<SEC-DOCUMENT>0001752724-22-238791.txt : 20221027
<SEC-HEADER>0001752724-22-238791.hdr.sgml : 20221027
<ACCEPTANCE-DATETIME>20221027104832
ACCESSION NUMBER:		0001752724-22-238791
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20220831
FILED AS OF DATE:		20221027
DATE AS OF CHANGE:		20221027
PERIOD START:           	20230531

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:		221335530

	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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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SUPERIOR PLUS/GEN PRTNR</name>
        <lei>N/A</lei>
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          <isin value="US86828LAC63"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1763620.00000000</valUSD>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>New York Mortgage Trust</name>
        <lei>N/A</lei>
        <title>NYMT Loan Trust 2022-SP1</title>
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          <isin value="US62956BAA70"/>
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        <curCd>USD</curCd>
        <valUSD>3584641.40000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <securityLending>
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      <invstOrSec>
        <name>Broadridge Financial Solutions</name>
        <lei>549300KZDJZQ2YIHRC28</lei>
        <title>Broadridge Financial Solutions, Inc.</title>
        <cusip>11133T103</cusip>
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          <isin value="US11133T1034"/>
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        <balance>2528.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>432717.76000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GALLS</name>
        <lei>N/A</lei>
        <title>Galls LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX171345 1"/>
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        <balance>933912.40980000</balance>
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        <curCd>USD</curCd>
        <valUSD>901225.48000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>9.58000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PRESTIGE BRANDS INC</name>
        <lei>549300JBVP4J6D42I235</lei>
        <title>Prestige Brands, Inc.</title>
        <cusip>74112BAM7</cusip>
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          <isin value="US74112BAM72"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>240021.00000000</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>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</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>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH80Z7Y0"/>
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        <balance>-2143698.99000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2143698.99000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300HN4UKV1E2R3U73" name="BOFA SECURITIES, INC."/>
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          <maturityDt>N/A</maturityDt>
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            <repurchaseCollateral>
              <principalAmt>2600000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Weyerhaeuser Co</name>
        <lei>08IRJODWFYBI7QWRGS31</lei>
        <title>Weyerhaeuser Co.</title>
        <cusip>962166104</cusip>
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          <isin value="US9621661043"/>
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        <balance>9815.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>335280.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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="LX176294 1"/>
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        <balance>300110.96000000</balance>
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        <curCd>USD</curCd>
        <valUSD>293958.69000000</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>2026-04-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>9.26000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Raymond James Financial Inc</name>
        <lei>RGUZHJ05YTITL6D76949</lei>
        <title>Raymond James Financial, Inc.</title>
        <cusip>754730109</cusip>
        <identifiers>
          <isin value="US7547301090"/>
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        <balance>3950.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>412261.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SCP EYE CARE SERVICES LLC</name>
        <lei>N/A</lei>
        <title>SCP Eye Care Services LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US78436CAC73"/>
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        <balance>-209527.26000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-9428.73000000</valUSD>
        <pctVal>-0.00064893585</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-16</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>
        <name>Old Dominion Freight Line Inc</name>
        <lei>5299009TWK32WE417T96</lei>
        <title>Old Dominion Freight Line, Inc.</title>
        <cusip>679580100</cusip>
        <identifiers>
          <isin value="US6795801009"/>
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        <balance>1402.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>380516.82000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRANSMONTAIGE PARTNERS</name>
        <lei>N/A</lei>
        <title>TransMontaigne Partners Limited Partnership / TLP Finance Corp.</title>
        <cusip>89376VAA8</cusip>
        <identifiers>
          <isin value="US89376VAA89"/>
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        <balance>4025000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3461500.00000000</valUSD>
        <pctVal>0.238239028113</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
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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>DYAL CAPITAL PARTNERS III LP</name>
        <lei>N/A</lei>
        <title>Dyal Capital Partners III</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6PFY88"/>
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        <balance>6350682.60000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5298894.68000000</valUSD>
        <pctVal>0.364698402033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.40000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PerkinElmer Inc</name>
        <lei>549300IKL1SDPFI7N655</lei>
        <title>PerkinElmer, Inc.</title>
        <cusip>714046109</cusip>
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        <balance>2460.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Constellation Energy Corp</name>
        <lei>549300F8Y20RYGNGV346</lei>
        <title>Constellation Energy Corp.</title>
        <cusip>21037T109</cusip>
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          <isin value="US21037T1097"/>
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        <balance>5924.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>483339.16000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United Airlines Holdings Inc</name>
        <lei>98450079DA0B78DD6764</lei>
        <title>United Airlines Holdings, Inc.</title>
        <cusip>910047109</cusip>
        <identifiers>
          <isin value="US9100471096"/>
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        <balance>8605.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>301261.05000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NEW ENTERPRISE STONE &amp; L</name>
        <lei>549300O5DQ5Y61B8VF38</lei>
        <title>New Enterprise Stone &amp; Lime Company, Inc.</title>
        <cusip>644274AH5</cusip>
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          <isin value="US644274AH54"/>
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        <balance>2025000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1799585.24000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hasbro Inc</name>
        <lei>549300NUB6D2R1ITYR45</lei>
        <title>Hasbro, Inc.</title>
        <cusip>418056107</cusip>
        <identifiers>
          <isin value="US4180561072"/>
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        <balance>4171.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>328758.22000000</valUSD>
        <pctVal>0.022626907068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CONCORDE LUX</name>
        <lei>N/A</lei>
        <title>Concorde Lux</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX192650 1"/>
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        <balance>2100000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.99540000"/>
        <valUSD>2000696.20000000</valUSD>
        <pctVal>0.137698661920</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>HILLENBRAND INC</name>
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        <name>Fox Corp</name>
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        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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        <name>GLOBAL ATLANTIC FIN CO</name>
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        <name>BNP Paribas</name>
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        <name>CARRIAGE SERVICES INC</name>
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        <name>Cerberus</name>
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        <name>REPUBLIC OF PANAMA</name>
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        <name>PERFORMANCE FOOD GROUP I</name>
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        <name>Figs Inc</name>
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        <name>BUCKEYE PARTNERS LP</name>
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        <name>Conyers Park III Acquisition C</name>
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        <name>Waters Corp</name>
        <lei>5T547R1474YC9HOD8Q74</lei>
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        <name>CDW Corp/DE</name>
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        <title>Grifols Escrow Issuer S.A.</title>
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        <name>Westinghouse Air Brake Technol</name>
        <lei>06BTX5UWZD0GQ5N5Y745</lei>
        <title>Westinghouse Air Brake Technologies Corp.</title>
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        <name>VODAFONE GROUP PLC</name>
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        <name>TWILIO INC</name>
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        <name>Altria Group Inc</name>
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        <name>LEGACY RESERVES INC</name>
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        <name>PRINCESS JULIANA INTL</name>
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        <name>KENNEDY-WILSON INC</name>
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        <name>GOODPACK LTD</name>
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        <name>Jol Air</name>
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        <name>CVS Health Corp</name>
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        <name>Tapestry Inc</name>
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        <name>Capmark Military Housing Trust</name>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Darden Restaurants Inc</name>
        <lei>CY1NFSCCB5GUXC7WZC70</lei>
        <title>Darden Restaurants, Inc.</title>
        <cusip>237194105</cusip>
        <identifiers>
          <isin value="US2371941053"/>
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        <balance>2943.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>364078.53000000</valUSD>
        <pctVal>0.025057840573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KRONOS ACQ  / KIK CUSTOM</name>
        <lei>N/A</lei>
        <title>Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc.</title>
        <cusip>50106GAF9</cusip>
        <identifiers>
          <isin value="US50106GAF90"/>
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        <balance>1038000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>856350.00000000</valUSD>
        <pctVal>0.058938608038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-31</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7YCBS4"/>
        </identifiers>
        <balance>-1294856.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1294856.55000000</valUSD>
        <pctVal>-0.08911898483</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300HN4UKV1E2R3U73" name="BOFA SECURITIES, INC."/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>2.74000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1955000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1789216.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Stanley Black &amp; Decker Inc</name>
        <lei>549300DJ09SMTO561131</lei>
        <title>Stanley Black &amp; Decker, Inc.</title>
        <cusip>854502101</cusip>
        <identifiers>
          <isin value="US8545021011"/>
        </identifiers>
        <balance>3126.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>275400.60000000</valUSD>
        <pctVal>0.018954548977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KANE FEEDERCO LTD</name>
        <lei>N/A</lei>
        <title>Kane Bidco Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2436313196"/>
        </identifiers>
        <balance>2050000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.99540000"/>
        <valUSD>1852327.61000000</valUSD>
        <pctVal>0.127487138394</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</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>
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      </invstOrSec>
      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7YCCP9"/>
        </identifiers>
        <balance>-972440.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-972440.73000000</valUSD>
        <pctVal>-0.06692859581</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300HN4UKV1E2R3U73" name="BOFA SECURITIES, INC."/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>2.74000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1380000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1301892.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WOLVERINE WORLD WIDE</name>
        <lei>549300OVC7PK14LQ8D87</lei>
        <title>Wolverine World Wide, Inc.</title>
        <cusip>978097AG8</cusip>
        <identifiers>
          <isin value="US978097AG86"/>
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        <balance>1150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>936099.25000000</valUSD>
        <pctVal>0.064427379903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DR Horton Inc</name>
        <lei>529900ZIUEYVSB8QDD25</lei>
        <title>DR Horton, Inc.</title>
        <cusip>23331A109</cusip>
        <identifiers>
          <isin value="US23331A1097"/>
        </identifiers>
        <balance>4970.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>353615.50000000</valUSD>
        <pctVal>0.024337718632</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Goldman Sachs &amp; Co. LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7PT5Q8"/>
        </identifiers>
        <balance>-1050305.17000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1050305.17000000</valUSD>
        <pctVal>-0.07228764492</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="FOR8UP27PHTHYVLBNG30" name="GOLDMAN SACHS &amp; CO. LLC"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>2.45000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1325000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1130092.50000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Secretariat Advisors LLC</name>
        <lei>N/A</lei>
        <title>Secretariat Advisors LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX201024U 1"/>
        </identifiers>
        <balance>-600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-27000.00000000</valUSD>
        <pctVal>-0.00185828506</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-29</maturityDt>
          <couponKind>Variable</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>
      <invstOrSec>
        <name>Eli Lilly &amp; Co</name>
        <lei>FRDRIPF3EKNDJ2CQJL29</lei>
        <title>Eli Lilly &amp; Co.</title>
        <cusip>532457108</cusip>
        <identifiers>
          <isin value="US5324571083"/>
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        <balance>1192.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>359066.16000000</valUSD>
        <pctVal>0.024712862339</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAPSTONE ACQUISITION HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>CapStone Acquisition Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX190572 1"/>
        </identifiers>
        <balance>315027.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>305576.62000000</valUSD>
        <pctVal>0.021031424805</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.27000000</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>Amcor PLC</name>
        <lei>549300GSODGFCDQ3DI89</lei>
        <title>Amcor plc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JE00BJ1F3079"/>
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        <balance>27758.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>333373.58000000</valUSD>
        <pctVal>0.022944560941</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DRYDEN SENIOR LOAN FUND DRSLF_15-37A</name>
        <lei>N/A</lei>
        <title>Dryden Senior Loan Fund</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="USG2851JAC11"/>
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        <balance>2998799.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>951518.92000000</valUSD>
        <pctVal>0.065488644440</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>
          <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>
      <invstOrSec>
        <name>AMERILIFE HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>AmeriLife Holdings LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US03078CAJ36"/>
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        <balance>982500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>977587.50000000</valUSD>
        <pctVal>0.067282824179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.37314000</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>State Street Corp</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>State Street Corp.</title>
        <cusip>857477103</cusip>
        <identifiers>
          <isin value="US8574771031"/>
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        <balance>5304.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>362528.40000000</valUSD>
        <pctVal>0.024951152297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FERTITTA ENTERTAINMENT LLC</name>
        <lei>N/A</lei>
        <title>Fertitta Entertainment LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX202071 1"/>
        </identifiers>
        <balance>1047375.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1004956.31000000</valUSD>
        <pctVal>0.069166492731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.46000000</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>Cintas Corp</name>
        <lei>N/A</lei>
        <title>Cintas Corp.</title>
        <cusip>172908105</cusip>
        <identifiers>
          <isin value="US1729081059"/>
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        <balance>945.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>384463.80000000</valUSD>
        <pctVal>0.026460864381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VICI Properties Inc</name>
        <lei>254900RKH6RY9KCJQH63</lei>
        <title>VICI Properties, Inc.</title>
        <cusip>925652109</cusip>
        <identifiers>
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        <name>Halliburton Co</name>
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        <name>TEAM BLUE FINCO SARL</name>
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        <name>Castlelake Aircraft Securitiza</name>
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        <name>Mondelez International Inc</name>
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        <name>Match Group Inc</name>
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        <name>Parker-Hannifin Corp</name>
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        <name>Textron Inc</name>
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        <name>IDEXX Laboratories Inc</name>
        <lei>OGMTXK0LUU1HKV2P0J84</lei>
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        <name>American Water Works Co Inc</name>
        <lei>549300DXHIJQMD5WFW18</lei>
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        <name>VERTICAL TOPCO SARL</name>
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        <name>SUBURBAN PROPANE PARTNRS</name>
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        <name>Abbott Laboratories</name>
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        <name>Goldman Sachs International</name>
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        <name>J M Smucker Co/The</name>
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        <name>Valero Energy Corp</name>
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        <name>FactSet Research Systems Inc</name>
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        <name>BLUE RIBBON LLC (USA)</name>
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        <name>SHO HOLDING I CORP</name>
        <lei>N/A</lei>
        <title>SHO Holding I Corp.</title>
        <cusip>N/A</cusip>
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          <isin value="US82488HAB78"/>
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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>
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          <maturityDt>2024-04-27</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED AIRLINES INC</name>
        <lei>K1OQBWM7XEOO08LDNP29</lei>
        <title>United Airlines, Inc.</title>
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          <isin value="US90932LAH06"/>
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        <balance>2575000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2259562.50000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</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>Aptiv PLC</name>
        <lei>N/A</lei>
        <title>Aptiv plc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JE00B783TY65"/>
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        <balance>3496.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>326631.28000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LCPR SR SECURED FIN DAC</name>
        <lei>549300LE5FM8IKMXSP90</lei>
        <title>LCPR Senior Secured Financing DAC</title>
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        <identifiers>
          <isin value="US50201DAD57"/>
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        <balance>1900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1634000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

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          <maturityDt>2029-07-15</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ROCKETMTGE CO-ISSUER INC</name>
        <lei>N/A</lei>
        <title>Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.</title>
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          <isin value="US74841CAB72"/>
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        <balance>700000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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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>FleetCor Technologies Inc</name>
        <lei>549300DG6RR0NQSFLN74</lei>
        <title>FleetCor Technologies, Inc.</title>
        <cusip>339041105</cusip>
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          <isin value="US3390411052"/>
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        <balance>1493.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>317307.29000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VZ SECURED FINANCING BV</name>
        <lei>549300MG611MYCOWY949</lei>
        <title>VZ Secured Financing BV</title>
        <cusip>91845AAA3</cusip>
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          <isin value="US91845AAA34"/>
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        <balance>6850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5634330.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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>
        <name>HCA Healthcare Inc</name>
        <lei>529900PH4ZGUH2MNEU89</lei>
        <title>HCA Healthcare, Inc.</title>
        <cusip>40412C101</cusip>
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          <isin value="US40412C1018"/>
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        <balance>1743.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>344887.41000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Equinix Inc</name>
        <lei>549300EVUN2BTLJ3GT74</lei>
        <title>Equinix, Inc.</title>
        <cusip>29444U700</cusip>
        <identifiers>
          <isin value="US29444U7000"/>
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        <balance>544.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>357609.28000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Procter &amp; Gamble Co/The</name>
        <lei>2572IBTT8CCZW6AU4141</lei>
        <title>Procter &amp; Gamble Co.</title>
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          <isin value="US7427181091"/>
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        <balance>2495.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Charter Communications Inc</name>
        <lei>0J0XRGZE3PBRFEZ7MV65</lei>
        <title>Charter Communications, Inc.</title>
        <cusip>16119P108</cusip>
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          <isin value="US16119P1084"/>
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        <balance>735.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>303283.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SCHAHIN II FINANCE CO</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>1216133.33380000</balance>
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        <curCd>USD</curCd>
        <valUSD>30403.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-25</maturityDt>
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          <annualizedRt>5.88000000</annualizedRt>
          <isDefault>Y</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BlackRock Municipal Income Tru</name>
        <lei>R3ITLLW1CUEQICP4XR90</lei>
        <title>BlackRock Municipal Income Trust</title>
        <cusip>09248F109</cusip>
        <identifiers>
          <isin value="US09248F1093"/>
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        <balance>108502.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1162056.42000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AMC NETWORKS INC</name>
        <lei>549300VGG9K75226LR46</lei>
        <title>AMC Networks, Inc.</title>
        <cusip>00164VAF0</cusip>
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          <isin value="US00164VAF04"/>
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        <balance>3450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2814441.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AP VIII DUKE HOLDINGS GP LLC</name>
        <lei>N/A</lei>
        <title>Vectra Co.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US92243BAC37"/>
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        <balance>532602.39760000</balance>
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        <curCd>USD</curCd>
        <valUSD>426081.92000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.77000000</annualizedRt>
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      <invstOrSec>
        <name>Akamai Technologies Inc</name>
        <lei>OC1LZNN2LF5WTJ5RIL89</lei>
        <title>Akamai Technologies, Inc.</title>
        <cusip>00971T101</cusip>
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          <isin value="US00971T1016"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Babson CLO Ltd</name>
        <lei>549300SCEOLR3BTPYX35</lei>
        <title>Babson CLO Ltd.</title>
        <cusip>05618HAE5</cusip>
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          <isin value="US05618HAE53"/>
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        <balance>3000000.00000000</balance>
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        <valUSD>194400.00000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-20</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>SCHUR FLEXIBLES GMBH</name>
        <lei>N/A</lei>
        <title>Schur Flexibles GmbH</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX198158 1"/>
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        <balance>1250000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.25000000</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>BlackRock Corporate High Yield</name>
        <lei>97ZR60BLU36N5VJMH054</lei>
        <title>BlackRock Corporate High Yield Fund, Inc.</title>
        <cusip>09255P107</cusip>
        <identifiers>
          <isin value="US09255P1075"/>
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        <balance>247428.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2370360.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Whirlpool Corp</name>
        <lei>WHENKOULSSK7WUM60H03</lei>
        <title>Whirlpool Corp.</title>
        <cusip>963320106</cusip>
        <identifiers>
          <isin value="US9633201069"/>
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        <balance>2134.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>334184.40000000</valUSD>
        <pctVal>0.023000365929</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PRECISE BIDCO BV</name>
        <lei>N/A</lei>
        <title>Precise Midco BV</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX201089 1"/>
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        <balance>1400000.00000000</balance>
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        <name>Freddie Mac</name>
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        <name>VMED O2 UK FINANCING I</name>
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        <name>STRIPES 2013 AIRCRAFT 1 LIMITED</name>
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        <name>AMN HEALTHCARE INC</name>
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        <name>Union Pacific Corp</name>
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        <name>NUSTAR LOGISTICS LP</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <name>A10 Securitization</name>
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        <name>VALVOLINE INC</name>
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        <title>Valvoline, Inc.</title>
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        <name>Illumina Inc</name>
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        <name>Humana Inc</name>
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        <name>ARDIAN SAS</name>
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        <name>BRITISH TELECOMMUNICATIO</name>
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        <name>Dreyfus Treasury Obligations C</name>
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        <name>Keurig Dr Pepper Inc</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
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        <name>MONROE CAPITAL CLO LTD</name>
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        <name>Church &amp; Dwight Co Inc</name>
        <lei>POOXSI30AWAQGYJZC921</lei>
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          <isin value="US1713401024"/>
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        <name>COREBRIDGE FINANCIAL INC</name>
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        <name>HAWAIIAN BRAND INTELLECT</name>
        <lei>N/A</lei>
        <title>Hawaiian Brand Intellectual Property Ltd. / HawaiianMiles Loyalty Ltd.</title>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2026-01-20</maturityDt>
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        <name>HAH GROUP HOLDING CO LLC</name>
        <lei>N/A</lei>
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        <name>HESS CORP</name>
        <lei>UASVRYNXNK17ULIGK870</lei>
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          <maturityDt>2033-03-15</maturityDt>
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        <name>AMERILIFE HOLDINGS LLC</name>
        <lei>N/A</lei>
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        <name>General Motors Co</name>
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        <name>CONTERRA ULTRA BROADBAND HOLDINGS INC</name>
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        <name>DATIX BIDCO LIMITED</name>
        <lei>N/A</lei>
        <title>Datix Bidco Ltd.</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

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        <name>Morgan Stanley IXIS Real Estat</name>
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        <name>TE Connectivity Ltd</name>
        <lei>894500ZRIX9K13RHXR17</lei>
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        <assetCat>EC</assetCat>
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        <name>Amphenol Corp</name>
        <lei>549300D3L3G0R4U4VT04</lei>
        <title>Amphenol Corp.</title>
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        <name>Globe Life Inc</name>
        <lei>5493001JFHKQOPP6XA71</lei>
        <title>Globe Life, Inc.</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>KEHE DISTRIBUTORS LLC/FI</name>
        <lei>N/A</lei>
        <title>KeHE Distributors LLC / KeHE Finance Corp.</title>
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        <invCountry>US</invCountry>
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          <maturityDt>2026-10-15</maturityDt>
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        <name>VF Corp</name>
        <lei>CWAJJ9DJ5Z7P057HV541</lei>
        <title>VF Corp.</title>
        <cusip>918204108</cusip>
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        <balance>7413.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>307268.85000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Equity Residential</name>
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      <invstOrSec>
        <name>MCGRAW HILL LLC</name>
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      <invstOrSec>
        <name>Adobe Inc</name>
        <lei>FU4LY2G4933NH2E1CP29</lei>
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      <invstOrSec>
        <name>Duke Energy Corp</name>
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      <invstOrSec>
        <name>SCOTTS MIRACLE-GRO CO</name>
        <lei>2TH9E0JTOUXOEGI2R879</lei>
        <title>Scotts Miracle-Gro Co.</title>
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          <isin value="US810186AW67"/>
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          <maturityDt>2032-02-01</maturityDt>
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      <invstOrSec>
        <name>CEAMER FINANCE II LLC</name>
        <lei>N/A</lei>
        <title>Ceamer Finance LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH811T12"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
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          <maturityDt>2038-05-15</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Organon &amp; Co</name>
        <lei>549300AMCKY57OK2CO56</lei>
        <title>Organon &amp; Co.</title>
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          <isin value="US68622V1061"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>LEVEL 3 FINANCING INC</name>
        <lei>254900AE5FEFIJOXWL19</lei>
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        <cusip>527298BS1</cusip>
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          <isin value="US527298BS18"/>
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        <balance>1500000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-01-15</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Acres PLC</name>
        <lei>N/A</lei>
        <title>ACRES Commercial Realty Ltd.</title>
        <cusip>00500JAJ2</cusip>
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          <isin value="US00500JAJ25"/>
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        <balance>1750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1626045.75000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-01-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Cincinnati Financial Corp</name>
        <lei>254900Q4WEDMZBOZ0002</lei>
        <title>Cincinnati Financial Corp.</title>
        <cusip>172062101</cusip>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Xylem Inc/NY</name>
        <lei>549300DF5MV96DRYLQ48</lei>
        <title>Xylem, Inc.</title>
        <cusip>98419M100</cusip>
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        <balance>4420.00000000</balance>
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        <assetCat>EC</assetCat>
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        <name>Alaska Air Group Inc</name>
        <lei>529900G48RT4KWLC6C27</lei>
        <title>Alaska Air Group, Inc.</title>
        <cusip>011659109</cusip>
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          <isin value="US0116591092"/>
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        <balance>7989.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>348000.84000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>JPMorgan Chase &amp; Co</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Co.</title>
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          <isin value="US46625H1005"/>
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        <balance>2952.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>Conagra Brands Inc</name>
        <lei>54930035UDEIH090K650</lei>
        <title>Conagra Brands, Inc.</title>
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        <assetCat>EC</assetCat>
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        <name>FIRST REPUBLIC BANK</name>
        <lei>YWC0TIKBQM2JV8L4IV08</lei>
        <title>First Republic Bank</title>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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        <name>MetLife Inc</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>MetLife, Inc.</title>
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        <name>ARCONIC CORP</name>
        <lei>549300B4YFWH3U74B152</lei>
        <title>Arconic Corp.</title>
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      <invstOrSec>
        <name>Diamond CLO 2018-1, LLC</name>
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        <invCountry>KY</invCountry>
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        <name>PIOLIN BIDCO</name>
        <lei>N/A</lei>
        <title>Piolin BidCo S.A.U.</title>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>

