" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="7" style="width: 100%; vertical-align: bottom;">
            <div style="font-weight: bold;">Forward Foreign Currency Exchange Contracts<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup></div>
          </td>
        </tr>
        <tr>
          <td style="width: 15.62%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="font-weight: bold;">Counterparty</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Contracts to Sell</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Currency</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Settlement</div>
            <div style="text-align: right; font-weight: bold;">Date</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Settlement</div>
            <div style="text-align: right; font-weight: bold;">Value</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Value at February 29, 2020</div>
          </td>
          <td style="width: 15.65%; vertical-align: bottom; border-bottom: #000000 2px solid;">
            <div style="text-align: right; font-weight: bold;">Unrealized Appreciation<br>
            </div>
          </td>
        </tr>

    </table>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div>Citibank N.A., New York</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">11,240,000</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">BRL</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">07/01/21</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">$2,716,436</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">$2,444,530</div>
          </td>
          <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">$271,906</div>
          </td>
        </tr>
        <tr>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div>Goldman Sachs International</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">5,420,000</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">BRL</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">07/01/20</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,407,426</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,206,862</div>
          </td>
          <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;200,564</div>
          </td>
        </tr>
        <tr>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div>Citibank N.A., New York</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">4,440,000</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">BRL</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">07/01/20</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">1,143,622</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">988,647</div>
          </td>
          <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">154,975</div>
          </td>
        </tr>
        <tr>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div>Goldman Sachs International</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">5,700,000</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">BRL</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">07/01/21</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,335,364</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,239,664</div>
          </td>
          <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;95,700</div>
          </td>
        </tr>
        <tr>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div>JPMorgan Chase Bank, N.A.</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">3,000,000</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">BRL</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">07/01/21</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;712,674</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;652,455</div>
          </td>
          <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;60,219</div>
          </td>
        </tr>
        <tr>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div>JPMorgan Chase Bank, N.A.</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">407,203,500</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">JPY</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">09/01/20</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,870,645</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,814,761</div>
          </td>
          <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;55,884</div>
          </td>
        </tr>
        <tr>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div>Citibank N.A., New York</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">379,189,500</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">JPY</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">06/01/20</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,587,277</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,538,612</div>
          </td>
          <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;48,665</div>
          </td>
        </tr>
        <tr>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div>Bank of America, N.A.</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">749,320</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">EUR</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">06/15/20</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;861,700</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;832,191</div>
          </td>
          <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;29,509</div>
          </td>
        </tr>
        <tr>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div>Deutsche Bank AG</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">2,876,875,324</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">KRW</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">08/04/21</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,453,416</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,425,226</div>
          </td>
          <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;28,190</div>
          </td>
        </tr>
        <tr>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div>Goldman Sachs International</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">660,240</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">EUR</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">06/15/20</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;759,659</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;733,259</div>
          </td>
          <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;26,400</div>
          </td>
        </tr>
        <tr>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div>Bank of America, N.A.</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">166,083,000</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">JPY</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">06/22/20</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,570,822</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,551,264</div>
          </td>
          <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;19,558</div>
          </td>
        </tr>
        <tr>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div>Bank of America, N.A.</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">142,971,450</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">JPY</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">04/15/20</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,348,546</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,331,250</div>
          </td>
          <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;17,296</div>
          </td>
        </tr>
        <tr>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div>Bank of America, N.A.</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">4,363,200</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">ILS</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">04/30/21</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,293,951</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,283,656</div>
          </td>
          <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;10,295</div>
          </td>
        </tr>
        <tr>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div>Goldman Sachs International</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">260,000</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">EUR</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">04/30/20</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;298,168</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;288,068</div>
          </td>
          <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;10,100</div>
          </td>
        </tr>
        <tr>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div>JPMorgan Chase Bank, N.A.</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">58,029,000</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">JPY</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">03/23/20</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;548,033</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;539,619</div>
          </td>
          <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;8,414</div>
          </td>
        </tr>
        <tr>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div>JPMorgan Chase Bank, N.A.</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">60,430,200</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">JPY</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">06/01/20</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;571,147</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;563,937</div>
          </td>
          <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;7,210</div>
          </td>
        </tr>
        <tr>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div>Bank of America, N.A.</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">400,000</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">GBP</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">03/17/20</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;519,040</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;513,133</div>
          </td>
          <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;5,907</div>
          </td>
        </tr>
        <tr>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div>Goldman Sachs International</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">34,353,000</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">JPY</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">03/23/20</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;324,553</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;319,453</div>
          </td>
          <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;5,100</div>
          </td>
        </tr>
        <tr>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div>Goldman Sachs International</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">6,723,951</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">JPY</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">06/22/20</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;63,635</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;62,804</div>
          </td>
          <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;831</div>
          </td>
        </tr>
        <tr>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div>Goldman Sachs International</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">5,707,550</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">ILS</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">01/31/22</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,691,892</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,691,741</div>
          </td>
          <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;151</div>
          </td>
        </tr>
        <tr>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div>Bank of America, N.A.</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">43,318</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">ILS</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">04/30/20</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;12,646</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;12,538</div>
          </td>
          <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;108</div>
          </td>
        </tr>
        <tr>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div>Deutsche Bank AG</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">7,429,879</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">KRW</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">05/07/21</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;6,315</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;6,250</div>
          </td>
          <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;65</div>
          </td>
        </tr>
        <tr>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div>Deutsche Bank AG</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">7,680,324</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">KRW</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">02/04/21</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;6,512</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;6,447</div>
          </td>
          <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;65</div>
          </td>
        </tr>
        <tr>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div>Deutsche Bank AG</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">7,680,324</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">KRW</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">11/04/20</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;6,492</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;6,432</div>
          </td>
          <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;60</div>
          </td>
        </tr>
        <tr>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div>Deutsche Bank AG</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">7,680,324</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">KRW</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">08/05/20</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;6,472</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;6,417</div>
          </td>
          <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;55</div>
          </td>
        </tr>
        <tr>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div>Deutsche Bank AG</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">7,513,360</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">KRW</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">05/11/20</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;6,310</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;6,265</div>
          </td>
          <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;45</div>
          </td>
        </tr>
        <tr>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div>JPMorgan Chase Bank, N.A.</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">203,500</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">JPY</div>
          </td>
          <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">03/02/20</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,912</div>
          </td>
          <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,890</div>
          </td>
          <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;22</div>
          </td>
        </tr>

    </table>
  </div>
  <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
    <div id="DSPFPageBreak" style="page-break-after: always;">
      <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
  </div>
  <div>
    <div>
      <div>
        <div><br>
        </div>
        <div>
          <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" cellpadding="0" cellspacing="0">

              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div>Guggenheim Strategic Opportunities Fund</div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">
                  <div style="text-align: right;">February 29, 2020</div>
                </td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
                <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
              </tr>

          </table>
          <div><br>
          </div>
        </div>
      </div>
    </div>
  </div>
  <br>
  <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" cellpadding="0" cellspacing="0">

      <tr>
        <td colspan="7" style="width: 100%; vertical-align: bottom;">
          <div style="font-weight: bold;">Forward Foreign Currency Exchange Contracts<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224; </sup><font style="vertical-align: text-top; line-height: 1; font-size: smaller;"></font>(continued)<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;"><br>
            </sup></div>
        </td>
      </tr>
      <tr>
        <td style="width: 15.62%; vertical-align: bottom; border-bottom: #000000 2px solid;">
          <div style="font-weight: bold;">Counterparty</div>
        </td>
        <td style="width: 12.5%; vertical-align: bottom; border-bottom: #000000 2px solid;">
          <div style="text-align: right; font-weight: bold;">Contracts to Sell</div>
        </td>
        <td style="width: 12.5%; vertical-align: bottom; border-bottom: #000000 2px solid;">
          <div style="text-align: right; font-weight: bold;">Currency</div>
        </td>
        <td style="width: 12.5%; vertical-align: bottom; border-bottom: #000000 2px solid;">
          <div style="text-align: right; font-weight: bold;">Settlement</div>
          <div style="text-align: right; font-weight: bold;">Date</div>
        </td>
        <td style="width: 15.62%; vertical-align: bottom; border-bottom: #000000 2px solid;">
          <div style="text-align: right; font-weight: bold;">Settlement</div>
          <div style="text-align: right; font-weight: bold;">Value</div>
        </td>
        <td style="width: 15.62%; vertical-align: bottom; border-bottom: #000000 2px solid;">
          <div style="text-align: right; font-weight: bold;">Value at February 29, 2020</div>
        </td>
        <td style="width: 15.65%; vertical-align: bottom; border-bottom: #000000 2px solid;">
          <div style="text-align: right; font-weight: bold;">Unrealized Appreciation (Depreciation)</div>
        </td>
      </tr>

  </table>
  <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="z83c15ada6c3045d18a1d757917a5c279" cellpadding="0" cellspacing="0">

      <tr>
        <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
          <div>Goldman Sachs International</div>
        </td>
        <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
          <div style="text-align: right;">165,352</div>
        </td>
        <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
          <div style="text-align: right;">ILS</div>
        </td>
        <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
          <div style="text-align: right;">04/30/20</div>
        </td>
        <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
          <div style="text-align: right;">$47,654</div>
        </td>
        <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
          <div style="text-align: right;">&#160;$47,860</div>
        </td>
        <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
          <div style="text-align: right;">$(206)</div>
        </td>
      </tr>
      <tr>
        <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
          <div>Goldman Sachs International</div>
        </td>
        <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
          <div style="text-align: right;">4,841,027</div>
        </td>
        <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
          <div style="text-align: right;">ILS</div>
        </td>
        <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
          <div style="text-align: right;">02/01/21</div>
        </td>
        <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
          <div style="text-align: right;">&#160;1,410,168</div>
        </td>
        <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
          <div style="text-align: right;">&#160;1,420,281</div>
        </td>
        <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
          <div style="text-align: right;">&#160;(10,113)</div>
        </td>
      </tr>
      <tr>
        <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
          <div>Morgan Stanley Capital Services LLC</div>
        </td>
        <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
          <div style="text-align: right;">1,006,000</div>
        </td>
        <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
          <div style="text-align: right;">EUR</div>
        </td>
        <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
          <div style="text-align: right;">03/17/20</div>
        </td>
        <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
          <div style="text-align: right;">&#160;1,096,441</div>
        </td>
        <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
          <div style="text-align: right;">&#160;1,111,620</div>
        </td>
        <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
          <div style="text-align: right;">&#160;(15,179)</div>
        </td>
      </tr>
      <tr>
        <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
          <div>Goldman Sachs International</div>
        </td>
        <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
          <div style="text-align: right;">16,654,900</div>
        </td>
        <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
          <div style="text-align: right;">ILS</div>
        </td>
        <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
          <div style="text-align: right;">04/30/21</div>
        </td>
        <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
          <div style="text-align: right;">&#160;4,882,149</div>
        </td>
        <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
          <div style="text-align: right;">&#160;4,899,880</div>
        </td>
        <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
          <div style="text-align: right;">&#160;(17,731)</div>
        </td>
      </tr>
      <tr>
        <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
          <div>Citibank N.A., New York</div>
        </td>
        <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
          <div style="text-align: right;">9,000,000</div>
        </td>
        <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
          <div style="text-align: right;">EUR</div>
        </td>
        <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
          <div style="text-align: right;">03/31/20</div>
        </td>
        <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
          <div style="text-align: right;">&#160;9,789,939</div>
        </td>
        <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
          <div style="text-align: right;">&#160;9,953,858</div>
        </td>
        <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
          <div style="text-align: right;">&#160;(163,919)</div>
        </td>
      </tr>
      <tr>
        <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
        <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
        <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
        <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
        <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
        <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">&#160;</td>
        <td style="width: 15.65%; vertical-align: bottom; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
          <div style="text-align: right;">$850,146</div>
        </td>
      </tr>

  </table>
  <div><br>
  </div>
  <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" cellpadding="0" cellspacing="0">

      <tr>
        <td style="width: 15.62%; vertical-align: bottom; border-bottom: #000000 2px solid;">
          <div style="font-weight: bold;">Counterparty</div>
        </td>
        <td style="width: 12.5%; vertical-align: bottom; border-bottom: #000000 2px solid;">
          <div style="text-align: right; font-weight: bold;">Contracts to Buy</div>
        </td>
        <td style="width: 12.5%; vertical-align: bottom; border-bottom: #000000 2px solid;">
          <div style="text-align: right; font-weight: bold;">Currency</div>
        </td>
        <td style="width: 12.5%; vertical-align: bottom; border-bottom: #000000 2px solid;">
          <div style="text-align: right; font-weight: bold;">Settlement Date</div>
        </td>
        <td style="width: 15.62%; vertical-align: bottom; border-bottom: #000000 2px solid;">
          <div style="text-align: right; font-weight: bold;">Settlement Value</div>
        </td>
        <td style="width: 15.62%; vertical-align: bottom; border-bottom: #000000 2px solid;">
          <div style="text-align: right; font-weight: bold;">Value at February 29, 2020</div>
        </td>
        <td style="width: 15.65%; vertical-align: bottom; border-bottom: #000000 2px solid;">
          <div style="text-align: right; font-weight: bold;">Unrealized Depreciation</div>
        </td>
      </tr>
      <tr>
        <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
          <div>Citibank N.A., New York</div>
        </td>
        <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
          <div style="text-align: right;">260,000</div>
        </td>
        <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
          <div style="text-align: right;">EUR</div>
        </td>
        <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
          <div style="text-align: right;">04/30/20</div>
        </td>
        <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
          <div style="text-align: right;">$290,381</div>
        </td>
        <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
          <div style="text-align: right;">$288,068</div>
        </td>
        <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(204, 238, 255);">
          <div style="text-align: right;">$(2,313)</div>
        </td>
      </tr>
      <tr>
        <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
          <div>Barclays Bank plc</div>
        </td>
        <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
          <div style="text-align: right;">1,409,560</div>
        </td>
        <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
          <div style="text-align: right;">EUR</div>
        </td>
        <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
          <div style="text-align: right;">06/15/20</div>
        </td>
        <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
          <div style="text-align: right;">&#160;1,578,235</div>
        </td>
        <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
          <div style="text-align: right;">&#160;1,565,449</div>
        </td>
        <td style="width: 15.65%; vertical-align: bottom; background-color: rgb(255, 255, 255);">
          <div style="text-align: right;">&#160;(12,786)</div>
        </td>
      </tr>
      <tr>
        <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
        <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
        <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
        <td style="width: 12.5%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
        <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
        <td style="width: 15.62%; vertical-align: bottom; background-color: rgb(204, 238, 255);">&#160;</td>
        <td style="width: 15.65%; vertical-align: bottom; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
          <div style="text-align: right;">$(15,099)</div>
        </td>
      </tr>

  </table>
  <div><br>
  </div>
  <div><br>
  </div>
  <div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="z8e3b295c60fc4970a51682c24660a080" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 4.01%; vertical-align: top;">
            <div style="text-align: right;">~</div>
          </td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">The face amount is denominated in U.S. dollars unless otherwise indicated.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: top;">
            <div style="text-align: right;">*</div>
          </td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">Non-income producing security.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: top;">
            <div style="text-align: right;">**</div>
          </td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">Includes cumulative appreciation (depreciation).</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: top;">
            <div style="text-align: right;">&#8224;</div>
          </td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">Value determined based on Level 1 inputs, unless otherwise noted &#8212; See Note 4.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: top;">
            <div style="text-align: right;">&#8224;&#8224;</div>
          </td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">Value determined based on Level 2 inputs, unless otherwise noted &#8212; See Note 4.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: top;">
            <div style="text-align: right;">&#8224;&#8224;&#8224;</div>
          </td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">Value determined based on Level 3 inputs &#8212; See Note 4.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: top;">
            <div style="text-align: right;">1</div>
          </td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">Security was fair valued by the Valuation Committee&#160;at February 29, 2020.&#160; The total market value of fair valued securities amounts to $27,380,503, (cost $27,753,609) or 3.9%&#160;of total net assets.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: top;">
            <div style="text-align: right;">2</div>
          </td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">Affiliated issuer.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: top;">
            <div style="text-align: right;">3</div>
          </td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">Perpetual maturity.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: top;">
            <div style="text-align: right;">4</div>
          </td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">Variable rate security.&#160;&#160;Rate indicated is the rate effective at February 29, 2020. In some instances, the effective rate is limited by a minimum rate floor or a maximum rate cap established by the issuer. The
              settlement status of a position may also impact the effective rate indicated. In some cases, a position may be unsettled at period end and may not have a stated effective rate. 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="width: 4.01%; vertical-align: top;">
            <div style="text-align: right;">5</div>
          </td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <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="width: 4.01%; vertical-align: top;">
            <div style="text-align: right;">6</div>
          </td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">Rate indicated is the 7-day yield as of February 29, 2020.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: top;">
            <div style="text-align: right;">7</div>
          </td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="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)
              securities is $196,487,830&#160;(cost $196,968,048), or 28.2%&#160;of total net assets.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: top;">
            <div style="text-align: right;">8</div>
          </td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="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 $17,447,608&#160;(cost $24,624,553), or 2.5%&#160;of total net assets &#8212; See Note 7.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: top;">
            <div style="text-align: right;">9</div>
          </td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <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>
        <tr>
          <td style="width: 4.01%; vertical-align: top;">
            <div style="text-align: right;">10</div>
          </td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">Security is a step up bond, with a 5.50% coupon rate until September 14, 2020. Future rate is 8.50% with a reset date of September 15, 2020.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: top;">
            <div style="text-align: right;">11</div>
          </td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">Security is in default of interest and/or principal obligations.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: top;">
            <div style="text-align: right;">12</div>
          </td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">Security is an interest-only strip.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: top;">
            <div style="text-align: right;">13</div>
          </td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">Zero coupon rate security.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: top;">
            <div style="text-align: right;">14</div>
          </td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">Rate indicated is the effective yield at the time of purchase.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: top;">
            <div style="text-align: right;">15</div>
          </td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">Repurchase Agreements - The interest rate on repurchase agreements is market driven and based on the underlying collateral obtained. See additional disclosure in the repurchase agreements table below for more
              information on repurchase agreements.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: top;">
            <div style="text-align: right;">16</div>
          </td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">The rate is adjusted periodically by the counterparty, subject to approval by the Adviser, and is not based upon a set reference rate and spread. Rate indicated is the rate effective at February 29, 2020.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: top;">
            <div style="text-align: right;">17</div>
          </td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">All or a portion of these securities have been physically segregated in connection with futures contracts, options and unfunded loan commitments.&#160; As of February 29, 2020, the total value of segregated securities
              was $12,589,391.</div>
          </td>
        </tr>
        <tr>
          <td rowspan="1" style="width: 4.01%; vertical-align: bottom;">&#160;</td>
          <td rowspan="1" style="width: 95.87%; vertical-align: bottom;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: bottom;">&#160;</td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">BofA &#8212; Bank of America</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: bottom;">&#160;</td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">BRL &#8212; Brazilian Real</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: bottom;">&#160;</td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">CDX.NA.IG.31 &#8212; Credit Default Swap North American Investment Grade Series 31 Index</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: bottom;">&#160;</td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">CME &#8212; Chicago Mercantile Exchange</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: bottom;">&#160;</td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">CMS &#8212; Constant Maturity Swap</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: bottom;">&#160;</td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">EURIBOR &#8212; European Interbank Offered Rate</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: bottom;">&#160;</td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">EUR &#8212; Euro</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: bottom;">&#160;</td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">GBP &#8212; British Pound</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: bottom;">&#160;</td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">ICE &#8212; Intercontinental Exchange</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: bottom;">&#160;</td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">ILS &#8212; Israeli New Shekel</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: bottom;">&#160;</td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">JPY &#8212; Japanese Yen</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: bottom;">&#160;</td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">KRW &#8212; South Korean Won</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: bottom;">&#160;</td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">LIBOR &#8212; London Interbank Offered Rate</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: bottom;">&#160;</td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">plc &#8212; Public Limited Company</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4.01%; vertical-align: bottom;">&#160;</td>
          <td style="width: 95.87%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">WAC &#8212; Weighted Average Coupon</div>
          </td>
        </tr>

    </table>
  </div>
  <div><br>
  </div>
  <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
    <div id="DSPFPageBreak" style="page-break-after: always;">
      <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
  </div>
  <div>
    <div>
      <div>
        <div><br>
        </div>
        <div>
          <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" cellpadding="0" cellspacing="0">

              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div>Guggenheim Strategic Opportunities Fund</div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">
                  <div style="text-align: right;">February 29, 2020</div>
                </td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
                <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
              </tr>

          </table>
          <div><br>
          </div>
        </div>
      </div>
    </div>
  </div>
  <div><br>
  </div>
  <div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="z2e8ccdd1971c46cdbdf2067636f5d7a7" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 100%; vertical-align: bottom;">
            <div>See Sector Classification in Other Information section.</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zaba45099ae544149956868780f7b6525" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 100%; vertical-align: bottom;">
            <div>The following table summarizes the inputs used to value the Fund&#8217;s investments at February 29, 2020 (See Note 4 in the Notes to Schedule of Investments):</div>
          </td>
        </tr>