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        <name>Stryker Corp</name>
        <lei>5493002F0SC4JTBU5137</lei>
        <title>Stryker Corp.</title>
        <cusip>863667101</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>MIDWEST VETERINARY PARTNERS LLC</name>
        <lei>N/A</lei>
        <title>Mission Veterinary Partners</title>
        <cusip>N/A</cusip>
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          <isin value="US59841VAC46"/>
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        <balance>3970000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3741725.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Wingstop Funding LLC</name>
        <lei>N/A</lei>
        <title>Wingstop Funding LLC</title>
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      <invstOrSec>
        <name>PARADOCS HOLDING SARL</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>MIDCAP FUNDING XLVI TRUST</name>
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          <other otherDesc="Internal ID" value="BGH7HMYM9"/>
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      <invstOrSec>
        <name>BOE HOLDING LLC</name>
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          <isin value="US05604XAP15"/>
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        <curCd>USD</curCd>
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          <maturityDt>2024-04-03</maturityDt>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO</name>
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          <isin value="US48128B5802"/>
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        <curCd>USD</curCd>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GLOBAL PART/GLP FINANCE</name>
        <lei>N/A</lei>
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          <isin value="US37954FAG90"/>
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          <maturityDt>2027-08-01</maturityDt>
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      <invstOrSec>
        <name>MGM Resorts International</name>
        <lei>54930066VBP7DZEGGJ87</lei>
        <title>MGM Resorts International</title>
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          <isin value="US5529531015"/>
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        <balance>10883.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>Johnson Controls International</name>
        <lei>549300XQ6S1GYKGBL205</lei>
        <title>Johnson Controls International plc</title>
        <cusip>N/A</cusip>
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          <isin value="IE00BY7QL619"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>PETIQ INC</name>
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        <balance>2277000.00000000</balance>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>EXTERRAN NRG SOLUTIONS/F</name>
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      <invstOrSec>
        <name>BALROG ACQUISITION INC</name>
        <lei>N/A</lei>
        <title>Balrog Acquisition, Inc.</title>
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        <assetCat>LON</assetCat>
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      <invstOrSec>
        <name>Allegion plc</name>
        <lei>984500560CAC2E6FB757</lei>
        <title>Allegion plc</title>
        <cusip>N/A</cusip>
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        <balance>3306.00000000</balance>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>CAMIN CARGO CONTROL INC</name>
        <lei>N/A</lei>
        <title>Camin Cargo Control, Inc.</title>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2026-06-04</maturityDt>
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      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
        <lei>1V8Y6QCX6YMJ2OELII46</lei>
        <title>Credit Suisse Securities (USA) LLC</title>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>Marathon CLO LTD</name>
        <lei>635400LRBGQZIPTCBI09</lei>
        <title>Marathon CLO V Ltd.</title>
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        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>Prologis Inc</name>
        <lei>529900DFH19P073LZ636</lei>
        <title>Prologis, Inc.</title>
        <cusip>74340W103</cusip>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Intuitive Surgical Inc</name>
        <lei>54930052SRG011710797</lei>
        <title>Intuitive Surgical, Inc.</title>
        <cusip>46120E602</cusip>
        <identifiers>
          <isin value="US46120E6023"/>
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        <balance>1674.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>344408.76000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Nuveen Quality Municipal Incom</name>
        <lei>549300RDIO25ZNWCOA97</lei>
        <title>Nuveen Quality Municipal Income Fund</title>
        <cusip>67066V101</cusip>
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          <isin value="US67066V1017"/>
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        <name>Eastman Chemical Co</name>
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        <name>Fortress Credit Opportunities</name>
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        <name>RESONETICS LLC</name>
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        <title>Resonetics LLC</title>
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        <name>Aequi Acquisition Corp.</name>
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      <invstOrSec>
        <name>Southwest Airlines Co</name>
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      <invstOrSec>
        <name>Conyers Park III Acquisition Corp.</name>
        <lei>N/A</lei>
        <title>Conyers Park III Acquisition Corp.</title>
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      <invstOrSec>
        <name>Vertex Pharmaceuticals Inc</name>
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      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
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        <title>Bank of America Corp.</title>
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      <invstOrSec>
        <name>THUNDERBIRD 2022-1</name>
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      <invstOrSec>
        <name>RYAN SPECIALTY GROUP</name>
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      <invstOrSec>
        <name>STAR US BIDCO LLC</name>
        <lei>N/A</lei>
        <title>Sundyne (Star US Bidco)</title>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>ENDO LUX FIN CO I SARL</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
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        <name>SABRE GLBL INC</name>
        <lei>F2TJC7HPPHLHU1AQMP98</lei>
        <title>Sabre GLBL, Inc.</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>YUM! BRANDS INC</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>Yum! Brands, Inc.</title>
        <cusip>988498AP6</cusip>
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          <isin value="US988498AP63"/>
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        <balance>1987000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1755454.89000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2032-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JEFFERIES FIN LLC / JFIN</name>
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      <invstOrSec>
        <name>Starbucks Corp</name>
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      <invstOrSec>
        <name>Simon Property Group Inc</name>
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      <invstOrSec>
        <name>ORION ADVISOR SOLUTIONS INC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>ONEAMERICA FINL PARTNERS</name>
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        <title>OneAmerica Financial Partners, Inc.</title>
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      <invstOrSec>
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      <invstOrSec>
        <name>FIRST REPUBLIC BANK</name>
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        <name>FENDER MUSICAL INSTRUMENTS CORP</name>
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          <maturityDt>2028-12-01</maturityDt>
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      <invstOrSec>
        <name>FIRSTDIGITAL COMMUNICATIONS LLC</name>
        <lei>N/A</lei>
        <title>FirstDigital Communications LLC</title>
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        <balance>8000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7832084.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2026-12-17</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>ResMed Inc</name>
        <lei>529900T3QE5253CCXF22</lei>
        <title>ResMed, Inc.</title>
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        <balance>1680.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Edison International</name>
        <lei>549300I7ROF15MAEVP56</lei>
        <title>Edison International</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>EPICOR SOFTWARE CORP</name>
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        <title>Epicor Software</title>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <name>INCEPTION HOLDCO SARL</name>
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        <title>Inception Holdco SARL</title>
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        <name>Deere &amp; Co</name>
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        <title>Deere &amp; Co.</title>
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        <name>Invesco Municipal Opportunity</name>
        <lei>WERC5RXCUSU16MOTZ848</lei>
        <title>Invesco Municipal Opportunity Trust</title>
        <cusip>46132C107</cusip>
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        <name>Best Buy Co Inc</name>
        <lei>HL5XPTVRV0O8TUN5LL90</lei>
        <title>Best Buy Company, Inc.</title>
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        <name>THUNDERBIRD 2022-1</name>
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        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
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        <name>West CLO Ltd</name>
        <lei>254900Y23DE747A9HN36</lei>
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        <name>PICASSO FINANCE SUB INC</name>
        <lei>N/A</lei>
        <title>Picasso Finance Sub, Inc.</title>
        <cusip>71953LAA9</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NextEra Energy Inc</name>
        <lei>N/A</lei>
        <title>NextEra Energy, Inc.</title>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
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        <title>BofA Securities, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH7YCCK0"/>
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        <assetCat>RA</assetCat>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="549300HN4UKV1E2R3U73" name="BOFA SECURITIES, INC."/>
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          <isTriParty>N</isTriParty>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Exxon Mobil Corp</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>Exxon Mobil Corp.</title>
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        <identifiers>
          <isin value="US30231G1022"/>
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        <balance>3526.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>337050.34000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ARMOR PARENT CORP</name>
        <lei>549300MC6XO5P96H8E79</lei>
        <title>Accuride Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US00439CBC73"/>
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        <balance>6356047.61360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5482091.07000000</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>2023-11-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>US Bancorp</name>
        <lei>N1GZ7BBF3NP8GI976H15</lei>
        <title>U.S. Bancorp</title>
        <cusip>902973304</cusip>
        <identifiers>
          <isin value="US9029733048"/>
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        <balance>7240.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>330216.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Teleflex Inc</name>
        <lei>UUL85LWXB4NGSWWXIQ25</lei>
        <title>Teleflex, Inc.</title>
        <cusip>879369106</cusip>
        <identifiers>
          <isin value="US8793691069"/>
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        <balance>1293.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>292554.18000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Co.</title>
        <cusip>48128B549</cusip>
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          <isin value="US48128B5497"/>
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        <balance>24000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>479040.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</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>
        <name>Advance Auto Parts Inc</name>
        <lei>529900UCNQ5H9FSL0Y70</lei>
        <title>Advance Auto Parts, Inc.</title>
        <cusip>00751Y106</cusip>
        <identifiers>
          <isin value="US00751Y1064"/>
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        <balance>1953.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>329353.92000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WEC Energy Group Inc</name>
        <lei>549300IGLYTZUK3PVP70</lei>
        <title>WEC Energy Group, Inc.</title>
        <cusip>92939U106</cusip>
        <identifiers>
          <isin value="US92939U1060"/>
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        <balance>3566.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>367797.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>QUALCOMM Inc</name>
        <lei>H1J8DDZKZP6H7RWC0H53</lei>
        <title>QUALCOMM, Inc.</title>
        <cusip>747525103</cusip>
        <identifiers>
          <isin value="US7475251036"/>
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        <balance>2628.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>347605.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Nasdaq Inc</name>
        <lei>549300L8X1Q78ERXFD06</lei>
        <title>Nasdaq, Inc.</title>
        <cusip>631103108</cusip>
        <identifiers>
          <isin value="US6311031081"/>
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        <balance>7032.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>418614.96000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mettler-Toledo International I</name>
        <lei>5493000BD5GJNUDIUG10</lei>
        <title>Mettler-Toledo International, Inc.</title>
        <cusip>592688105</cusip>
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          <isin value="US5926881054"/>
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        <balance>293.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>355250.78000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Lennar Corp</name>
        <lei>529900G61XVRLX5TJX09</lei>
        <title>Lennar Corp.</title>
        <cusip>526057104</cusip>
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          <isin value="US5260571048"/>
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        <balance>4692.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>363395.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cigna Corp</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>Cigna Corp.</title>
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          <isin value="US1255231003"/>
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        <balance>1398.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>CENTURION PIPELINE COMPANY LLC</name>
        <lei>N/A</lei>
        <title>Centurion Pipe</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US15643YAD85"/>
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        <balance>192235.72620000</balance>
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        <curCd>USD</curCd>
        <valUSD>189592.48000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.52000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Advanced Micro Devices Inc</name>
        <lei>R2I72C950HOYXII45366</lei>
        <title>Advanced Micro Devices, Inc.</title>
        <cusip>007903107</cusip>
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          <isin value="US0079031078"/>
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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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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GIBSON BRANDS INC</name>
        <lei>549300KU4ACNZQGB7J14</lei>
        <title>Gibson Brands, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX195745 1"/>
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        <balance>4900375.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4214322.50000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-11</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>JB Hunt Transport Services Inc</name>
        <lei>549300XCD1MPI1C5GK90</lei>
        <title>J.B. Hunt Transport Services, Inc.</title>
        <cusip>445658107</cusip>
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          <isin value="US4456581077"/>
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        <balance>2123.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Consolidated Edison Inc</name>
        <lei>54930033SBW53OO8T749</lei>
        <title>Consolidated Edison, Inc.</title>
        <cusip>209115104</cusip>
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        <balance>3722.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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        <name>Citigroup Inc</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
        <cusip>172967424</cusip>
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        <balance>7346.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>OCULUS INTERMEDIATE INC</name>
        <lei>N/A</lei>
        <title>CNT Holdings I Corp.</title>
        <cusip>N/A</cusip>
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        <balance>1826875.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1782829.04000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.81000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Newell Brands Inc</name>
        <lei>549300LWGYFM1TVO1Z12</lei>
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      <invstOrSec>
        <name>Waste Management Inc</name>
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      <invstOrSec>
        <name>TRANSCENDIA HOLDINGS INC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Crown Castle Inc</name>
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        <name>CHARLES SCHWAB CORP</name>
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        <title>Charles Schwab Corp.</title>
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        <name>Generac Holdings Inc</name>
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        <title>Generac Holdings, Inc.</title>
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        <invCountry>US</invCountry>
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        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
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      <invstOrSec>
        <name>Ingersoll Rand Inc</name>
        <lei>5299004C02FMZCUOIR50</lei>
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        <name>ASCEND PERFORMANCE MATERIALS HOLDINGS INC</name>
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      <invstOrSec>
        <name>Linde PLC</name>
        <lei>8945002PAZHZLBGKGF02</lei>
        <title>Linde plc</title>
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        <assetCat>EC</assetCat>
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        <name>UNITED WHOLESALE MTGE LL</name>
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        <title>United Wholesale Mortgage LLC</title>
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      <invstOrSec>
        <name>EG GROUP LTD</name>
        <lei>2138003OUK4UQHRJLT65</lei>
        <title>EG Finco Ltd.</title>
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        <invCountry>GB</invCountry>
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        <name>Truist Financial Corp</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>Truist Financial Corp.</title>
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        <name>ENERSYS</name>
        <lei>7ZS3DE5PN30BYUJFWP05</lei>
        <title>EnerSys</title>
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        <name>ROGERS COMMUNICATIONS IN</name>
        <lei>54930030NVF3Y2OL0A78</lei>
        <title>Rogers Communications, Inc.</title>
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        <invCountry>CA</invCountry>
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          <maturityDt>2052-03-15</maturityDt>
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        <name>Capital One Financial Corp</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>Capital One Financial Corp.</title>
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        <name>AVANTOR FUNDING INC</name>
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        <title>Avantor Funding, Inc.</title>
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        <invCountry>US</invCountry>
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        <name>PVH Corp</name>
        <lei>123WALMHY1GZXG2YDL90</lei>
        <title>PVH Corp.</title>
        <cusip>693656100</cusip>
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        <balance>5359.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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        <name>CUSHMAN &amp; WAKEFIELD US</name>
        <lei>N/A</lei>
        <title>Cushman &amp; Wakefield US Borrower LLC</title>
        <cusip>23166MAA1</cusip>
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          <isin value="US23166MAA18"/>
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        <balance>4800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4758000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
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      <invstOrSec>
        <name>Lumen Technologies Inc</name>
        <lei>8M3THTGWLTYZVE6BBY25</lei>
        <title>Lumen Technologies, Inc.</title>
        <cusip>550241103</cusip>
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          <isin value="US5502411037"/>
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        <balance>31427.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of America Corp</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp.</title>
        <cusip>060505104</cusip>
        <identifiers>
          <isin value="US0605051046"/>
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      <invstOrSec>
        <name>PROJECT ALPHA INTERMEDIATE HOLDING INC</name>
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          <ticker value="QLIK"/>
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        <curCd>USD</curCd>
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        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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        <name>LPL HOLDINGS INC</name>
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      <invstOrSec>
        <name>MIRABELA NICKEL LTD</name>
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      <invstOrSec>
        <name>WAVERLY CAPITAL ACQUISITION CORP 1</name>
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          <isin value="KYG065361092"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>CCO HLDGS LLC/CAP CORP</name>
        <lei>N/A</lei>
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          <isin value="US1248EPCL57"/>
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        <curCd>USD</curCd>
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          <maturityDt>2033-06-01</maturityDt>
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      <invstOrSec>
        <name>Trinity Rail Leasing L.P.</name>
        <lei>N/A</lei>
        <title>Trinity Rail Leasing, LP</title>
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          <isin value="US89655YAA47"/>
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        <balance>123993.55690000</balance>
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        <curCd>USD</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AMERICAN FINANCIAL GROUP</name>
        <lei>549300AFOM7IVKIU1G39</lei>
        <title>American Financial Group, Inc.</title>
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      <invstOrSec>
        <name>KRONOS ACQ  / KIK CUSTOM</name>
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      <invstOrSec>
        <name>Ford Motor Co</name>
        <lei>20S05OYHG0MQM4VUIC57</lei>
        <title>Ford Motor Co.</title>
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        <name>ONEMAIN FINANCE CORP</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>OneMain Finance Corp.</title>
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        <name>Autodesk Inc</name>
        <lei>FRKKVKAIQEF3FCSTPG55</lei>
        <title>Autodesk, Inc.</title>
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        <name>HYATT HOTELS CORP</name>
        <lei>T27JQIMTYSH41TCD5186</lei>
        <title>Hyatt Hotels Corp.</title>
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        <name>CD&amp;R SMOKEY BUYER INC</name>
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        <name>ARTERA SERVICES LLC</name>
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        <title>Artera Services LLC</title>
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        <name>US FOODS INC</name>
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        <title>US Foods, Inc.</title>
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        <name>Sysco Corp</name>
        <lei>5RGWIFLMGH3YS7KWI652</lei>
        <title>Sysco Corp.</title>
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        <name>ABPCI Direct Lending Fund CLO</name>
        <lei>N/A</lei>
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        <invCountry>KY</invCountry>
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        <name>ARCLINE FM HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>Arcline FM Holdings LLC</title>
        <cusip>N/A</cusip>
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        <balance>7245250.00000000</balance>
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        <name>DENTSPLY SIRONA Inc</name>
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        <name>Sealed Air Corp</name>
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        <name>GALLS</name>
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        <name>AASET 2019-1 Trust</name>
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        <name>Blue Whale Acquisition Corp. I</name>
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      <invstOrSec>
        <name>Atlas Senior Loan Fund LTD</name>
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        <name>LEGENDS HOSPITALITY HOLD</name>
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        <name>Assurant Inc</name>
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        <name>BRITISH TELECOMMUNICATIO</name>
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        <title>British Telecommunications plc</title>
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        <name>QBE INSURANCE GROUP LTD</name>
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        <name>NCR CORP</name>
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        <title>NCR Corp.</title>
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      <invstOrSec>
        <name>ACADIA HEALTHCARE CO INC</name>
        <lei>5493005CW985Y9D0NC11</lei>
        <title>Acadia Healthcare Company, Inc.</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2029-04-15</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Teradyne Inc</name>
        <lei>C3X4YJ278QNZHRJULN75</lei>
        <title>Teradyne, Inc.</title>
        <cusip>880770102</cusip>
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          <isin value="US8807701029"/>
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        <balance>3628.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>307073.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SBKSCP</name>
        <lei>N/A</lei>
        <title>TPG Pace Beneficial II Corp.</title>
        <cusip>SBKSCP682</cusip>
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          <ticker value="YTPG"/>
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        <balance>160210.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1558843.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KENNEDY-WILSON INC</name>
        <lei>5EA4464UK7FM5QNNKL62</lei>
        <title>Kennedy-Wilson, Inc.</title>
        <cusip>489399AN5</cusip>
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          <isin value="US489399AN56"/>
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        <balance>1450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1169142.25000000</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>2030-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Citibank, N.A.</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CC.CAD.USD1"/>
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        <balance>60000.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.31303000"/>
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      <invstOrSec>
        <name>CELTIC INTERMEDIATE CORP</name>
        <lei>N/A</lei>
        <title>National Mentor Holdings, Inc.</title>
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          <other otherDesc="LoanX ID" value="LX192640 1"/>
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        <curCd>USD</curCd>
        <valUSD>126750.00000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-02</maturityDt>
          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JONES DESLAURIERS INSURANCE MANAGEMENT INC</name>
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        <title>Jones Deslauriers Insurance Management, Inc.</title>
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          <other otherDesc="LoanX ID" value="LX193618 1"/>
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        <balance>208000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>11.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Carrier Global Corp</name>
        <lei>549300JE3W6CWY2NAN77</lei>
        <title>Carrier Global Corp.</title>
        <cusip>14448C104</cusip>
        <identifiers>
          <isin value="US14448C1045"/>
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        <balance>9361.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>366202.32000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GMAC Commercial Mortgage Asset</name>
        <lei>N/A</lei>
        <title>GMAC Commercial Mortgage Asset Corp.</title>
        <cusip>38011SAC9</cusip>
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          <isin value="US38011SAC98"/>
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        <balance>3500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3612134.61000000</valUSD>
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        <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>
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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>Entergy Corp</name>
        <lei>4XM3TW50JULSLG8BNC79</lei>
        <title>Entergy Corp.</title>
        <cusip>29364G103</cusip>
        <identifiers>
          <isin value="US29364G1031"/>
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        <balance>3055.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>352241.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AIR CANADA</name>
        <lei>4B4HI3CGXMBDC0G6BM51</lei>
        <title>Air Canada</title>
        <cusip>008911BK4</cusip>
        <identifiers>
          <isin value="US008911BK48"/>
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        <balance>825000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>736168.13000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SCHUR FLEXIBLES GMBH</name>
        <lei>N/A</lei>
        <title>Schur Flexibles GmbH</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX205265 1"/>
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        <balance>159092.80000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.99540000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>15.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>COMPAGNIE BENELUX PARTICIPATIONS SA</name>
        <lei>N/A</lei>
        <title>Holding SOCOTEC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX194737 1"/>
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        <balance>1336500.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1242945.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DIAMOND BC BV</name>
        <lei>549300SWLHWJF3D4N658</lei>
        <title>Diamond BC BV</title>
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          <isin value="US25257DAA63"/>
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        <balance>825000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>703362.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

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      <invstOrSec>
        <name>CLEARWATER PAPER CORP</name>
        <lei>549300HCVV19GXN4P292</lei>
        <title>Clearwater Paper Corp.</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2028-08-15</maturityDt>
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        <name>HOWMET AEROSPACE INC</name>
        <lei>549300HO5WFZUT5N2T22</lei>
        <title>Howmet Aerospace, Inc.</title>
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        <balance>1175000.00000000</balance>
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          <maturityDt>2029-01-15</maturityDt>
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      <invstOrSec>
        <name>Dow Inc</name>
        <lei>5493003S21INSLK2IP73</lei>
        <title>Dow, Inc.</title>
        <cusip>260557103</cusip>
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        <balance>5725.00000000</balance>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Intel Corp</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>Intel Corp.</title>
        <cusip>458140100</cusip>
        <identifiers>
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        <balance>8910.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Tyler Technologies Inc</name>
        <lei>25490040SMU4Z8LBCW70</lei>
        <title>Tyler Technologies, Inc.</title>
        <cusip>902252105</cusip>
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        <balance>1033.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>383769.83000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CELESTIAL-SATURN PARENT INC</name>
        <lei>54930086CD8K2UIL0516</lei>
        <title>CoreLogic, Inc.</title>
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        <name>Williams Cos Inc/The</name>
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        <name>Invesco Trust for Investment G</name>
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        <name>AutoZone Inc</name>
        <lei>GA3JGKJ41LJKXDN23E90</lei>
        <title>AutoZone, Inc.</title>
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      </invstOrSec>
      <invstOrSec>
        <name>Brown &amp; Brown Inc</name>
        <lei>549300PC8KTJ71XKFY89</lei>
        <title>Brown &amp; Brown, Inc.</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>American Airlines Group Inc</name>
        <lei>N/A</lei>
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          <isin value="US02376R1023"/>
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        <curCd>USD</curCd>
        <valUSD>312773.22000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ASSURANT INC</name>
        <lei>H3F39CAXWQRVWURFXL38</lei>
        <title>Assurant, Inc.</title>
        <cusip>04621X306</cusip>
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          <isin value="US04621X3061"/>
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        <balance>58000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GREAT LAKES DREDGE&amp;DOCK</name>
        <lei>549300H65E3MZ1CX0P05</lei>
        <title>Great Lakes Dredge &amp; Dock Corp.</title>
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          <isin value="US390607AF62"/>
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        <assetCat>DBT</assetCat>
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      <invstOrSec>
        <name>UPC BROADBAND FINCO BV</name>
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      <invstOrSec>
        <name>Dryden Senior Loan Fund</name>
        <lei>254900I0IPNA482LDS44</lei>
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          <isin value="US26249YAE14"/>
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        <balance>1050000.00000000</balance>
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        <curCd>USD</curCd>
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          <maturityDt>2031-01-15</maturityDt>
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      <invstOrSec>
        <name>SCP EYE CARE SERVICES LLC</name>
        <lei>N/A</lei>
        <title>SCP Eye Care Services LLC</title>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2028-03-16</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PACIFIC BELLS LLC</name>
        <lei>N/A</lei>
        <title>Pacific Bells, LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX198459 1"/>
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        <balance>8010164.94420000</balance>
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        <curCd>USD</curCd>
        <valUSD>7649707.52000000</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>2028-11-10</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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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>2091270.15780000</balance>
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        <curCd>USD</curCd>
        <valUSD>2033007.37000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.27000000</annualizedRt>
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      <invstOrSec>
        <name>Mastercard Inc</name>
        <lei>AR5L2ODV9HN37376R084</lei>
        <title>Mastercard, Inc.</title>
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        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
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      <invstOrSec>
        <name>Jacobs Solutions Inc</name>
        <lei>N/A</lei>
        <title>Jacobs Solutions, Inc.</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>POST HOLDINGS INC</name>
        <lei>JM1I5YUAURL6DC8N1468</lei>
        <title>Post Holdings, Inc.</title>
        <cusip>737446AR5</cusip>
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          <isin value="US737446AR57"/>
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        <balance>3925000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3337309.75000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Monolithic Power Systems Inc</name>
        <lei>529900TB7O85LSZ1XU31</lei>
        <title>Monolithic Power Systems, Inc.</title>
        <cusip>609839105</cusip>
        <identifiers>
          <isin value="US6098391054"/>
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        <balance>836.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>378858.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fastenal Co</name>
        <lei>529900PP0C7H2HHPSJ32</lei>
        <title>Fastenal Co.</title>
        <cusip>311900104</cusip>
        <identifiers>
          <isin value="US3119001044"/>
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        <balance>6814.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>342948.62000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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        <name>VAIL RESORTS INC</name>
        <lei>529900PSZHRNU9HKH870</lei>
        <title>Vail Resorts, Inc.</title>
        <cusip>91879QAL3</cusip>
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          <isin value="US91879QAL32"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1000950.00000000</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>
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      <invstOrSec>
        <name>THUNDERBIRD 2022-1</name>
        <lei>N/A</lei>
        <title>Lightning A</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH7QHKA1"/>
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        <balance>6148000.00000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>1011778 BC / NEW RED FIN</name>
        <lei>N/A</lei>
        <title>1011778 BC ULC / New Red Finance, Inc.</title>
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        <valUSD>588384.63000000</valUSD>
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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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
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        <balance>-145637.49000000</balance>
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        <valUSD>-145637.49000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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      <invstOrSec>
        <name>ATD New Holdings Inc</name>
        <lei>5493001F45YR8KICVO87</lei>
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      <invstOrSec>
        <name>BIB MERCHANT VOUCHER RECEIVABLES LTD</name>
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        <title>Bib Merchant Voucher Receivables Ltd.</title>
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        <name>VeriSign Inc</name>
        <lei>LMPL4N8ZOJRMF0KOF759</lei>
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      <invstOrSec>
        <name>STERIS PLC</name>
        <lei>N/A</lei>
        <title>STERIS plc</title>
        <cusip>N/A</cusip>
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          <isin value="IE00BFY8C754"/>
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        <balance>1603.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>HAMPTON ROADS PPV LLC</name>
        <lei>N/A</lei>
        <title>Hampton Roads PPV LLC</title>
        <cusip>409322AD6</cusip>
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          <isin value="US409322AD66"/>
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        <balance>4680000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4140023.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2053-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>General Electric Co</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>General Electric Co.</title>
        <cusip>369604301</cusip>
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          <isin value="US3696043013"/>
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        <balance>4840.00000000</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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      <invstOrSec>
        <name>Leidos Holdings Inc</name>
        <lei>549300IUTGTP6EJP8124</lei>
        <title>Leidos Holdings, Inc.</title>
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          <isin value="US5253271028"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>DuPont de Nemours Inc</name>
        <lei>5493004JF0SDFLM8GD76</lei>
        <title>DuPont de Nemours, Inc.</title>
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          <isin value="US26614N1028"/>
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        <assetCat>EC</assetCat>
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        <name>CHANGE HEALTH / FIN INC</name>
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      <invstOrSec>
        <name>VERTICAL TOPCO SARL</name>
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        <title>TK Elevator Midco GmbH</title>
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        <invCountry>DE</invCountry>
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      <invstOrSec>
        <name>HAH GROUP HOLDING CO LLC</name>
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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>SHERWOOD FINANCING PLC</name>
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        <name>General Dynamics Corp</name>
        <lei>9C1X8XOOTYY2FNYTVH06</lei>
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        <name>BROWNE VII TOPCO SARL</name>
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        <name>Hess Corp</name>
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        <name>ANCHOR PACKAGING LLC</name>
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        <name>STRIP PRINC</name>
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        <name>T Rowe Price Group Inc</name>
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        <name>SNACKING INVESTMENTS BIDCO PTY LTD</name>
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        <name>DELTA AIR LINES INC</name>
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        <name>Visa Inc</name>
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        <name>CCO HLDGS LLC/CAP CORP</name>
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        <name>Ladder Capital Commercial Mort</name>
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        <name>Twitter Inc</name>
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        <title>Twitter, Inc.</title>
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        <name>Bio-Techne Corp</name>
        <lei>54930073RLKQ51TILZ35</lei>
        <title>Bio-Techne Corp.</title>
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        <name>Target Corp</name>
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        <name>RADIATE HOLDCO / FINANCE</name>
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      <invstOrSec>
        <name>ARCOSA INC</name>
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        <name>MSCI Inc</name>
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        <name>BOFA SECURITIES, INC.</name>
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        <name>GALLS</name>
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        <name>GALLS</name>
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        <name>Omnicom Group Inc</name>
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        <name>PAINT INTERMEDIATE III LLC</name>
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        <name>KENNEDY-WILSON INC</name>
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        <name>Walgreens Boots Alliance Inc</name>
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        <name>Meta Platforms Inc</name>
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        <title>Meta Platforms, Inc.</title>
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        <name>Fifth Third Bancorp</name>
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        <name>UDR Inc</name>
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        <name>CONGRUEX GROUP LLC</name>
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        <name>SC GAMES HOLDIN/US FINCO</name>
        <lei>N/A</lei>
        <title>Scientific Games Holdings Limited Partnership/Scientific Games US FinCo, Inc.</title>
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        <name>MINERALS TECHNOLOGIES IN</name>
        <lei>549300D3I1QU67GP6403</lei>
        <title>Minerals Technologies, Inc.</title>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>NFM &amp; J 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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          <maturityDt>2027-11-30</maturityDt>
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      <invstOrSec>
        <name>Mid-America Apartment Communit</name>
        <lei>549300FQZKFR5YNSHZ21</lei>
        <title>Mid-America Apartment Communities, Inc.</title>
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          <isin value="US59522J1034"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>GATX CORP</name>
        <lei>549300IHYHCQP2PIR591</lei>
        <title>GATX Corp.</title>
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          <isin value="US361448BF99"/>
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        <balance>560000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>511951.62000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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          <maturityDt>2030-06-30</maturityDt>
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          <annualizedRt>4.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
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          <isin value="US6174464486"/>
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        <balance>4546.00000000</balance>
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        <assetCat>EC</assetCat>
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          <isCashCollateral>N</isCashCollateral>
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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="BGH7YCBY1"/>
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      <invstOrSec>
        <name>GRAFTECH FINANCE INC</name>
        <lei>1Z010BU876CF2HDBIN43</lei>
        <title>GrafTech Finance, Inc.</title>
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      <invstOrSec>
        <name>APA Corp</name>
        <lei>N/A</lei>
        <title>APA Corp.</title>
        <cusip>03743Q108</cusip>
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          <isin value="US03743Q1085"/>
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        <balance>7256.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Zimvie Inc</name>
        <lei>549300GFKURT1J6XR665</lei>
        <title>Zimvie, Inc.</title>
        <cusip>98888T107</cusip>
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          <isin value="US98888T1079"/>
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        <balance>0.70000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10.65000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CLAROS MORTGAGE TRUST INC</name>
        <lei>N/A</lei>
        <title>Claros Mortgage Trust, Inc.</title>
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          <other otherDesc="LoanX ID" value="LX200648 1"/>
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        <balance>3502400.00010000</balance>
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        <curCd>USD</curCd>
        <valUSD>3406084.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-10</maturityDt>
          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>McCormick &amp; Co Inc/MD</name>
        <lei>549300JQQA6MQ4OJP259</lei>
        <title>McCormick &amp; Company, Inc.</title>
        <cusip>579780206</cusip>
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          <isin value="US5797802064"/>
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        <balance>4001.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>336364.07000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
        <lei>1V8Y6QCX6YMJ2OELII46</lei>
        <title>Credit Suisse Securities (USA) LLC</title>
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          <other otherDesc="Internal ID" value="BGH7TEDM7"/>
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          <transCat>Reverse repurchase</transCat>
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        <name>AVANTOR FUNDING INC</name>
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        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
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      <invstOrSec>
        <name>FT GORDON HOUSING</name>
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        <title>Fort Gordon Housing LLC</title>
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        <name>SHO HOLDING I CORP</name>
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        <title>SHO Holding I Corp.</title>
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        <name>Signature Bank/New York NY</name>
        <lei>VLP5AP0XK2GM6GKD1007</lei>
        <title>Signature Bank</title>
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        <name>SPDR S&amp;P 500 ETF Trust</name>
        <lei>549300NZAMSJ8FXPQQ63</lei>
        <title>SPDR S&amp;P 500 ETF Trust</title>
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        <balance>70856.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UNIFORM MBS</name>
        <lei>N/A</lei>
        <title>Uniform MBS 30 Year</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH7YUZ17"/>
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        <balance>91622000.00000000</balance>
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          <maturityDt>2022-11-01</maturityDt>
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        <securityLending>
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      <invstOrSec>
        <name>Synchrony Financial</name>
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        <title>Synchrony Financial</title>
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      <invstOrSec>
        <name>CELTIC INTERMEDIATE CORP</name>
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      <invstOrSec>
        <name>DaVita Inc</name>
        <lei>M2XHYMU3TZNEZURC6H66</lei>
        <title>DaVita, Inc.</title>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac</title>
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          <isin value="US3133KMTE56"/>
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      <invstOrSec>
        <name>UNITED WHOLESALE MTGE LL</name>
        <lei>549300HW662MN1WU8550</lei>
        <title>United Wholesale Mortgage LLC</title>
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          <isin value="US91153LAA52"/>
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        <balance>4060000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3582950.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NIELSEN FINANCE LLC/CO</name>
        <lei>N/A</lei>
        <title>Nielsen Finance LLC / Nielsen Finance Co.</title>
        <cusip>65409QBK7</cusip>
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          <isin value="US65409QBK76"/>
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        <balance>1300000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ONEMAIN FINANCE CORP</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>OneMain Finance Corp.</title>
        <cusip>682691AC4</cusip>
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          <isin value="US682691AC47"/>
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        <balance>800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>624000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-09-15</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>M&amp;T Bank Corp</name>
        <lei>549300WYXDDBYRASEG81</lei>
        <title>M&amp;T Bank Corp.</title>
        <cusip>55261F104</cusip>
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          <isin value="US55261F1049"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ZIGGO BOND CO BV</name>
        <lei>213800JYI4P7V5QDOG59</lei>
        <title>Ziggo Bond Company BV</title>
        <cusip>98953GAD7</cusip>
        <identifiers>
          <isin value="US98953GAD79"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>400250.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CATALENT PHARMA SOLUTION</name>
        <lei>549300HALRZ339MSTH85</lei>
        <title>Catalent Pharma Solutions, Inc.</title>
        <cusip>14879EAK4</cusip>
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          <isin value="US14879EAK47"/>
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        <balance>625000.00000000</balance>
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        <valUSD>514753.13000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>F5 Inc</name>
        <lei>54930015FPK9KT966303</lei>
        <title>F5, Inc.</title>
        <cusip>315616102</cusip>
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          <isin value="US3156161024"/>
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        <balance>2212.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>347416.72000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PROJECT ALPHA INTERMEDIATE HOLDING INC</name>
        <lei>N/A</lei>
        <title>Qlik Technologies, Inc. - Class B</title>
        <cusip>N/A</cusip>
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          <ticker value="QLIK"/>
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        <balance>27624.14000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2.76000000</valUSD>
        <pctVal>0.000000189958</pctVal>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Xcel Energy Inc</name>
        <lei>LGJNMI9GH8XIDG5RCM61</lei>
        <title>Xcel Energy, Inc.</title>
        <cusip>98389B100</cusip>
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          <isin value="US98389B1008"/>
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        <balance>4988.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>370359.00000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Mosaic Co/The</name>
        <lei>2YD5STGSJNMUB7H76907</lei>
        <title>Mosaic Co.</title>
        <cusip>61945C103</cusip>
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          <isin value="US61945C1036"/>
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        <balance>6549.00000000</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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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Verisk Analytics Inc</name>
        <lei>549300I1YSWNIRKBWP67</lei>
        <title>Verisk Analytics, Inc.</title>
        <cusip>92345Y106</cusip>
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        <balance>2142.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TK ELEVATOR US NEWCO INC</name>
        <lei>549300C2AFWPAYWS5574</lei>
        <title>TK Elevator US Newco, Inc.</title>
        <cusip>92537RAA7</cusip>
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          <isin value="US92537RAA77"/>
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        <balance>1550000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <name>Yum! Brands Inc</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>Yum! Brands, Inc.</title>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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        <name>EXIDE TECHNOLOGIES</name>
        <lei>549300KITCGPNNNXQP63</lei>
        <title>Exide Technologies</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="SJRW15297"/>
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        <balance>341.71000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>SCIL IV LLC / SCIL USA H</name>
        <lei>N/A</lei>
        <title>SCIL IV LLC / SCIL USA Holdings LLC</title>
        <cusip>78397UAA8</cusip>
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          <isin value="US78397UAA88"/>
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        <balance>6075000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5042250.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>BlackRock Taxable Municipal Bo</name>
        <lei>SNYX4R2CEK5Q5D25DZ39</lei>
        <title>BlackRock Taxable Municipal Bond Trust</title>
        <cusip>09248X100</cusip>
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          <isin value="US09248X1000"/>
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        <balance>292122.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5594136.30000000</valUSD>
        <pctVal>0.385018516610</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PulteGroup Inc</name>
        <lei>N/A</lei>
        <title>PulteGroup, Inc.</title>
        <cusip>745867101</cusip>
        <identifiers>
          <isin value="US7458671010"/>
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        <balance>8374.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>340486.84000000</valUSD>
        <pctVal>0.023434133712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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        <name>Vulcan Materials Co</name>
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        <name>Loews Corp</name>
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        <name>Etsy Inc</name>
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        <name>Voya CLO Ltd</name>
        <lei>N/A</lei>
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        <name>CAPSTONE ACQUISITION HOLDINGS INC</name>
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        <name>Blue Whale Acquisition Corp.</name>
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        <name>ONEX CORPORATION</name>
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        <name>Trimble Inc</name>
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        <name>AmerisourceBergen Corp</name>
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        <name>Amgen Inc</name>
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        <title>Amgen, Inc.</title>
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        <name>CLEARWAY ENERGY OP LLC</name>
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        <name>PT INTERMEDIATE HOLDINGS III LLC</name>
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        <name>THUNDERBIRD 2022-1</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Masco Corp</name>
        <lei>5GCSNMQXHEYA1JO8QN11</lei>
        <title>Masco Corp.</title>
        <cusip>574599106</cusip>
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          <isin value="US5745991068"/>
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        <balance>6473.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>329281.51000000</valUSD>
        <pctVal>0.022662922697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cengage Learning Holdings II I</name>
        <lei>5493003VGPEJMW28UG24</lei>
        <title>Cengage Learning Holdings II, Inc.</title>
        <cusip>15136X102</cusip>
        <identifiers>
          <isin value="US15136X1028"/>
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        <balance>11126.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>152982.50000000</valUSD>
        <pctVal>0.010529077601</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>Otis Worldwide Corp</name>
        <lei>549300ZLBKR8VSU25153</lei>
        <title>Otis Worldwide Corp.</title>
        <cusip>68902V107</cusip>
        <identifiers>
          <isin value="US68902V1070"/>
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        <balance>4833.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>349039.26000000</valUSD>
        <pctVal>0.024022757208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NCR CORP</name>
        <lei>549300YKTY8JX1DV2R67</lei>
        <title>NCR Corp.</title>
        <cusip>62886EBA5</cusip>
        <identifiers>
          <isin value="US62886EBA55"/>
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        <balance>900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>840393.00000000</valUSD>
        <pctVal>0.057840361563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</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>ALCOA NEDERLAND HOLDING</name>
        <lei>5493000UL1QLQLT1VQ42</lei>
        <title>Alcoa Nederland Holding BV</title>
        <cusip>013822AE1</cusip>
        <identifiers>
          <isin value="US013822AE11"/>
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        <balance>3625000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3474635.00000000</valUSD>
        <pctVal>0.239143049385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</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>WYNDHAM HOTELS &amp; RESORTS</name>
        <lei>549300FE3MQ4RVXXC673</lei>
        <title>Wyndham Hotels &amp; Resorts, Inc.</title>
        <cusip>98311AAB1</cusip>
        <identifiers>
          <isin value="US98311AAB17"/>
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        <balance>1625000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1453340.74000000</valUSD>
        <pctVal>0.100026718305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</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>WOMENS CARE HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Women's Care Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US97815UAH77"/>
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        <balance>6756750.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6331074.75000000</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>2028-01-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.87000000</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>ACADIA HEALTHCARE CO INC</name>
        <lei>5493005CW985Y9D0NC11</lei>
        <title>Acadia Healthcare Company, Inc.</title>
        <cusip>00404AAN9</cusip>
        <identifiers>
          <isin value="US00404AAN90"/>
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        <balance>550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>521031.50000000</valUSD>
        <pctVal>0.035860187253</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-01</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PELICAN TOPCO LLC</name>
        <lei>N/A</lei>
        <title>Pregis TopCo LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US74045BAE74"/>
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        <balance>664975.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>643363.31000000</valUSD>
        <pctVal>0.044279719687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.81000000</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>ARGOS HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>PetSmart LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US71677HAL96"/>
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        <balance>2821500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2750962.50000000</valUSD>
        <pctVal>0.189336019753</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.27000000</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>CIFC Funding Ltd</name>
        <lei>5493006JGTCIL6LCS728</lei>
        <title>CIFC Funding Ltd.</title>
        <cusip>12552GAG6</cusip>
        <identifiers>
          <isin value="US12552GAG64"/>
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        <balance>11000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9836075.70000000</valUSD>
        <pctVal>0.676971577413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.74000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AUXEY HOLDCO LTD</name>
        <lei>N/A</lei>
        <title>Alexander Mann</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX175460 1"/>
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        <balance>2600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2474342.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Merck &amp; Co Inc</name>
        <lei>4YV9Y5M8S0BRK1RP0397</lei>
        <title>Merck &amp; Company, Inc.</title>
        <cusip>58933Y105</cusip>
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          <isin value="US58933Y1055"/>
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        <balance>4063.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Accenture PLC</name>
        <lei>N/A</lei>
        <title>Accenture plc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IE00B4BNMY34"/>
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        <balance>1232.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>355382.72000000</valUSD>
        <pctVal>0.024459348207</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Barclays Capital, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7Z3451"/>
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        <balance>-48027158.53000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-48027158.53000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="AC28XWWI3WIBK2824319" name="BARCLAYS CAPITAL INC."/>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JPMorgan Chase Bank, N.A.</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver EUR</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CC.USD.EUR4"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.99540000"/>
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        <pctVal>-0.00000450943</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>EVERARC ESCROW SARL</name>
        <lei>N/A</lei>
        <title>EverArc Escrow SARL</title>
        <cusip>29977LAA9</cusip>
        <identifiers>
          <isin value="US29977LAA98"/>
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        <balance>5250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4497307.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Newmont Corp</name>
        <lei>549300VSP3RIX7FGDZ51</lei>
        <title>Newmont Corp.</title>
        <cusip>651639106</cusip>
        <identifiers>
          <isin value="US6516391066"/>
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        <balance>5233.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>216436.88000000</valUSD>
        <pctVal>0.014896348964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eaton Corp PLC</name>
        <lei>549300VDIGTMXUNT7H71</lei>
        <title>Eaton Corporation plc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IE00B8KQN827"/>
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        <balance>2577.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>352121.28000000</valUSD>
        <pctVal>0.024234878383</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>Avery Dennison Corp</name>
        <lei>549300PW7VPFCYKLIV37</lei>
        <title>Avery Dennison Corp.</title>
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          <isin value="US0536111091"/>
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      <invstOrSec>
        <name>VIRGIN MEDIA SECURED FIN</name>
        <lei>213800X3RLP4NOTPY579</lei>
        <title>Virgin Media Secured Finance plc</title>
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          <isin value="US92769XAR61"/>
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        <balance>1200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>999240.00000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TTF HOLDINGS INTERMEDIATE LLC</name>
        <lei>N/A</lei>
        <title>TTF Holdings Intermediate LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX193670 1"/>
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        <balance>2262298.79760000</balance>
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        <curCd>USD</curCd>
        <valUSD>2211397.07000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.56000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Booking Holdings Inc</name>
        <lei>FXM8FAOHMYDIPD38UZ17</lei>
        <title>Booking Holdings, Inc.</title>
        <cusip>09857L108</cusip>
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          <isin value="US09857L1089"/>
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        <balance>168.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>315136.08000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ADT SEC CORP</name>
        <lei>5493009JEEDYLVRA0J13</lei>
        <title>ADT Security Corp.</title>
        <cusip>74166NAA2</cusip>
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          <isin value="US74166NAA28"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>836546.50000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>Energy Transfer, LP</title>
        <cusip>86765BAN9</cusip>
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          <isin value="US86765BAN91"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>997956.97000000</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>2024-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PETERSHILL PARTNERS PLC</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="BGH6B3X81"/>
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        <balance>361000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>316556.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <maturityDt>2039-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ALLISON TRANSMISSION INC</name>
        <lei>MWKQ3I0U1GXP2YDSZW75</lei>
        <title>Allison Transmission, Inc.</title>
        <cusip>019736AG2</cusip>
        <identifiers>
          <isin value="US019736AG29"/>
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        <balance>1100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>891363.00000000</valUSD>
        <pctVal>0.061348390817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Air Products and Chemicals Inc</name>
        <lei>7QEON6Y1RL5XR3R1W237</lei>
        <title>Air Products and Chemicals, Inc.</title>
        <cusip>009158106</cusip>
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          <isin value="US0091581068"/>
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        <balance>1427.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>360246.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>Barclays plc</title>
        <cusip>06738EBA2</cusip>
        <identifiers>
          <isin value="US06738EBA29"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2932020.00000000</valUSD>
        <pctVal>0.201797369697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Rockwell Automation Inc</name>
        <lei>VH3R4HHBHH12O0EXZJ88</lei>
        <title>Rockwell Automation, Inc.</title>
        <cusip>773903109</cusip>
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          <isin value="US7739031091"/>
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        <balance>1662.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BAUSCH HEALTH COS INC</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>Bausch Health Companies, Inc.</title>
        <cusip>071734AN7</cusip>
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        <balance>8025000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5547361.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
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          <other otherDesc="Internal ID" value="BGH7SY5M3"/>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>Bristol-Myers Squibb Co</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>Bristol-Myers Squibb Co.</title>
        <cusip>110122108</cusip>
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          <isin value="US1101221083"/>
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        <balance>4717.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>317972.97000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Wave USA</name>
        <lei>N/A</lei>
        <title>WAVE LLC</title>
        <cusip>94354KAA8</cusip>
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        <balance>2304693.58570000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Arthur J Gallagher &amp; Co</name>
        <lei>54930049QLLMPART6V29</lei>
        <title>Arthur J Gallagher &amp; Co.</title>
        <cusip>363576109</cusip>
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          <isin value="US3635761097"/>
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        <balance>2315.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHECKERS HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Checkers Drive-In Restaurants, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="US16280UAB61"/>
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        <balance>1743461.78690000</balance>
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        <curCd>USD</curCd>
        <valUSD>1475404.54000000</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>2024-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.32000000</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>TGP HOLDINGS III LLC</name>
        <lei>N/A</lei>
        <title>TGP Holdings LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <name>TJX Cos Inc/The</name>
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      <invstOrSec>
        <name>CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_14-1</name>
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        <name>Cognizant Technology Solutions</name>
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        <name>PLAYPOWER INC</name>
        <lei>N/A</lei>
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        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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      <invstOrSec>
        <name>FIRST REPUBLIC BANK</name>
        <lei>YWC0TIKBQM2JV8L4IV08</lei>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Chubb Ltd</name>
        <lei>E0JAN6VLUDI1HITHT809</lei>
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        <balance>1756.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <name>CHEFS WAREHOUSE INC</name>
        <lei>N/A</lei>
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          <other otherDesc="LoanX ID" value="LX207149 1"/>
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        <name>TransDigm Group Inc</name>
        <lei>N/A</lei>
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        <name>Start Ltd.</name>
        <lei>549300VIQYFIDJQCKZ43</lei>
        <title>Start Ltd.</title>
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        <issuerCat>CORP</issuerCat>
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        <name>TLWND 2019-1</name>
        <lei>N/A</lei>
        <title>GAIA Aviation Ltd.</title>
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        <name>Alexandria Real Estate Equitie</name>
        <lei>MGCJBT4MKTQBVLNUIS88</lei>
        <title>Alexandria Real Estate Equities, Inc.</title>
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        <name>BRUNDAGE-BONE CONCRETE</name>
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        <title>Brundage-Bone Concrete Pumping Holdings, Inc.</title>
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        <name>PUBLIC STORAGE</name>
        <lei>549300LMZF40TKJ6DM64</lei>
        <title>Public Storage</title>
        <cusip>74460W552</cusip>
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        <balance>144400.00000000</balance>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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        <name>Netflix Inc</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>Netflix, Inc.</title>
        <cusip>64110L106</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>WW Grainger Inc</name>
        <lei>549300TWZSP6O1IH2V34</lei>
        <title>WW Grainger, Inc.</title>
        <cusip>384802104</cusip>
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          <isin value="US3848021040"/>
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        <balance>725.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>402331.50000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Camden Property Trust</name>
        <lei>5493002MYX22OHYJBD89</lei>
        <title>Camden Property Trust</title>
        <cusip>133131102</cusip>
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        <balance>2577.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>331170.27000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LoanCore 2019-CRE2 Issuer, Ltd</name>
        <lei>N/A</lei>
        <title>LoanCore Issuer Ltd.</title>
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      <invstOrSec>
        <name>Anchorage Credit Funding Ltd.</name>
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        <name>Danaher Corp</name>
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      <invstOrSec>
        <name>NVR Inc</name>
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        <name>MAUSER PACKAGING SOLUT</name>
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      <invstOrSec>
        <name>AUXEY HOLDCO LTD</name>
        <lei>N/A</lei>
        <title>Alexander Mann</title>
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        <name>Avalara, Inc.</name>
        <lei>N/A</lei>
        <title>Avalara, Inc.</title>
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          <other otherDesc="Internal ID" value="BGH80KYF4 1"/>
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        <balance>-700000.03000000</balance>
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        <curCd>USD</curCd>
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          <maturityDt>2028-08-12</maturityDt>
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      <invstOrSec>
        <name>GARTNER INC</name>
        <lei>PP55B5R38BFB8O8HH686</lei>
        <title>Gartner, Inc.</title>
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        <balance>1700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1569015.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Invesco Ltd</name>
        <lei>ECPGFXU8A2SHKVVGJI15</lei>
        <title>Invesco Ltd.</title>
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          <isin value="BMG491BT1088"/>
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        <curCd>USD</curCd>
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        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
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        <name>WP CPP HOLDINGS LLC</name>
        <lei>N/A</lei>
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        <name>Cboe Global Markets Inc</name>
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        <name>Philip Morris International In</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>Philip Morris International, Inc.</title>
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        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
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        <name>Acropolis Infrastructure Acqui</name>
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        <name>CVR ENERGY INC</name>
        <lei>529900SOYZIXZBTXB558</lei>
        <title>CVR Energy, Inc.</title>
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        <name>ARCH CAPITAL GROUP LTD</name>
        <lei>549300AYR4P8AFKDCE43</lei>
        <title>Arch Capital Group Ltd.</title>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