    </table>
  </div>
  <div><br>
  </div>
  <div>
    <table id="zf941b0d12a14480082cedbd7500726b1" style="font-family: Arial; font-size: 10pt; text-align: left; color: #000000; width: 100%;" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);">
            <div style="font-weight: bold;">Investments in Securities (Assets)</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">
            <div style="font-weight: bold;">Level 1 Quoted Prices</div>
          </td>
          <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">
            <div style="font-weight: bold;">Level 2 Significant Observable Inputs</div>
          </td>
          <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">
            <div style="font-weight: bold;">Level 3 Significant Unobservable Inputs</div>
          </td>
          <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">
            <div style="font-weight: bold;">Total</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; width: 48%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Common Stocks</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>81,888</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>1,259,110</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>683,304</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>2,024,302</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: top; width: 48%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>Preferred Stocks</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>2,931,016</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>2,931,016</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; width: 48%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Warrants</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>16,307</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>16,307</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: top; width: 48%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>Closed-End Funds</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>29,649,535</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>29,649,535</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: top; width: 48%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Money Market Fund</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>11,684,333</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>11,684,333</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: top; width: 48%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>Senior Floating Rate Interests</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>209,446,826</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>63,070,310</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>272,517,136</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: top; width: 48%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Asset-Backed Securities</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>115,876,009</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>19,231,423</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>135,107,432</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: top; width: 48%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>Corporate Bonds</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>
              <div>96,936,905</div>
            </div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>
              <div>21,826,125</div>
            </div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>118,763,030</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: top; width: 48%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Collateralized Mortgage Obligations</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>78,296,281</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>4,478,235</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>82,774,516</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: top; width: 48%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>Foreign Government Debt</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>27,135,571</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>27,135,571</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: top; width: 48%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Senior Fixed Rate Interests</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>853,328</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>853,328</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: top; width: 48%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>Municipal Bonds</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>473,620</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>473,620</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: top; width: 48%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>U.S. Treasury Bills</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>299,054</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>299,054</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: top; width: 48%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>Repurchase Agreements</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>2,505,244</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>2,505,244</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: top; width: 48%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Commercial Paper</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>17,494,118</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>17,494,118</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: top; width: 48%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>Options Purchased</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>876,330</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>876,330</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: top; width: 48%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Forward Foreign Currency Exchange Contracts*</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>1,057,294</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>1,057,294</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; width: 48%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>Total Assets</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>41,415,756</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>
              <div>554,587,378</div>
            </div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>
              <div>110,159,032</div>
            </div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>706,162,166</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>

    </table>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; text-align: left; color: #000000; width: 100%;" cellpadding="0" cellspacing="0">

        <tr>
          <td style="vertical-align: top; width: 48%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);">
            <div style="font-weight: bold;">Investments in Securities (Liabilities)</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">
            <div style="font-weight: bold;">Level 1 Quoted Prices</div>
          </td>
          <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">
            <div style="font-weight: bold;">Level 2 Significant Observable Inputs</div>
          </td>
          <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">
            <div style="font-weight: bold;">Level 3 Significant Unobservable Inputs</div>
          </td>
          <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">
            <div style="font-weight: bold;">Total</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; width: 48%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Corporate Bonds Sold Short</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>2,300,297</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>2,300,297</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: top; width: 48%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>Options Written</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>19,597</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>19,597</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: top; width: 48%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Equity Futures Contracts*</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>1,484,390</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>1,484,390</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: top; width: 48%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>Credit Default Swap Agreements*</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>1,149,883</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>1,149,883</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: top; width: 48%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Interest Rate Swap Agreements*</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>15,776</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>15,776</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: top; width: 48%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>Forward Foreign Currency Exchange Contracts*</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>222,247</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>222,247</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: top; width: 48%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Total Return Swap Agreements*</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>1,839</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>1,839</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: top; width: 48%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>Unfunded Loan Commitments (Note 6)</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>440,525</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">
            <div><br>
            </div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>440,525</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; width: 48%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Total Liabilities</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>1,503,987</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>3,690,042</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>440,525</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>5,634,554</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>

    </table>
  </div>
  <div><br>
  </div>
  <div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="z3edadc172aa44d68b66035d0344a45ca" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 100%; vertical-align: bottom;">
            <div>* This derivative is reported as unrealized appreciation/depreciation at period end.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 100%; vertical-align: bottom;">&#160;</td>
        </tr>

    </table>
    <div>Please refer to the detailed Schedule of Investments for a breakdown of investment type by industry category.</div>
    <div><br>
    </div>
    <div>The following is a summary of significant unobservable inputs used in the fair valuation of assets and liabilities categorized within Level 3 of the fair value hierarchy:</div>
    <div><br>
    </div>
    <div>
      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zf3c3882d778843deb63d5ba55a6ac851" border="0" cellpadding="0" cellspacing="0">

          <tr>
            <td style="width: 24%; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);">
              <div style="font-weight: bold;">Category</div>
            </td>
            <td style="width: 16%; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">
              <div style="font-weight: bold;">Ending Balance at February 29, 2020</div>
            </td>
            <td style="width: 19.68%; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);">
              <div style="font-weight: bold; margin-left: 10pt;">Valuation Technique</div>
            </td>
            <td style="width: 16.39%; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);">
              <div style="font-weight: bold;">Unobservable Inputs</div>
            </td>
            <td style="width: 12%; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">
              <div style="font-weight: bold;">Input Range</div>
            </td>
            <td style="width: 11.6%; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">
              <div style="font-weight: bold;">Weighted Average*</div>
            </td>
          </tr>
          <tr>
            <td style="width: 24%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="font-weight: bold;">Assets:</div>
            </td>
            <td style="width: 16%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 19.68%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt">&#160;</div>
            </td>
            <td style="width: 16.39%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 11.6%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 24%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div>Asset-Backed Securities</div>
            </td>
            <td style="width: 16%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">$9,935,968</div>
            </td>
            <td style="width: 19.68%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">Third Party Pricing</div>
            </td>
            <td style="width: 16.39%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div>Broker Quote</div>
            </td>
            <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#8212;</div>
            </td>
            <td style="width: 11.6%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#8212;</div>
            </td>
          </tr>
          <tr>
            <td style="width: 24%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Asset-Backed Securities</div>
            </td>
            <td style="width: 16%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#160;8,272,361</div>
            </td>
            <td style="width: 19.68%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt;">Yield Analysis</div>
            </td>
            <td style="width: 16.39%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Yield</div>
            </td>
            <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">3.2%-13.0%</div>
            </td>
            <td style="width: 11.6%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">5.2%</div>
            </td>
          </tr>
          <tr>
            <td style="width: 24%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div>Asset-Backed Securities</div>
            </td>
            <td style="width: 16%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;1,023,094</div>
            </td>
            <td style="width: 19.68%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">Option Adjusted Spread off prior month end broker quote</div>
            </td>
            <td style="width: 16.39%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div>Broker Quote</div>
            </td>
            <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#8212;</div>
            </td>
            <td style="width: 11.6%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#8212;</div>
            </td>
          </tr>
          <tr>
            <td style="width: 24%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Collateralized Mortgage Obligations</div>
            </td>
            <td style="width: 16%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#160;4,478,235</div>
            </td>
            <td style="width: 19.68%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt;">Option Adjusted Spread off prior month end broker quote</div>
            </td>
            <td style="width: 16.39%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Broker Quote</div>
            </td>
            <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#8212;</div>
            </td>
            <td style="width: 11.6%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#8212;</div>
            </td>
          </tr>
          <tr>
            <td style="width: 24%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div>Common Stocks</div>
            </td>
            <td style="width: 16%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">683,304</div>
            </td>
            <td style="width: 19.68%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">Enterprise Value</div>
            </td>
            <td style="width: 16.39%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div>Valuation Multiple</div>
            </td>
            <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">1.7x-15.8x</div>
            </td>
            <td style="width: 11.6%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">9.4x</div>
            </td>
          </tr>
          <tr>
            <td style="width: 24%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Corporate Bonds</div>
            </td>
            <td style="width: 16%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">
                <div>20,789,800</div>
              </div>
            </td>
            <td style="width: 19.68%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt;">Option Adjusted Spread off prior month end broker quote</div>
            </td>
            <td style="width: 16.39%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Broker Quote</div>
            </td>
            <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#8212;</div>
            </td>
            <td style="width: 11.6%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#8212;</div>
            </td>
          </tr>
          <tr>
            <td style="width: 24%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div>Corporate Bonds</div>
            </td>
            <td style="width: 16%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;1,036,325</div>
            </td>
            <td style="width: 19.68%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">Yield Analysis</div>
            </td>
            <td style="width: 16.39%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div>Yield</div>
            </td>
            <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">4.7%</div>
            </td>
            <td style="width: 11.6%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">
                <div>&#8212;</div>
              </div>
            </td>
          </tr>
          <tr>
            <td style="width: 24%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Senior Fixed Rate Interests</div>
            </td>
            <td style="width: 16%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#160; 853,328</div>
            </td>
            <td style="width: 19.68%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt;">Model Price</div>
            </td>
            <td style="width: 16.39%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Market Comparable Yields</div>
            </td>
            <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255); text-align: right;">8.5%</td>
            <td style="width: 11.6%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#8212;</div>
            </td>
          </tr>
          <tr>
            <td style="width: 24%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div>Senior Floating Rate Interests</div>
            </td>
            <td style="width: 16%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;&#160;&#160; 45,578,932</div>
            </td>
            <td style="width: 19.68%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">Third Party Pricing</div>
            </td>
            <td style="width: 16.39%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div>Broker Quote</div>
            </td>
            <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#8212;</div>
            </td>
            <td style="width: 11.6%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#8212;</div>
            </td>
          </tr>
          <tr>
            <td style="width: 24%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Senior Floating Rate Interests</div>
            </td>
            <td style="width: 16%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#160; 11,834,878</div>
            </td>
            <td style="width: 19.68%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt;">Yield Analysis</div>
            </td>
            <td style="width: 16.39%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Yield</div>
            </td>
            <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">4.4%-9.9%</div>
            </td>
            <td style="width: 11.6%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">7.0%</div>
            </td>
          </tr>
          <tr>
            <td style="width: 24%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div>Senior Floating Rate Interests</div>
            </td>
            <td style="width: 16%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160; 2,330,035</div>
            </td>
            <td style="width: 19.68%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">Model Price</div>
            </td>
            <td style="width: 16.39%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div>Market Comparable Yields</div>
            </td>
            <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">5.3%-10.3%</div>
            </td>
            <td style="width: 11.6%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">7.4%</div>
            </td>
          </tr>
          <tr>
            <td style="width: 24%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Senior Floating Rate Interests</div>
            </td>
            <td style="width: 16%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">1,450,253</div>
            </td>
            <td style="width: 19.68%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt;">Enterprise Value</div>
            </td>
            <td style="width: 16.39%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Valuation Multiple</div>
            </td>
            <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">8.9x-9.6x</div>
            </td>
            <td style="width: 11.6%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">9.4x</div>
            </td>
          </tr>
          <tr>
            <td style="width: 24%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div>Senior Floating Rate Interests</div>
            </td>
            <td style="width: 16%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160; 972,500</div>
            </td>
            <td style="width: 19.68%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">Option Adjusted Spread off prior month end broker quote</div>
            </td>
            <td style="width: 16.39%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div>Broker Quote</div>
            </td>
            <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#8212;</div>
            </td>
            <td style="width: 11.6%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#8212;</div>
            </td>
          </tr>
          <tr>
            <td style="width: 24%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Senior Floating Rate Interests</div>
            </td>
            <td style="width: 16%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#160;903,712</div>
            </td>
            <td style="width: 19.68%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt;">Model Price</div>
            </td>
            <td style="width: 16.39%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Purchase Price</div>
            </td>
            <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#8212;</div>
            </td>
            <td style="width: 11.6%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#8212;</div>
            </td>
          </tr>
          <tr>
            <td style="width: 24%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div>Warrants</div>
            </td>
            <td style="width: 16%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;16,307</div>
            </td>
            <td style="width: 19.68%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">Model Price<br>
              </div>
            </td>
            <td style="width: 16.39%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div>Purchase Price<br>
              </div>
            </td>
            <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">
                <div>&#8212;</div>
              </div>
            </td>
            <td style="width: 11.6%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#8212;</div>
            </td>
          </tr>
          <tr>
            <td style="width: 24%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
              <div style="font-weight: bold;">Total Assets</div>
            </td>
            <td style="width: 16%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">
                <div>$110,159,032</div>
              </div>
            </td>
            <td style="width: 19.68%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt">&#160;</div>
            </td>
            <td style="width: 16.39%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 11.6%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 24%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="font-weight: bold;">Liabilities:</div>
            </td>
            <td style="width: 16%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 19.68%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt">&#160;</div>
            </td>
            <td style="width: 16.39%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 11.6%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 24%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
              <div>Unfunded Loan Commitments<br>
              </div>
            </td>
            <td style="width: 16%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#160;$440,525</div>
            </td>
            <td style="width: 19.68%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt;">Model Price</div>
            </td>
            <td style="width: 16.39%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
              <div>Purchase Price</div>
            </td>
            <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#8212;</div>
            </td>
            <td style="width: 11.6%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#8212;</div>
            </td>
          </tr>

      </table>
    </div>
    <br>
    <div>* Inputs are weighted by the fair value of the instruments.</div>
    <div> <br>
    </div>
    <div>Significant changes in quote, yield, market comparable yields, liquidation value, purchase price or valuation multiples would generally result in significant changes in the fair value of the security.</div>
    <div><br>
    </div>
    <div>Transfers between Level 2 and Level 3 may occur as markets fluctuate and/or the availability of data used in an investment&#8217;s valuation changes. For the period ended February 29, 2020, the Fund had securities with a total value of $34,771,110
      transfer into Level 3 from Level 2 due to lack of observable inputs and had securities with a total market value of $685,811 transfer out of Level 3 to Level 2 due to the availability of current and reliable market-based data provided by a
      third-party pricing service which utilizes significant observable inputs.</div>
  </div>
  <div><br>
  </div>
  <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
    <div id="DSPFPageBreak" style="page-break-after: always;">
      <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
  </div>
  <div>
    <div>
      <div>
        <div>
          <div><br>
          </div>
          <div>
            <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" cellpadding="0" cellspacing="0">

                <tr>
                  <td style="width: 80.41%; vertical-align: middle;">
                    <div>Guggenheim Strategic Opportunities Fund</div>
                  </td>
                  <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
                </tr>
                <tr>
                  <td style="width: 80.41%; vertical-align: middle;">
                    <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
                  </td>
                  <td style="width: 19.59%; vertical-align: middle;">
                    <div style="text-align: right;">February 29, 2020</div>
                  </td>
                </tr>
                <tr>
                  <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
                  <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
                </tr>

            </table>
            <div><br>
            </div>
            <div><br>
            </div>
          </div>
        </div>
      </div>
    </div>
  </div>
  <div>
    <div><br>
    </div>
    <div style="font-weight: bold;">Summary of Fair Value Level 3 Activity</div>
    <div>Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value for the period ended February 29, 2020:</div>
    <div><br>
    </div>
    <div style="font-weight: 400;">
      <div style="font-weight: 400;">
        <table id="z6bd987c3d52f4b469fd0af7441ca844f" style="font-family: Arial; font-size: 10pt; text-align: left; color: #000000; width: 100%;" cellpadding="0" cellspacing="0">

            <tr>
              <td style="vertical-align: top; padding-bottom: 2px;" valign="bottom">&#160;</td>
              <td colspan="1" rowspan="1" style="vertical-align: bottom;" valign="bottom">&#160;</td>
              <td colspan="30" rowspan="1" style="vertical-align: top; border-bottom: #000000 solid 2px;" valign="bottom">
                <div style="text-align: center; font-weight: bold;">Assets</div>
              </td>
              <td colspan="1" rowspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom;" valign="bottom">&#160;</td>
              <td colspan="2" style="vertical-align: top;" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; padding-bottom: 2px;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" valign="bottom">&#160;</td>
              <td colspan="2" style="vertical-align: top; border-bottom: #000000 solid 2px;" valign="bottom">
                <div style="text-align: center; font-weight: bold;">Liabilities</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" nowrap="nowrap" valign="bottom">&#160;</td>
            </tr>
            <tr>
              <td style="vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
              <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: #000000 solid 2px;" valign="bottom">&#160;</td>
              <td colspan="2" style="vertical-align: bottom; text-align: right; border-bottom: #000000 solid 2px;" valign="bottom">
                <div style="font-weight: bold;">Asset-Backed Securities</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: #000000 solid 2px;" valign="bottom">&#160;</td>
              <td colspan="2" style="vertical-align: bottom; text-align: right; border-bottom: #000000 solid 2px;" valign="bottom">
                <div style="font-weight: bold;">Collateralized Mortgage Obligations</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: #000000 solid 2px;" valign="bottom">&#160;</td>
              <td colspan="2" style="vertical-align: bottom; text-align: right; border-bottom: #000000 solid 2px;" valign="bottom">
                <div style="font-weight: bold;">Corporate Bonds</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: #000000 solid 2px;" valign="bottom">&#160;</td>
              <td colspan="2" style="vertical-align: bottom; text-align: right; border-bottom: #000000 solid 2px;" valign="bottom">
                <div style="font-weight: bold;">Senior Floating Rate Interests</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: #000000 solid 2px;" valign="bottom">&#160;</td>
              <td colspan="2" style="vertical-align: bottom; text-align: right; border-bottom: #000000 solid 2px;" valign="bottom">
                <div style="font-weight: bold;">Warrants</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: #000000 solid 2px;" valign="bottom">&#160;</td>
              <td colspan="2" style="vertical-align: bottom; text-align: right; border-bottom: #000000 solid 2px;" valign="bottom">
                <div style="font-weight: bold;">Common Stocks</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: #000000 solid 2px;" valign="bottom">&#160;</td>
              <td colspan="2" style="vertical-align: bottom; text-align: right; border-bottom: #000000 solid 2px;" valign="bottom">
                <div style="font-weight: bold;">Preferred Stocks</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: #000000 solid 2px;" valign="bottom">&#160;</td>
              <td colspan="2" style="vertical-align: bottom; text-align: right; border-bottom: #000000 solid 2px;" valign="bottom">
                <div style="font-weight: bold;">Senior Fixed Rate Interests</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: #000000 solid 2px;" valign="bottom">&#160;</td>
              <td colspan="2" style="vertical-align: bottom; text-align: right; border-bottom: #000000 solid 2px;" valign="bottom">
                <div style="font-weight: bold;">Total Assets</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: #000000 solid 2px;" valign="bottom">&#160;</td>
              <td colspan="2" style="vertical-align: bottom; text-align: right; border-bottom: #000000 solid 2px;" valign="bottom">
                <div style="font-weight: bold;">Unfunded <br>
                  <div style="font-weight: bold;">Loan Commitments</div>
                </div>
              </td>
              <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" nowrap="nowrap" valign="bottom">&#160;</td>
            </tr>
            <tr>
              <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%;" valign="bottom">
                <div>Beginning Balance</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>9,756,075</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>3,932,893</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>4,421,050</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>20,824,542</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>131</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>717,392</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>559,157</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>835,218</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>41,046,458</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>(633,706</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">
                <div>)</div>
              </td>
            </tr>
            <tr>
              <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">
                <div>Purchases/(Receipts)</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>9,997,830</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>
                  <div>17,213,320</div>
                </div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>16,630,092</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>32,240</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>
                  <div>43,873,482</div>
                </div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>(306,564</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">
                <div>)</div>
              </td>
            </tr>
            <tr>
              <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%;" valign="bottom">
                <div>(Sales, maturities and paydowns)/Fundings</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>(419,498</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">
                <div>)</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>(569,805</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">
                <div>)</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>(9,218,505</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">
                <div>)</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>(31,698</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">
                <div>)</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>(10,239,506</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">
                <div>)</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>293,520</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
            </tr>
            <tr>
              <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">
                <div>Amortization of premiums/discounts</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>254,459</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>(5,634</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">
                <div>)</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>
                  <div>50,832</div>
                </div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>75,268</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>(7,651</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">
                <div>)</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>4,192</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>
                  <div>371,466</div>
                </div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
            </tr>
            <tr>
              <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%;" valign="bottom">
                <div>Total realized gains (losses) included in earnings</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>(791,391</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">
                <div>)</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>31,699</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>(759,692</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">
                <div>)</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>178,442</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
            </tr>
            <tr>
              <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%;" valign="bottom">
                <div>Total change in unrealized appreciation (depreciation) included in earnings</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>(357,443</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">
                <div>)</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>550,976</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>
                  <div>710,728</div>
                </div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>779,194</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>16,176</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>(26,438</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">
                <div>)</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>94,414</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>13,918</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>
                  <div>1,781,525</div>
                </div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>27,783</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
            </tr>
            <tr>
              <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%;" valign="bottom">
                <div>Transfers into Level 3</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>34,771,110</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>34,771,110</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%;" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
            </tr>
            <tr>
              <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>Transfers out of Level 3</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>(685,811</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">
                <div>)</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>(685,811</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">
                <div>)</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>-</div>
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              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
            </tr>
            <tr>
              <td style="vertical-align: top; background-color: rgb(204, 238, 255); width: 20%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div style="font-weight: bold;">&#160;Ending Balance</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>19,231,423</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>4,478,235</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>
                  <div>&#160;21,826,125</div>
                </div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>63,070,310</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>16,307</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>683,304</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>853,328</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>
                  <div>110,159,032</div>
                </div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>(440,525</div>
              </td>
              <td colspan="1" style="background-color: rgb(204, 238, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">
                <div>)</div>
              </td>
            </tr>
            <tr>
              <td style="vertical-align: top; background-color: rgb(255, 255, 255); width: 20%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>Net change in unrealized appreciation (depreciation) for investments in Level 3 securities still held at February 29, 2020</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>(357,443</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">
                <div>)</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>550,976</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>
                  <div>710,728</div>
                </div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>49,961</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>16,176</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>(26,438</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">
                <div>)</div>
              </td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>-</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>13,918</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>
                  <div>
                    <div>957,878</div>
                  </div>
                </div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
              <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>$</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; text-align: right; width: 5%; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
                <div>156,014</div>
              </td>
              <td colspan="1" style="background-color: rgb(255, 255, 255); vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
            </tr>