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        <name>JANE STREET GRP/JSG FIN</name>
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        <name>PLAYTIKA HOLDING CORP</name>
        <lei>254900E35Z4TKA4UFG64</lei>
        <title>Playtika Holding Corp.</title>
        <cusip>72815LAA5</cusip>
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        <balance>2025000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1727122.50000000</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>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>West Pharmaceutical Services I</name>
        <lei>5493007NKRGM1RJQ1P16</lei>
        <title>West Pharmaceutical Services, Inc.</title>
        <cusip>955306105</cusip>
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          <isin value="US9553061055"/>
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        <balance>1181.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>350390.89000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T, Inc.</title>
        <cusip>00206R102</cusip>
        <identifiers>
          <isin value="US00206R1023"/>
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        <balance>17119.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>300267.26000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7YCCH7"/>
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        <balance>-443046.56000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-443046.56000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300HN4UKV1E2R3U73" name="BOFA SECURITIES, INC."/>
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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
              <principalAmt>610000.00000000</principalAmt>
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              <collateralVal>593225.00000000</collateralVal>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ameren Corp</name>
        <lei>XRZQ5S7HYJFPHJ78L959</lei>
        <title>Ameren Corp.</title>
        <cusip>023608102</cusip>
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          <isin value="US0236081024"/>
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        <balance>3969.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>367608.78000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CABLE ONE INC</name>
        <lei>549300648QS85T0XSH18</lei>
        <title>Cable One, Inc.</title>
        <cusip>12685JAE5</cusip>
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          <isin value="US12685JAE55"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>327200.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>None</couponKind>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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              <title>Cable One Inc</title>
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                <ticker value="CABO US"/>
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          <currencyInfos>
            <currencyInfo convRatio="0.43940000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PACCAR Inc</name>
        <lei>KDTEY8BWE486IKZ3CC07</lei>
        <title>PACCAR, Inc.</title>
        <cusip>693718108</cusip>
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          <isin value="US6937181088"/>
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        <curCd>USD</curCd>
        <valUSD>364216.62000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Everest Re Group Ltd</name>
        <lei>549300N24XF2VV0B3570</lei>
        <title>Everest Re Group Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BMG3223R1088"/>
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        <balance>1273.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>342500.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7YCC04"/>
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        <balance>-1091965.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1091965.09000000</valUSD>
        <pctVal>-0.07515490445</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300HN4UKV1E2R3U73" name="BOFA SECURITIES, INC."/>
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          <isTriParty>N</isTriParty>
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          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1644000.00000000</principalAmt>
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              <collateralVal>1469900.40000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>24-7 INTOUCH INC</name>
        <lei>N/A</lei>
        <title>24-7 Intouch, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XAC9288BAC00"/>
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        <balance>4000328.61220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3880318.75000000</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>2025-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.27000000</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>
        <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>1399250.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1303639.25000000</valUSD>
        <pctVal>0.089723457440</pctVal>
        <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>6.52000000</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>ASTON FINCO SARL</name>
        <lei>N/A</lei>
        <title>Aston FinCo SARL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX182723 1"/>
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        <balance>395015.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.86096000"/>
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        <pctVal>0.029761893067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-09</maturityDt>
          <couponKind>Variable</couponKind>
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          <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>TRANSDIGM GROUP INC</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TransDigm, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX185456 1"/>
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        <balance>1075187.97120000</balance>
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        <curCd>USD</curCd>
        <valUSD>1048415.79000000</valUSD>
        <pctVal>0.072157607646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.77000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Pinnacle West Capital Corp</name>
        <lei>TWSEY0NEDUDCKS27AH81</lei>
        <title>Pinnacle West Capital Corp.</title>
        <cusip>723484101</cusip>
        <identifiers>
          <isin value="US7234841010"/>
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        <balance>4804.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>361981.40000000</valUSD>
        <pctVal>0.024913504819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HP Inc</name>
        <lei>WHKXQACZ14C5XRO8LW03</lei>
        <title>HP, Inc.</title>
        <cusip>40434L105</cusip>
        <identifiers>
          <isin value="US40434L1052"/>
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        <balance>10039.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>288219.69000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="BGH7YCCA2"/>
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        <balance>-1372649.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1372649.59000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Start Ltd.</name>
        <lei>549300VIQYFIDJQCKZ43</lei>
        <title>Start Ltd.</title>
        <cusip>85572RAA7</cusip>
        <identifiers>
          <isin value="US85572RAA77"/>
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        <balance>2407905.98330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2144384.75000000</valUSD>
        <pctVal>0.147588079948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <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>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="BGH7YCCU8"/>
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        <balance>-805145.78000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-805145.78000000</valUSD>
        <pctVal>-0.05541445850</pctVal>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300HN4UKV1E2R3U73" name="BOFA SECURITIES, INC."/>
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          <repurchaseRt>2.74000000</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
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              <invstCat>CDS</invstCat>
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        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LPL HOLDINGS INC</name>
        <lei>549300Z5YF8CCRMYUL26</lei>
        <title>LPL Holdings, Inc.</title>
        <cusip>50212YAD6</cusip>
        <identifiers>
          <isin value="US50212YAD67"/>
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        <balance>4172000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3693972.24000000</valUSD>
        <pctVal>0.254239016708</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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      <invstOrSec>
        <name>Synopsys Inc</name>
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      <invstOrSec>
        <name>Freddie Mac Military Housing B</name>
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      <invstOrSec>
        <name>Alliant Energy Corp</name>
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        <name>CITIGROUP INC</name>
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        <name>BASIC ENERGY SERVICES</name>
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      <invstOrSec>
        <name>EQT VII NO1 LP</name>
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        <name>CHILL PARENT INC</name>
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        <name>Northrop Grumman Corp</name>
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        <name>DELTA AIR LINES/SKYMILES</name>
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        <name>Franklin Resources Inc</name>
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        <name>EOG Resources Inc</name>
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        <name>Ralph Lauren Corp</name>
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        <title>Ralph Lauren Corp.</title>
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        <name>CENGAGE LEARNING HOLDINGS II INC</name>
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        <title>Cengage Learning Acquisitions, Inc.</title>
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        <name>NetApp Inc</name>
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        <name>THUNDERBIRD 2022-1</name>
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        <name>Dollar General Corp</name>
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        <name>AES Corp/The</name>
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        <title>AES Corp.</title>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac</title>
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        <name>Baxter International Inc</name>
        <lei>J5OIVXX3P24RJRW5CK77</lei>
        <title>Baxter International, Inc.</title>
        <cusip>071813109</cusip>
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        <name>UPLAND SOFTWARE INC</name>
        <lei>N/A</lei>
        <title>Upland Software, Inc.</title>
        <cusip>N/A</cusip>
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        <balance>1945000.00000000</balance>
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        <name>OPTION CARE HEALTH INC</name>
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        <name>Charles Schwab Corp/The</name>
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        <name>Morgan Stanley Capital Services LLC</name>
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        <name>IDEX Corp</name>
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        <name>Morgan Stanley Capital Services LLC</name>
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        <name>WW INTERNATIONAL INC</name>
        <lei>SGT8R1MU6ESIC7UJC518</lei>
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        <name>MAVIS TIRE EXPRESS SERVICES CORP</name>
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        <name>Qorvo Inc</name>
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        <name>WAYSTAR TECHNOLOGIES INC</name>
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        <name>OCCIDENTAL PETROLEUM COR</name>
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        <name>OUTFRONT MEDIA CAP LLC/C</name>
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        <name>PARK PLACE TECHNOLOGIES LLC</name>
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        <name>VENTURE GLOBAL CALCASIEU</name>
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        <name>MARKEL CORP</name>
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        <name>BRE/EVERBRIGHT M6 BORROWER LLC</name>
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        <name>Carlyle Global Market Strategi</name>
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        <name>Roper Technologies Inc</name>
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        <name>GALLS</name>
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        <name>WR GRACE HOLDING LLC</name>
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        <name>Hormel Foods Corp</name>
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        <name>Edwards Lifesciences Corp</name>
        <lei>YA13X31F3V31L8TMPR58</lei>
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        <name>BANK OF AMERICA CORP</name>
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        <name>Ulta Beauty Inc</name>
        <lei>529900CIV6HN8M28YM82</lei>
        <title>Ulta Beauty, Inc.</title>
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      <invstOrSec>
        <name>BUILDERS FIRSTSOURCE INC</name>
        <lei>549300W0SKP6L3H7DP63</lei>
        <title>Builders FirstSource, Inc.</title>
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          <maturityDt>2032-06-15</maturityDt>
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      <invstOrSec>
        <name>KRAFT HEINZ FOODS CO</name>
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        <title>Kraft Heinz Foods Co.</title>
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          <isin value="US50076QAE61"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Pentair PLC</name>
        <lei>549300EVR9D56WPSRP15</lei>
        <title>Pentair plc</title>
        <cusip>N/A</cusip>
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          <isin value="IE00BLS09M33"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Paramount Global</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>Paramount Global</title>
        <cusip>92556H206</cusip>
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          <isin value="US92556H2067"/>
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        <balance>12440.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>290971.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Travelers Cos Inc/The</name>
        <lei>549300Y650407RU8B149</lei>
        <title>Travelers Companies, Inc.</title>
        <cusip>89417E109</cusip>
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          <isin value="US89417E1091"/>
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        <balance>2092.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Hewlett Packard Enterprise Co</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>Hewlett Packard Enterprise Co.</title>
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        <assetCat>EC</assetCat>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Campbell Soup Co</name>
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        <assetCat>EC</assetCat>
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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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          <other otherDesc="Internal ID" value="35563CAB4"/>
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      <invstOrSec>
        <name>NFM &amp; J LLC</name>
        <lei>N/A</lei>
        <title>The Facilities Group</title>
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          <maturityDt>2027-11-30</maturityDt>
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      <invstOrSec>
        <name>FIRST BRANDS GROUP LLC</name>
        <lei>N/A</lei>
        <title>First Brands Group LLC</title>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2027-03-30</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ALTICE FRANCE SA</name>
        <lei>5493001ZMCICV4N02J21</lei>
        <title>Altice France S.A.</title>
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        <invCountry>FR</invCountry>
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          <maturityDt>2029-07-15</maturityDt>
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        <name>Westrock Co</name>
        <lei>5493004Z9TCQW68YVL89</lei>
        <title>Westrock Co.</title>
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        <name>Walmart Inc</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>Walmart, Inc.</title>
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        <name>Ball Corp</name>
        <lei>0BGI85ALH27ZJP15DY16</lei>
        <title>Ball Corp.</title>
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        <name>SUMMIT MATERIALS LLC/FIN</name>
        <lei>N/A</lei>
        <title>Summit Materials LLC / Summit Materials Finance Corp.</title>
        <cusip>86614RAN7</cusip>
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        <name>KAISER ALUMINUM CORP</name>
        <lei>N/A</lei>
        <title>Kaiser Aluminum Corp.</title>
        <cusip>483007AL4</cusip>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>393665.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2031-06-01</maturityDt>
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        <name>Take-Two Interactive Software</name>
        <lei>BOMSTHHJK882EWYX3334</lei>
        <title>Take-Two Interactive Software, Inc.</title>
        <cusip>874054109</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Incyte Corp</name>
        <lei>549300Z4WN6JVZ3T4680</lei>
        <title>Incyte Corp.</title>
        <cusip>45337C102</cusip>
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        <balance>5030.00000000</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>CONFLUENT HEALTH LLC</name>
        <lei>N/A</lei>
        <title>Confluent Health LLC</title>
        <cusip>N/A</cusip>
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        <curCd>USD</curCd>
        <valUSD>-12148.67000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>ENTAIN PLC</name>
        <lei>N/A</lei>
        <title>GVC Holdings PLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX182631 1"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IM</invCountry>

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        <name>ASSURANT INC</name>
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        <name>Golub Capital Partners CLO Ltd</name>
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        <name>Regeneron Pharmaceuticals Inc</name>
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        <name>AIR CANADA</name>
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        <name>CARE BIDCO SAS</name>
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        <name>Robert Half International Inc</name>
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        <name>LMRK Issuer Co. LLC</name>
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        <title>Secured Tenant Site Contract Revenue Notes Series</title>
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          <maturityDt>2048-06-15</maturityDt>
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      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp.</title>
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          <isin value="US060505GB47"/>
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      <invstOrSec>
        <name>PROJECT RUBY ULTIMATE PARENT CORP</name>
        <lei>N/A</lei>
        <title>Project Ruby Ultimate Parent Corp.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX193028 1"/>
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        <curCd>USD</curCd>
        <valUSD>2199910.04000000</valUSD>
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        <assetCat>LON</assetCat>
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      <invstOrSec>
        <name>VENTURE GLOBAL LNG INC</name>
        <lei>N/A</lei>
        <title>Venture Global Calcasieu Pass LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX184853 1"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2026-08-19</maturityDt>
          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AMWINS GROUP INC</name>
        <lei>549300SJE7MUB8NMRG61</lei>
        <title>AmWINS Group, Inc.</title>
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          <isin value="US031921AB57"/>
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        <balance>1725000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1500796.02000000</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>2029-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</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>
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      <invstOrSec>
        <name>Monster Beverage Corp</name>
        <lei>52990090AP0E7HCB6F33</lei>
        <title>Monster Beverage Corp.</title>
        <cusip>61174X109</cusip>
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          <isin value="US61174X1090"/>
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        <balance>4069.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>361449.27000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENLINK MIDSTREAM LLC</name>
        <lei>54930000GY1H533OBE23</lei>
        <title>EnLink Midstream LLC</title>
        <cusip>29336TAD2</cusip>
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          <isin value="US29336TAD28"/>
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        <balance>2200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2189000.00000000</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>2030-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</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>
        <name>JBS USA/FOOD/FINANCE</name>
        <lei>N/A</lei>
        <title>JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc.</title>
        <cusip>46590XAE6</cusip>
        <identifiers>
          <isin value="US46590XAE67"/>
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        <balance>4800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3793338.05000000</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>2052-02-02</maturityDt>
          <couponKind>Fixed</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>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>759981.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11772.11000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2025-01-18</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
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          <other otherDesc="Internal ID" value="BGH7YCC46"/>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>Paycom Software Inc</name>
        <lei>254900LSB0HNJUDC6Q18</lei>
        <title>Paycom Software, Inc.</title>
        <cusip>70432V102</cusip>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Devon Energy Corp</name>
        <lei>54930042348RKR3ZPN35</lei>
        <title>Devon Energy Corp.</title>
        <cusip>25179M103</cusip>
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          <isin value="US25179M1036"/>
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        <balance>4782.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>337704.84000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>JONES DESLAURIERS INSURANCE MANAGEMENT INC</name>
        <lei>N/A</lei>
        <title>Jones Deslauriers Insurance Management, Inc.</title>
        <cusip>N/A</cusip>
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          <isin value="XAC4900AAD90"/>
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        <currencyConditional curCd="CAD" exchangeRt="1.31303000"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
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      <invstOrSec>
        <name>MSD Acquisition Corp</name>
        <lei>N/A</lei>
        <title>MSD Acquisition Corp.</title>
        <cusip>N/A</cusip>
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          <isin value="KYG5709C1096"/>
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        <balance>116869.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1153497.03000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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        <name>News Corp</name>
        <lei>549300ITS31QK8VRBQ14</lei>
        <title>News Corp.</title>
        <cusip>65249B109</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>DEUCE FINCO PLC</name>
        <lei>N/A</lei>
        <title>Deuce FinCo plc</title>
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        <balance>1200000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Wells Fargo &amp; Co</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Co.</title>
        <cusip>949746101</cusip>
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          <isin value="US9497461015"/>
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        <balance>8674.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>379140.54000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PETSMART INC/PETSMART FI</name>
        <lei>N/A</lei>
        <title>PetSmart, Inc. / PetSmart Finance Corp.</title>
        <cusip>71677KAA6</cusip>
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          <isin value="US71677KAA60"/>
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        <balance>2725000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2428206.49000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ONEX CORPORATION</name>
        <lei>N/A</lei>
        <title>Save-A-Lot</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6L7M67"/>
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        <balance>40316.10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>16811.81000000</valUSD>
        <pctVal>0.001157079091</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>
        <name>Corteva Inc</name>
        <lei>549300WZN9I2QKLS0O94</lei>
        <title>Corteva, Inc.</title>
        <cusip>22052L104</cusip>
        <identifiers>
          <isin value="US22052L1044"/>
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        <balance>6109.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>375275.87000000</valUSD>
        <pctVal>0.025828501673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PT INTERMEDIATE HOLDINGS III LLC</name>
        <lei>N/A</lei>
        <title>PT Intermediate Holdings III LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX200298 1"/>
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        <balance>438048.74500000</balance>
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        <curCd>USD</curCd>
        <valUSD>424907.28000000</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>2028-11-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WEBER INC</name>
        <lei>N/A</lei>
        <title>Weber-Stephen Products LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX190374 1"/>
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        <balance>1450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1227845.50000000</valUSD>
        <pctVal>0.084506924337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.77000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Palmer Square Loan Funding Ltd</name>
        <lei>N/A</lei>
        <title>Palmer Square Loan Funding Ltd.</title>
        <cusip>69702CAA7</cusip>
        <identifiers>
          <isin value="US69702CAA71"/>
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        <balance>7000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6267938.60000000</valUSD>
        <pctVal>0.431393211133</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.71000000</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>RENAISSANCERE HOLDINGS L</name>
        <lei>EK6GB9U3U58PDI411C94</lei>
        <title>RenaissanceRe Holdings Ltd.</title>
        <cusip>EP0599001</cusip>
        <identifiers>
          <isin value="BMG7498P1279"/>
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        <balance>13000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>226850.00000000</valUSD>
        <pctVal>0.015613035830</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SCHUR FLEXIBLES GMBH</name>
        <lei>N/A</lei>
        <title>Schur Flexibles GmbH</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7W1GF3 1"/>
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        <balance>-204529.20000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.99540000"/>
        <valUSD>0.00000000</valUSD>
        <pctVal>0.000000</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>10.00000000</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>SAPPHIRE AVIATION FINANCE I LI</name>
        <lei>N/A</lei>
        <title>Sapphire Aviation Finance I Ltd.</title>
        <cusip>80306AAA8</cusip>
        <identifiers>
          <isin value="US80306AAA88"/>
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        <balance>651475.82880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>543394.43000000</valUSD>
        <pctVal>0.037399324248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</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>HP COMMUNITIES LLC</name>
        <lei>N/A</lei>
        <title>HP Communities LLC</title>
        <cusip>44329HAW4</cusip>
        <identifiers>
          <isin value="US44329HAW43"/>
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        <balance>934782.60870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1027241.21000000</valUSD>
        <pctVal>0.070700259283</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.82000000</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>MCGRAW-HILL EDUCATION</name>
        <lei>N/A</lei>
        <title>McGraw-Hill Education, Inc.</title>
        <cusip>57767XAB6</cusip>
        <identifiers>
          <isin value="US57767XAB64"/>
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        <balance>6300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5465565.00000000</valUSD>
        <pctVal>0.376169548949</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</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>CSX Corp</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
        <title>CSX Corp.</title>
        <cusip>126408103</cusip>
        <identifiers>
          <isin value="US1264081035"/>
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        <balance>11553.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>365652.45000000</valUSD>
        <pctVal>0.025166166204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ross Stores Inc</name>
        <lei>549300ENZFLPGRDFZQ60</lei>
        <title>Ross Stores, Inc.</title>
        <cusip>778296103</cusip>
        <identifiers>
          <isin value="US7782961038"/>
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        <balance>4539.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>391579.53000000</valUSD>
        <pctVal>0.026950607151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ALCOA NEDERLAND HOLDING</name>
        <lei>5493000UL1QLQLT1VQ42</lei>
        <title>Alcoa Nederland Holding BV</title>
        <cusip>013822AC5</cusip>
        <identifiers>
          <isin value="US013822AC54"/>
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        <balance>1475000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1433523.00000000</valUSD>
        <pctVal>0.098662754961</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</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>NIELSEN FINANCE LLC/CO</name>
        <lei>N/A</lei>
        <title>Nielsen Finance LLC / Nielsen Finance Co.</title>
        <cusip>65409QBD3</cusip>
        <identifiers>
          <isin value="US65409QBD34"/>
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        <balance>1900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1904332.00000000</valUSD>
        <pctVal>0.131066359926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</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>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7YCCF1"/>
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        <balance>-1241070.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1241070.90000000</valUSD>
        <pctVal>-0.08541716742</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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          <maturityDt>N/A</maturityDt>
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              <principalAmt>1435000.00000000</principalAmt>
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              <collateralVal>1284755.50000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Thermo Fisher Scientific Inc</name>
        <lei>HCHV7422L5HDJZCRFL38</lei>
        <title>Thermo Fisher Scientific, Inc.</title>
        <cusip>883556102</cusip>
        <identifiers>
          <isin value="US8835561023"/>
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        <balance>672.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>366455.04000000</valUSD>
        <pctVal>0.025221404760</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Huntington Bancshares Inc/OH</name>
        <lei>549300XTVCVV9I7B5T19</lei>
        <title>Huntington Bancshares, Inc.</title>
        <cusip>446150104</cusip>
        <identifiers>
          <isin value="US4461501045"/>
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        <balance>28003.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>375240.20000000</valUSD>
        <pctVal>0.025826046672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7YCBM7"/>
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        <balance>-2692412.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2692412.00000000</valUSD>
        <pctVal>-0.18530625976</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
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          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
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        <securityLending>
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      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
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          <other otherDesc="Internal ID" value="BGH7YCC20"/>
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        <balance>-2164240.88000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2164240.88000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
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          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>4050000.00000000</principalAmt>
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              <collateralVal>2875500.00000000</collateralVal>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7YCCS3"/>
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        <balance>-777862.27000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-777862.27000000</valUSD>
        <pctVal>-0.05353666075</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300HN4UKV1E2R3U73" name="BOFA SECURITIES, INC."/>
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          <isTriParty>N</isTriParty>
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          <maturityDt>N/A</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>H.B. FULLER CO</name>
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          <isin value="US40410KAA34"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Dollar Tree Inc</name>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
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        <curCd>USD</curCd>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300HN4UKV1E2R3U73" name="BOFA SECURITIES, INC."/>
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            <repurchaseCollateral>
              <principalAmt>1700000.00000000</principalAmt>
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              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
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      <invstOrSec>
        <name>Ventas Inc</name>
        <lei>ORQTRC074CWLT3DKHT41</lei>
        <title>Ventas, Inc.</title>
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          <isin value="US92276F1003"/>
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        <balance>6678.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>319609.08000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>News Corp</name>
        <lei>549300ITS31QK8VRBQ14</lei>
        <title>News Corp.</title>
        <cusip>65249B208</cusip>
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          <isin value="US65249B2088"/>
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        <balance>4918.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FMC Corp</name>
        <lei>CKDHZ2X64EEBQCSP7013</lei>
        <title>FMC Corp.</title>
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          <isin value="US3024913036"/>
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        <balance>3125.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>337750.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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>
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          <other otherDesc="LoanX ID" value="LX174490 1"/>
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        <balance>2001643.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1968416.31000000</valUSD>
        <pctVal>0.135476986455</pctVal>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <maturityDt>2025-04-28</maturityDt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CROCS INC</name>
        <lei>549300B0J6YCXD63OG72</lei>
        <title>Crocs, Inc.</title>
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          <isin value="US227046AA78"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FARMER MAC</name>
        <lei>549300MS654K78GYF580</lei>
        <title>Farmer Mac</title>
        <cusip>313148850</cusip>
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          <isin value="US3131488500"/>
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        <balance>112000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2731680.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</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>
        <name>ALTRIA GROUP INC</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>Altria Group, Inc.</title>
        <cusip>02209SBN2</cusip>
        <identifiers>
          <isin value="US02209SBN27"/>
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        <balance>6000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3907893.96000000</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>2051-02-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.70000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BCP V MODULAR SERVICES FINANCE PLC</name>
        <lei>N/A</lei>
        <title>BCP V Modular Services Finance II plc</title>
        <cusip>N/A</cusip>
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          <isin value="XS2397447298"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</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>CARPENTER TECHNOLOGY</name>
        <lei>DX6I6ZD3X5WNNCDJKP85</lei>
        <title>Carpenter Technology Corp.</title>
        <cusip>144285AM5</cusip>
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          <isin value="US144285AM55"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2463783.13000000</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>2030-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ITT HOLDINGS LLC</name>
        <lei>549300TH2PHOLK31LB42</lei>
        <title>ITT Holdings LLC</title>
        <cusip>45074JAA2</cusip>
        <identifiers>
          <isin value="US45074JAA25"/>
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        <balance>8050000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6798949.50000000</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>2029-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</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>PARTNERRE LTD</name>
        <lei>7LLHQS68KCIGNZBR7918</lei>
        <title>PartnerRe Ltd.</title>
        <cusip>EP0597732</cusip>
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          <isin value="BMG686031698"/>
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        <balance>128000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2598400.00000000</valUSD>
        <pctVal>0.178835848808</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WATERLOGIC GROUP HOLDINGS LIMITED</name>
        <lei>N/A</lei>
        <title>Waterlogic USA Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX196730 1"/>
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        <balance>2227500.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2194087.50000000</valUSD>
        <pctVal>0.151008890248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.27000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sherwin-Williams Co/The</name>
        <lei>Z15BMIOX8DDH0X2OBP21</lei>
        <title>Sherwin-Williams Co.</title>
        <cusip>824348106</cusip>
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          <isin value="US8243481061"/>
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        <balance>1431.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>332135.10000000</valUSD>
        <pctVal>0.022859322093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY FIN LLC</name>
        <lei>5493003FCPSE9RKT4B56</lei>
        <title>Morgan Stanley Finance LLC</title>
        <cusip>61769HZV0</cusip>
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          <isin value="US61769HZV04"/>
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        <balance>13500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10960650.00000000</valUSD>
        <pctVal>0.754370822906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Goldman Sachs &amp; Co. LLC</title>
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          <other otherDesc="Internal ID" value="BGH7PCM03"/>
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        <balance>-4777122.59000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>INTEGRATED POWER SERVICES HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Integrated Power Services Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX200877 2"/>
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        <balance>3983426.82940000</balance>
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        <curCd>USD</curCd>
        <valUSD>3903758.29000000</valUSD>
        <pctVal>0.268677619817</pctVal>
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        <name>Oracle Corp</name>
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        <name>First Republic Bank/CA</name>
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        <name>MCGRAW-HILL EDUCATION</name>
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        <name>Eaton Vance Ltd Duration Incom</name>
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        <name>BNP Paribas</name>
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        <name>Juniper Networks Inc</name>
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        <name>PROJECT RUBY ULTIMATE PARENT CORP</name>
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        <name>T-Mobile US Inc</name>
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        <name>DT MIDSTREAM INC</name>
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        <name>Chevron Corp</name>
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        <name>BOFA SECURITIES, INC.</name>
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        <name>Viatris Inc</name>
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        <name>CITADEL ENTERPRISE AMERICAS LLC</name>
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        <title>Ceamer Finance LLC</title>
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        <name>JONES DESLAURIERS INSURANCE MANAGEMENT INC</name>
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        <name>Bank of New York Mellon Corp/T</name>
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        <name>SHO HOLDING I CORP</name>
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        <name>API GROUP DE INC</name>
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        <name>PRUDENTIAL FINANCIAL INC</name>
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        <name>Barclays Bank plc</name>
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        <name>BNP Paribas</name>
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        <name>Cooper Cos Inc/The</name>
        <lei>QJKMVPIGLH7530PCUE20</lei>
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        <name>OKLAHOMA ST DEV FIN AUTH HLTHS</name>
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        <title>Oklahoma Development Finance Authority Revenue Bonds</title>
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        <name>Public Service Enterprise Grou</name>
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        <name>Goldman Sachs International</name>
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        <name>Western Digital Corp</name>
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        <name>ONEX CORPORATION</name>
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        <name>EISNER ADVISORY GROUP</name>
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        <name>AGRIBANK FCB</name>
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        <name>Hershey Co/The</name>
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        <name>ZIGGO BV</name>
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        <name>MATCH GROUP HLD II LLC</name>
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        <name>ONEX CORPORATION</name>
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        <name>Willis Towers Watson PLC</name>
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        <name>CBRE Group Inc</name>
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        <name>LKQ Corp</name>
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        <name>Dreyfus Treasury Securities Ca</name>
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        <name>Dryden Senior Loan Fund</name>
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      <invstOrSec>
        <name>Tyson Foods Inc</name>
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      <invstOrSec>
        <name>Honeywell International Inc</name>
        <lei>ISRPG12PN4EIEOEMW547</lei>
        <title>Honeywell International, Inc.</title>
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        <name>BlackRock Inc</name>
        <lei>549300LRIF3NWCU26A80</lei>
        <title>BlackRock, Inc.</title>
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        <name>Colicity, Inc.</name>
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        <name>RBC Capital Markets, LLC</name>
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        <name>Neuberger Berman CLO Ltd</name>
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        <title>Neuberger Berman Loan Advisers CLO 47 Ltd.</title>
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          <isin value="US64134TAA97"/>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>CLARIOS GLOBAL LP/US FIN</name>
        <lei>N/A</lei>
        <title>Clarios Global, LP / Clarios US Finance Co.</title>
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          <couponKind>Fixed</couponKind>
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        <name>BOFA SECURITIES, INC.</name>
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        <name>WALGREENS BOOTS ALLIANCE</name>
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        <lei>N/A</lei>
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        <name>HAWK HOLDING COMPANY LLC</name>
        <lei>549300C5O4FSVNUEI843</lei>
        <title>Alterra Mountain Co.</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <name>RBC Capital Markets, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC Capital Markets LLC</title>
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          <transCat>Reverse repurchase</transCat>
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        <name>VMED O2 UK FINAN</name>
        <lei>213800MRR46ECNGZ7L69</lei>
        <title>Vmed O2 UK Financing I plc</title>
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        <curCd>USD</curCd>
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        <name>DURAN INC</name>
        <lei>N/A</lei>
        <title>Duran, Inc.</title>
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        <balance>475022.96410000</balance>
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        <curCd>USD</curCd>
        <valUSD>458397.16000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <name>CARPENTER TECHNOLOGY</name>
        <lei>DX6I6ZD3X5WNNCDJKP85</lei>
        <title>Carpenter Technology Corp.</title>
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        <balance>5225000.00000000</balance>
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        <valUSD>4995779.25000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
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        <securityLending>
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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>
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      <invstOrSec>
        <name>PAI HOLDCO INC</name>
        <lei>N/A</lei>
        <title>PAI Holdco, Inc.</title>
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          <isin value="US69315JAG85"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>COBHAM GROUP HOLDINGS LTD</name>
        <lei>N/A</lei>
        <title>Cobham Ultra SeniorCo SARL</title>
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          <other otherDesc="LoanX ID" value="LX200268 1"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <debtSec>
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      <invstOrSec>
        <name>THUNDERBIRD 2022-1</name>
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        <title>Thunderbird A</title>
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          <other otherDesc="Internal ID" value="BGH7NVMD5"/>
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        <balance>6148000.00000000</balance>
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        <curCd>USD</curCd>
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        <name>MERLIN BUYER INC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>TEMPUR SEALY INTL INC</name>
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        <title>Tempur Sealy International, Inc.</title>
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        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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        <name>Estee Lauder Cos Inc/The</name>
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        <name>STRIP PRINC</name>
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        <name>Blackstone Strategic Credit Fu</name>
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        <name>GS Mortgage Securities Trust</name>
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        <name>PACKAGING COORDINATORS MIDCO INC</name>
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        <title>Packaging Coordinators Midco, Inc.</title>
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        <name>UNITED AIR 2015-1 AA PTT</name>
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        <title>United Airlines Class AA Pass Through Trust</title>
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        <name>WELLS FARGO &amp; COMPANY</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Co.</title>
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        <name>IMAGEFIRST HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>ImageFIRST Holdings LLC</title>
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        <name>ASP DREAM ACQUISITION CO LLC</name>
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      <invstOrSec>
        <name>Invesco Advantage Municipal In</name>
        <lei>DA89O2CSN0WUDR74HM71</lei>
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          <isin value="US46132E1038"/>
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        <issuerCat>RF</issuerCat>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Kraft Heinz Co/The</name>
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          <isin value="US5007541064"/>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CMS Energy Corp</name>
        <lei>549300IA9XFBAGNIBW29</lei>
        <title>CMS Energy Corp.</title>
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          <isin value="US1258961002"/>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>YAK HOLDING III LLC</name>
        <lei>N/A</lei>
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          <isin value="US98432UAE55"/>
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        <assetCat>LON</assetCat>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DEUCE FINCO PLC</name>
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          <isin value="XS2351480640"/>
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          <maturityDt>2027-06-15</maturityDt>
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      <invstOrSec>
        <name>Jack Henry &amp; Associates Inc</name>
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        <title>Jack Henry &amp; Associates, Inc.</title>
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          <isin value="US4262811015"/>
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        <assetCat>EC</assetCat>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Texas Instruments Inc</name>
        <lei>WDJNR2L6D8RWOEB8T652</lei>
        <title>Texas Instruments, Inc.</title>
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          <isin value="US8825081040"/>
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        <assetCat>EC</assetCat>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Progressive Corp/The</name>
        <lei>529900TACNVLY9DCR586</lei>
        <title>Progressive Corp.</title>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BALL CORP</name>
        <lei>0BGI85ALH27ZJP15DY16</lei>
        <title>Ball Corp.</title>
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      <invstOrSec>
        <name>Castlelake Aircraft Structured</name>
        <lei>N/A</lei>
        <title>Castlelake Aircraft Securitization Trust</title>
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          <isin value="US14856CAA71"/>
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        <assetCat>ABS-O</assetCat>
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          <maturityDt>2043-06-15</maturityDt>
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        <name>STRIP PRINC</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bonds</title>
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          <isin value="US912803GA56"/>
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          <maturityDt>2051-08-15</maturityDt>
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        <name>Evergy Inc</name>
        <lei>549300PGTHDQY6PSUI61</lei>
        <title>Evergy, Inc.</title>
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        <name>Henry Schein Inc</name>
        <lei>VGO3WGL8H45T73F4RR92</lei>
        <title>Henry Schein, Inc.</title>
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        <name>Micron Technology Inc</name>
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        <name>BOFA SECURITIES, INC.</name>
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        <name>Fox Corp</name>
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        <title>Fox Corp.</title>
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        <name>NRG Energy Inc</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
        <title>NRG Energy, Inc.</title>
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        <name>Dominion Energy Inc</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>Dominion Energy, Inc.</title>
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        <name>LEVEL 3 FINANCING INC</name>
        <lei>254900AE5FEFIJOXWL19</lei>
        <title>Level 3 Financing, Inc.</title>
        <cusip>527298BT9</cusip>
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        <curCd>USD</curCd>
        <valUSD>481728.00000000</valUSD>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>American Express Co</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>American Express Co.</title>
        <cusip>025816109</cusip>
        <identifiers>
          <isin value="US0258161092"/>
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        <balance>2283.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <name>VECTOR PHOENIX HOLDINGS (CAYMAN) LP</name>
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        <name>Citizens Financial Group Inc</name>
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        <name>American Electric Power Co Inc</name>
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        <name>Goldman Sachs International</name>
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        <name>TOPBUILD CORP</name>
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        <name>HAMILTON PROJECTS ACQUIROR LLC</name>
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        <title>Hamilton Projects Acquiror LLC</title>
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      <invstOrSec>
        <name>BorgWarner Inc</name>
        <lei>549300DSFX2IE88NSX47</lei>
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      <invstOrSec>
        <name>SHO HOLDING I CORP</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>PPP INTERMEDIATE HOLDINGS LLC</name>
        <lei>N/A</lei>
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          <other otherDesc="LoanX ID" value="LX191200 1"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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          <maturityDt>2025-11-24</maturityDt>
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      <invstOrSec>
        <name>WAMU Asset-Backed Certificates</name>
        <lei>N/A</lei>
        <title>WaMu Asset-Backed Certificates WaMu Series</title>
        <cusip>92926SAC0</cusip>
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          <isin value="US92926SAC08"/>
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        <curCd>USD</curCd>
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          <maturityDt>2037-04-25</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CENGAGE LEARNING INC</name>
        <lei>549300BYGM0FWUSVXJ88</lei>
        <title>Cengage Learning, Inc.</title>
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          <isin value="US15137NAA19"/>
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          <maturityDt>2024-06-15</maturityDt>
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      <invstOrSec>
        <name>Freddie Mac Military Housing B</name>
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          <isin value="US35563CAY49"/>
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          <maturityDt>2052-11-25</maturityDt>
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      <invstOrSec>
        <name>Fidelity National Information</name>
        <lei>6WQI0GK1PRFVBA061U48</lei>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Boeing Co/The</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>Boeing Co.</title>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Centene Corp</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>Centene Corp.</title>
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        <name>Vornado Realty Trust</name>
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        <title>Vornado Realty Trust</title>
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        <name>Microsoft Corp</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>Microsoft Corp.</title>
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          <isCashCollateral>N</isCashCollateral>
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        <name>Domino's Pizza Inc</name>
        <lei>25490005ZWM1IF9UXU57</lei>
        <title>Domino's Pizza, Inc.</title>
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        <name>KAMC HOLDINGS INC</name>
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        <name>Moody's Corp</name>
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        <name>WAMU Asset-Backed Certificates</name>
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        <title>WaMu Asset-Backed Certificates WaMu Series</title>
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        <name>Kimco Realty Corp</name>
        <lei>549300EA7I6T15IBYS12</lei>
        <title>Kimco Realty Corp.</title>
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        <name>SERVICE LOGIC ACQUISITION INC</name>
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        <title>Service Logic Acquisition, Inc.</title>
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        <name>Catalent Inc</name>
        <lei>N/A</lei>
        <title>Catalent, Inc.</title>
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        <name>PARAMOUNT GLOBAL</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>Paramount Global</title>
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        <name>Morgan Stanley Capital Services LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>CURRENCY CONTRACT - Rec CAD / Deliver USD</title>
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              <counterpartyName>Morgan Stanley Capital Services LLC</counterpartyName>
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        <name>Duke Realty Corp</name>
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        <name>HUB INTERNATIONAL LTD</name>
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        <name>GLOVES BUYER INC</name>
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        <title>Protective Industrial Products, Inc.</title>
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      <invstOrSec>
        <name>SCP EYE CARE SERVICES LLC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>COGENT COMMUNICATIONS GR</name>
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      <invstOrSec>
        <name>Expeditors International of Wa</name>
        <lei>984500B055A804AB6E40</lei>
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          <isin value="US3021301094"/>
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      <invstOrSec>
        <name>Arista Networks Inc</name>
        <lei>635400H1WKBLOQERUU95</lei>
        <title>Arista Networks, Inc.</title>
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          <isin value="US0404131064"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>CNO FINANCIAL GROUP INC</name>
        <lei>11XPYHB76MPM4Y4P2897</lei>
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        <assetCat>EP</assetCat>
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        <name>Invesco Municipal Trust</name>
        <lei>GKS5Y4B1VKHV66WSPK53</lei>
        <title>Invesco Municipal Trust</title>
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          <isin value="US46131J1034"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Regency Centers Corp</name>
        <lei>529900053A7X7FJ97S58</lei>
        <title>Regency Centers Corp.</title>
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          <isin value="US7588491032"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Dryden Senior Loan Fund</name>
        <lei>5493008NBEE3C4AF3K95</lei>
        <title>Dryden 50 Senior Loan Fund</title>
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          <isin value="US262430AA95"/>
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        <balance>3555000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>Gilead Sciences Inc</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>Gilead Sciences, Inc.</title>
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          <isin value="US3755581036"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
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        <name>LIBERTY MUTUAL GROUP INC</name>
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        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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          <transCat>Reverse repurchase</transCat>
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        <name>ALTICE FRANCE SA</name>
        <lei>5493001ZMCICV4N02J21</lei>
        <title>Altice France S.A.</title>
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        <invCountry>FR</invCountry>
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        <name>US FOODS INC</name>
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        <name>Comcast Corp</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>Comcast Corp.</title>
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        <name>ATLAS MARA LTD</name>
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        <title>Atlas Mara Ltd.</title>
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              <title>Atlas Mara Ltd</title>
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        <name>FedEx Corp</name>
        <lei>549300E707U7WNPZN687</lei>
        <title>FedEx Corp.</title>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
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        <name>Ecolab Inc</name>
        <lei>82DYEISM090VG8LTLS26</lei>
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        <name>NFP CORP</name>
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        <name>CHARTER NEXT GENERATION INC</name>
        <lei>N/A</lei>
        <title>Charter Next Generation, Inc.</title>
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        <name>Nuveen Taxable Municipal Incom</name>
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        <name>Cadence Design Systems Inc</name>
        <lei>GCT7RXJOGLXPV0NXZY22</lei>
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        <name>CNTRL PARENT/CDK GLB INC</name>
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        <name>HOME POINT CAPITAL INC</name>
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        <name>NM Z PARENT INC</name>
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        <title>Zep, Inc.</title>
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        <name>WILTON RE LTD</name>
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        <name>Elevance Health Inc</name>
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        <name>Lam Research Corp</name>
        <lei>549300I4GMO6D34U1T02</lei>
        <title>Lam Research Corp.</title>
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        <name>MB2 DENTAL SOLUTIONS LLC</name>
        <lei>N/A</lei>
        <title>MB2 Dental Solutions LLC</title>
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        <name>DXC Technology Co</name>
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        <name>BlackRock Credit Allocation In</name>
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      <invstOrSec>
        <name>CHENIERE ENERGY INC</name>
        <lei>549300I7CIEWU1BBLQ53</lei>
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        <curCd>USD</curCd>
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          <couponKind>Variable</couponKind>
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        <name>NFM &amp; J LLC</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>HILTON DOMESTIC OPERATIN</name>
        <lei>5493003EG7H0N1E4XV50</lei>
        <title>Hilton Domestic Operating Company, Inc.</title>
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          <isin value="US432833AN19"/>
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        <balance>1350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1089875.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>EXIDE TECHNOLOGIES</name>
        <lei>549300KITCGPNNNXQP63</lei>
        <title>Exide Technologies</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="302ESCAD0"/>
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        <balance>1562081.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1.56000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2024-10-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>11.00000000</annualizedRt>
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        <securityLending>
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        <name>EXIDE TECHNOLOGIES</name>
        <lei>549300KITCGPNNNXQP63</lei>
        <title>Exide Technologies</title>
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        <name>BOFA SECURITIES, INC.</name>
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        <title>BofA Securities, Inc.</title>
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        <name>Ares Dynamic Credit Allocation</name>
        <lei>549300BZI16VZUT2N044</lei>
        <title>Ares Dynamic Credit Allocation Fund, Inc.</title>
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          <isin value="US04014F1021"/>
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        <balance>68740.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>KRAFT HEINZ FOODS CO</name>
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        <title>Kraft Heinz Foods Co.</title>
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          <isin value="US50077LAZ94"/>
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        <curCd>USD</curCd>
        <valUSD>544339.49000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Iron Mountain Inc</name>
        <lei>SQL3F6CKNNBM3SQGHX24</lei>
        <title>Iron Mountain, Inc.</title>
        <cusip>46284V101</cusip>
        <identifiers>
          <isin value="US46284V1017"/>
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        <balance>6939.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>365060.79000000</valUSD>
        <pctVal>0.025125444983</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TEAMSYSTEM SPA</name>
        <lei>N/A</lei>
        <title>TeamSystem S.p.A.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2295690742"/>
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        <balance>1700000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.99540000"/>
        <valUSD>1482152.70000000</valUSD>
        <pctVal>0.102009712195</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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>NIELSEN FINANCE LLC/CO</name>
        <lei>N/A</lei>
        <title>Nielsen Finance LLC / Nielsen Finance Co.</title>
        <cusip>65409QBF8</cusip>
        <identifiers>
          <isin value="US65409QBF81"/>
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        <balance>975000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>975738.11000000</valUSD>
        <pctVal>0.067155539222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <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>CarMax Inc</name>
        <lei>N/A</lei>
        <title>CarMax, Inc.</title>
        <cusip>143130102</cusip>
        <identifiers>
          <isin value="US1431301027"/>
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        <balance>3688.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>326166.72000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>ENDO INTERNATIONAL PLC</name>
        <lei>N/A</lei>
        <title>Endo Luxembourg Finance Company I SARL</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX193328 1"/>
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        <balance>1283750.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1118467.19000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

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        <name>AfterNext HealthTech Acquisition Corp.</name>
        <lei>N/A</lei>
        <title>AfterNext HealthTech Acquisition Corp.</title>
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            <putOrCall>Call</putOrCall>
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      <invstOrSec>
        <name>KRAFT HEINZ FOODS CO</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>Kraft Heinz Foods Co.</title>
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        <identifiers>
          <isin value="US50077LAB27"/>
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        <balance>1300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1104323.35000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
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          <other otherDesc="Internal ID" value="BGH7YCBF2"/>
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        <balance>-902613.76000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-902613.76000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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          <isTriParty>N</isTriParty>
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          <maturityDt>N/A</maturityDt>
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              <principalAmt>1300000.00000000</principalAmt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Medtronic PLC</name>
        <lei>549300GX3ZBSQWUXY261</lei>
        <title>Medtronic plc</title>
        <cusip>N/A</cusip>
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          <isin value="IE00BTN1Y115"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HCA INC</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
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          <isin value="US404119CB31"/>
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        <curCd>USD</curCd>
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          <maturityDt>2051-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>KRONOS ACQUISITION HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Kronos Acquisition Holdings, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX201568 1"/>
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        <curCd>USD</curCd>
        <valUSD>1725324.03000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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          <maturityDt>2026-12-22</maturityDt>
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      <invstOrSec>
        <name>APTTUS CORP</name>
        <lei>N/A</lei>
        <title>Apttus Corp.</title>
        <cusip>N/A</cusip>
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          <isin value="N/A"/>
          <other otherDesc="LoanX ID" value="LX193638 1"/>
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        <balance>2450250.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2028-05-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.12000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Zoetis Inc</name>
        <lei>549300HD9Q1LOC9KLJ48</lei>
        <title>Zoetis, Inc.</title>
        <cusip>98978V103</cusip>
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          <isin value="US98978V1035"/>
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        <balance>2167.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>339200.51000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CHS INC</name>
        <lei>N/A</lei>
        <title>STS Operating, Inc. (SunSource)</title>
        <cusip>N/A</cusip>
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          <isin value="US12508KAD90"/>
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        <balance>2393932.67070000</balance>
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        <curCd>USD</curCd>
        <valUSD>2303154.74000000</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>2024-12-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.77000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Zebra Technologies Corp</name>
        <lei>PO0I32GKZ3HZMMDPZZ08</lei>
        <title>Zebra Technologies Corp.</title>
        <cusip>989207105</cusip>
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          <isin value="US9892071054"/>
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        <balance>1133.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>341758.12000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Schlumberger NV</name>
        <lei>213800ZUA17OK3QLGM62</lei>
        <title>Schlumberger N.V.</title>
        <cusip>806857108</cusip>
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          <isin value="AN8068571086"/>
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        <balance>7502.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>286201.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PETERSHILL PARTNERS PLC</name>
        <lei>N/A</lei>
        <title>Petershill II Senior Secured Notes</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6B3XG3"/>
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        <balance>211000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>185023.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Clorox Co/The</name>
        <lei>54930044KVSC06Z79I06</lei>
        <title>Clorox Co.</title>
        <cusip>189054109</cusip>
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          <isin value="US1890541097"/>
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        <balance>2702.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>390006.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bio-Rad Laboratories Inc</name>
        <lei>549300ZC1GPV35XYDK53</lei>
        <title>Bio-Rad Laboratories, Inc.</title>
        <cusip>090572207</cusip>
        <identifiers>
          <isin value="US0905722072"/>
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        <balance>700.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>339528.00000000</valUSD>
        <pctVal>0.023368141192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>iShares Russell 2000 ETF</name>
        <lei>549300O80OAR5VTWR172</lei>
        <title>iShares Russell 2000 Index ETF</title>
        <cusip>464287655</cusip>
        <identifiers>
          <isin value="US4642876555"/>
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        <balance>147294.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27028449.00000000</valUSD>
        <pctVal>1.860243079928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Laboratory Corp of America Hol</name>
        <lei>OZ7UA8IXAIFILY2VZH07</lei>
        <title>Laboratory Corporation of America Holdings</title>
        <cusip>50540R409</cusip>
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          <isin value="US50540R4092"/>
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        <balance>1552.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>349619.04000000</valUSD>
        <pctVal>0.024062660782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GLP CAPITAL LP / FIN II</name>
        <lei>N/A</lei>
        <title>GLP Capital Limited Partnership / GLP Financing II, Inc.</title>
        <cusip>361841AL3</cusip>
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          <isin value="US361841AL38"/>
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        <balance>1050000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1013682.06000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Kimberly-Clark Corp</name>
        <lei>MP3J6QPYPGN75NVW2S34</lei>
        <title>Kimberly-Clark Corp.</title>
        <cusip>494368103</cusip>
        <identifiers>
          <isin value="US4943681035"/>
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        <balance>2772.00000000</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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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CONFLUENT HEALTH LLC</name>
        <lei>N/A</lei>
        <title>Confluent Health LLC</title>
        <cusip>N/A</cusip>
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        <curCd>USD</curCd>
        <valUSD>82237.16000000</valUSD>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
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          <other otherDesc="Internal ID" value="BGH7YCBN5"/>
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      <invstOrSec>
        <name>NortonLifeLock Inc</name>
        <lei>YF6ZV0M6AU4FY94MK914</lei>
        <title>NortonLifeLock, Inc.</title>
        <cusip>668771108</cusip>
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          <isin value="US6687711084"/>
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        <balance>15158.00000000</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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        <fairValLevel>1</fairValLevel>
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        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.EUR5"/>
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        <valUSD>-1432.86000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JONES DESLAURIERS INSURANCE MANAGEMENT INC</name>
        <lei>N/A</lei>
        <title>Jones Deslauriers Insurance Management, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX193616 1"/>
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        <balance>1032200.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.31303000"/>
        <valUSD>746814.62000000</valUSD>
        <pctVal>0.051399794669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-27</maturityDt>
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        <name>Comerica Inc</name>
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        <name>Public Storage</name>
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        <name>Home Depot Inc/The</name>
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        <name>AIR CANADA 2020-2A PTT</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>SIX FLAGS THEME PARKS</name>
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      <invstOrSec>
        <name>Palmer Square Loan Funding Ltd</name>
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          <isin value="US69702FAA03"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>WELLS FARGO &amp; COMPANY</name>
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        <title>Wells Fargo &amp; Co.</title>
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          <isin value="US949746TD35"/>
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        <curCd>USD</curCd>
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        <assetCat>EP</assetCat>
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        <name>eBay Inc</name>
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        <name>BOFA SECURITIES, INC.</name>
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        <name>Sapphire Aviation Finance I Li</name>
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      <invstOrSec>
        <name>BOYNE USA INC</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2029-05-15</maturityDt>
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        <name>Snap-on Inc</name>
        <lei>HHWAT5TDOYZMM26KKQ73</lei>
        <title>Snap-on, Inc.</title>
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        <name>VERTICAL TOPCO SARL</name>
        <lei>N/A</lei>
        <title>TK Elevator Midco GmbH</title>
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        <curCd>USD</curCd>
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        <name>THUNDERBIRD 2022-1</name>
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        <name>NA RAIL HOLD CO LLC</name>
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        <invCountry>US</invCountry>
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        <name>AbbVie Inc</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie, Inc.</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>Prudential Financial Inc</name>
        <lei>5PRBRS5FEH7NREC8OR45</lei>
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        <assetCat>EC</assetCat>
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        <name>Kroger Co/The</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
        <title>Kroger Co.</title>
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        <assetCat>EC</assetCat>
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        <name>ASTON FINCO SARL</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