        </table>
      </div>
      <div><br>
      </div>
    </div>
    <div style="font-weight: bold;">Repurchase Agreements</div>
    <div>In connection with transactions in repurchase agreements, it is the Fund&#8217;s policy that its custodian take possession of the underlying collateral. For the following repurchase agreements, the collateral is in the possession of the Fund&#8217;s custodian
      and is evaluated to ensure that its market value exceeds, at a minimum, 102% of the original face amount of the repurchase agreements, with the exception of where securities are being sold short. The interest rate on repurchase agreements is market
      driven and based on the underlying collateral obtained.</div>
    <div><br>
    </div>
    <div>The Fund may engage in repurchase agreements. Repurchase agreements are fixed income securities in the form of agreements backed by collateral. These agreements typically involve the acquisition by the Fund of securities from the selling
      institution coupled with the agreement that the selling institution will repurchase the underlying securities at a specified price and at a fixed time in the future. The Fund may accept a wide variety of underlying securities as collateral for the
      repurchase agreements entered into by the Fund. Any such securities serving as collateral are marked-to-market daily in order to maintain full collateralization.</div>
    <div><br>
    </div>
    <div>The use of repurchase agreements involves certain risks. For example, if the selling institution defaults on its obligation to repurchase the underlying securities at a time when the value of securities has declined, the Fund may incur a loss upon
      disposition of them. In the event of an insolvency or bankruptcy by the selling institution, the Fund&#8217;s right to control the collateral could be affected and result in certain costs and delays. In addition, the Fund could incur a loss if the value of
      the underlying collateral falls below the agreed upon repurchase price.</div>
    <div><br>
    </div>
    <div>At February 29, 2020, the repurchase agreements in the account were as follows:</div>
    <div><br>
    </div>
    <div style="font-weight: 400;">
      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zf7982bdab69b4b83b4c7e890daddad31" cellpadding="0" cellspacing="0">

          <tr>
            <td style="width: 27.22%; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);">
              <div style="font-weight: bold;">Counterparty and Terms of Agreement</div>
            </td>
            <td style="width: 10.84%; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">
              <div style="font-weight: bold;">&#160;Face Value</div>
            </td>
            <td style="width: 12.8%; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">
              <div style="font-weight: bold;">&#160;Repurchase Price</div>
            </td>
            <td style="width: 28.1%; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);">
              <div style="font-weight: bold; margin-left: 10pt;">Collateral</div>
            </td>
            <td style="width: 10.08%; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">
              <div style="font-weight: bold;">Par Value</div>
            </td>
            <td style="width: 10.96%; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">
              <div style="font-weight: bold;">Fair Value</div>
            </td>
          </tr>
          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>Citigroup Global Markets, Inc.</div>
            </td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt;">Dollar Tree, Inc.</div>
            </td>
            <td style="width: 10.08%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div>&#160;&#160;&#160;&#160;1.25% - 1.35%</div>
            </td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">4.00%</div>
            </td>
            <td style="width: 10.08%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>&#160;&#160;&#160;&#160;Open Maturity*</div>
            </td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#160;$ 1,548,000</div>
            </td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#160;$ 1,548,000</div>
            </td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt;">05/15/25</div>
            </td>
            <td style="width: 10.08%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#160;$ 910,000</div>
            </td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#160;$ 1,000,727</div>
            </td>
          </tr>
          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt">&#160;</div>
            </td>
            <td style="width: 10.08%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(204, 238, 255);">
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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            <td style="width: 27.22%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(255, 255, 255);">
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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            <td style="width: 27.22%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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            <td style="width: 10.84%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(255, 255, 255);">
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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            <td style="width: 27.22%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(204, 238, 255);">
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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            <td style="width: 27.22%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(255, 255, 255);">
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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            <td style="width: 27.22%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt;">06/15/25</div>
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(204, 238, 255);">
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            <td style="width: 27.22%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(255, 255, 255);">
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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            <td style="width: 27.22%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt;">Univision Communications, Inc.</div>
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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            <td style="width: 27.22%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(255, 255, 255);">
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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            <td style="width: 27.22%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt;">02/15/25</div>
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(204, 238, 255);">
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            <td style="width: 10.96%; vertical-align: top; background-color: rgb(204, 238, 255);">
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            <td style="width: 27.22%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt">&#160;</div>
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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            <td style="width: 27.22%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(204, 238, 255);">
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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            <td style="width: 27.22%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(255, 255, 255);">
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt;">07/28/25</div>
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(204, 238, 255);">
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            <td style="width: 10.96%; vertical-align: top; background-color: rgb(204, 238, 255);">
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            <td style="width: 27.22%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt">&#160;</div>
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt;">Univision Communications, Inc.</div>
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(255, 255, 255);">
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt;">05/15/23</div>
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">35,000</div>
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            <td style="width: 10.96%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">33,757</div>
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          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt">&#160;</div>
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            <td style="width: 10.08%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">&#160;1,465,000</div>
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            <td style="width: 10.96%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">1,559,820</div>
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          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt">&#160;</div>
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div>BofA Securities, Inc.</div>
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            <td style="width: 10.84%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">Spirit AeroSystems, Inc.</div>
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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            <td style="width: 27.22%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>&#160;&#160;&#160;&#160;1.35% - 1.40%</div>
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            <td style="width: 10.84%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt;">4.60%</div>
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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            <td style="width: 27.22%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div>&#160;&#160;&#160;&#160;Open Maturity*</div>
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            <td style="width: 10.84%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">899,950</div>
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            <td style="width: 12.8%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">899,950</div>
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            <td style="width: 28.1%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">06/15/28</div>
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">410,000</div>
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            <td style="width: 10.96%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">407,253</div>
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          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt">&#160;</div>
            </td>
            <td style="width: 10.08%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(255, 255, 255);">
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt;">4.00%</div>
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">05/15/25</div>
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">290,000</div>
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            <td style="width: 10.96%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">318,913</div>
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          </tr>
          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt">&#160;</div>
            </td>
            <td style="width: 10.08%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">Flex Ltd.</div>
            </td>
            <td style="width: 10.08%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(204, 238, 255);">
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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            <td style="width: 27.22%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(255, 255, 255);">
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">85,000</div>
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            <td style="width: 10.96%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">93,968</div>
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            <td style="width: 27.22%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt">&#160;</div>
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">Univision Communications, Inc.</div>
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(204, 238, 255);">
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(255, 255, 255);">
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">60,000</div>
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            <td style="width: 10.96%; vertical-align: top; background-color: rgb(255, 255, 255);">
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            <td style="width: 27.22%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt">&#160;</div>
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">Univision Communications, Inc.</div>
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt;">5.13%</div>
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">05/15/23</div>
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">15,000</div>
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            <td style="width: 10.96%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="text-align: right;">14,467</div>
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          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt">&#160;</div>
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            <td style="width: 10.08%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;860,000</div>
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            <td style="width: 10.96%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;891,211</div>
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            <td style="width: 27.22%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt">&#160;</div>
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>RBC Capital Markets LLC</div>
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            <td style="width: 10.84%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt;">Harley-Davidson, Inc.</div>
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          </tr>
          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div>&#160;&#160;&#160;&#160;1.30%</div>
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            <td style="width: 10.84%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">3.50%</div>
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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            <td style="width: 27.22%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>&#160;&#160;&#160;&#160;Open Maturity*</div>
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            <td style="width: 10.84%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">52,375</div>
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            <td style="width: 12.8%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">52,375</div>
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            <td style="width: 28.1%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt;">07/28/25</div>
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">50,000</div>
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            <td style="width: 10.96%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">53,180</div>
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            <td style="width: 27.22%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt">&#160;</div>
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>BNP Paribas</div>
            </td>
            <td style="width: 10.84%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt;">Univision Communications, Inc.</div>
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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          <tr>
            <td style="width: 27.22%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div>&#160;&#160;&#160;&#160;1.35%</div>
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            <td style="width: 10.84%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 12.8%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 28.1%; vertical-align: top; background-color: rgb(255, 255, 255);">
              <div style="margin-left: 10pt;">5.13%</div>
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
            <td style="width: 10.96%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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            <td style="width: 27.22%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div>&#160;&#160;&#160;&#160;Open Maturity*</div>
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            <td style="width: 10.84%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">4,919</div>
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            <td style="width: 12.8%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">4,919</div>
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            <td style="width: 28.1%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="margin-left: 10pt;">02/15/25</div>
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            <td style="width: 10.08%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">5,000</div>
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            <td style="width: 10.96%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">4,718</div>
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      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" cellpadding="0" cellspacing="0">

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              <div>*&#160; The rate is adjusted periodically by the counterparty, subject to approval by the Adviser, and is not based upon a set reference rate and spread. Rate indicated is the rate effective at February 29, 2020.</div>
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    <div>&#160;</div>
    <div style="font-weight: bold;">Affiliated Transactions</div>
    <div>Investments representing 5% or more of the outstanding voting shares of a&#160;company, or control of or by, or common control under Guggenheim Investments, result in that company being considered an affiliated issuer, as defined in the 1940 Act.</div>
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        <tr>
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            <div style="font-weight: bold;">Security Name</div>
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          <td colspan="2" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div style="text-align: right; font-weight: bold;">Value 05/31/19</div>
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          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%;" valign="bottom">&#160;</td>
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            <div style="text-align: right; font-weight: bold;">Additions</div>
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          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
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            <div style="text-align: right; font-weight: bold;">Reductions</div>
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            <div style="text-align: right; font-weight: bold;">Realized Gain (Loss)</div>
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          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%;" valign="bottom">&#160;</td>
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            <div style="text-align: right; font-weight: bold;">Change in Unrealized Appreciation (Depreciation)</div>
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          <td colspan="2" style="vertical-align: bottom; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
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          <td colspan="1" style="vertical-align: bottom; background-color: rgb(204, 238, 255); width: 1%;" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; background-color: rgb(204, 238, 255); width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; background-color: rgb(204, 238, 255); width: 1%;" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; background-color: rgb(204, 238, 255); width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; background-color: rgb(204, 238, 255); width: 1%;" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; background-color: rgb(204, 238, 255); width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; background-color: rgb(204, 238, 255); width: 1%;" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; background-color: rgb(204, 238, 255); width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; background-color: rgb(204, 238, 255); width: 1%;" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; background-color: rgb(204, 238, 255); width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; background-color: rgb(204, 238, 255); width: 1%;" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; background-color: rgb(204, 238, 255); width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
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            <div>$</div>
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            <div>19,447</div>
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            <div>$</div>
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            <div>&#8211;</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>$</div>
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            <div>&#8211;</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>$</div>
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            <div>&#8211;</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>$</div>
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            <div>&#8211;</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">
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          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255);" valign="bottom">
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          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10.11%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>(7,651</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10.11%; background-color: rgb(204, 238, 255);" valign="bottom">
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10.11%; background-color: rgb(204, 238, 255);" valign="bottom">
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10.11%; background-color: rgb(204, 238, 255);" valign="bottom">
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
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        <tr>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10.11%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10.11%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10.11%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10.11%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10.11%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr>
          <td style="vertical-align: bottom; width: 12%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div style="text-indent: -18pt; margin-left: 18pt;">&#160;&#160;Targus Group International, Inc.&#160; due 05/24/16</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div>&#8211;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">
            <div>**</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 9%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div>&#8211;</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10.11%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div>&#8211;</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10.11%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div>(145,383</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">
            <div>)</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10.11%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div>145,383</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10.11%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div>&#8211;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">
            <div><br>
            </div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10.11%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div>&#8211;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 12%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 9%;" valign="bottom">
            <div>47,962</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 9%;" valign="bottom">
            <div>&#8211;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10.11%;" valign="bottom">
            <div>(7,651</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10.11%;" valign="bottom">
            <div>(145,383</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">
            <div>)</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">
            <div>$</div>
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          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10.11%;" valign="bottom">
            <div>148,265</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">
            <div>$</div>
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          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10.11%;" valign="bottom">
            <div>43,193</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10.11%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
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    <div>&#160;</div>
    <div> <br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zef9552c54dac477cacd4dc9e76032af2" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 4%; vertical-align: top;">
            <div style="text-align: right;">*</div>
          </td>
          <td style="width: 96%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">Non-income producing security.</div>
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        </tr>
        <tr>
          <td style="width: 4%; vertical-align: top;">
            <div style="text-align: right;">**</div>
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          <td style="width: 96%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">Market value is less than $1.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4%; vertical-align: top;">
            <div style="text-align: right;">1</div>
          </td>
          <td style="width: 96%; vertical-align: bottom;">
            <div style="margin-left: 10pt;">Security was fair valued by the Valuation Committee&#160;at February 29, 2020.&#160; The total market value of fair valued and affiliated securities amounts to $43,193, (cost $25,276) or less than 0.1% of total net assets.</div>
          </td>
        </tr>