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        <name>ENDO DAC/FIN LLC/FINCO</name>
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        <title>Endo Dac / Endo Finance LLC / Endo Finco, Inc.</title>
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        <name>KDAC Aviation Finance Limited</name>
        <lei>N/A</lei>
        <title>KDAC Aviation Finance Ltd.</title>
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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>
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          <maturityDt>2042-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>McKesson Corp</name>
        <lei>549300WZWOM80UCFSF54</lei>
        <title>McKesson Corp.</title>
        <cusip>58155Q103</cusip>
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          <isin value="US58155Q1031"/>
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        <balance>1130.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>414710.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NXP Semiconductors NV</name>
        <lei>724500M9BY5293JDF951</lei>
        <title>NXP Semiconductor N.V.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0009538784"/>
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        <balance>1983.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>326362.14000000</valUSD>
        <pctVal>0.022461995968</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MARRIOTT INTERNATIONAL</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>Marriott International, Inc.</title>
        <cusip>571903BE2</cusip>
        <identifiers>
          <isin value="US571903BE27"/>
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        <balance>2320000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2215766.25000000</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>2030-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</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>CenterPoint Energy Inc</name>
        <lei>21TPXMRRHFKOBHDC8J74</lei>
        <title>CenterPoint Energy, Inc.</title>
        <cusip>15189T107</cusip>
        <identifiers>
          <isin value="US15189T1079"/>
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        <balance>11759.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>370761.27000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KKR CORE HOLDING COMPANY LLC</name>
        <lei>N/A</lei>
        <title>KKR Core Holding Company LLC</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH7D03K9"/>
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        <balance>579999.99000000</balance>
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        <curCd>USD</curCd>
        <valUSD>0.01000000</valUSD>
        <pctVal>0.000000000688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</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>
        <name>RXR Acquisition Corp</name>
        <lei>N/A</lei>
        <title>RXR Acquisition Corp.</title>
        <cusip>74981W107</cusip>
        <identifiers>
          <isin value="US74981W1071"/>
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        <balance>160538.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1578088.54000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Microchip Technology Inc</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>Microchip Technology, Inc.</title>
        <cusip>595017104</cusip>
        <identifiers>
          <isin value="US5950171042"/>
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        <balance>5502.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>359005.50000000</valUSD>
        <pctVal>0.024708687391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Warner Bros Discovery Inc</name>
        <lei>5493006ZCRFWKF6B1K26</lei>
        <title>Warner Bros Discovery, Inc.</title>
        <cusip>934423104</cusip>
        <identifiers>
          <isin value="US9344231041"/>
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        <balance>22675.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>300217.00000000</valUSD>
        <pctVal>0.020662546960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Charles River Laboratories Int</name>
        <lei>549300BSQ0R4UZ5KX287</lei>
        <title>Charles River Laboratories International, Inc.</title>
        <cusip>159864107</cusip>
        <identifiers>
          <isin value="US1598641074"/>
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        <balance>1589.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>326142.25000000</valUSD>
        <pctVal>0.022446861957</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BCP V MODULAR SERVICES FINANCE PLC</name>
        <lei>N/A</lei>
        <title>BCP V Modular Services Holdings IV Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX198943 1"/>
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        <balance>2000000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.99540000"/>
        <valUSD>1866646.57000000</valUSD>
        <pctVal>0.128472646155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-15</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>
        <name>Allstate Corp/The</name>
        <lei>OBT0W1ED8G0NWVOLOJ77</lei>
        <title>Allstate Corp.</title>
        <cusip>020002101</cusip>
        <identifiers>
          <isin value="US0200021014"/>
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        <balance>2843.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>342581.50000000</valUSD>
        <pctVal>0.023578299468</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Goldman Sachs &amp; Co. LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH7SY5T8"/>
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        <balance>-5229532.12000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-5229532.12000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="FOR8UP27PHTHYVLBNG30" name="GOLDMAN SACHS &amp; CO. LLC"/>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PENN ENTERTAINMENT INC</name>
        <lei>N/A</lei>
        <title>Penn Entertainment, Inc.</title>
        <cusip>707569AV1</cusip>
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          <isin value="US707569AV14"/>
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        <balance>4425000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3574249.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Kinder Morgan Inc</name>
        <lei>549300WR7IX8XE0TBO16</lei>
        <title>Kinder Morgan, Inc.</title>
        <cusip>49456B101</cusip>
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          <isin value="US49456B1017"/>
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        <balance>18612.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>340971.84000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ZAYO GROUP HOLDINGS INC</name>
        <lei>529900Z6OTS7RT0V0I47</lei>
        <title>Zayo Group Holdings, Inc.</title>
        <cusip>98919VAA3</cusip>
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          <isin value="US98919VAA35"/>
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        <balance>1050000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>895125.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Corning Inc</name>
        <lei>549300X2937PB0CJ7I56</lei>
        <title>Corning, Inc.</title>
        <cusip>219350105</cusip>
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          <isin value="US2193501051"/>
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        <balance>10581.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>363139.92000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MEDLINE BORROWER LP</name>
        <lei>254900QT3R363TVK6F09</lei>
        <title>Medline Borrower, LP</title>
        <cusip>62482BAA0</cusip>
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          <isin value="US62482BAA08"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1695000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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      <invstOrSec>
        <name>OMNITRACS HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>Polaris Newco LLC</title>
        <cusip>N/A</cusip>
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        <balance>-1920000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-180460.01000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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          <maturityDt>2026-06-04</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Kyndryl Holdings Inc</name>
        <lei>549300LQ4LWX2R8ZV130</lei>
        <title>Kyndryl Holdings, Inc.</title>
        <cusip>50155Q100</cusip>
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        <balance>0.80000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8.34000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Carlyle Global Market Strategi</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies</title>
        <cusip>14318KAA1</cusip>
        <identifiers>
          <isin value="US14318KAA16"/>
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        <balance>5500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4955764.55000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <name>Northern Trust Corp</name>
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        <name>SERVICE LOGIC ACQUISITION INC</name>
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        <name>Pershing Square Tontine Holdings, Ltd.</name>
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        <name>EARTH PRIVATE HOLDINGS LTD</name>
        <lei>N/A</lei>
        <title>Armor Holdco, Inc.</title>
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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>2028-12-11</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Apollo Aviation Securitization</name>
        <lei>N/A</lei>
        <title>AASET Trust</title>
        <cusip>00255UAB1</cusip>
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          <isin value="US00255UAB17"/>
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        <curCd>USD</curCd>
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          <maturityDt>2040-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.33500000</annualizedRt>
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      <invstOrSec>
        <name>Capmark Military Housing Trust</name>
        <lei>N/A</lei>
        <title>Capmark Military Housing Trust</title>
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          <isin value="US14069BAA26"/>
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          <maturityDt>2052-02-10</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Dover Corp</name>
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        <title>Dover Corp.</title>
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          <isin value="US2600031080"/>
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        <balance>2717.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Packaging Corp of America</name>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NUSTAR LOGISTICS LP</name>
        <lei>N62BF2PKP51FIIOIUN20</lei>
        <title>NuStar Logistics, LP</title>
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          <maturityDt>2030-10-01</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AMERICAN EQUITY INVESTME</name>
        <lei>549300RK5RZQ740FPL83</lei>
        <title>American Equity Investment Life Holding Co.</title>
        <cusip>025676503</cusip>
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          <isin value="US0256765035"/>
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        <balance>46000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1072720.00000000</valUSD>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Keysight Technologies Inc</name>
        <lei>549300GLKVIO8YRCYN02</lei>
        <title>Keysight Technologies, Inc.</title>
        <cusip>49338L103</cusip>
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          <isin value="US49338L1035"/>
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        <balance>2520.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>413002.80000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ALLIANT HOLD / CO-ISSUER</name>
        <lei>N/A</lei>
        <title>Alliant Holdings Intermediate LLC / Alliant Holdings Company-Issuer</title>
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          <isin value="US01883LAB99"/>
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        <balance>725000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>653058.02000000</valUSD>
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        <name>FRANCHISE GROUP INC</name>
        <lei>N/A</lei>
        <title>Franchise Group, Inc.</title>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2026-03-10</maturityDt>
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      <invstOrSec>
        <name>ONEMAIN FINANCE CORP</name>
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        <title>OneMain Finance Corp.</title>
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        <name>Verizon Communications Inc</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>Verizon Communications, Inc.</title>
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        <assetCat>EC</assetCat>
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        <name>Intuit Inc</name>
        <lei>VI90HBPH7XSFMB9E4M29</lei>
        <title>Intuit, Inc.</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Global Payments Inc</name>
        <lei>549300NOMHGVQBX6S778</lei>
        <title>Global Payments, Inc.</title>
        <cusip>37940X102</cusip>
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          <isin value="US37940X1028"/>
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        <balance>3003.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>373062.69000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PERATON HOLDING CORP</name>
        <lei>N/A</lei>
        <title>Peraton Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US71360HAB33"/>
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        <balance>4804595.92110000</balance>
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        <curCd>USD</curCd>
        <valUSD>4660458.04000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>Boston Scientific Corp</name>
        <lei>Y6ZDD9FP4P8JSSJMW954</lei>
        <title>Boston Scientific Corp.</title>
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        <balance>9429.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>SITECORE HOLDING III A/S</name>
        <lei>N/A</lei>
        <title>Sitecore Holding III A/S</title>
        <cusip>N/A</cusip>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>

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        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BofA Securities, Inc.</title>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>TITAN PARENT NEW ZEALAND LTD</name>
        <lei>N/A</lei>
        <title>Titan AcquisitionCo New Zealand Ltd. (Trade Me)</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX198982 1"/>
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        <balance>448875.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>424186.88000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>BRUIN E&amp;P PARTNERS LLC</name>
        <lei>N/A</lei>
        <title>Bruin E&amp;P Partnership Units</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BRUINE"/>
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        <balance>40617.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>909.82000000</valUSD>
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      <invstOrSec>
        <name>GLP CAPITAL LP / FIN II</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Applebees/IHOP Funding LLC</name>
        <lei>N/A</lei>
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          <isin value="US03789XAD03"/>
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      <invstOrSec>
        <name>Kellogg Co</name>
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          <isin value="US4878361082"/>
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      <invstOrSec>
        <name>NEW ENTERPRISE STONE &amp; L</name>
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        <title>New Enterprise Stone &amp; Lime Company, Inc.</title>
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      <invstOrSec>
        <name>HUNT COS INC</name>
        <lei>549300ODPWDNCH5TKM49</lei>
        <title>Hunt Companies, Inc.</title>
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      <invstOrSec>
        <name>Intercontinental Exchange Inc</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>Intercontinental Exchange, Inc.</title>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>ABG INTERMEDIATE HOLDINGS 2 LLC</name>
        <lei>N/A</lei>
        <title>Authentic Brands</title>
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      <invstOrSec>
        <name>Equifax Inc</name>
        <lei>5493004MCF8JDC86VS77</lei>
        <title>Equifax, Inc.</title>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>TRIPADVISOR INC</name>
        <lei>549300XVG45PT5BART17</lei>
        <title>TripAdvisor, Inc.</title>
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        <name>GLOBE LIFE INC</name>
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        <title>Globe Life, Inc.</title>
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        <name>OUTCOMES GROUP HOLDINGS INC</name>
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        <name>ATLANTIC AVIATION HOLDINGS CORP</name>
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        <name>CITIGROUP INC</name>
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        <name>VB-S1 Issuer LLC</name>
        <lei>N/A</lei>
        <title>VB-S1 Issuer LLC - VBTEL</title>
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        <name>Sprite Limited</name>
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        <title>Sprite Ltd.</title>
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        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
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        <name>NVIDIA Corp</name>
        <lei>549300S4KLFTLO7GSQ80</lei>
        <title>NVIDIA Corp.</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Fortune Brands Home &amp; Security</name>
        <lei>54930032LHW54PQUJD44</lei>
        <title>Fortune Brands Home &amp; Security, Inc.</title>
        <cusip>34964C106</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>FLIGHT BIDCO INC</name>
        <lei>N/A</lei>
        <title>Flight Bidco, Inc.</title>
        <cusip>N/A</cusip>
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        <balance>435301.51350000</balance>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.02000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Capital Automotive Reit</name>
        <lei>N/A</lei>
        <title>CARS-DB4, LP</title>
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          <isin value="US12510HAJ95"/>
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        <balance>2750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2262274.85000000</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <debtSec>
          <maturityDt>2050-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Motorola Solutions Inc</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
        <title>Motorola Solutions, Inc.</title>
        <cusip>620076307</cusip>
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          <isin value="US6200763075"/>
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        <balance>1690.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>411362.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Goldman Sachs &amp; Co. LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BGH81GS51"/>
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        <balance>-4615570.09000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-4615570.09000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="FOR8UP27PHTHYVLBNG30" name="GOLDMAN SACHS &amp; CO. LLC"/>
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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
              <principalAmt>6850000.00000000</principalAmt>
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              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BESSEL CAPITAL SARL</name>
        <lei>N/A</lei>
        <title>Castor S.p.A.</title>
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          <isin value="XS2445841104"/>
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        <balance>2300000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.99540000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PARK RIVER HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Park River Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US70082HAC07"/>
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        <balance>138877.45180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>125857.69000000</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>2027-12-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.53000000</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>PETERSHILL PARTNERS PLC</name>
        <lei>N/A</lei>
        <title>Petershill II Senior Secured Notes</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6ASXT1"/>
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        <balance>267000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>234128.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Walt Disney Co/The</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>Walt Disney Co.</title>
        <cusip>254687106</cusip>
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          <isin value="US2546871060"/>
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        <balance>3460.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>387796.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freeport-McMoRan Inc</name>
        <lei>549300IRDTHJQ1PVET45</lei>
        <title>Freeport-McMoRan, Inc.</title>
        <cusip>35671D857</cusip>
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          <isin value="US35671D8570"/>
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        <balance>8684.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>257046.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Realty Investment Trus</name>
        <lei>549300LI6XZ51GOCJ427</lei>
        <title>Federal Realty Investment Trust</title>
        <cusip>313745101</cusip>
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          <isin value="US3137451015"/>
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        <balance>3427.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>347052.29000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <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>
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          <other otherDesc="Internal ID" value="BGH80FVD3"/>
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        <balance>-4110488.71000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-4110488.71000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="MBNUM2BPBDO7JBLYG310" name="Citigroup Global Markets Inc."/>
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            <repurchaseCollateral>
              <principalAmt>4300000.00000000</principalAmt>
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              <invstCat>AMBS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>1495437.26000000</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
        <cusip>3140XHLP0</cusip>
        <identifiers>
          <isin value="US3140XHLP05"/>
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        <balance>4276959.39600000</balance>
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        <curCd>USD</curCd>
        <valUSD>4241129.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRUCK ACQUISITION INC</name>
        <lei>N/A</lei>
        <title>Truck Hero, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US89778PAG28"/>
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        <balance>3950000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3585968.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.02000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HUB INTERNATIONAL LTD</name>
        <lei>549300JQT6ATTUNS5E06</lei>
        <title>HUB International Ltd.</title>
        <cusip>44332PAG6</cusip>
        <identifiers>
          <isin value="US44332PAG63"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2186628.90000000</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>2029-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</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>HEALTHEQUITY INC</name>
        <lei>529900LRJU1RAFQHM467</lei>
        <title>HealthEquity, Inc.</title>
        <cusip>42226AAA5</cusip>
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          <isin value="US42226AAA51"/>
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        <balance>1550000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1363287.00000000</valUSD>
        <pctVal>0.093828736073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>ANSYS Inc</name>
        <lei>549300VJV8H15Z5FJ571</lei>
        <title>ANSYS, Inc.</title>
        <cusip>03662Q105</cusip>
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          <isin value="US03662Q1058"/>
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        <balance>1436.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>356558.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AASET 2019-2 Trust</name>
        <lei>N/A</lei>
        <title>AASET Trust</title>
        <cusip>00038RAB2</cusip>
        <identifiers>
          <isin value="US00038RAB24"/>
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        <balance>3524130.89170000</balance>
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        <curCd>USD</curCd>
        <valUSD>1856984.39000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45800000</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>Nordson Corp</name>
        <lei>14OS6Q5N55N95WM84M53</lei>
        <title>Nordson Corp.</title>
        <cusip>655663102</cusip>
        <identifiers>
          <isin value="US6556631025"/>
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        <balance>1706.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>387552.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
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      <invstOrSec>
        <name>Welltower Inc</name>
        <lei>T6IZ0MBEG5ACZDTR7D06</lei>
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      <invstOrSec>
        <name>DAVITA INC</name>
        <lei>M2XHYMU3TZNEZURC6H66</lei>
        <title>DaVita, Inc.</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Molina Healthcare Inc</name>
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          <isin value="US60855R1005"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>VERTICAL TOPCO SARL</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <isin value="XS2199597456"/>
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        <invCountry>DE</invCountry>
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          <maturityDt>2027-07-15</maturityDt>
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        <name>Nuveen AMT-Free Municipal Cred</name>
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        <title>Nuveen AMT-Free Municipal Credit Income Fund</title>
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          <isin value="US67071L1061"/>
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        <balance>291710.00000000</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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          <isCashCollateral>N</isCashCollateral>
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        <name>PayPal Holdings Inc</name>
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        <title>PayPal Holdings, Inc.</title>
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        <balance>4380.00000000</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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Treman Park CLO Ltd</name>
        <lei>549300E4DX3Q8L455K94</lei>
        <title>Treman Park CLO Ltd.</title>
        <cusip>89473MAD4</cusip>
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          <isin value="US89473MAD48"/>
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        <balance>814751.29000000</balance>
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        <curCd>USD</curCd>
        <valUSD>125691.68000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2028-10-20</maturityDt>
          <couponKind>None</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Huntington Ingalls Industries</name>
        <lei>5TZLZ6WJTBVJ0QWBG121</lei>
        <title>Huntington Ingalls Industries, Inc.</title>
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          <isin value="US4464131063"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HIGGINBOTHAM INSURANCE AGENCY INC</name>
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        <title>Higginbotham Insurance Agency, Inc.</title>
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        <name>Hologic Inc</name>
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      <invstOrSec>
        <name>ATLAS CC ACQUISITION CORP</name>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
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        <name>UNITED WHOLESALE MTGE LL</name>
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        <title>United Wholesale Mortgage LLC</title>
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        <name>CHARLES RIVER LABORATORI</name>
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        <title>Charles River Laboratories International, Inc.</title>
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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
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        <name>NORANDA ALUMINUM HOLDING CORP</name>
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        <title>Noranda Aluminum Acquisition Corp.</title>
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        <invCountry>US</invCountry>
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        <name>Nuveen AMT-Free Quality Munici</name>
        <lei>549300OTYQOOXS64NI63</lei>
        <title>Nuveen AMT-Free Quality Municipal Income Fund</title>
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          <isin value="US6706571055"/>
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        <balance>31856.00000000</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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          <isCashCollateral>N</isCashCollateral>
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        <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>
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        <name>Cummins Inc</name>
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        <name>STANDARD INDUSTRIES INC</name>
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        <name>Freddie Mac</name>
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        <name>JELD-WEN INC</name>
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        <name>CF Industries Holdings Inc</name>
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        <name>CIENA CORP</name>
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        <name>Western Asset High Income Oppo</name>
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        <name>BOFA SECURITIES, INC.</name>
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        <name>BOXER PARENT CO INC</name>
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        <name>Realty Income Corp</name>
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        <name>Las Vegas Sands Corp</name>
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        <name>Emerson Electric Co</name>
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        <name>RXR REALTY LLC</name>
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      <invstOrSec>
        <name>Seagate Technology Holdings PL</name>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>ADT SEC CORP</name>
        <lei>5493009JEEDYLVRA0J13</lei>
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          <isin value="US00109LAA17"/>
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        <curCd>USD</curCd>
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          <maturityDt>2029-08-01</maturityDt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
        <cusip>3140XHBC0</cusip>
        <identifiers>
          <isin value="US3140XHBC02"/>
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        <balance>1820818.84000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1789821.29000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2052-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AUXEY HOLDCO LTD</name>
        <lei>N/A</lei>
        <title>Alexander Mann</title>
        <cusip>N/A</cusip>
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        <assetCat>LON</assetCat>
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          <maturityDt>2025-06-16</maturityDt>
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      <invstOrSec>
        <name>IFF</name>
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        <title>International Flavors &amp; Fragrances, Inc.</title>
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          <isin value="US4595061015"/>
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      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
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        <title>BofA Securities, Inc.</title>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>ILLUMINATE BUYER/HLDG</name>
        <lei>N/A</lei>
        <title>Illuminate Buyer LLC / Illuminate Holdings IV, Inc.</title>
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          <isin value="US45232TAA97"/>
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        <debtSec>
          <maturityDt>2028-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NEWMARK GROUP INC</name>
        <lei>N/A</lei>
        <title>Newmark Group, Inc.</title>
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          <isin value="US65158NAB82"/>
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        <balance>1450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1450058.42000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
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      <invstOrSec>
        <name>SOTHEBY'S</name>
        <lei>549300P5BAAMQQ7VL735</lei>
        <title>Sotheby's</title>
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          <isin value="US835898AH05"/>
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        <curCd>USD</curCd>
        <valUSD>4618385.28000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2027-10-15</maturityDt>
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        <name>IRON MOUNTAIN INC</name>
        <lei>SQL3F6CKNNBM3SQGHX24</lei>
        <title>Iron Mountain, Inc.</title>
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      <invstOrSec>
        <name>CSC HOLDINGS LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CSC Holdings LLC</title>
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        <name>SUBURBAN PROPANE PARTNRS</name>
        <lei>N/A</lei>
        <title>Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ENPRO INDUSTRIES INC</name>
        <lei>549300Y5CFT2LKCFDN54</lei>
        <title>EnPro Industries, Inc.</title>
        <cusip>29355XAG2</cusip>
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        <valUSD>112700.00000000</valUSD>
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          <maturityDt>2026-10-15</maturityDt>
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          <annualizedRt>5.75000000</annualizedRt>
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      <invstOrSec>
        <name>Carrington Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>Carrington Mortgage Loan Trust Series 2006-NC5</title>
        <cusip>144539AC7</cusip>
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          <isin value="US144539AC77"/>
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        <balance>4470482.93890000</balance>
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        <name>NATL LIFE INSURANCE-VRMT</name>
        <lei>0JRPR7R1EOV4Z2M47L22</lei>
        <title>National Life Insurance Co.</title>
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          <isin value="US636792AA19"/>
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        <balance>3400000.00000000</balance>
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      <invstOrSec>
        <name>SITECORE HOLDING III A/S</name>
        <lei>N/A</lei>
        <title>Sitecore Holding III A/S</title>
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        <curCd>USD</curCd>
        <valUSD>465914.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>

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      <invstOrSec>
        <name>BMO Capital Markets Corp., New York Branch</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO Capital Markets Corp.</title>
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          <other otherDesc="Internal ID" value="BGH7ZUKQ7"/>
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        <balance>-6412352.04000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-6412352.04000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>OMNITRACS HOLDINGS LLC</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <maturityDt>2026-06-04</maturityDt>
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      <invstOrSec>
        <name>Activision Blizzard Inc</name>
        <lei>549300TPQQDBP9GNOF40</lei>
        <title>Activision Blizzard, Inc.</title>
        <cusip>00507V109</cusip>
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          <isin value="US00507V1098"/>
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        <balance>4630.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>363408.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CHARTER COMM OPT LLC/CAP</name>
        <lei>N/A</lei>
        <title>Charter Communications Operating LLC / Charter Communications Operating Capital</title>
        <cusip>161175CA0</cusip>
        <identifiers>
          <isin value="US161175CA05"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1355104.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.90000000</annualizedRt>
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      <invstOrSec>
        <name>SECRETARIAT ADVISORS LLC</name>
        <lei>N/A</lei>
        <title>Secretariat Advisors LLC</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX201023 1"/>
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        <balance>3781000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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          <maturityDt>2028-12-29</maturityDt>
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      <invstOrSec>
        <name>AUXEY HOLDCO LTD</name>
        <lei>N/A</lei>
        <title>Alexander Mann</title>
        <cusip>N/A</cusip>
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          <ticker value="01"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2024-12-16</maturityDt>
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      <invstOrSec>
        <name>Chipotle Mexican Grill Inc</name>
        <lei>N/A</lei>
        <title>Chipotle Mexican Grill, Inc.</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>BLOCK INC</name>
        <lei>549300OHIIUWSTIZME52</lei>
        <title>Block, Inc.</title>
        <cusip>852234AJ2</cusip>
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          <isin value="US852234AJ27"/>
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        <balance>1650000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
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              <name>Square Inc</name>
              <title>Square Inc</title>
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          <currencyInfos>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OHA Credit Partners Ltd</name>
        <lei>549300WS1N2FZ02EYH25</lei>
        <title>OHA Credit Partners IX Ltd.</title>
        <cusip>67105VAQ7</cusip>
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          <isin value="US67105VAQ77"/>
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        <balance>602739.72600000</balance>
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        <curCd>USD</curCd>
        <valUSD>664.22000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2025-10-20</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Constellation Brands Inc</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>Constellation Brands, Inc.</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Digital Realty Trust Inc</name>
        <lei>549300HKCZ31D08NEI41</lei>
        <title>Digital Realty Trust, Inc.</title>
        <cusip>253868103</cusip>
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          <isin value="US2538681030"/>
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        <balance>2696.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>BIFM CA BUYER INC</name>
        <lei>N/A</lei>
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          <isin value="XAG0757GAB86"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

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      <invstOrSec>
        <name>USI INC/NY</name>
        <lei>N/A</lei>
        <title>USI, Inc.</title>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>BARENTZ MIDCO BV</name>
        <lei>N/A</lei>
        <title>Barentz Midco BV</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX190864 1"/>
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        <assetCat>LON</assetCat>
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        <invCountry>NL</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-11-30</maturityDt>
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          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>Paychex Inc</name>
        <lei>529900K900DW6SUBM174</lei>
        <title>Paychex, Inc.</title>
        <cusip>704326107</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HIGHTOWER HOLDING LLC</name>
        <lei>N/A</lei>
        <title>HighTower Holding LLC</title>
        <cusip>N/A</cusip>
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          <isin value="US43117LAG86"/>
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        <balance>3491881.32910000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <maturityDt>2028-04-21</maturityDt>
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      <invstOrSec>
        <name>DP HOLDCO LP</name>
        <lei>N/A</lei>
        <title>Duff &amp; Phelps</title>
        <cusip>N/A</cusip>
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          <isin value="US24440EAB39"/>
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        <balance>1959999.98850000</balance>
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        <curCd>USD</curCd>
        <valUSD>1907334.79000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2027-04-09</maturityDt>
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        <name>Citrix Systems Inc</name>
        <lei>HCTKJGUQOPZ5NBK7NP58</lei>
        <title>Citrix Systems, Inc.</title>
        <cusip>177376100</cusip>
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        <invCountry>US</invCountry>
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        <name>Madison Park Funding Ltd</name>
        <lei>N/A</lei>
        <title>Madison Park Funding LIII Ltd.</title>
        <cusip>558201AA7</cusip>
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          <isin value="US558201AA77"/>
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        <balance>18500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>16900588.05000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.47300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CME Group Inc</name>
        <lei>LCZ7XYGSLJUHFXXNXD88</lei>
        <title>CME Group, Inc.</title>
        <cusip>12572Q105</cusip>
        <identifiers>
          <isin value="US12572Q1058"/>
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        <balance>1754.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>343099.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>FORT BENNING FAM</name>
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        <name>KKR CORE HOLDING COMPANY LLC</name>
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        <name>LyondellBasell Industries NV</name>
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        <name>ServiceNow Inc</name>
        <lei>549300HJTQM36M0E1G39</lei>
        <title>ServiceNow, Inc.</title>
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        <name>American Tower Corp</name>
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        <title>American Tower Corp.</title>
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        <name>PHM GROUP TOPCO OY</name>
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        <name>Brown-Forman Corp</name>
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        <name>SITECORE HOLDING III A/S</name>
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        <name>MI WINDOWS AND DOORS LLC</name>
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        <name>SOUTHWESTERN ENERGY CO</name>
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        <name>WILLIAMS SCOTSMAN INTL</name>
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        <name>Fortinet Inc</name>
        <lei>549300O0QJWDBAS0QX03</lei>
        <title>Fortinet, Inc.</title>
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        <name>LONE STAR CAPITAL INVESTMENTS SARL</name>
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        <title>LSF11 Skyscraper HoldCo SARL</title>
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        <invCountry>LU</invCountry>
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        <name>Invesco QQQ Trust Series 1</name>
        <lei>549300VY6FEJBCIMET58</lei>
        <title>Invesco QQQ Trust Series</title>
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        <name>AfterNext HealthTech Acquisiti</name>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AESF VI VERDI</name>
        <lei>N/A</lei>
        <title>Aesf Vi Verdi, LP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGH6H9HF4"/>
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        <balance>1819034.63100000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.99540000"/>
        <valUSD>1819674.83000000</valUSD>
        <pctVal>0.125239798636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.15000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CARE BIDCO SAS</name>
        <lei>N/A</lei>
        <title>Care BidCo</title>
        <cusip>N/A</cusip>
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          <other otherDesc="LoanX ID" value="LX194413U 1"/>
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        <assetCat>LON</assetCat>
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        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>Moderna Inc</name>
        <lei>549300EI6OKH5K5Q2G38</lei>
        <title>Moderna, Inc.</title>
        <cusip>60770K107</cusip>
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          <isin value="US60770K1079"/>
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        <balance>2772.00000000</balance>
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      <invstOrSec>
        <name>Southern Co/The</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>Southern Co.</title>
        <cusip>842587107</cusip>
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          <isin value="US8425871071"/>
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        <balance>4910.00000000</balance>
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        <assetCat>EC</assetCat>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DISH Network Corp</name>
        <lei>529900U350CWHH15G169</lei>
        <title>DISH Network Corp.</title>
        <cusip>25470M109</cusip>
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          <isin value="US25470M1099"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Goldman Sachs &amp; Co. LLC</title>
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          <other otherDesc="Internal ID" value="BGH7Y3S31"/>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>2.32000000</repurchaseRt>
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            <repurchaseCollateral>
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      <invstOrSec>
        <name>Royal Caribbean Cruises Ltd</name>
        <lei>K2NEH8QNVW44JIWK7Z55</lei>
        <title>Royal Caribbean Cruises Ltd.</title>
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        <identifiers>
          <isin value="LR0008862868"/>
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        <balance>7420.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CENTRAL PARENT INC</name>
        <lei>N/A</lei>
        <title>CDK Global, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX205395 1"/>
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        <balance>2500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2433675.00000000</valUSD>
        <pctVal>0.167498589265</pctVal>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-07-06</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FERTITTA ENTERTAINMENT</name>
        <lei>N/A</lei>
        <title>Fertitta Entertainment LLC / Fertitta Entertainment Finance Company, Inc.</title>
        <cusip>31556TAA7</cusip>
        <identifiers>
          <isin value="US31556TAA79"/>
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        <balance>4100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3572863.00000000</valUSD>
        <pctVal>0.245903628109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2029-01-15</maturityDt>
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          <annualizedRt>4.62500000</annualizedRt>
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        <name>Boston Properties Inc</name>
        <lei>549300OF70FSEUQBT254</lei>
        <title>Boston Properties, Inc.</title>
        <cusip>101121101</cusip>
        <identifiers>
          <isin value="US1011211018"/>
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        <balance>3564.00000000</balance>
        <units>NS</units>
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        <valUSD>283088.52000000</valUSD>
        <pctVal>0.019483672937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Discover Financial Services</name>
        <lei>Z1YLO2USPORE63VVUL20</lei>
        <title>Discover Financial Services</title>
        <cusip>254709108</cusip>
        <identifiers>
          <isin value="US2547091080"/>
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        <balance>3602.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>361964.98000000</valUSD>
        <pctVal>0.024912374706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PUBLIC STORAGE</name>
        <lei>549300LMZF40TKJ6DM64</lei>
        <title>Public Storage</title>
        <cusip>74460W537</cusip>
        <identifiers>
          <isin value="US74460W5379"/>
        </identifiers>
        <balance>16400.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>320948.00000000</valUSD>
        <pctVal>0.022089365764</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</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>CHARLES SCHWAB CORP</name>
        <lei>549300VSGCJ7E698NM85</lei>
        <title>Charles Schwab Corp.</title>
        <cusip>808513BD6</cusip>
        <identifiers>
          <isin value="US808513BD67"/>
        </identifiers>
        <balance>3000000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2981250.00000000</valUSD>
        <pctVal>0.205185642803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DCG ACQUISITION CORP</name>
        <lei>N/A</lei>
        <title>DCG Acquisition Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US23308UAG94"/>
        </identifiers>
        <balance>1948432.44420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1885108.39000000</valUSD>
        <pctVal>0.129743287800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.02000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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"/>
        </identifiers>
        <balance>935096.14950000</balance>
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        <curCd>USD</curCd>
        <valUSD>899796.27000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

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          <couponKind>Variable</couponKind>
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        <name>ARAMARK SERVICES INC</name>
        <lei>42YMHYH0XMHJEXDUB065</lei>
        <title>Aramark Services, Inc.</title>
        <cusip>038522AQ1</cusip>
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          <isin value="US038522AQ17"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2028-02-01</maturityDt>
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    <signature>
      <ncom:dateSigned>2022-09-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Guggenheim Strategic Opportunities Fund</ncom:nameOfApplicant>
      <ncom:signature>Jim Howley</ncom:signature>
      <ncom:signerName>Jim Howley</ncom:signerName>
      <ncom:title>CFO</ncom:title>
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<DOCUMENT>
<TYPE>NPORT-EX
<SEQUENCE>2
<FILENAME>gug84630gofnq.htm
<DESCRIPTION>GUGGENHEIM STRATEGIC OPPORTUNITIES FUND NQ
<TEXT>
<HTML>

<HEAD>

     <TITLE></TITLE>

</HEAD>

<BODY STYLE="font: 10pt Times New Roman, Times, Serif">



<P STYLE="margin: 0"></P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">

  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Guggenheim

    Strategic Opportunities Fund</FONT></TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS <I>(Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>



<P STYLE="font: 9pt Calibri, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 49%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 25%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Shares</B></FONT></TD>

    <TD STYLE="width: 1%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 25%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Value</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: lightgrey">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>COMMON STOCKS<SUP>&#8224;</SUP> - 13.8%</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Financial - 3.5%</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">KKR Acquisition

    Holdings I Corp. &#8212; Class&nbsp;A<SUP>*,1</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">783,534</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">$ &nbsp; 7,694,303 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">RXR Acquisition

    Corp. &#8212; Class&nbsp;A<SUP>*,1</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">160,538</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">1,578,089 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TPG Pace Beneficial

    II Corp.<SUP>*,1</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">160,210</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">1,558,844 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Colicity, Inc. &#8212;

    Class&nbsp;A<SUP>*,1</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">120,524</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">1,184,751 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">MSD Acquisition

    Corp. &#8212; Class&nbsp;A<SUP>*,1</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">116,869</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">1,153,497 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">AfterNext HealthTech

    Acquisition Corp. &#8212; Class&nbsp;A<SUP>*,1</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">107,300</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">1,047,248 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Conyers Park III

    Acquisition Corp. &#8212; Class&nbsp;A<SUP>*,1</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">99,600</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">965,124 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Acropolis Infrastructure

    Acquisition Corp. &#8212; Class&nbsp;A<SUP>*,1</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">98,300</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">956,459 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Waverley Capital

    Acquisition Corp. 1 &#8212; Class&nbsp;A<SUP>*,1</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">93,900</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">920,220 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Blue Whale Acquisition

    Corp. I &#8212; Class&nbsp;A<SUP>*,1</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">57,300</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">553,518 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Arthur J Gallagher

    &amp; Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,315</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">420,335 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Nasdaq, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,032</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">418,615 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Duke Realty Corp.

    REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,089</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">417,188 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Extra Space Storage,

    Inc. REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,090</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">415,346 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Raymond James Financial,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,950</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">412,261 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Goldman Sachs Group,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,220</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">405,857 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Principal Financial

    Group, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,340</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">399,218 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Brown &amp; Brown,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,294</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">396,774 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Charles Schwab Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,545</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">393,418 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">VICI Properties,

    Inc. REIT</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11,821</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">389,975 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">M&amp;T Bank Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,136</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">388,282 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Morgan Stanley<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,546</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">387,410 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Aon plc &#8212;

    Class&nbsp;A<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,377</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">384,541 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Progressive Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,119</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">382,545 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Marsh &amp; McLennan

    Companies, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,360</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">380,833 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cboe Global Markets,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,226</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">380,571 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Regions Financial

    Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">17,499</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">379,203 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BlackRock, Inc.

    &#8212; Class&nbsp;A<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">569</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">379,176 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Wells Fargo &amp;

    Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,674</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">379,141 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Aflac, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,343</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">376,901 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">First Republic Bank<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,478</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">376,235 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ameriprise Financial,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,402</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">375,750 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Huntington Bancshares,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">28,003</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">375,240 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CBRE Group, Inc.

    &#8212; Class&nbsp;A<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,748</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">374,902 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Public Storage REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,133</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">374,830 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Globe Life, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,854</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">374,570 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Franklin Resources,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">14,311</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">373,088 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Comerica, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,639</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">372,512 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Prologis, Inc. REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,950</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">367,304 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Realty Income Corp.

    REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,370</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">366,664 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Synchrony Financial<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11,152</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">365,228 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Iron Mountain, Inc.

    REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,939</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">365,061 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Willis Towers Watson

    plc<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,762</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">364,434 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">T. Rowe Price Group,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,034</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">364,080 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">State Street Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,304</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">362,528 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Zions Bancorp North

    America<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,581</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">362,153 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Discover Financial

    Services<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,602</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">361,965 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Alexandria Real

    Estate Equities, Inc. REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,358</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">361,717 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">MetLife, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,580</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">358,961 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Citigroup, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,346</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">&nbsp; 358,558 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">American Tower Corp.

    &#8212; Class&nbsp;A REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,411</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">358,465 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">AvalonBay Communities,

    Inc. REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,782</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">358,022 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Equinix, Inc. REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">544</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">357,609 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Kimco Realty Corp.

    REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">16,946</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">357,222 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Intercontinental

    Exchange, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,527</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">355,698 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Healthpeak Properties,

    Inc. REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">13,491</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">354,139 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">SBA Communications

    Corp. REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,088</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">353,872 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Truist Financial

    Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,540</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">353,174 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Visa, Inc. &#8212;

    Class&nbsp;A<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,775</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">352,710 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Equity Residential

    REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,816</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">352,435 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Bank of America

    Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10,474</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">352,031 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Regency Centers

    Corp. REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,773</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">351,229 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Crown Castle, Inc.

    REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,051</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">350,372 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PNC Financial Services

    Group, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,210</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">349,180 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Simon Property Group,

    Inc. REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,409</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">347,650 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Federal Realty Investment

    Trust REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,427</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">347,052 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">American Express

    Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,283</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">347,016 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">UDR, Inc. REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,725</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">346,621 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Citizens Financial

    Group, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9,436</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">346,113 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Prudential Financial,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,587</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">343,455 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">KeyCorp<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">19,414</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">343,434 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Mastercard, Inc.

    &#8212; Class&nbsp;A<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,058</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">343,183 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CME Group, Inc.

    &#8212; Class&nbsp;A<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,754</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">343,100 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Allstate Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,843</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">342,582 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Everest Re Group

    Ltd.</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,273</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">342,501 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">American International

    Group, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,614</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">342,275 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Mid-America Apartment

    Communities, Inc. REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,061</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">341,446 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Essex Property Trust,

    Inc. REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,279</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">339,012 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Bank of New York

    Mellon Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,159</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">338,843 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Travelers Companies,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,092</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">338,151 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Berkshire Hathaway,

    Inc. &#8212; Class&nbsp;B<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,203</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">337,802 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Host Hotels &amp;

    Resorts, Inc. REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">19,001</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">337,648 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">W R Berkley Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,189</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">336,247 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">JPMorgan Chase &amp;

    Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,952</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">335,731 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Weyerhaeuser Co.

    REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9,815</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">335,280 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Hartford Financial

    Services Group, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,187</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">333,576 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Digital Realty Trust,

    Inc. REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,696</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">333,306 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Invesco Ltd.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">20,225</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">333,106 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Northern Trust Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,492</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">332,054 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fifth Third Bancorp<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9,721</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">331,972 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Chubb Ltd.</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,756</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">331,972 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Camden Property

    Trust REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,577</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">331,170 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">U.S. Bancorp<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,240</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">330,216 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Capital One Financial

    Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,106</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">328,677 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Welltower, Inc.

    REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,282</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">328,215 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Loews Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,870</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">324,670 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Assurant, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,037</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">322,844 &nbsp;</FONT></TD></TR>

</TABLE>



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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">

  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS<I> (Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>

<P STYLE="margin: 0"></P>



<P STYLE="margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 50%">&nbsp;</TD>

    <TD STYLE="width: 25%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"><B>Shares</B></FONT></TD>

    <TD STYLE="width: 1%">&nbsp;</TD>

    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"><B>Value</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD>&nbsp;</TD>

    <TD STYLE="text-align: right">&nbsp;</TD>

    <TD>&nbsp;</TD>

    <TD STYLE="text-align: right">&nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: lightgrey">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif;"><B>COMMON STOCKS<SUP>&dagger;</SUP> - 13.8% (continued)</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif;"><B>Financial - 3.5% (continued)</B></FONT></TD></TR>

  </TABLE>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt; width: 49%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ventas,

    Inc. REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right; width: 25%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,678</FONT></TD>

    <TD STYLE="width: 1%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right; width: 25%"><FONT STYLE="font-size: 8pt">$ &nbsp; 319,609 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">SVB Financial Group<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">786</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">319,525 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Lincoln National

    Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,818</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">314,037 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Signature Bank<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,691</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">294,843 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cincinnati Financial

    Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,954</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">286,420 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Vornado Realty Trust

    REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10,866</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">284,907 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Boston Properties,

    Inc. REIT<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,564</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">283,088 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Pershing Square

    Tontine Holdings Ltd. &#8212; Class A Escrow<SUP>*,&#8224;&#8224;&#8224;,1</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,042,740</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">104 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sparta Systems<SUP>*,&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,922</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">&nbsp; &nbsp; &#8211; &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Financial</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">51,051,034

    &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Consumer, Non-cyclical - 2.7%</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cardinal Health,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,625</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">468,520 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Molina Healthcare,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,268</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">427,785 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Lamb Weston Holdings,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,320</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">423,100 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">McKesson Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,130</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">414,710 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PayPal Holdings,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,380</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">409,267 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Automatic Data Processing,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,674</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">409,142 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Nielsen Holdings

    plc<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">14,516</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">404,125 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Gartner, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,416</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">404,013 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Verisk Analytics,

    Inc. &#8212; Class&nbsp;A<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,142</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">400,897 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Centene Corp.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,455</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">399,792 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">General Mills, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,180</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">397,824 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cigna Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,398</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">396,263 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Quanta Services,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,798</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">395,357 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Vertex Pharmaceuticals,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,389</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">391,365 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Clorox Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,702</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">390,007 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">J M Smucker Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,758</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">386,092 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Hormel Foods Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,676</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">385,949 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Avery Dennison Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,097</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">385,051 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Dexcom, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,680</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">384,743 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cintas Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">945</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">384,464 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Humana, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">797</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">383,979 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Campbell Soup Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,547</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">380,218 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Boston Scientific

    Corp.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9,429</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">380,083 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Danaher Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,408</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">380,033 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">UnitedHealth Group,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">731</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">379,630 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Brown-Forman Corp.

    &#8212; Class&nbsp;B<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,174</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">376,150 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PepsiCo, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,179</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">375,376 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Corteva, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,109</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">375,276 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Conagra Brands,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10,875</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">373,883 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Global Payments,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,003</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">373,063 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Hershey Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,660</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">372,952 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">S&amp;P Global,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,053</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">370,725 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CVS Health Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,773</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">370,320 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Kellogg Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,090</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">370,247 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Gilead Sciences,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,831</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">370,094 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ResMed, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,680</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">369,466 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Archer-Daniels-Midland

    Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,183</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">367,644 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Moderna, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,772</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">366,652 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Thermo Fisher Scientific,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">672</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">366,455 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Moody's Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,285</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">365,608 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">United Rentals,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,248</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">364,466 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Constellation Brands,

    Inc. &#8212; Class&nbsp;A<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,481</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">364,400 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">IQVIA Holdings,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,708</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">363,223 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ABIOMED, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,398</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">362,473 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Colgate-Palmolive

    Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,622</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">361,487 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Monster Beverage

    Corp.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,069</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">&nbsp; 361,449 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Estee Lauder Companies,

    Inc. &#8212; Class&nbsp;A<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,418</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">360,711 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Mondelez International,

    Inc. &#8212; Class&nbsp;A<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,825</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">360,335 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">AmerisourceBergen

    Corp. &#8212; Class&nbsp;A<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,452</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">359,365 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Eli Lilly &amp;

    Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,192</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">359,066 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Becton Dickinson

    and Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,420</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">358,436 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Equifax, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,894</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">357,493 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Regeneron Pharmaceuticals,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">613</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">356,190 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Elevance Health,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">734</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">356,071 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Coca-Cola Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,767</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">355,882 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sysco Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,324</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">355,519 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Amgen, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,476</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">354,683 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Incyte Corp.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,030</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">354,263 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Kraft Heinz Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9,458</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">353,729 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Kimberly-Clark Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,772</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">353,485 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Rollins, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10,436</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">352,319 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">West Pharmaceutical

    Services, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,181</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">350,391 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Biogen, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,793</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">350,316 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Molson Coors Beverage

    Co. &#8212; Class&nbsp;B<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,767</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">349,651 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Laboratory Corporation

    of America Holdings<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,552</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">349,619 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Merck &amp; Company,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,063</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">346,818 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Bio-Techne Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,041</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">345,414 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">HCA Healthcare,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,743</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">344,887 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Intuitive Surgical,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,674</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">344,409 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Procter &amp; Gamble

    Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,495</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">344,160 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Church &amp; Dwight

    Company, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,093</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">342,625 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">IDEXX Laboratories,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">985</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">342,406 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Edwards Lifesciences

    Corp.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,778</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">340,398 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Bio-Rad Laboratories,

    Inc. &#8212; Class&nbsp;A<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">700</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">339,528 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Zoetis, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,167</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">339,200 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Quest Diagnostics,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,699</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">338,212 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">McCormick &amp;

    Company, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,001</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">336,364 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Illumina, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,663</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">335,327 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Hologic, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,938</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">333,611 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Medtronic plc<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,786</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">332,865 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">AbbVie, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,473</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">332,520 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PerkinElmer, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,460</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">332,248 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Zimmer Biomet Holdings,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,124</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">332,144 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Stryker Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,618</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">332,014 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Abbott Laboratories<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,231</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">331,662 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Johnson &amp; Johnson<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,053</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">331,231 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Philip Morris International,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,461</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">330,491 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Kroger Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,893</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">330,450 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Keurig Dr Pepper,

    Inc.</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,590</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">327,451 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Altria Group, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,237</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">326,533 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Charles River Laboratories

    International, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,589</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">326,142 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">STERIS plc</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,603</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">322,812 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Waters Corp.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,074</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">320,696 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Pfizer, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,088</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">320,590 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Align Technology,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,315</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">320,465 &nbsp;</FONT></TD></TR>

</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt; width: 49%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">Henry Schein, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right; width: 25%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">4,349</FONT></TD>

    <TD STYLE="width: 1%">&nbsp;</TD>

    <TD STYLE="text-align: right; width: 25%">319,260 &nbsp;</TD></TR>

</TABLE>



<P STYLE="margin: 0"></P>



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<P STYLE="margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">

  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS <I>(Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>

<P STYLE="margin: 0"></P>



<P STYLE="margin: 0">&nbsp;</P>







<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 50%">&nbsp;</TD>

    <TD STYLE="width: 25%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"><B>Shares</B></FONT></TD>

    <TD STYLE="width: 1%">&nbsp;</TD>

    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"><B>Value</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: lightgrey">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif;"><B>COMMON STOCKS<SUP>&dagger;</SUP> - 13.8% (continued)</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif;"><B>Consumer, Non-cyclical - 2.7% (continued)</B></FONT></TD></TR>

  </TABLE>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt; width: 49%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">DaVita,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right; width: 25%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,743</FONT></TD>

    <TD STYLE="width: 1%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right; width: 25%"><FONT STYLE="font-size: 8pt">$ &nbsp; 319,241 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Bristol-Myers Squibb

    Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,717</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">317,973 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">FleetCor Technologies,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,493</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">317,307 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Tyson Foods, Inc.

    &#8212; Class&nbsp;A<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,209</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">317,274 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">MarketAxess Holdings,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,264</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">314,218 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Robert Half International,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,080</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">314,038 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cooper Companies,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,054</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">302,962 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Viatris, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">31,624</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">302,009 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Dentsply Sirona,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9,038</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">296,175 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Universal Health

    Services, Inc. &#8212; Class&nbsp;B<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,001</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">293,618 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Teleflex, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,293</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">292,554 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Catalent, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,320</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">292,160 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Organon &amp; Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9,988</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">284,958 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Baxter International,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,843</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">278,279 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cengage Learning

    Holdings II, Inc.<SUP>*,&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11,126</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">152,983 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Targus Group International

    Equity, Inc.<SUP>*,&#8224;&#8224;&#8224;,3</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">45,049</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">112,911 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Save-A-Lot<SUP>*,&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">40,316</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">16,812 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Consumer, Non-cyclical</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">39,319,747

    &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Consumer, Cyclical - 1.7%</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ATD New Holdings,

    Inc.<SUP>*,&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">23,593</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">1,651,510 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Chipotle Mexican

    Grill, Inc. &#8212; Class&nbsp;A<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">267</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">426,346 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Tesla, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,506</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">415,069 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ford Motor Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">27,137</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">413,568 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Genuine Parts Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,606</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">406,562 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">O'Reilly Automotive,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">578</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">402,935 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">WW Grainger, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">725</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">402,331 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Las Vegas Sands

    Corp.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10,522</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">395,943 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Costco Wholesale

    Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">756</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">394,708 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ross Stores, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,539</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">391,579 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Starbucks Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,655</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">391,346 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Copart, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,263</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">390,418 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">LKQ Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,148</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">380,416 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">General Motors Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9,955</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">380,380 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Walmart, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,869</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">380,286 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Bath &amp; Body

    Works, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10,104</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">377,182 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">McDonald's Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,492</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">376,402 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Tapestry, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10,829</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">376,091 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TJX Companies, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,006</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">374,474 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cummins, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,723</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">371,082 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Target Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,287</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">366,698 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ulta Beauty, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">869</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">364,867 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PACCAR, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,162</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">364,217 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Darden Restaurants,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,943</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">364,078 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Lennar Corp. &#8212;

    Class&nbsp;A<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,692</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">363,395 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Lowe's Companies,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,869</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">362,848 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">AutoZone, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">171</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">362,385 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Dollar General Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,518</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">360,403 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BorgWarner, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9,445</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">356,077 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">MGM Resorts International<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10,883</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">355,221 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">DR Horton, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,970</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">353,616 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Home Depot, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,217</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">351,007 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Hilton Worldwide

    Holdings, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,756</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">351,004 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Alaska Air Group,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,989</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">348,001 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NVR, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">84</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">347,765 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Domino's Pizza,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">931</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">346,202 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Yum! Brands, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,096</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">&nbsp; 344,399 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fastenal Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,814</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">342,949 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Exide Technologies<SUP>*,&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">342</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">341,710 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Live Nation Entertainment,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,779</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">341,470 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Marriott International,

    Inc. &#8212; Class&nbsp;A<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,215</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">340,534 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PulteGroup, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,374</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">340,487 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Wynn Resorts Ltd.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,610</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">339,910 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Best Buy Company,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,747</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">335,565 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Whirlpool Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,134</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">334,185 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Penn Entertainment,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10,686</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">333,724 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Norwegian Cruise

    Line Holdings Ltd.<SUP>*</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">25,392</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">332,127 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Tractor Supply Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,789</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">331,233 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Advance Auto Parts,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,953</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">329,354 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Hasbro, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,171</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">328,758 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NIKE, Inc. &#8212;

    Class&nbsp;B<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,079</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">327,759 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Newell Brands, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">18,326</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">327,119 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Aptiv plc<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,496</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">326,631 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CarMax, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,688</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">326,167 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Southwest Airlines

    Co.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,824</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">323,841 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ralph Lauren Corp.

    &#8212; Class&nbsp;A<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,536</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">322,943 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Caesars Entertainment,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,392</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">318,743 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Delta Air Lines,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10,085</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">313,341 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">American Airlines

    Group, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">24,078</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">312,773 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Pool Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">909</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">308,324 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Dollar Tree, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,270</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">307,994 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">VF Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,413</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">307,269 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Royal Caribbean

    Cruises Ltd.<SUP>*</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,420</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">303,107 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PVH Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,359</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">301,444 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">United Airlines

    Holdings, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,605</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">301,261 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Walgreens Boots

    Alliance, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,430</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">295,556 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Carnival Corp.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">30,597</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">289,448 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Consumer, Cyclical</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">24,846,537

    &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Industrial - 1.7%</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Boeing Co.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,694</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">431,713 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Trane Technologies

    plc<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,689</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">414,294 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Keysight Technologies,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,520</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">413,003 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Xylem, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,420</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">402,662 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Republic Services,

    Inc. &#8212; Class&nbsp;A<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,799</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">399,473 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CH Robinson Worldwide,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,481</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">397,356 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Waste Management,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,339</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">395,361 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Rockwell Automation,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,662</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">393,794 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">United Parcel Service,

    Inc. &#8212; Class&nbsp;B<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,016</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">392,132 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Nordson Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,706</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">387,552 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Huntington Ingalls

    Industries, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,671</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">384,764 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">IDEX Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,912</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">384,714 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Amphenol Corp. &#8212;

    Class&nbsp;A<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,216</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">383,532 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Deere &amp; Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,043</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">380,956 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Old Dominion Freight

    Line, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,402</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">380,517 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fortive Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,987</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">379,157 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Martin Marietta

    Materials, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,087</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">377,961 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Agilent Technologies,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,925</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">375,131 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Vulcan Materials

    Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,245</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">373,770 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Norfolk Southern

    Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,523</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">370,287 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Expeditors International

    of Washington, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,597</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">370,095 &nbsp;</FONT></TD></TR>

</TABLE>



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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">

  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS <I>(Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>

<P STYLE="margin-top: 0; margin-bottom: 0"></P>



<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 50%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 25%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Shares</B></FONT></TD>

    <TD STYLE="width: 1%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Value</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: lightgrey">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>COMMON STOCKS<SUP>&dagger;</SUP> - 13.8% (continued)</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Industrial - 1.7% (continued)</B></FONT></TD></TR>



<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt; width: 49%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">J.B.

    Hunt Transport Services, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,123</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right; width: 25%"><FONT STYLE="font-size: 8pt">$ &nbsp; 369,445 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Howmet Aerospace,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10,423</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">369,287 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Union Pacific Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,642</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">368,645 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Snap-on, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,692</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">368,619 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">AMETEK, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,050</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">366,488 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Carrier Global Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9,361</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">366,202 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CSX Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11,553</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">365,652 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Northrop Grumman

    Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">764</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">365,184 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TransDigm Group,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">607</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">364,437 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Johnson Controls

    International plc<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,728</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">364,254 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TE Connectivity

    Ltd.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,871</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">362,349 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ingersoll Rand,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,627</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">361,291 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">FedEx Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,713</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">361,118 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">General Dynamics

    Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,577</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">361,023 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Honeywell International,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,901</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">359,954 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Trimble, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,665</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">358,311 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Parker-Hannifin

    Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,343</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">355,895 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">General Electric

    Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,840</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">355,450 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Mettler-Toledo International,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">293</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">355,251 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Eaton Corporation

    plc<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,577</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">352,121 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Illinois Tool Works,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,800</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">350,694 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Otis Worldwide Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,833</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">349,039 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Textron, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,591</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">348,767 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Lockheed Martin

    Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">823</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">345,750 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Westinghouse Air

    Brake Technologies Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,924</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">343,939 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Jacobs Solutions,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,745</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">341,972 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">A O Smith Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,038</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">340,845 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Teledyne Technologies,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">924</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">340,365 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Dover Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,717</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">339,516 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">L3Harris Technologies,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,473</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">336,124 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Amcor plc</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">27,758</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">333,374 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Raytheon Technologies

    Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,709</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">332,883 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Emerson Electric

    Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,058</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">331,701 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Masco Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,473</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">329,281 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Pentair plc<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,331</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">326,230 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fortune Brands Home

    &amp; Security, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,293</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">325,149 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Packaging Corporation

    of America<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,338</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">320,119 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3M Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,573</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">319,952 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Westrock Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,850</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">318,632 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sealed Air Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,887</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">316,779 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Allegion plc<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,306</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">314,401 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Garmin Ltd.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,522</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">311,662 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Caterpillar, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,646</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">304,033 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Generac Holdings,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,349</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">297,333 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Mohawk Industries,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,685</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">296,317 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ball Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,057</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">282,231 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Stanley Black &amp;

    Decker, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,126</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">275,401 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BP Holdco LLC<SUP>*,&#8224;&#8224;&#8224;,3</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">121,041</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">73,398 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Vector Phoenix Holdings,

    LP<SUP>*,&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">121,040</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">28,923 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Industrial</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">24,314,010

    &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Technology - 1.5%</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Citrix Systems,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10,484</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">1,077,441 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EPAM Systems, Inc.<SUP>*</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,167</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">&nbsp; 497,725 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Broadridge Financial

    Solutions, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,528</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">432,718 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Paycom Software,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,203</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">422,494 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cadence Design Systems,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,375</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">412,704 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Apple, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,558</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">402,169 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Synopsys, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,160</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">401,383 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ceridian HCM Holding,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,665</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">397,500 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Intuit, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">917</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">395,942 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Oracle Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,205</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">385,951 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">MSCI, Inc. &#8212;

    Class&nbsp;A<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">857</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">384,999 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Tyler Technologies,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,033</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">383,770 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Autodesk, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,893</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">381,894 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fiserv, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,754</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">379,867 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Monolithic Power

    Systems, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">836</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">378,858 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Jack Henry &amp;

    Associates, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,963</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">377,288 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NetApp, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,178</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">373,489 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PTC, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,247</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">373,048 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Texas Instruments,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,236</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">369,410 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">KLA Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,062</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">365,466 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Microsoft Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,390</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">363,443 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Activision Blizzard,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,630</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">363,409 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Roper Technologies,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">900</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">362,322 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Paychex, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,936</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">362,126 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Microchip Technology,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,502</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">359,005 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ANSYS, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,436</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">356,559 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Accenture plc &#8212;

    Class&nbsp;A<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,232</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">355,383 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ON Semiconductor

    Corp.<SUP>*</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,069</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">348,595 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">QUALCOMM, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,628</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">347,605 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Analog Devices,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,257</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">342,003 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Zebra Technologies

    Corp. &#8212; Class&nbsp;A<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,133</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">341,758 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Skyworks Solutions,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,447</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">339,702 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Electronic Arts,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,654</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">336,713 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Adobe, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">898</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">335,349 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Leidos Holdings,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,517</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">334,291 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">International Business

    Machines Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,601</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">334,098 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Hewlett Packard

    Enterprise Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">24,551</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">333,894 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Take-Two Interactive

    Software, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,720</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">333,363 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fidelity National

    Information Services, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,621</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">330,851 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Lam Research Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">746</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">326,681 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NXP Semiconductor

    N.V.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,983</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">326,362 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Akamai Technologies,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,606</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">325,550 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Broadcom, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">652</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">325,420 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ServiceNow, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">745</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">323,792 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Applied Materials,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,411</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">320,873 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Micron Technology,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,579</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">315,381 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Advanced Micro Devices,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,710</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">314,868 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cognizant Technology

    Solutions Corp. &#8212; Class&nbsp;A<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,948</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">312,565 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Qorvo, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,429</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">307,856 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Salesforce, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,970</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">307,556 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Teradyne, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,628</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">307,074 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NVIDIA Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,030</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">306,408 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fortinet, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,140</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">298,957 &nbsp;</FONT></TD></TR>

</TABLE>



<P STYLE="margin: 0"></P>



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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">

  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS <I>(Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>

<P STYLE="margin: 0">&nbsp;</P>



<P STYLE="margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

<TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 48%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right; width: 25%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Shares</B></FONT></TD>

    <TD STYLE="width: 1%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Value</B></FONT></TD></TR>



  <TR STYLE="vertical-align: bottom; background-color: lightgrey">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>COMMON STOCKS<SUP>&dagger;</SUP> - 13.8% (continued)</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD COLSPAN="2" STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Technology

    - 1.5% (continued)</B></FONT></TD></TR>



<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Seagate Technology

    Holdings plc<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,375</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">$ &nbsp; 292,950 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">HP, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10,039</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">288,220 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Intel Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,910</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">284,407 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Western Digital

    Corp.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,555</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">277,014 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">DXC Technology Co.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10,818</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">268,070 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Qlik Technologies,

    Inc. - Class A<SUP>*,&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">112</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">168,441 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Qlik Technologies,

    Inc. - Class B<SUP>*,&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">27,624</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">3 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Technology</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">21,173,033

    &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Communications - 0.9%</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Vacasa, Inc. &#8212;

    Class&nbsp;A<SUP>*</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">196,839</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">787,356 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Twitter, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">17,407</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">674,521 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Etsy, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,447</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">469,648 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Arista Networks,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,642</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">436,603 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">FactSet Research

    Systems, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">967</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">419,040 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Motorola Solutions,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,690</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">411,363 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Netflix, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,818</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">406,432 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Amazon.com, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,136</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">397,551 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">T-Mobile US, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,714</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">390,707 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Walt Disney Co.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,460</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">387,797 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">VeriSign, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,056</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">374,644 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Corning, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10,581</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">363,140 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CDW Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,116</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">361,201 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cisco Systems, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,956</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">355,792 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">eBay, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,919</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">349,466 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">F5, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,212</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">347,417 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Omnicom Group, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,162</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">345,338 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Juniper Networks,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12,144</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">345,133 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NortonLifeLock,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">15,158</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">342,419 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Interpublic Group

    of Companies, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12,099</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">334,416 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Meta Platforms,

    Inc. &#8212; Class&nbsp;A<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,012</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">327,815 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Booking Holdings,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">168</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">315,136 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Lumen Technologies,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">31,427</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">313,013 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Comcast Corp. &#8212;

    Class&nbsp;A<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,473</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">306,638 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Charter Communications,

    Inc. &#8212; Class&nbsp;A<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">735</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">303,283 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Expedia Group, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,936</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">301,380 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">AT&amp;T, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">17,119</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">300,267 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Warner Bros Discovery,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">22,675</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">300,217 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">DISH Network Corp.