    </table>
    <div>&#160;</div>
  </div>
  <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
    <div id="DSPFPageBreak" style="page-break-after: always;">
      <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
  </div>
  <div> <br>
  </div>
  <div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 80.41%; vertical-align: middle;">
            <div><br>
            </div>
          </td>
          <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 80.41%; vertical-align: middle;">
            <div style="font-size: 18pt; font-weight: bold;"><font style="font-size: 14pt; font-weight: bold;">NOTES TO SCHEDULE OF INVESTMENTS </font><font style="font-size: 14pt; font-style: italic;">(Unaudited)</font></div>
          </td>
          <td style="width: 19.59%; vertical-align: middle;">
            <div style="text-align: right;">February 29, 2020</div>
          </td>
        </tr>
        <tr>
          <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
          <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
        </tr>

    </table>
    <div><br>
    </div>
  </div>
  <div>
    <div id="DSPFPageHeader">
      <div><br>
      </div>
    </div>
    <div style="font-weight: bold;">Note&#160;1 &#8211; Organization<br>
    </div>
    <div>Guggenheim Strategic Opportunities Fund (the &#8220;Fund&#8221;) was organized as a Delaware statutory trust on November 13, 2006. 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;).</div>
    <div><br>
    </div>
    <div>The Fund&#8217;s investment objective is to maximize total return through a combination of current income and capital appreciation.</div>
    <div><br>
    </div>
    <div>For information on the Fund&#8217;s other significant accounting policies, please refer to the Fund&#8217;s most recent semi-annual or annual shareholder report.</div>
    <div><br>
    </div>
    <div style="font-weight: bold;">Note&#160;2 &#8211; Significant Accounting Policies</div>
    <div>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;</div>
    <div>&#160;</div>
    <div>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.</div>
    <div><br>
    </div>
    <div style="font-weight: bold;">(a) Valuation of Investments&#160;</div>
    <div>The Board of Trustees of the Fund (the &#8220;Board&#8221;) has adopted policies and procedures for the valuation of the Fund&#8217;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.</div>
    <div><br>
    </div>
    <div>Valuations of the Fund&#8217;s securities and other assets 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&#8217;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.</div>
    <div><br>
    </div>
    <div>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><br>
    </div>
    <div>Equity securities listed or traded on a recognized U.S. securities exchange or the National Association of Securities Dealers Automated Quotations (&#8220;NASDAQ&#8221;) National Market System shall generally be valued on the basis of the last sale price on
      the primary U.S. exchange or market on which the security is listed or traded; provided, however, that securities listed on NASDAQ will be valued at the NASDAQ Official Closing Price, which may not necessarily represent the last sale price. If there
      is no sale on the valuation date, exchange-traded U.S. equity securities will be valued on the basis of the last bid price.</div>
    <div><br>
    </div>
    <div>
      <div>Open-end investment companies are valued at their net asset value (&#8220;NAV&#8221;) as of the close of business, on the valuation date. Exchange-traded funds&#160;and closed-end investment companies&#160;are valued at the last quoted sale price.</div>
      <div><br>
      </div>
      Generally, trading in foreign securities markets is substantially completed each day at various times prior to the close of the New York Stock Exchange (&#8220;NYSE&#8221;). The values of foreign securities are determined as of the close of such foreign markets
      or the close of the NYSE, if earlier. All 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&#160;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.&#160;In
      addition, under the Valuation Procedures, the Valuation Committee and&#160;Guggenheim Funds Investment Advisors, LLC (&#8220;GFIA or the &#8220;Adviser&#8221;) are&#160;authorized to use prices and other information supplied by a third party pricing vendor in valuing foreign
      securities.</div>
    <div> <br>
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                  <div style="font-weight: bold;"><font style="font-size: 14pt; font-weight: bold;">NOTES TO SCHEDULE OF INVESTMENTS </font><font style="font-size: 14pt; font-style: italic;">(Unaudited)</font></div>
                </div>
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    <div>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.</div>
    <div><br>
    </div>
    <div>Repurchase agreements are generally valued at amortized cost, provided such amounts&#160;approximate market value.</div>
    <div><br>
    </div>
    <div>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.</div>
    <div><br>
    </div>
    <div>Typically, loans are valued using information provided by an independent third party pricing service which uses broker quotes. If the pricing service cannot or does not provide a valuation for a particular loan, or such valuation is deemed
      unreliable, such investment is fair valued by the Valuation Committee.</div>
    <div>&#160;</div>
    <div>Exchange-traded options are valued at the mean of the bid and ask prices on the principal exchange on which they are traded. Over-the-counter (&#8220;OTC&#8221;) options are valued using a price provided by a pricing service.&#160;</div>
    <div><br>
    </div>
    <div>The value of futures contracts is&#160;accounted for using the unrealized appreciation or depreciation 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.</div>
    <div><br>
    </div>
    <div>The value of interest rate swap agreements entered into by&#160;the Fund is accounted for using the unrealized&#160;appreciation or&#160;depreciation on the agreements that is determined using the previous day&#8217;s Chicago Mercantile Exchange close price, adjusted
      for the current day&#8217;s spread.</div>
    <div><br>
    </div>
    <div>The values of other swap agreements entered into by the Fund is accounted for using the unrealized&#160;appreciation or depreciation on the agreements that is determined by marking the agreements to the last quoted value of the index or the underlying
      position that the swap pertains to at the close of the NYSE.</div>
    <div><br>
    </div>
    <div>Forward foreign currency exchange contracts are valued daily based on the applicable exchange rate of the underlying currency.</div>
    <div><br>
    </div>
    <div>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&#8221;. 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 U.S.&#160;Treasury securities, and other information analysis.</div>
    <div><br>
    </div>
    <div style="font-weight: bold;">Note 3 &#8211;&#160;Financial Instruments and Derivatives</div>
    <div>As part of&#160;its investment strategy, the Fund utilizes short sales and 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 2 of these Notes to Schedule of Investments.</div>
    <div><br>
    </div>
    <div style="font-weight: bold;">Short Sales</div>
    <div>A short sale is a transaction in which&#160;the Fund sells a security it does not own. If the security sold short decreases in price between the time the Fund sells the security and closes its short position, the Fund will realize a gain on the
      transaction. Conversely, if the security increases in price during the period, the Fund will realize a loss on the transaction. The risk of such price increases is the principal risk of engaging in short sales.</div>
    <div><br>
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                    <div style="font-weight: bold;"><font style="font-size: 14pt; font-weight: bold;">NOTES TO SCHEDULE OF INVESTMENTS </font><font style="font-size: 14pt; font-style: italic;">(Unaudited)</font></div>
                  </div>
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    <div style="font-weight: bold;">Derivatives</div>
    <div>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.</div>
    <div><br>
    </div>
    <div>The Fund utilized derivatives for the following purposes:</div>
    <div>&#160;</div>
    <div><font style="font-weight: bold;">Hedge:</font> an investment made in order to reduce the risk of adverse price movements in a security, by taking an offsetting position to protect against broad market moves.</div>
    <div><br>
    </div>
    <div><font style="font-weight: bold;">Income:</font> the use of any instrument that distributes cash flows typically based upon some rate of interest.</div>
    <div>&#160;</div>
    <div><font style="font-weight: bold;">Index Exposure:</font> the use of an instrument to obtain exposure to a listed or other type of index.</div>
    <div><br>
    </div>
    <div style="font-weight: bold;">Options Purchased and Written&#160;</div>
    <div>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.</div>
    <div>&#160;</div>
    <div>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&#160;the&#160;counterparty&#8217;s inability to perform.</div>
    <div>&#160;</div>
    <div style="font-weight: bold;">Futures Contracts</div>
    <div>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.</div>
    <div><br>
    </div>
    <div style="font-weight: bold;">Swap Agreements</div>
    <div>A swap is an agreement that obligates two parties to exchange a series of cash flows at specified intervals based upon or calculated by reference to changes in specified prices or rates for a specified amount of an underlying asset. When utilizing
      OTC swaps,&#160;the Fund&#160;bears the risk of loss of the amount expected to be received under a swap agreement in the event of the default or bankruptcy of a swap agreement counterparty or if the underlying asset declines in value. Certain standardized
      swaps are subject to mandatory central clearing and are executed on a multi-lateral or other trade facility platform, such as a registered exchange. There is limited counterparty credit risk with respect to centrally-cleared swaps as the transaction
      is facilitated through a central clearinghouse, much like exchange-traded futures contracts. For a fund utilizing centrally cleared swaps, the exchange bears the risk of loss resulting from a counterparty not being able to pay. There is no guarantee
      that a fund or an underlying fund could eliminate its exposure under an outstanding swap agreement by entering into an offsetting swap agreement with the same or another party.</div>
    <div><br>
    </div>
    <div>Total return swaps involve commitments where single or multiple cash flows are exchanged based on the price of an underlying reference asset (such as an index) or a fixed or variable interest rate. Total return swaps will usually be computed based
      on the current value of the reference asset as of the close of regular trading on the NYSE or other exchange, with the swap value being adjusted to include dividends accrued, financing charges and/or interest associated with the swap agreement. When
      utilizing total return swaps, the Fund bears the risk of loss of the amount expected to be received under a swap agreement in the event of the default or bankruptcy of a swap </div>
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                    <div style="font-weight: bold;"><font style="font-size: 14pt; font-weight: bold;">NOTES TO SCHEDULE OF INVESTMENTS </font><font style="font-size: 14pt; font-style: italic;">(Unaudited)</font></div>
                  </div>
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    <div> <br>
    </div>
    <div>agreement counterparty or if the underlying reference asset declines in value.</div>
    <div><br>
    </div>
    <div>Interest rate swaps involve the exchange by the Fund with another party for&#160;its respective commitment to pay or receive a fixed or variable interest rate on a notional amount of principal. Interest rate swaps are generally centrally-cleared, but
      central clearing does not make interest rate swap transactions risk free.</div>
    <div><br>
    </div>
    <div>Credit default swaps are instruments which allow for the full or partial transfer of third party credit risk, with respect to a particular entity or entities, from one counterparty to the other. The Fund enters into credit default swaps as a
      &#8220;seller&#8221; or &#8220;buyer&#8221; of protection primarily to gain or reduce exposure to the investment grade and/or high yield bond market. A seller of credit default swaps is selling credit protection or assuming credit risk with respect to the underlying entity
      or entities. The buyer in a credit default swap is obligated to pay the seller a periodic stream of payments over the term of the contract provided that no event of default on an underlying reference obligation has occurred. If a credit event occurs,
      as defined under the terms of the swap agreement, the seller will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the
      referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. The
      notional amount reflects the maximum potential amount the seller of credit protection could be required to pay to the buyer if a credit event occurs. The seller of protection receives periodic premium payments from the buyer and may also receive or
      pay an upfront premium adjustment to the stated periodic payments. In the event a credit default occurs on a credit default swap referencing an index, a factor adjustment will take place and the buyer of protection will receive a payment reflecting
      the par less the default recovery rate of the defaulted index component based on its weighting in the index. If no default occurs, the counterparty will pay the stream of payments and have no further obligations to the fund selling the credit
      protection. For a fund utilizing centrally cleared credit default swaps, the exchange bears the risk of loss resulting from a counterparty not being able to pay. For OTC credit default swaps, a fund bears the risk of loss of the amount expected to be
      received under a swap agreement in the event of the default or bankruptcy of a swap agreement counterparty, or in the case of a credit default swap in which a fund is selling credit protection, the default of a third party issuer.</div>
    <div><br>
    </div>
    <div>The quoted market prices and resulting market values for credit default swap agreements on securities and credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected
      liability (or profit) for the credit derivative had the notional amount of the swap agreement been closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a
      deterioration of the referenced entity&#8217;s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.</div>
    <div><br>
    </div>
    <div style="font-weight: bold;">Forward Foreign Currency Exchange Contracts</div>
    <div>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.</div>
    <div>&#160;</div>
    <div>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.</div>
    <div><br>
    </div>
    <div>In conjunction with short sales and the use of derivative instruments, the Fund&#160;is required to maintain collateral in various forms. Depending on the financial instrument utilized and the broker involved, the Fund uses&#160;margin deposits at the
      broker, cash and/or securities segregated at the custodian bank, discount notes or repurchase agreements allocated to&#160;the Fund as collateral.</div>
    <div><br>
    </div>
    <div>The Fund has established counterparty credit guidelines and enters into transactions only with financial institutions of investment grade or better. The Fund monitors the counterparty credit risk.</div>
    <div><br>
    </div>
    <div style="font-weight: bold;">Note&#160;4 &#8211; Fair Value Measurement&#160;&#160;</div>
    <div>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</div>
    <div> <br>
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                  </div>
                </div>
              </td>
              <td style="width: 19.59%; vertical-align: middle;">
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    <div> <br>
    </div>
    <div>corresponding inputs are summarized below:</div>
    <div><br>
    </div>
    <div>Level 1 &#8212; quoted prices in active markets for identical assets or liabilities.</div>
    <div>&#160;</div>
    <div>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.).</div>
    <div>&#160;</div>
    <div>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.</div>
    <div>&#160;</div>
    <div>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.</div>
    <div>&#160;</div>
    <div>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 will 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 U.S. Treasury securities, and other information
      and analysis. A significant portion of the Fund&#8217;s assets and liabilities are categorized as Level 2, as indicated in this report.<br>
      <br>
      Quotes from broker-dealers, adjusted for fluctuations in criteria such as credit spreads and interest rates, may also be 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 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 a quote
      would generally result in significant changes in the fair value of the security.<br>
      <br>
      Certain fixed income securities are valued by obtaining a monthly quote from a broker-dealer, adjusted for fluctuations in criteria such as credit spreads and interest rates.<br>
      <br>
      Certain loans and other securities are valued using a single daily broker quote or a price from a third party vendor based on a single daily or monthly broker quote.<br>
      <br>
    </div>
    <div>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;</div>
    <div><br>
    </div>
    <div style="font-weight: bold;">Note 5 &#8211; Federal Income Tax Information</div>
    <div>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 or federal excise tax is required.</div>
    <div>&#160;</div>
    <div>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 U.S. 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 U.S. federal income tax returns are subject to examination by the Internal Revenue Service for a period of three&#160;years after they are filed.</div>
    <div><br>
    </div>
    <div>At February 29, 2020, the cost of&#160;investments for U.S. federal income tax purposes, the aggregate gross unrealized appreciation for all&#160;investments for which there was an excess of value over tax cost, and the aggregate gross unrealized
      depreciation for all&#160;investments for which there was an excess of tax cost over value, were as follows:</div>
    <div> <br>
    </div>
    <div>
      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="z01cb2d21b64b4d54888b82e7c8aa8866" border="0" cellpadding="0" cellspacing="0">

          <tr>
            <td style="width: 25%; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">
              <div style="font-weight: bold;">Tax Cost</div>
            </td>
            <td style="width: 25.17%; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">
              <div style="font-weight: bold;">Tax Unrealized Appreciation</div>
            </td>
            <td style="width: 25%; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">
              <div style="font-weight: bold;">Tax Unrealized Depreciation</div>
            </td>
            <td style="width: 25.17%; vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">
              <div style="font-weight: bold;">Net Unrealized </div>
              <div style="font-weight: bold;">Appreciation (Depreciation)<br>
              </div>
            </td>
          </tr>
          <tr>
            <td style="width: 25%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#160;$ 724,741,781</div>
            </td>
            <td style="width: 25.17%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#160;$ 12,715,293</div>
            </td>
            <td style="width: 25%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#160;$&#160; (36,488,937)</div>
            </td>
            <td style="width: 25.17%; vertical-align: top; background-color: rgb(204, 238, 255);">
              <div style="text-align: right;">&#160;$ (23,773,644)</div>
            </td>
          </tr>

      </table>
    </div>
    <div>&#160;</div>
    &#160;
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
        <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
    </div>
    <div>&#160;</div>
    <div>
      <div>
        <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" cellpadding="0" cellspacing="0">

            <tr>
              <td style="width: 80.41%; vertical-align: middle;">
                <div><br>
                </div>
              </td>
              <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
            </tr>
            <tr>
              <td style="width: 80.41%; vertical-align: middle;">
                <div style="font-size: 18pt; font-weight: bold;">
                  <div style="font-weight: bold;">
                    <div style="font-weight: bold;">
                      <div style="font-weight: bold;"><font style="font-size: 14pt; font-weight: bold;">NOTES TO SCHEDULE OF INVESTMENTS </font><font style="font-size: 14pt; font-style: italic;">(Unaudited)</font></div>
                    </div>
                  </div>
                </div>
              </td>
              <td style="width: 19.59%; vertical-align: middle;">
                <div style="text-align: right;">February 29, 2020</div>
              </td>
            </tr>
            <tr>
              <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
              <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
            </tr>