    &#8212; Class&nbsp;A<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">16,905</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">293,302 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Verizon Communications,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,969</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">291,374 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Paramount Global

    &#8212; Class&nbsp;B<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12,440</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">290,972 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">News Corp. &#8212;

    Class&nbsp;A<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">15,875</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">268,605 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Match Group, Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,561</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">257,833 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fox Corp. &#8212;

    Class&nbsp;A<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,517</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">256,931 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Alphabet, Inc. &#8212;

    Class&nbsp;A<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,640</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">177,481 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Alphabet, Inc. &#8212;

    Class&nbsp;C<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,500</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">163,725 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Figs, Inc. &#8212;

    Class&nbsp;A<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10,450</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">120,802 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fox Corp. &#8212;

    Class&nbsp;B</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,467</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">109,626 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">News Corp. &#8212;

    Class&nbsp;B</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,918</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">84,786 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Communications</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">13,083,170

    &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Utilities - 0.9%</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TexGen Power LLC<SUP>*,&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">68,676</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">1,785,576 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Dominion Energy,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9,667</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">790,761 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Constellation Energy

    Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,924</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">&nbsp; 483,339 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">AES Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">17,066</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">434,330 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NextEra Energy,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,666</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">396,890 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Southern Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,910</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">378,414 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sempra Energy<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,290</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">377,781 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CenterPoint Energy,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11,759</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">370,761 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Xcel Energy, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,988</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">370,359 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">WEC Energy Group,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,566</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">367,797 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ameren Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,969</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">367,609 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Alliant Energy Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,971</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">364,470 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Consolidated Edison,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,722</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">363,788 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Evergy, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,306</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">363,620 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PPL Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12,502</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">363,558 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">DTE Energy Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,778</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">362,085 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Pinnacle West Capital

    Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,804</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">361,981 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">American Electric

    Power Company, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,605</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">361,221 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Eversource Energy<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,023</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">360,823 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Atmos Energy Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,163</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">358,621 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Edison International<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,288</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">358,368 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">American Water Works

    Company, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,389</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">354,647 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CMS Energy Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,231</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">353,302 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Entergy Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,055</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">352,242 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Duke Energy Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,287</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">351,413 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Public Service Enterprise

    Group, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,410</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">348,188 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NiSource, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11,787</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">347,834 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">FirstEnergy Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,686</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">343,531 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Exelon Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,698</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">338,019 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NRG Energy, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,048</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">332,221 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Utilities</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">12,863,549

    &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Energy - 0.5%</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Enphase Energy,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,805</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">517,024 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Occidental Petroleum

    Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,545</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">393,695 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Williams Companies,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10,152</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">345,473 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Kinder Morgan, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">18,612</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">340,972 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">SolarEdge Technologies,

    Inc.<SUP>*,2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,235</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">340,823 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Devon Energy Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,782</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">337,705 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Exxon Mobil Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,526</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">337,050 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ONEOK, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,471</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">334,989 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Hess Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,773</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">334,923 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ConocoPhillips<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,031</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">331,743 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Pioneer Natural

    Resources Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,307</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">330,959 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Marathon Petroleum

    Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,269</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">329,352 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Chevron Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,019</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">319,123 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Coterra Energy,

    Inc. &#8212; Class&nbsp;A<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10,323</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">319,084 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Diamondback Energy,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,278</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">303,612 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Marathon Oil Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11,693</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">299,224 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EOG Resources, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,459</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">298,277 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Phillips 66<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,331</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">297,991 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Valero Energy Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,521</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">295,259 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Schlumberger N.V.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,502</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">286,202 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">APA Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,256</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">283,782 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Halliburton Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,747</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">263,547 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Baker Hughes Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10,028</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">253,307 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Permian Production

    Partners LLC<SUP>*,&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">184,043</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">150,915 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Legacy Reserves,

    Inc.<SUP>*,&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,359</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">20,641 &nbsp;</FONT></TD></TR>

</TABLE>



<P STYLE="margin: 0"></P>



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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">

  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS <I>(Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>

<P STYLE="margin: 0"></P>



<P STYLE="margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 50%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 25%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Shares</B></FONT></TD>

    <TD STYLE="width: 1%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Value</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: lightgrey">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>COMMON STOCKS<SUP>&dagger;</SUP> - 13.8% (continued)</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Energy - 0.5% (continued)</B></FONT></TD></TR>



<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt; width: 48%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Bruin

    E&amp;P Partnership Units<SUP>*,&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">40,617</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">$ &nbsp; 910 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Energy</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">7,666,582

    &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Basic Materials - 0.4%</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CF Industries Holdings,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,014</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">415,288 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Albemarle Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,495</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">400,600 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Nucor Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,919</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">388,052 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PPG Industries,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,056</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">388,051 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ecolab, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,231</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">365,505 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Air Products and

    Chemicals, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,427</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">360,246 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Mosaic Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,549</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">352,795 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">FMC Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,125</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">337,750 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sherwin-Williams

    Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,431</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">332,135 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">International Paper

    Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,871</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">327,591 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Linde plc</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,139</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">322,178 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Eastman Chemical

    Co.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,466</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">315,406 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">International Flavors

    &amp; Fragrances, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,836</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">313,321 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">DuPont de Nemours,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,513</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">306,743 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Dow, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,725</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">291,975 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">LyondellBasell Industries

    N.V. &#8212; Class&nbsp;A<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,453</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">286,599 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Celanese Corp. &#8212;

    Class&nbsp;A<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,430</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">269,390 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Freeport-McMoRan,

    Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,684</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">257,046 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Newmont Corp.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,233</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">216,437 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Basic Materials</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">6,247,108

    &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Common Stocks</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Cost $171,106,621)</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">200,564,770 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>PREFERRED STOCKS<SUP>&#8224;&#8224;</SUP> - 5.9%</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Financial - 5.6%</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Bank of America Corp.</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.38%</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">275,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">5,362,500 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.38% due 12/31/70</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,650,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">2,271,235 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.50% due 12/31/70<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">2,012,500 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.30% due 12/31/70</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">1,018,750 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.13%</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">26,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">476,580 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Wells Fargo &amp; Co.</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.75%</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">183,750</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">3,629,063 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.90% due 12/31/70</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,300,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">2,908,125 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.70%</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">148,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">2,893,400 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.38%</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">50,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">919,000 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">First Republic Bank</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.50%</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">200,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">3,804,000 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.25%</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">158,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">2,870,860 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.13%</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">84,800</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">1,500,112 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Citigroup, Inc.</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.88% due 12/31/70<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">3,460,000 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.15% due 12/31/70</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">1,694,600 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.00% due 12/31/70<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,750,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">1,535,625 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Kuvare US Holdings, Inc.</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.00% due 02/17/51<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,400,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">6,448,000 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Charles Schwab Corp.</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.38% due 12/31/70<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">2,981,250 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.00% due 12/31/70</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,150,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">2,563,312 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Equitable Holdings, Inc.</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.95% due 12/31/70<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,650,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">3,550,732 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.30%</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">82,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">1,525,200 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Markel Corp.</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.00% due 12/31/70</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,770,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">4,747,470 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Public Storage</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.63%</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">144,400</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">&nbsp; 3,188,352 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.13%</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">16,400</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">320,948 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">W R Berkley Corp.</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.13% due 03/30/61</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">126,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">2,307,060 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.25% due 09/30/60</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">36,800</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">685,952 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Prudential Financial, Inc.</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.13% due 09/01/60</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">132,350</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">2,717,145 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PartnerRe Ltd.</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.88%</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">128,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">2,598,400 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">JPMorgan Chase &amp; Co.</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.55%</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">49,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">973,140 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.20%</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">40,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">737,600 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.63%</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">24,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">479,040 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">American Financial Group, Inc.</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.50% due 09/15/60</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">100,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">2,015,000 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">MetLife, Inc.</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.85% due 12/31/70<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,820,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">1,690,602 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CNO Financial Group, Inc.</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.13% due 11/25/60</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">80,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">1,516,000 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Assurant, Inc.</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.25% due 01/15/61</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">58,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">1,239,460 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">American Equity Investment Life Holding Co.</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.95%</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">46,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">1,072,720 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Arch Capital Group Ltd.</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.55%</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">38,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">712,880 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Selective Insurance Group, Inc.</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.60%</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">36,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">673,200 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">RenaissanceRe Holdings Ltd.</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.20%</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">13,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">226,850 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Globe Life, Inc.</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.25% due 06/15/61</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">211,420 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Financial</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">81,538,083

    &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Government - 0.2%</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Farmer Mac</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.75%</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">112,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">2,731,680 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">AgriBank FCB</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.88%<SUP>4</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">406,000 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Government</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">3,137,680

    &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Consumer, Cyclical - 0.1%</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Exide Technologies <SUP>*,&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">761</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">871,771 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp; &nbsp; &#8211; &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Preferred Stocks</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Cost $100,264,817)</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">85,547,534 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>WARRANTS<SUP>&#8224;</SUP> - 0.0%</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">KKR Acquisition Holdings I Corp. &#8212; Class&nbsp;A</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Expiring 12/31/27<SUP>*,1</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">195,882</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">39,176 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ginkgo Bioworks Holdings, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Expiring 08/01/26<SUP>*</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">26,852</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">17,454 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Aequi Acquisition Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Expiring 11/30/27<SUP>*,1</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">246,299</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">16,724 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Conyers Park III Acquisition Corp. &#8212; Class A</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Expiring 08/12/28<SUP>*</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">33,200</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">7,636 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Waverley Capital Acquisition Corp. 1 &#8212; Class&nbsp;A</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Expiring 04/30/27<SUP>*,1</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">31,300</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">7,512 &nbsp;</FONT></TD></TR>

</TABLE>



<P STYLE="margin: 0"></P>



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<P STYLE="margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">

  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS <I>(Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>

<P STYLE="margin: 0"></P>



<P STYLE="margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 50%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 25%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Shares</B></FONT></TD>

    <TD STYLE="width: 1%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Value</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: lightgrey">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>WARRANTS<SUP>&dagger;</SUP> - 0.0% (continued)</B></FONT></TD></TR>



<TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">AfterNext HealthTech Acquisition Corp. &#8212; Class&nbsp;A</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Expiring 07/09/23<SUP>*,1</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">35,766</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">$ &nbsp; 7,157 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">MSD Acquisition Corp. &#8212; Class&nbsp;A</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Expiring 05/13/23<SUP>*,1</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">23,373</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">5,144 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Acropolis Infrastructure Acquisition Corp. &#8212; Class&nbsp;A</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Expiring 03/31/26<SUP>*,1</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">32,766</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">4,948 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Colicity, Inc. &#8212; Class&nbsp;A</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Expiring 12/31/27<SUP>*,1</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">24,102</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">4,700 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">RXR Acquisition Corp. &#8212; Class&nbsp;A</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Expiring 03/08/26<SUP>*,1</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">32,105</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">3,531 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Blue Whale Acquisition Corp. I &#8212; Class&nbsp;A</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Expiring 07/09/23<SUP>*,1</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">14,324</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">3,437 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Pershing Square Tontine Holdings, Ltd. &#8212; Class&nbsp;A</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Expiring 07/24/25<SUP>*,&#8224;&#8224;&#8224;,1</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">115,860</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">12 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Warrants</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Cost $1,643,400)</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">117,431 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>EXCHANGE-TRADED FUNDS<SUP>&#8224;</SUP> - 5.7%</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">SPDR S&amp;P 500

    ETF Trust<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">70,987</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">28,052,643 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">iShares Russell

    2000 Index ETF<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">148,289</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">27,211,031 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Invesco QQQ Trust

    Series<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">90,711</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">27,147,081 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Exchange-Traded Funds</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Cost $60,206,971)</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">82,410,755 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>CLOSED-END FUNDS</B><SUP>&#8224;</SUP> <B>- 2.4%</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BlackRock Taxable

    Municipal Bond Trust<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">292,122</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">5,594,137 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Nuveen Taxable Municipal

    Income Fund</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">289,790</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">5,288,667 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Nuveen AMT-Free

    Municipal Credit Income Fund</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">291,710</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">4,037,266 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BlackRock Corporate

    High Yield Fund, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">247,428</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">2,370,360 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Invesco Municipal

    Opportunity Trust</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">229,099</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">2,350,556 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Blackstone Strategic

    Credit Fund<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">186,741</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">2,216,616 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Invesco Trust for

    Investment Grade Municipals</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">212,335</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">2,201,914 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BlackRock Credit

    Allocation Income Trust<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">184,289</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">2,017,965 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Invesco Municipal

    Trust</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">188,704</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">1,904,023 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Eaton Vance Limited

    Duration Income Fund</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">141,764</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">1,502,698 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Invesco Advantage

    Municipal Income Trust II</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">163,240</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">1,496,911 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BlackRock Municipal

    Income Trust</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">108,502</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">1,162,057 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ares Dynamic Credit

    Allocation Fund, Inc.</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">68,740</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">897,745 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BlackRock Debt Strategies

    Fund, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">83,425</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">804,217 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Western Asset High

    Income Opportunity Fund, Inc.<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">160,170</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">639,078 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Nuveen AMT-Free

    Quality Municipal Income Fund</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">31,856</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">381,635 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Nuveen Quality Municipal

    Income Fund</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">26,331</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">323,871 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BlackRock MuniVest

    Fund, Inc.</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">24,898</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">&nbsp; 182,253 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Closed-End Funds</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Cost $40,969,664)</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">35,371,969 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>MONEY MARKET FUNDS<SUP>&#8224;</SUP> - 1.2%</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Dreyfus Treasury

    Securities Cash Management Fund &#8212; Institutional Shares, 2.00%<SUP>6</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">13,185,532 &nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">13,185,532 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Dreyfus Treasury

    Obligations Cash Management Fund &#8212; Institutional Shares, 2.18%<SUP>6</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">4,457,653 &nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">4,457,653 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Money Market Funds</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Cost $17,643,185)</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">17,643,185 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Face<BR>

    Amount<SUP>~</SUP></B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>CORPORATE BONDS<SUP>&#8224;&#8224;</SUP> - 47.3%</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Financial -&nbsp;&nbsp;12.0%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Morgan Stanley Finance LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1.50% due 10/23/29<SUP>7</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;13,500,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;10,960,650</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NFP Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.88% due 08/15/28<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;6,925,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;5,690,411</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.50% due 10/01/30<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,700,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,644,685</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Dyal Capital Partners III</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.40% due 06/15/40<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;10,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;8,343,819</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Wilton RE Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.00%<SUP>4,5,8</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;7,800,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;6,831,552</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Jefferies Finance LLC / JFIN Company-Issuer Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.00% due 08/15/28<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;7,500,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;6,409,425</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Hunt Companies, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.25% due 04/15/29<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;7,325,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;6,189,625</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">United Wholesale Mortgage LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.50% due 11/15/25<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,060,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,582,950</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.50% due 04/15/29<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,925,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,497,496</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.75% due 06/15/27<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,250,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,029,556</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Maple Grove Funding Trust I</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.16% due 08/15/51<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;8,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;6,084,405</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Iron Mountain, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.63% due 07/15/32<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;6,500,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;5,713,337</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">OneMain Finance Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.00% due 09/15/30<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,200,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,639,215</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.13% due 03/15/24<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,500,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,464,593</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.13% due 03/15/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,100,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,024,639</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.88% due 09/15/28<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;800,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;624,000</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.63% due 01/15/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;450,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;411,419</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Liberty Mutual Group, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.30% due 02/01/61<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;7,300,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;5,037,000</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cushman &amp; Wakefield US Borrower LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.75% due 05/15/28<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,800,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,758,000</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Home Point Capital, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.00% due 02/01/26<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;6,650,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,721,500</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">National Life Insurance Co.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10.50% due 09/15/39<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,400,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,684,868</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Kennedy-Wilson, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.00% due 03/01/31<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,750,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,083,813</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.75% due 02/01/30<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,450,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,169,142</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.75% due 03/01/29<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;425,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;354,612</FONT></TD></TR>

</TABLE>



<P STYLE="margin: 0"></P>



<!-- Field: Page; Sequence: 7 -->

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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"></DIV>

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<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">

  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS <I>(Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>

<P STYLE="margin-top: 0; margin-bottom: 0"></P>



<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 50%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 25%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Face<BR>

    Amount<SUP>~</SUP></B></FONT></TD>

    <TD STYLE="width: 1%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Value</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: lightgrey">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>CORPORATE BONDS<SUP>&dagger;&dagger;</SUP> - 47.3%

    (continued)</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Financial -&nbsp;&nbsp;12.0% (continued)</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>



<TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">LPL Holdings, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.00% due 03/15/29<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,172,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$3,693,972</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.38% due 05/15/31<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;550,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;484,028</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Hampton Roads PPV LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.62% due 06/15/53<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,680,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,140,023</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">RXR Realty LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.25% due 07/17/25<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,200,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,106,603</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ceamer Finance LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.92% due 05/15/38</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,990,207</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">QBE Insurance Group Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.50% due 11/24/43<SUP>4,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,056,250</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.88%<SUP>4,5,8</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;950,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;922,598</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GLP Capital Limited Partnership / GLP Financing II, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.25% due 01/15/32</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,250,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,631,087</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.30% due 01/15/29</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,050,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,013,682</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Global Atlantic Finance Co.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.70% due 10/15/51<SUP>4,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,700,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,228,392</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.13% due 06/15/31<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,750,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,368,164</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.00% due 10/15/33<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,031,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,003,528</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.88% due 03/01/31<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;700,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;546,170</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Jane Street Group / JSG Finance, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.50% due 11/15/29<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,500,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,171,315</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Host Hotels &amp; Resorts, LP</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.50% due 09/15/30<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,610,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,059,204</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Barclays plc</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.75%<SUP>2,4,8</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,932,020</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ares Finance Company IV LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.65% due 02/01/52<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,100,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,845,585</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Americo Life, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.45% due 04/15/31<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,511,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,834,193</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">HUB International Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.63% due 12/01/29<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,500,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,186,629</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.00% due 05/01/26<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;550,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;538,865</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sherwood Financing plc</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.00% due 11/15/26<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GBP &nbsp;2,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,870,005</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.50% due 11/15/26<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR &nbsp;1,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;842,124</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BBC Military Housing-Navy Northeast LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.30% due 10/15/49<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,800,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,501,782</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Corebridge Financial, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.88% due 12/15/52<SUP>4,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,400,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,317,853</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Lincoln National Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.38% due 06/15/50<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,560,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,167,591</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Kane Bidco Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.00% due 02/15/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR &nbsp;2,050,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,852,328</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fort Knox Military Housing Privatization Project</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.82% due 02/15/52<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,859,491</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,827,757</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">First American Financial Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.00% due 05/15/30<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,740,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,557,851</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">AmWINS Group, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.88% due 06/30/29<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,725,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,500,796</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Newmark Group, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.13% due 11/15/23<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,450,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,450,058</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">OneAmerica Financial Partners, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.25% due 10/15/50<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,730,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,381,557</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PHM Group Holding Oy</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.75% due 06/18/26<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR &nbsp;1,400,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,252,264</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Weyerhaeuser Co.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.88% due 12/15/33<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,100,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,236,247</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Allianz SE</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.50%<SUP>2,4,5,8</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,400,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,214,804</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ryan Specialty Group LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.38% due 02/01/30<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,100,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;991,375</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Reinsurance Group of America, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.15% due 06/15/30</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;877,251</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Pershing Square Holdings Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.25% due 10/01/31</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,100,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;868,681</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PartnerRe Finance B LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.50% due 10/01/50<SUP>4</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;950,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;854,167</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fort Benning Family Communities LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.09% due 01/15/51<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;700,068</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;680,443</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Alliant Holdings Intermediate LLC / Alliant Holdings Company-Issuer</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.25% due 10/15/27<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;725,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;653,058</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Pacific Beacon LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.63% due 07/15/51<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;673,346</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;650,544</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Prudential Financial, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.13% due 03/01/52<SUP>4</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;700,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;650,174</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Greystar Real Estate Partners LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.75% due 12/01/25<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;600,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;591,498</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Macquarie Bank Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.62% due 06/03/30<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;640,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;552,068</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Assurant, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.00% due 03/27/48<SUP>4</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;400,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;402,297</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Atlas Mara Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;due 12/31/21<SUP>&#8224;&#8224;&#8224;,9,10</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;709,271</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;248,245</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fort Gordon Housing LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.32% due 05/15/51<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;200,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;209,380</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">USI, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.88% due 05/01/25<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;150,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;146,907</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Financial</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;175,052,332</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Consumer, Non-cyclical -&nbsp;&nbsp;8.6%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">US Foods, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.25% due 04/15/25<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,014,610</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.63% due 06/01/30<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,500,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,156,250</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.75% due 02/15/29<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,250,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,005,234</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CPI CG, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.63% due 03/15/26<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;6,348,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;6,100,221</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Medline Borrower, LP</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.25% due 10/01/29<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;5,200,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,370,184</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.88% due 04/01/29<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,695,000</FONT></TD></TR>

</TABLE>



<P STYLE="margin: 0"></P>



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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt"></DIV>

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<P STYLE="margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">

  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS <I>(Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>

<P STYLE="margin: 0"></P>



<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 50%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 25%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Face<BR>

    Amount<SUP>~</SUP></B></FONT></TD>

    <TD STYLE="width: 1%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Value</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: lightgrey">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>CORPORATE BONDS<SUP>&dagger;&dagger;</SUP> - 47.3%

    (continued)</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Consumer, Non-cyclical -&nbsp;&nbsp;8.6% (continued)</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>



<TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cheplapharm Arzneimittel GmbH</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.50% due 01/15/28<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;6,945,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$5,952,617</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sabre GLBL, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.38% due 09/01/25<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,725,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,529,065</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.25% due 04/15/25<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,050,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,019,845</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Bausch Health Companies, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.88% due 06/01/28<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;8,025,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;5,547,362</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BCP V Modular Services Finance II plc</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.13% due 10/30/28<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GBP &nbsp;4,250,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,985,313</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.75% due 10/30/28<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR &nbsp;1,550,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,296,170</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sotheby's</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.38% due 10/15/27<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,899,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,618,385</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Nielsen Finance LLC / Nielsen Finance Co.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.63% due 10/01/28<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,900,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,904,332</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.75% due 07/15/31<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,300,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,291,810</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.88% due 10/01/30<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;975,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;975,738</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Kraft Heinz Foods Co.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.20% due 07/15/45<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,400,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,314,864</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.00% due 06/04/42</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,225,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,141,476</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.38% due 06/01/46<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,300,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,104,323</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.88% due 10/01/49</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;600,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;544,339</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Altria Group, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.70% due 02/04/51<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;6,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,907,894</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.38% due 02/02/52<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,800,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,793,338</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">KeHE Distributors LLC / KeHE Finance Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.63% due 10/15/26<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,632,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,677,400</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Post Holdings, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.50% due 09/15/31<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,925,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,337,310</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Williams Scotsman International, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.63% due 08/15/28<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,675,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,303,090</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">HCA, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.50% due 07/15/51<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,800,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,294,912</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Rent-A-Center, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.38% due 02/15/29<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,625,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,061,965</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">FAGE International S.A. / FAGE USA Dairy Industry, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.63% due 08/15/26<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,301,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,012,199</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Par Pharmaceutical, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;due 04/01/27<SUP>5,9</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,345,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,843,116</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Acadia Healthcare Company, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.00% due 04/15/29<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,400,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,222,060</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.50% due 07/01/28<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;550,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;521,031</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Nathan's Famous, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.63% due 11/01/25<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,676,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,574,463</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Legends Hospitality Holding Company LLC / Legends Hospitality

    Co-Issuer, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.00% due 02/01/26<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,775,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,532,187</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Garden Spinco Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.63% due 07/20/30<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,300,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,449,500</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">DaVita, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.63% due 06/01/30<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,900,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,529,576</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.75% due 02/15/31<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,200,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;882,930</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sotheby's/Bidfair Holdings, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.88% due 06/01/29<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,700,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,374,217</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Avantor Funding, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.63% due 07/15/28<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,700,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,546,796</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.88% due 11/01/29<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;925,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;800,292</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Castor S.p.A.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.25% (3 Month

    EURIBOR + 5.25%, Rate Floor: 5.25%) due 02/15/29<SUP>&#9674;,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR &nbsp;2,300,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,149,024</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Option Care Health, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.38% due 10/31/29<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,275,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,000,794</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ADT Security Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.13% due 08/01/29<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,050,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;901,666</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.88% due 07/15/32<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;836,547</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Endo Luxembourg Finance Company I SARL / Endo US, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;due 04/01/29<SUP>5,9</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,900,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,629,250</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Gartner, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.50% due 07/01/28<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,700,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,569,015</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Spectrum Brands, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.50% due 07/15/30<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,700,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,464,490</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Royalty Pharma plc</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.55% due 09/02/50<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,100,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,448,366</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">HealthEquity, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.50% due 10/01/29<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,550,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,363,287</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">APi Group DE, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.75% due 10/15/29<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,225,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,013,461</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.13% due 07/15/29<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;400,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;325,000</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Grifols Escrow Issuer S.A.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.75% due 10/15/28<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,350,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,125,296</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.00% due 12/31/27<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,038,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;856,350</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.00% due 12/31/26<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;250,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;226,462</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TreeHouse Foods, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.00% due 09/01/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,150,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;964,160</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Central Garden &amp; Pet Co.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.13% due 10/15/30</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;625,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;520,253</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.13% due 04/30/31<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;400,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;327,459</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">AMN Healthcare, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.63% due 10/01/27<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;725,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;667,768</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">WW International, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.50% due 04/15/29<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;950,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;593,289</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Carriage Services, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.25% due 05/15/29<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;675,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;573,743</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Catalent Pharma Solutions, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.50% due 04/01/30<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;625,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;514,753</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Performance Food Group, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.88% due 05/01/25<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;450,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;449,438</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Charles River Laboratories International, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.00% due 03/15/31<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;300,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;254,630</FONT></TD></TR>

</TABLE>



<P STYLE="margin: 0">&nbsp;</P>



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<P STYLE="margin: 0"></P>



<P STYLE="margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">

  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS <I>(Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>

<P STYLE="margin: 0"></P>



<P STYLE="margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 50%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 25%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Face<BR>

    Amount<SUP>~</SUP></B></FONT></TD>

    <TD STYLE="width: 1%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Value</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: lightgrey">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>CORPORATE BONDS<SUP>&dagger;&dagger;</SUP> - 47.3%

    (continued)</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Consumer, Non-cyclical -&nbsp;&nbsp;8.6% (continued)</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>



<TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Prestige Brands, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.75% due 04/01/31<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;300,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$240,021</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Nidda Healthcare Holding GmbH</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.50% due 09/30/24</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR &nbsp;175,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;161,758</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Endo Dac / Endo Finance LLC / Endo Finco, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;due 07/31/27<SUP>5,9</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;181,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;47,279</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Consumer, Non-cyclical</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;124,454,973</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Consumer, Cyclical -&nbsp;&nbsp;7.0%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Delta Air Lines, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.00% due 05/01/25<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;10,535,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;10,906,515</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">JB Poindexter &amp; Company, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.13% due 04/15/26<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;5,275,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;5,110,156</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Marriott International, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.63% due 06/15/30<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,320,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,215,766</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.50% due 10/15/32</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,400,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,197,744</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.85% due 04/15/31</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,280,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,065,678</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.75% due 05/01/25</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;490,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;503,865</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Suburban Propane Partners Limited Partnership/Suburban Energy

    Finance Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.88% due 03/01/27<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,210,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,121,873</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.00% due 06/01/31<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,800,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,589,518</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Air Canada Class A Pass Through Trust</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.25% due 04/01/29<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,381,804</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,206,535</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Delta Air Lines, Inc. / SkyMiles IP Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.75% due 10/20/28<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,950,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,773,576</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Crocs, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.25% due 03/15/29<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,188,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,602,695</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.13% due 08/15/31<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,400,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,101,875</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Penn Entertainment, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.13% due 07/01/29<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,425,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,574,250</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fertitta Entertainment LLC / Fertitta Entertainment Finance Company,

    Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.63% due 01/15/29<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,100,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,572,863</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Station Casinos LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.63% due 12/01/31<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,200,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,509,142</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Wabash National Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.50% due 10/15/28<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,100,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,483,678</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Hawaiian Brand Intellectual Property Ltd. / HawaiianMiles Loyalty

    Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.75% due 01/20/26<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,725,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,400,124</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Mileage Plus Holdings LLC / Mileage Plus Intellectual Property

    Assets Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.50% due 06/20/27<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,350,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,358,375</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Live Nation Entertainment, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.50% due 05/15/27<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,350,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,344,556</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Walgreens Boots Alliance, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.10% due 04/15/50<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,800,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,010,254</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Air Canada</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.63% due 08/15/29<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CAD &nbsp;2,900,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,904,945</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.88% due 08/15/26<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;825,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;736,168</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PetSmart, Inc. / PetSmart Finance Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.75% due 02/15/28<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,725,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,428,206</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Aramark Services, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.38% due 05/01/25<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,300,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,279,875</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.00% due 02/01/28<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;110,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;101,235</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">United Airlines, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.63% due 04/15/29<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,575,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,259,562</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Scotts Miracle-Gro Co.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.00% due 04/01/31<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,150,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,614,908</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.38% due 02/01/32</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;700,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;528,500</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">HP Communities LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.82% due 09/15/53<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;934,783</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,027,241</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.16% due 09/15/53<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;994,681</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Superior Plus Limited Partnership / Superior General Partner,

    Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.50% due 03/15/29<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,763,620</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Yum! Brands, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.63% due 01/31/32<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,987,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,755,455</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Hyatt Hotels Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.75% due 04/23/30<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,690,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,726,179</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Michaels Companies, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.25% due 05/01/28<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,200,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,686,740</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Picasso Finance Sub, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.13% due 06/15/25<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,683,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,686,391</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CD&amp;R Smokey Buyer, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.75% due 07/15/25<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,650,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,534,500</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Wyndham Hotels &amp; Resorts, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.38% due 08/15/28<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,625,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,453,341</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1011778 BC ULC / New Red Finance, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.88% due 01/15/28<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;850,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;755,574</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.00% due 10/15/30<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;725,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;588,385</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Boyne USA, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.75% due 05/15/29<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,250,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,111,772</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Hilton Domestic Operating Company, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.63% due 02/15/32<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,350,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,089,875</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Clarios Global, LP / Clarios US Finance Co.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.50% due 05/15/27<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,050,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,031,730</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Vail Resorts, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.25% due 05/15/25<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,000,950</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Clarios Global, LP</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.75% due 05/15/25<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;990,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;984,887</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Six Flags Theme Parks, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.00% due 07/01/25<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;969,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;979,334</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Tempur Sealy International, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.88% due 10/15/31<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;700,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;538,634</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.00% due 04/15/29<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;500,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;410,806</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Wolverine World Wide, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.00% due 08/15/29<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,150,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;936,099</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Allison Transmission, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.75% due 01/30/31<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,100,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;891,363</FONT></TD></TR>

</TABLE>



<P STYLE="margin: 0">&nbsp;</P>



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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">

  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS <I>(Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>

<P STYLE="margin: 0">&nbsp;</P>



<P STYLE="margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 50%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 25%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Face<BR>

    Amount<SUP>~</SUP></B></FONT></TD>

    <TD STYLE="width: 1%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Value</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: lightgrey">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>CORPORATE BONDS<SUP>&dagger;&dagger;</SUP> - 47.3%

    (continued)</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Consumer, Cyclical -&nbsp;&nbsp;7.0% (continued)</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>



<TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Scientific Games Holdings Limited Partnership/Scientific Games

    US FinCo, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.63% due 03/01/30<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;850,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$755,910</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">United Airlines Class AA Pass Through Trust</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.45% due 12/01/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;452,195</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;409,877</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Rite Aid Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.50% due 07/01/25<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;469,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;399,278</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Superior Plus, LP</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.25% due 05/18/28<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CAD &nbsp;350,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;235,238</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Exide Technologies</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;due 10/31/24<SUP>&#8224;&#8224;&#8224;,9</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,353,687</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Consumer, Cyclical</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;102,250,299</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Communications -&nbsp;&nbsp;5.7%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Altice France S.A.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.50% due 10/15/29<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;8,175,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;6,455,797</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.13% due 07/15/29<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,025,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,297,971</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.13% due 02/01/27<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,300,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,237,171</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">McGraw-Hill Education, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.00% due 08/01/29<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;6,300,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;5,465,565</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.75% due 08/01/28<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,525,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,095,195</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cogent Communications Group, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.00% due 06/15/27<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;7,500,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;7,167,682</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">VZ Secured Financing BV</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.00% due 01/15/32<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;6,850,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;5,634,331</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">British Telecommunications plc</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.88% due 11/23/81<SUP>2,4,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;5,550,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,713,028</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.25% due 11/23/81<SUP>4,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;950,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;829,016</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Paramount Global</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.95% due 05/19/50<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;6,390,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;5,216,676</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cengage Learning, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.50% due 06/15/24<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,976,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,744,068</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">UPC Broadband Finco BV</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.88% due 07/15/31<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,550,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,935,613</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">LCPR Senior Secured Financing DAC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.75% due 10/15/27<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,114,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,995,278</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.13% due 07/15/29<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,900,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,634,000</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Corning, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.38% due 11/15/57<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,100,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,420,312</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Vodafone Group plc</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.13% due 06/04/81<SUP>2,4</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,100,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,985,707</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">AMC Networks, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.25% due 02/15/29</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,450,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,814,441</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Rogers Communications, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.55% due 03/15/52<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,200,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,931,115</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ciena Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.00% due 01/31/30<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,150,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,857,063</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CCO Holdings LLC / CCO Holdings Capital Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.50% due 06/01/33<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,225,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;961,625</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.25% due 01/15/34<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;750,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;571,020</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.50% due 05/01/32</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;325,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;263,731</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Level 3 Financing, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.63% due 01/15/29<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,500,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,203,915</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.75% due 07/15/29<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;600,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;481,728</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Radiate Holdco LLC / Radiate Finance, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.50% due 09/15/26<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,800,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,551,600</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TripAdvisor, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.00% due 07/15/25<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,575,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,546,792</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Vmed O2 UK Financing I plc</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.25% due 01/31/31<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,225,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;990,070</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.75% due 07/15/31<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;650,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;535,031</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CSC Holdings LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.63% due 12/01/30<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,913,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,367,795</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Charter Communications Operating LLC / Charter Communications