        </table>
        <div><br>
        </div>
      </div>
      <div>
        <div id="DSPFPageHeader">
          <div><br>
          </div>
        </div>
      </div>
    </div>
    <div> <br>
    </div>
    <div style="font-weight: bold;">Note 6 &#8211; Unfunded Loan Commitments</div>
    <div>Pursuant to the terms of certain&#160;loan agreements,&#160;the Fund&#160;held&#160;unfunded loan commitments as of February 29, 2020. The Fund&#160;is obligated to fund these loan commitments at the borrower&#8217;s discretion.</div>
    <div><br>
    </div>
    <div>The unfunded loan commitments as of February 29, 2020, were as follows:</div>
    <div><br>
    </div>
    <div><br>
    </div>
    <table id="zcfe596c9eaa14a32a21d1d79fc853a00" style="font-family: Arial; font-size: 10pt; text-align: left; color: #000000; width: 100%;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 50%;" valign="bottom">
            <div style="font-weight: bold;">Borrower</div>
          </td>
          <td style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 15%;" valign="bottom">
            <div style="text-align: right; font-weight: bold;">Maturity Date</div>
          </td>
          <td style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 5%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%;" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div style="text-align: right; font-weight: bold;">Face Amount*</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%;" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div style="text-align: right; font-weight: bold;">Value</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 50%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-indent: -18pt; margin-left: 18pt;">Alexander Mann</div>
          </td>
          <td style="vertical-align: bottom; width: 15%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-align: right;">12/16/24</div>
          </td>
          <td style="vertical-align: bottom; width: 5%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-align: right; margin-left: 10pt;">GBP</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>1,250,000</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>169,340</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 50%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-indent: -18pt; margin-left: 18pt;">AmeriLife Holdings LLC</div>
          </td>
          <td style="vertical-align: bottom; width: 15%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">02/06/27</div>
          </td>
          <td style="vertical-align: bottom; width: 5%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>100,000</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>248</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 50%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-indent: -18pt; margin-left: 18pt;">Anchor Packaging LLC</div>
          </td>
          <td style="vertical-align: bottom; width: 15%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-align: right;">07/18/26</div>
          </td>
          <td style="vertical-align: bottom; width: 5%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>296,154</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>1,352</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 50%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-indent: -18pt; margin-left: 18pt;">Apro LLC</div>
          </td>
          <td style="vertical-align: bottom; width: 15%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">11/14/26</div>
          </td>
          <td style="vertical-align: bottom; width: 5%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>380,000</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>3,617</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 50%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-indent: -18pt; margin-left: 18pt;">Aspect Software, Inc.</div>
          </td>
          <td style="vertical-align: bottom; width: 15%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-align: right;">07/15/23</div>
          </td>
          <td style="vertical-align: bottom; width: 5%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>211,650</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>2,416</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 50%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-indent: -18pt; margin-left: 18pt;">BCPE Empire Holdings, Inc.</div>
          </td>
          <td style="vertical-align: bottom; width: 15%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">06/11/26</div>
          </td>
          <td style="vertical-align: bottom; width: 5%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>63,734</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>637</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 50%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-indent: -18pt; margin-left: 18pt;">Cypress Intermediate Holdings III, Inc.</div>
          </td>
          <td style="vertical-align: bottom; width: 15%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-align: right;">04/27/22</div>
          </td>
          <td style="vertical-align: bottom; width: 5%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>1,250,000</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>66,282</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 50%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-indent: -18pt; margin-left: 18pt;">DCG Acquisition Corp.</div>
          </td>
          <td style="vertical-align: bottom; width: 15%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">09/30/26</div>
          </td>
          <td style="vertical-align: bottom; width: 5%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>243,333</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>5,763</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 50%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-indent: -18pt; margin-left: 18pt;">Examworks Group, Inc.</div>
          </td>
          <td style="vertical-align: bottom; width: 15%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-align: right;">01/27/23</div>
          </td>
          <td style="vertical-align: bottom; width: 5%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>1,500,000</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>58,351</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr>
          <td style="vertical-align: bottom; width: 50%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-indent: -18pt; margin-left: 18pt;">EyeCare Partners LLC</div>
          </td>
          <td style="vertical-align: bottom; width: 15%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">02/18/27</div>
          </td>
          <td style="vertical-align: bottom; width: 5%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>331,081</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>205</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 50%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-indent: -18pt; margin-left: 18pt;">Fortis Solutions Group LLC</div>
          </td>
          <td style="vertical-align: bottom; width: 15%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-align: right;">12/15/23</div>
          </td>
          <td style="vertical-align: bottom; width: 5%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>163,320</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>12,706</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 50%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-indent: -18pt; margin-left: 18pt;">Galls LLC</div>
          </td>
          <td style="vertical-align: bottom; width: 15%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">01/31/25</div>
          </td>
          <td style="vertical-align: bottom; width: 5%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>349,651</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>2,768</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 50%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-indent: -18pt; margin-left: 18pt;">Galls LLC</div>
          </td>
          <td style="vertical-align: bottom; width: 15%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-align: right;">01/31/24</div>
          </td>
          <td style="vertical-align: bottom; width: 5%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>6,316</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>538</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 50%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-indent: -18pt; margin-left: 18pt;">Lytx, Inc.</div>
          </td>
          <td style="vertical-align: bottom; width: 15%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">08/31/22</div>
          </td>
          <td style="vertical-align: bottom; width: 5%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>52,632</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>3,297</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 50%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-indent: -18pt; margin-left: 18pt;">OEConnection LLC</div>
          </td>
          <td style="vertical-align: bottom; width: 15%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-align: right;">09/25/26</div>
          </td>
          <td style="vertical-align: bottom; width: 5%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>147,186</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>691</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 50%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-indent: -18pt; margin-left: 18pt;">Packaging Coordinators Midco, Inc.</div>
          </td>
          <td style="vertical-align: bottom; width: 15%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">07/01/21</div>
          </td>
          <td style="vertical-align: bottom; width: 5%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>1,223,077</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>40,942</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 50%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-indent: -18pt; margin-left: 18pt;">SHO Holding I Corp.</div>
          </td>
          <td style="vertical-align: bottom; width: 15%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-align: right;">10/27/21</div>
          </td>
          <td style="vertical-align: bottom; width: 5%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>166,000</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>12,865</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 50%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-indent: -18pt; margin-left: 18pt;">Situs AMC Holdings Corp.</div>
          </td>
          <td style="vertical-align: bottom; width: 15%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">06/30/25</div>
          </td>
          <td style="vertical-align: bottom; width: 5%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>48,000</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>720</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 50%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-indent: -18pt; margin-left: 18pt;">Solera LLC</div>
          </td>
          <td style="vertical-align: bottom; width: 15%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-align: right;">03/03/21</div>
          </td>
          <td style="vertical-align: bottom; width: 5%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>2,033,000</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>57,787</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 50%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">
            <div style="text-indent: -18pt; margin-left: 18pt;">Trader Interactive</div>
          </td>
          <td style="vertical-align: bottom; width: 15%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">
            <div style="text-align: right;">06/15/23</div>
          </td>
          <td style="vertical-align: bottom; width: 5%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">
            <div>115,385</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div>&#8211;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 50%; background-color: rgb(204, 238, 255); padding-bottom: 2px;" valign="bottom">&#160;</td>
          <td style="vertical-align: bottom; width: 15%; background-color: rgb(204, 238, 255); padding-bottom: 2px;" valign="bottom">&#160;</td>
          <td style="vertical-align: bottom; width: 5%; background-color: rgb(204, 238, 255); padding-bottom: 2px;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255); padding-bottom: 2px;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255); padding-bottom: 2px;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(204, 238, 255); padding-bottom: 2px;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255); padding-bottom: 2px;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255); padding-bottom: 2px;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
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          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>440,525</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 50%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td style="vertical-align: bottom; width: 15%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td style="vertical-align: bottom; width: 5%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>

    </table>
    <div>* The face amount is denominated in U.S. dollars unless otherwise indicated.</div>
    <div>GBP &#8211; British Pound</div>
    <div><br>
    </div>
    <div style="font-weight: bold;">Note 7 &#8211; Restricted Securities</div>
    <div>The securities below are considered illiquid and restricted under guidelines established by the Board:</div>
    <div>&#160;</div>
    <div><br>
    </div>
    <table id="z11b014f0bd4843da8d57bc892176d85e" style="font-family: Arial; font-size: 10pt; text-align: left; color: #000000; width: 100%;" cellpadding="0" cellspacing="0">

        <tr>
          <td style="vertical-align: bottom; border-bottom: #000000 2px solid;" valign="bottom">
            <div style="font-weight: bold;">Restricted Securities</div>
          </td>
          <td style="vertical-align: bottom; border-bottom: #000000 2px solid;" valign="bottom">
            <div style="text-align: right; font-weight: bold;">Acquisition Date</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" valign="bottom">
            <div style="text-align: right; font-weight: bold;">Cost</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" valign="bottom">
            <div style="text-align: right; font-weight: bold;">Value</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr>
          <td style="vertical-align: bottom; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Airplanes Pass Through Trust</div>
          </td>
          <td style="vertical-align: bottom; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="margin-left: 18pt;">2001-1A, due 03/15/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">3</sup></div>
          </td>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">10/14/09</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>$</div>
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          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>5,384,675</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>$</div>
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          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>100,160</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Atlas Mara Ltd.</div>
          </td>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="margin-left: 18pt;">&#160;8.00% due 12/31/20</div>
          </td>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">10/01/15</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>2,121,850</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>1,947,000</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Basic Energy Services, Inc.</div>
          </td>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="margin-left: 18pt;">&#160;10.75% due 10/15/23</div>
          </td>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">09/25/18</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>496,304</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>320,000</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Beverages &amp; More, Inc.</div>
          </td>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="margin-left: 18pt;">&#160;11.50% due 06/15/22</div>
          </td>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">06/16/17</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>629,965</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>417,625</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>CBC Insurance Revenue Securitization LLC</div>
          </td>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="margin-left: 18pt;">&#160;2016-1, 5.25% due 07/15/46</div>
          </td>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">08/09/19</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>326,401</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>356,174</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>CNB Financial Corp.</div>
          </td>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="margin-left: 18pt;">&#160;5.75% due 10/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">2</sup></div>
          </td>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">09/14/16</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>2,000,000</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>2,058,476</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Exide International Holdings, LP</div>
          </td>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="margin-left: 18pt;">&#160;10.75% due 10/31/21</div>
          </td>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">05/31/19</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>690,333</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>710,989</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Exide Technologies</div>
          </td>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="margin-left: 18pt;">&#160;11.00% due 10/31/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">07/02/19</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>2,073,468</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>1,728,453</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="margin-left: 18pt;">&#160;2015-1A, 7.50% due 11/12/30</div>
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          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">04/22/16</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
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          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>988,967</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>989,482</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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            <div>FDF II Ltd.</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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            <div style="margin-left: 18pt;">&#160;2016-2A, 7.70% due 05/12/31</div>
          </td>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">04/15/16</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
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          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>2,983,413</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
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            <div>2,975,365</div>
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            <tr>
              <td style="width: 80.41%; vertical-align: middle;">
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                      <div style="font-weight: bold;"><font style="font-size: 14pt; font-weight: bold;">NOTES TO SCHEDULE OF INVESTMENTS </font><font style="font-size: 14pt; font-style: italic;">(Unaudited)</font></div>
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        <tr>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>FLNG Liquefaction 2 LLC</div>
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          <td style="vertical-align: bottom; width: 37%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="margin-left: 18pt;">&#160;4.13% due 03/31/38</div>
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          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">07/23/19</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>111,205</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>125,590</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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          <td style="vertical-align: bottom; width: 37%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Freddie Mac Military Housing Bonds Resecuritization Trust Certificates</div>
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          <td style="vertical-align: bottom; width: 37%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="margin-left: 18pt;">&#160;2015-R1, 5.50% (WAC) due 11/25/52<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">09/10/19</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>3,689,812</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>3,795,200</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Mirabela Nickel Ltd.</div>
          </td>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="margin-left: 18pt;">&#160;due 06/24/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">3</sup></div>
          </td>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">12/31/13</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>1,259,370</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>69,409</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Princess Juliana International Airport Operating Company N.V.</div>
          </td>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="margin-left: 18pt;">&#160;5.50% due 12/20/27</div>
          </td>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">12/17/12</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>1,418,745</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>1,440,871</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Turbine Engines Securitization Ltd.</div>
          </td>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div style="margin-left: 18pt;">&#160;2013-1A, 6.38% due 12/13/48</div>
          </td>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div style="text-align: right;">11/27/13</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div>450,045</div>
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          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div>412,814</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
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        <tr>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td style="vertical-align: bottom; width: 37%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>24,624,553</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>17,447,608</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>

    </table>
    <div>&#160;</div>
    <div> <br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="zd1b53f93c9c74724be43776c693ce709" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 4%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">1</div>
          </td>
          <td style="width: 96%; vertical-align: bottom;">
            <div style="font-style: italic; margin-left: 10pt;">Variable rate security.&#160;&#160;Rate indicated is the rate effective at February 29, 2020. In some instances, the effective rate is limited by a minimum rate floor or a maximum rate cap established
              by the issuer. The settlement status of a position may also impact the effective rate indicated. In some cases, a position may be unsettled at period end and may not have a stated effective rate. 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="width: 4%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">2</div>
          </td>
          <td style="width: 96%; vertical-align: bottom;">
            <div style="font-style: italic; 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="width: 4%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">3</div>
          </td>
          <td style="width: 96%; vertical-align: bottom;">
            <div style="font-style: italic; margin-left: 10pt;">Security is in default of interest and/or principal obligations.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">4</div>
          </td>
          <td style="width: 96%; vertical-align: bottom;">
            <div style="font-style: italic; margin-left: 10pt;">All or a portion of this security has been physically segregated in connection with unfunded loan commitments.</div>
          </td>
        </tr>

    </table>
    <div>&#160;</div>
    <div>&#160;</div>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
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    <div> <br>
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    <div>
      <div id="DSPFPageHeader">
        <div>
          <div style="font-size: 18pt; font-weight: bold;">OTHER INFORMATION (Unaudited)
            <hr style="height: 2px; color: #000000; background-color: #000000; text-align: center; margin-left: auto; margin-right: auto; border: none;" align="center" noshade="noshade"></div>
        </div>
        <div><br>
        </div>
        <div><br>
        </div>
      </div>
      <div style="font-weight: bold;">Sector Classification</div>
      <div>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 Fund&#8217;s registration
        statement, the Fund has investment policies relating to concentration in specific industries. For purposes of these investment policies, the Fund 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>
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