    Operating Capital</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.90% due 06/01/52</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,355,104</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Virgin Media Secured Finance plc</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.50% due 08/15/30<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,200,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;999,240</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Zayo Group Holdings, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.00% due 03/01/27<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,050,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;895,125</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sirius XM Radio, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.88% due 09/01/31<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;900,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;726,750</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Match Group Holdings II LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.63% due 10/01/31<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;875,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;684,458</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ziggo BV</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.88% due 01/15/30<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;725,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;612,044</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Outfront Media Capital LLC / Outfront Media Capital Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.25% due 01/15/29<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;650,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;542,613</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ziggo Bond Company BV</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.13% due 02/28/30<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;500,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;400,250</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Communications</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;83,118,920</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Industrial -&nbsp;&nbsp;4.2%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Boeing Co.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.81% due 05/01/50<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;9,400,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;9,015,808</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">New Enterprise Stone &amp; Lime Company, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.75% due 07/15/28<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;7,717,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;6,673,390</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.25% due 07/15/28<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,025,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,799,585</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Standard Industries, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.38% due 07/15/30<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;7,050,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;5,597,876</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.38% due 01/15/31<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,100,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;806,553</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Artera Services LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.03% due 12/04/25<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;6,290,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;5,168,619</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Builders FirstSource, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.38% due 06/15/32<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,500,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,318,750</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.25% due 02/01/32<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,675,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,337,044</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Great Lakes Dredge &amp; Dock Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.25% due 06/01/29<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,450,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,942,609</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Howmet Aerospace, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.00% due 01/15/29</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,175,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;991,706</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.95% due 02/01/37</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;875,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;848,487</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.88% due 05/01/25</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;800,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;821,536</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Harsco Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.75% due 07/31/27<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,624,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,570,032</FONT></TD></TR>

</TABLE>



<P STYLE="margin: 0"></P>



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<P STYLE="margin: 0">&nbsp;&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">

  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS <I>(Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>

<P STYLE="margin: 0"></P>



<P STYLE="margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 50%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 25%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Face<BR>

    Amount<SUP>~</SUP></B></FONT></TD>

    <TD STYLE="width: 1%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Value</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: lightgrey">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>CORPORATE BONDS<SUP>&dagger;&dagger;</SUP> - 47.3%

    (continued)</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Industrial -&nbsp;&nbsp;4.2% (continued)</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>



<TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Mauser Packaging Solutions Holding Co.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.50% due 04/15/24<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,700,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$1,658,105</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.50% due 04/15/24<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;925,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;895,472</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GrafTech Finance, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.63% due 12/15/28<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,785,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,376,228</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TransDigm, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.00% due 12/15/25<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,050,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,099,610</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging

    Finance plc</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.00% due 09/01/29<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,300,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,863,000</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Summit Materials LLC / Summit Materials Finance Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.25% due 01/15/29<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,775,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,596,585</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TK Elevator US Newco, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.25% due 07/15/27<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,550,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,410,500</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Brundage-Bone Concrete Pumping Holdings, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.00% due 02/01/26<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,525,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,381,025</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">JELD-WEN, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.25% due 05/15/25<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,350,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,316,250</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Deuce FinCo plc</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.50% due 06/15/27<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GBP &nbsp;1,200,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,145,929</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.75% (3 Month

    EURIBOR + 4.75%, Rate Floor: 4.75%) due 06/15/27<SUP>&#9674;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR &nbsp;100,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;89,447</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cellnex Finance Company S.A.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.88% due 07/07/41<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,750,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,213,730</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Amsted Industries, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.63% due 05/15/30<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;950,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;843,125</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ball Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.13% due 09/15/31</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;875,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;708,686</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GATX Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.00% due 06/30/30<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;560,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;511,952</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PGT Innovations, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.38% due 10/01/29<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;400,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;338,334</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TopBuild Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.13% due 02/15/32<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;400,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;329,439</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Arcosa, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.38% due 04/15/29<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;350,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;317,047</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EnerSys</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.38% due 12/15/27<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;325,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;295,750</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Hillenbrand, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.75% due 03/01/31</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;250,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;211,258</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EnPro Industries, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.75% due 10/15/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;115,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;112,700</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">MIWD Holdco II LLC / MIWD Finance Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.50% due 02/01/30<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;125,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;102,660</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Vertical Midco GmbH</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.38% due 07/15/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR 100,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">88,212</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Industrial</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;61,797,039</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Energy -&nbsp;&nbsp;3.8%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Global Partners Limited Partnership / GLP Finance Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.00% due 08/01/27<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,800,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,535,052</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.88% due 01/15/29<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,980,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,727,356</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ITT Holdings LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.50% due 08/01/29<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;8,050,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;6,798,950</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Occidental Petroleum Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.20% due 03/15/40<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,100,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,131,500</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.00% due 11/15/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,052,046</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.30% due 08/15/39<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,100,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,811,861</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.63% due 06/15/45</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;750,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;663,750</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BP Capital Markets plc</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.88% <SUP>2,4,8</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;6,750,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;6,174,563</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NuStar Logistics, LP</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.38% due 10/01/30<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;5,625,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;5,118,750</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.63% due 04/28/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;200,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;182,086</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.00% due 06/01/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;125,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;117,992</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CVR Energy, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.25% due 02/15/25<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,275,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,146,147</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.75% due 02/15/28<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,100,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,911,000</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TransMontaigne Partners Limited Partnership / TLP Finance Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.13% due 02/15/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,025,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,461,500</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Parkland Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.63% due 05/01/30<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,700,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,317,660</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.50% due 10/01/29<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,300,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,099,969</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Hess Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.60% due 02/15/41<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,550,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,495,437</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.00% due 01/15/40<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,018,270</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.13% due 03/15/33</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;500,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;554,031</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EnLink Midstream LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.50% due 09/01/30<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,450,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,437,750</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Southwestern Energy Co.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.38% due 02/01/29</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,400,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,323,364</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Exterran Energy Solutions Limited Partnership / EES Finance Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.13% due 05/01/25</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,201,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,168,821</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Energy Transfer, LP</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.25% due 04/01/24<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;997,957</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Buckeye Partners, LP</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.35% due 10/15/24</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;750,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;720,525</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Venture Global Calcasieu Pass LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.13% due 08/15/31<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;775,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;672,647</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">DT Midstream, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.13% due 06/15/29<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;425,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;373,141</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">FLNG Liquefaction 2 LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.13% due 03/31/38<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;248,353</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;229,353</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Viper Energy Partners, LP</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.38% due 11/01/27<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;200,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;191,500</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Basic Energy Services, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;due 10/15/23<SUP>&#8224;&#8224;&#8224;,9,10</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,050,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;78,750</FONT></TD></TR>

</TABLE>



<P STYLE="margin: 0">&nbsp;</P>



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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">

  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS <I>(Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>

<P STYLE="margin: 0">&nbsp;</P>



<P STYLE="margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 50%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 25%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Face<BR>

    Amount<SUP>~</SUP></B></FONT></TD>

    <TD STYLE="width: 1%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Value</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: lightgrey">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>CORPORATE BONDS<SUP>&dagger;&dagger;</SUP> - 47.3%

    (continued)</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Energy -&nbsp;&nbsp;3.8% (continued)</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>



<TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Schahin II Finance Co. SPV Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;due 09/25/22<SUP>9,10</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,216,133</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$30,403</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Energy</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;54,542,131</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Basic Materials -&nbsp;&nbsp;2.5%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Carpenter Technology Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.38% due 07/15/28<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;5,225,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,995,779</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.63% due 03/15/30</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,500,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,463,783</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">SCIL IV LLC / SCIL USA Holdings LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.38% due 11/01/26<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;6,075,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;5,042,250</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Alcoa Nederland Holding BV</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.50% due 12/15/27<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,625,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,474,635</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.13% due 05/15/28<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,475,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,433,523</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EverArc Escrow SARL</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.00% due 10/30/29<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;5,250,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,497,307</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Clearwater Paper Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.75% due 08/15/28<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,547,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,277,222</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Compass Minerals International, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.75% due 12/01/27<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,350,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,237,741</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">WR Grace Holdings LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.88% due 06/15/27<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,050,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,896,004</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Illuminate Buyer LLC / Illuminate Holdings IV, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.00% due 07/01/28<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,625,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,397,500</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Kaiser Aluminum Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.63% due 03/01/28<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;861,335</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.50% due 06/01/31<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;500,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;393,665</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Minerals Technologies, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.00% due 07/01/28<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,350,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,217,430</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Arconic Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.00% due 05/15/25<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,200,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,177,500</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">HB Fuller Co.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.25% due 10/15/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,150,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,016,071</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Diamond BC BV</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.63% due 10/01/29<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;825,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;703,362</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Valvoline, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.63% due 06/15/31<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;760,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;612,195</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Mirabela Nickel Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;due 06/24/19<SUP>9,10</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,667,995</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;133,400</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Basic Materials</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;35,830,702</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Technology -&nbsp;&nbsp;2.0%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Minerva Merger Sub, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.50% due 02/15/30<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;7,900,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;6,707,376</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NCR Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.25% due 10/01/30<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,150,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,908,936</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.13% due 09/01/29<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,550,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,477,984</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.13% due 04/15/29<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;900,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;840,393</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Broadcom, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.19% due 11/15/36<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,400,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,270,019</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Central Parent Incorporated / CDK Global Inc</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.25% due 06/15/29<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,400,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,255,874</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Boxer Parent Company, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.13% due 10/02/25<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,550,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,519,084</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Playtika Holding Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.25% due 03/15/29<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,025,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,727,123</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Twilio, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.88% due 03/15/31<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,613,860</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Dun &amp; Bradstreet Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.00% due 12/15/29<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,800,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,597,500</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Oracle Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.95% due 03/25/51<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,100,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,508,337</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TeamSystem S.p.A.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.50% due 02/15/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR &nbsp;1,700,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,482,153</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Change Healthcare Holdings LLC / Change Healthcare Finance, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.75% due 03/01/25<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;354,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;349,798</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Booz Allen Hamilton, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.00% due 07/01/29<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;325,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;286,544</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Technology</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;29,544,981</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Utilities -&nbsp;&nbsp;1.5%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Midcap Funding XLVI Trust</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.88% (1 Month

    USD LIBOR + 3.50%, Rate Floor: 3.50%) due 11/22/23<SUP>&#9674;,&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;9,250,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;9,267,864</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cheniere Corpus Christi Holdings LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.52% due 12/31/39<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;6,200,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;5,096,749</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Terraform Global Operating LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.13% due 03/01/26<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;5,255,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,950,210</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Clearway Energy Operating LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.75% due 02/15/31<SUP>2,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,100,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,753,548</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.75% due 01/15/32<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;525,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;436,561</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Petershill II Senior Secured Notes</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.00% due 12/02/39<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;839,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;735,708</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.00% due 07/15/39<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;161,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;141,179</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Utilities</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;22,381,819</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Corporate Bonds</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="2" STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Cost $789,083,067)</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">688,973,196</FONT></TD></TR>

  <TR STYLE="vertical-align: top; background-color: White">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>SENIOR FLOATING RATE INTERESTS<SUP>&#8224;&#8224;,&#9674;

    </SUP>- 33.5%</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Consumer, Cyclical -&nbsp;&nbsp;9.0%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Pacific Bells LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.82% (3 Month

    Term SOFR + 4.50%, Rate Floor: 5.00%) due 11/10/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;8,010,165</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;7,649,708</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">FR Refuel LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.25% (1 Month

    USD LIBOR + 4.75%, Rate Floor: 5.50%) due 11/08/28<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;7,964,667</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;7,606,257</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">First Brands Group LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.94% (6 Month

    Term SOFR + 5.00%, Rate Floor: 5.00%) due 03/30/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;6,983,819</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;6,750,281</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CD&amp;R Firefly Bidco Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.55% (1 Month

    GBP SONIA + 4.25%, Rate Floor: 4.25%) due 06/23/25</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GBP &nbsp;5,340,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;5,742,348</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Accuride Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.50% (3 Month

    USD LIBOR + 5.25%, Rate Floor: 6.25%) due 11/17/23</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;6,356,048</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;5,482,091</FONT></TD></TR>

</TABLE>



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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">

  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS <I>(Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>

<P STYLE="margin: 0"></P>





<P STYLE="margin: 0"></P>





<P STYLE="margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 50%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 25%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Face<BR>

    Amount<SUP>~</SUP></B></FONT></TD>

    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Value</B></FONT></TD></TR>

  <TR STYLE="vertical-align: top; background-color: lightgrey">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>SENIOR FLOATING RATE INTERESTS<SUP>&dagger;&dagger;,&loz;

    </SUP>- 33.5% (continued)</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Consumer, Cyclical -&nbsp;&nbsp;9.0% (continued)</B></FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>



<TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">MB2 Dental Solutions LLC</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.39% (3 Month

    Term SOFR + 6.00%, Rate Floor: 7.00%) due 01/29/27<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,002,231</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$3,922,986</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.45% (3 Month

    Term SOFR + 6.00%, Rate Floor: 6.00%) due 01/29/27<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,099,986</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,078,206</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Alexander Mann</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>

<TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.25% (3 Month

    USD LIBOR + 5.00%, Rate Floor: 5.00%) due 06/16/25</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,600,000</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,474,342</FONT></TD></TR>

<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.47% (1 Month

    GBP SONIA + 3.25%, Rate Floor: 3.25%) due 12/16/24<FONT STYLE="font-style: normal; font-weight: 400"><SUP>&dagger;&dagger;&dagger;</SUP></FONT></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GBP 1,151,316</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,277,715</FONT></TD></TR>

<TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.31% (1 Month

    GBP SONIA + 5.00%, Rate Floor: 5.00%) due 06/16/25</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GBP 1,150,000</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,202,146</FONT></TD></TR>

<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">SP PF Buyer LLC</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.02% (1 Month

    USD LIBOR + 4.50%, Rate Floor: 4.50%) due 12/22/25</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;5,857,377</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,911,235</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NES Global Talent</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.31% (3 Month

    USD LIBOR + 5.50%, Rate Floor: 6.50%) due 05/11/23</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;5,124,235</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,838,149</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Piolin BidCo S.A.U.</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.73% (6 Month

    EURIBOR + 7.50%, Rate Floor: 7.50%) due 09/16/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR &nbsp;4,500,000</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,511,754</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Secretariat Advisors LLC</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.00% (3 Month

    USD LIBOR + 4.75%, Rate Floor: 5.50%) due 12/29/28<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,781,000</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,610,855</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Truck Hero, Inc.</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.02% (1 Month

    USD LIBOR + 3.50%, Rate Floor: 4.25%) due 01/31/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,950,000</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,585,968</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GVC Holdings plc</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.25% (6 Month

    EURIBOR + 2.25%, Rate Floor: 2.25%) due 03/29/24</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR &nbsp;3,500,000</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,431,575</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Zephyr Bidco Ltd.</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>

<TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.47% (1 Month

    GBP SONIA + 4.75%, Rate Floor: 4.75%) due 07/23/25</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GBP 3,000,000</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,047,668</FONT></TD></TR>

<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.22% (1 Month

    GBP SONIA + 7.50%, Rate Floor: 7.50%) due 07/23/26<FONT STYLE="font-style: normal; font-weight: 400"><SUP>&dagger;&dagger;&dagger;</SUP></FONT></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GBP 360,000</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">357,508</FONT></TD></TR>

<TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BRE/Everbright M6 Borrower LLC</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.44% (1 Month

    USD LIBOR + 5.00%, Rate Floor: 5.75%) due 09/09/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,473,750</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,386,906</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NFM &amp; J LLC</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.27% (1 Month

    USD LIBOR + 5.75%, Rate Floor: 6.75%) due 11/30/27<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,289,361</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,203,936</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">WIRB - Copernicus Group, Inc.</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.35% ((1 Month

    USD LIBOR + 4.00%) and (3 Month USD LIBOR + 4.00%), Rate Floor: 5.00%) due 01/08/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,092,422</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,015,112</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PetSmart LLC</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.27% (1 Month

    USD LIBOR + 3.75%, Rate Floor: 4.50%) due 02/11/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,821,500</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,750,962</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PAI Holdco, Inc.</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.56% (3 Month

    USD LIBOR + 3.75%, Rate Floor: 4.50%) due 10/28/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,819,337</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,734,757</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Breitling Financing SARL</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.00% (6 Month

    EURIBOR + 4.00%, Rate Floor: 4.00%) due 10/25/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR &nbsp;2,800,000</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,710,689</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Arcis Golf LLC</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.77% (1 Month

    USD LIBOR + 4.25%, Rate Floor: 4.75%) due 11/24/28<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,718,188</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,677,415</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BGIS (BIFM CA Buyer, Inc.)</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.02% (1 Month

    USD LIBOR + 3.50%, Rate Floor: 3.50%) due 06/01/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,677,298</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,593,632</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Packers Holdings LLC</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.63% (1 Month

    USD LIBOR + 3.25%, Rate Floor: 4.00%) due 03/09/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,742,116</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,593,356</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TTF Holdings Intermediate LLC</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.56% (1 Month

    USD LIBOR + 4.00%, Rate Floor: 4.75%) due 03/31/28<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,262,299</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,211,397</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ScribeAmerica Intermediate Holdco LLC (Healthchannels)</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.02% (1 Month

    USD LIBOR + 4.50%, Rate Floor: 4.50%) due 04/03/25</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,482,080</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,118,034</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">The Facilities Group</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.32% ((1 Month

    USD LIBOR + 5.75%) and (3 Month USD LIBOR + 5.75%), Rate Floor: 6.75%) due 11/30/27<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,127,475</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,072,224</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">SHO Holding I Corp.</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>

<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.06% (3 Month

    USD LIBOR + 5.25%, Rate Floor: 6.25%) due 04/26/24</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,941,138</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,637,020</FONT></TD></TR>

<TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.39% (3 Month

    USD LIBOR + 5.00%, Rate Floor: 6.00%) due 04/27/24<FONT STYLE="font-style: normal; font-weight: 400"><SUP>&dagger;&dagger;&dagger;</SUP></FONT></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">334,000</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">293,920</FONT></TD></TR>

<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.04% (3 Month

    USD LIBOR + 5.23%, Rate Floor: 6.23%) due 04/29/24</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">32,514</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">27,420</FONT></TD></TR>

<TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.91% (3 Month

    USD LIBOR + 2.23%, Rate Floor: 3.23%) due 04/29/24<FONT STYLE="font-style: normal; font-weight: 400"><SUP>&dagger;&dagger;&dagger;</SUP></FONT></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">323</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">284</FONT></TD></TR>

<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">OEConnection LLC</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.47% (1 Month

    USD LIBOR + 4.00%, Rate Floor: 4.00%) due 09/25/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,013,060</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,923,338</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BCP V Modular Services Holdings IV Ltd.</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.50% (3 Month

    EURIBOR + 4.50%, Rate Floor: 4.50%) due 12/15/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR &nbsp;2,000,000</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,866,647</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Michaels Stores, Inc.</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.50% (3 Month

    USD LIBOR + 4.25%, Rate Floor: 5.00%) due 04/14/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,219,647</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,833,296</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CNT Holdings I Corp.</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.81% (1 Month

    Term SOFR + 3.50%, Rate Floor: 4.25%) due 11/08/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,826,875</FONT></TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,782,829</FONT></TD></TR>

</TABLE>



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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">

  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS <I>(Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>

<P STYLE="margin: 0"></P>



<P STYLE="margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 50%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 25%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Face<BR>

    Amount<SUP>~</SUP></B></FONT></TD>

    <TD STYLE="width: 1%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Value</B></FONT></TD></TR>

  <TR STYLE="vertical-align: top; background-color: lightgrey">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>SENIOR FLOATING RATE INTERESTS<SUP>&dagger;&dagger;,&loz;

    </SUP>- 33.5% (continued)</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Consumer, Cyclical -&nbsp;&nbsp;9.0% (continued)</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>



<TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BCPE Empire Holdings, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.52% (1 Month

    USD LIBOR + 4.00%, Rate Floor: 4.00%) due 06/11/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,848,916</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$1,778,435</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Camin Cargo Control, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.02% (1 Month

    USD LIBOR + 6.50%, Rate Floor: 7.50%) due 06/04/26<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,625,373</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,591,023</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Checkers Drive-In Restaurants, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.32% (3 Month

    USD LIBOR + 4.25%, Rate Floor: 5.25%) due 04/25/24</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,743,462</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,475,405</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Holding SOCOTEC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.25% (3 Month

    USD LIBOR + 4.00%, Rate Floor: 4.75%) due 06/30/28<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,336,500</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,242,945</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Congruex Group LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.48% (3 Month

    Term SOFR + 5.75%, Rate Floor: 5.75%) due 05/03/29</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,200,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,143,000</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Galls LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.58% (3 Month

    USD LIBOR + 6.75%, Rate Floor: 7.75%) due 01/31/25<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;933,912</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;901,225</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.56% (3 Month

    USD LIBOR + 6.75%, Rate Floor: 8.25%) due 01/31/25<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;125,442</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;121,052</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.30% ((1 Month

    USD LIBOR + 6.75%) and (3 Month USD LIBOR + 6.75%), Rate Floor: 7.75%) due 01/31/24<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;121,566</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;117,311</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sweetwater Sound</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.81% (1 Month

    USD LIBOR + 4.25%, Rate Floor: 5.00%) due 08/07/28<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,200,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,122,000</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">WESCO</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.51% (3 Month

    USD LIBOR + 4.25%, Rate Floor: 5.25%) due 06/14/24<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,127,688</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,109,380</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">IBC Capital Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.78% (3 Month

    USD LIBOR + 3.75%, Rate Floor: 3.75%) due 09/11/23</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,192,738</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,080,418</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ImageFIRST Holdings LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.75% (3 Month

    USD LIBOR + 4.50%, Rate Floor: 5.25%) due 04/27/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,089,611</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,037,855</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fertitta Entertainment LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.46% (1 Month

    Term SOFR + 4.00%, Rate Floor: 4.00%) due 01/27/29</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,047,375</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,004,956</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Drive Chassis (DCLI)</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.18% (3 Month

    USD LIBOR + 6.75%, Rate Floor: 6.75%) due 04/10/26<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;996,250</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cast &amp; Crew Payroll LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.02% (1 Month

    USD LIBOR + 3.50%, Rate Floor: 3.50%) due 02/09/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,003,195</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;982,038</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PT Intermediate Holdings III LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.75% (3 Month

    USD LIBOR + 5.50%, Rate Floor: 6.25%) due 11/01/28<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;994,210</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;964,383</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Alterra Mountain Co.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.02% (1 Month

    USD LIBOR + 3.50%, Rate Floor: 4.00%) due 08/17/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;588,698</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;571,773</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Outcomes Group Holdings, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10.66% (6 Month

    Term SOFR + 7.50%, Rate Floor: 7.50%) due 10/26/26<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;450,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;438,750</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Mavis Tire Express Services TopCo Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.38% (1 Month

    Term SOFR + 4.00%, Rate Floor: 4.00%) due 05/04/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;321,750</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;313,153</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EG Finco Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.25% (3 Month

    USD LIBOR + 4.00%, Rate Floor: 4.00%) due 02/07/25</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;286,556</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;279,392</FONT></TD></TR>

</TABLE>



<P STYLE="margin: 0">&nbsp;</P>



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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">

  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS <I>(Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>

<P STYLE="margin: 0"></P>



<P STYLE="margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 50%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 25%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Face<BR>

    Amount<SUP>~</SUP></B></FONT></TD>

    <TD STYLE="width: 1%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Value</B></FONT></TD></TR>

  <TR STYLE="vertical-align: top; background-color: lightgrey">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>SENIOR FLOATING RATE INTERESTS<SUP>&dagger;&dagger;,&loz;

    </SUP>- 33.5% (continued)</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Consumer, Cyclical -&nbsp;&nbsp;9.0% (continued)</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>



<TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sotheby's</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.01% (3 Month

    USD LIBOR + 4.50%, Rate Floor: 5.00%) due 01/15/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;236,238</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$233,876</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Consumer, Cyclical</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;131,418,586</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Consumer, Non-cyclical -&nbsp;&nbsp;7.0%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Quirch Foods Holdings LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.07% (3 Month

    Term SOFR + 4.75%, Rate Floor: 4.75%) due 10/27/27<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;8,847,384</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;8,482,430</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">LaserAway Intermediate Holdings II LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.23% (3 Month

    USD LIBOR + 5.75%, Rate Floor: 6.50%) due 10/14/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;7,673,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;7,481,175</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">HAH Group Holding Co. LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.21% (3 Month

    Term SOFR + 5.00%, Rate Floor: 5.00%) due 10/29/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;7,783,700</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;7,370,808</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Southern Veterinary Partners LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.52% (1 Month

    USD LIBOR + 4.00%, Rate Floor: 5.00%) due 10/05/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;6,662,152</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;6,412,321</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Women's Care Holdings, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.87% (6 Month

    USD LIBOR + 4.50%, Rate Floor: 5.25%) due 01/17/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;6,756,750</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;6,331,075</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Blue Ribbon LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.37% (1 Month

    USD LIBOR + 6.00%, Rate Floor: 6.75%) due 05/08/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;6,565,719</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;5,907,111</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Florida Food Products LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.52% (1 Month

    USD LIBOR + 5.00%, Rate Floor: 5.75%) due 10/18/28<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;5,586,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;5,222,910</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Kronos Acquisition Holdings, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.82% (3 Month

    USD LIBOR + 3.75%, Rate Floor: 4.25%) due 12/22/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,833,887</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,726,907</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.48% (1 Month

    Term SOFR + 6.00%, Rate Floor: 6.00%) due 12/22/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,791,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,725,324</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Gibson Brands, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.39% (3 Month

    USD LIBOR + 5.00%, Rate Floor: 5.75%) due 08/11/28<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,900,375</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,214,323</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">National Mentor Holdings, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.13% ((1 Month

    USD LIBOR + 3.75%) and (3 Month USD LIBOR + 3.75%), Rate Floor: 4.50%) due 03/02/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,345,825</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,672,222</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.01% (3 Month

    USD LIBOR + 3.75%, Rate Floor: 4.50%) due 03/02/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;150,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;126,750</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Mission Veterinary Partners</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.95% ((1 Month

    USD LIBOR + 4.00%) and (2 Month USD LIBOR + 4.00%), Rate Floor: 4.75%) due 04/27/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,970,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,741,725</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cambrex Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.06% (1 Month

    Term SOFR + 3.50%, Rate Floor: 3.50%) due 12/04/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,253,246</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,154,640</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Dhanani Group, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.41% (1 Month

    Term SOFR + 6.00%, Rate Floor: 6.00%) due 04/30/27<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,970,000</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Chefs' Warehouse, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.16% (1 Month

    Term SOFR + 4.75%, Rate Floor: 4.75%) due 08/23/29</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,750,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,695,000</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">SCP Eye Care Services LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.00% (3 Month

    USD LIBOR + 4.50%, Rate Floor: 5.25%) due 03/16/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,287,855</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,184,901</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.89% (1 Month

    USD LIBOR + 4.50%, Rate Floor: 5.25%) due 03/16/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;191,040</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;182,443</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sierra Acquisition, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.52% (1 Month

    USD LIBOR + 4.00%, Rate Floor: 5.00%) due 11/11/24</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,381,017</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,205,417</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PetIQ LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.64% (1 Month

    USD LIBOR + 4.25%, Rate Floor: 4.75%) due 04/13/28<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,277,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,049,300</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Arctic Glacier Group Holdings, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.75% (3 Month

    USD LIBOR + 3.50%, Rate Floor: 4.50%) due 03/20/24</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,290,740</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,040,202</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PlayPower, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.75% (3 Month

    USD LIBOR + 5.50%, Rate Floor: 5.50%) due 05/08/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,163,163</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,930,623</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Confluent Health LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.52% (1 Month

    USD LIBOR + 4.00%, Rate Floor: 4.50%) due 11/30/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,891,757</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,816,086</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Packaging Coordinators Midco, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.00% (3 Month

    USD LIBOR + 3.75%, Rate Floor: 4.50%) due 11/30/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,777,500</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,728,068</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EyeCare Partners LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.00% (3 Month

    USD LIBOR + 3.75%, Rate Floor: 3.75%) due 02/18/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,713,268</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,590,272</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Resonetics LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.37% (3 Month

    USD LIBOR + 4.00%, Rate Floor: 4.75%) due 04/28/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,488,750</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,431,061</FONT></TD></TR>

</TABLE>



<P STYLE="margin: 0"></P>



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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">

  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS <I>(Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>

<P STYLE="margin: 0"></P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 50%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 25%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Face<BR>

    Amount<SUP>~</SUP></B></FONT></TD>

    <TD STYLE="width: 1%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Value</B></FONT></TD></TR>

  <TR STYLE="vertical-align: top; background-color: lightgrey">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>SENIOR FLOATING RATE INTERESTS<SUP>&dagger;&dagger;,&loz;

    </SUP>- 33.5% (continued)</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Consumer, Non-cyclical -&nbsp;&nbsp;7.0% (continued)</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>



<TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fender Musical Instruments Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.39% (1 Month

    Term SOFR + 4.00%, Rate Floor: 4.00%) due 12/01/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,390,156</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$1,322,386</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Hearthside Group Holdings LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.52% (1 Month

    USD LIBOR + 4.00%, Rate Floor: 4.00%) due 05/23/25</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,399,250</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,303,639</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Moran Foods LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.25% (3 Month

    USD LIBOR + 7.00%, Rate Floor: 8.00%) due 04/01/24</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;735,527</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;625,198</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">13.00% (3 Month

    USD LIBOR + 10.75%, Rate Floor: 11.75%) due 10/01/24</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;956,785</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;586,825</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">due 04/01/24</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;95,752</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;81,389</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Weber-Stephen Products LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.77% (1 Month

    USD LIBOR + 3.25%, Rate Floor: 4.00%) due 10/29/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,450,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,227,846</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Endo Luxembourg Finance Company I SARL</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11.50% (Commercial

    Prime Lending Rate + 6.00%, Rate Floor: 6.75%) due 03/27/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,283,750</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,118,467</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Stars UK Bidco Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.75% (3 Month

    EURIBOR + 5.25%, Rate Floor: 5.25%) due 08/09/29</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR &nbsp;1,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;970,926</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">IVC Acquisition Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.39% (3 Month

    EURIBOR + 4.00%, Rate Floor: 4.00%) due 02/13/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR &nbsp;1,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;965,401</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Tecbid US, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.00% (3 Month

    USD LIBOR + 3.75%, Rate Floor: 3.75%) due 07/25/24</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;988,890</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;919,668</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Zep, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.00% (3 Month

    USD LIBOR + 4.00%, Rate Floor: 5.00%) due 08/12/24</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;923,618</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;803,548</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Pearl Intermediate Parent LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.02% (1 Month

    USD LIBOR + 3.50%, Rate Floor: 4.25%) due 02/14/25</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;787,848</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;761,589</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Balrog Acquisition, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.07% (3 Month

    USD LIBOR + 4.00%, Rate Floor: 4.50%) due 09/05/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;621,875</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;591,559</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Snacking Investments US LLC (Arnott's)</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.46% (1 Month

    USD LIBOR + 4.00%, Rate Floor: 5.00%) due 12/18/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;465,960</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">447,322</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Recess Holdings, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.55% (3 Month

    USD LIBOR + 3.75%, Rate Floor: 4.75%) due 09/30/24</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;290,840</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;283,083</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Care BidCo</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.75% (3 Month

    EURIBOR + 3.75%, Rate Floor: 3.75%) due 05/04/28<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR &nbsp;205,696</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;189,972</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TGP Holdings LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.77% (1 Month

    USD LIBOR + 3.25%, Rate Floor: 4.00%) due 06/29/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;177,490</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;141,206</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Consumer, Non-cyclical</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;101,733,118</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Industrial -&nbsp;&nbsp;6.1%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Arcline FM Holdings LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.00% (3 Month

    USD LIBOR + 4.75%, Rate Floor: 5.50%) due 06/23/28<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;7,245,250</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;6,955,440</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CapStone Acquisition Holdings, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.27% (1 Month

    USD LIBOR + 4.75%, Rate Floor: 5.75%) due 11/12/27<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,867,303</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,721,285</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">DXP Enterprises, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.27% (1 Month

    USD LIBOR + 4.75%, Rate Floor: 5.75%) due 12/23/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,480,018</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,287,378</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NA Rail Hold Co. LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.25% (3 Month

    USD LIBOR + 4.00%, Rate Floor: 4.25%) due 10/19/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,294,356</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,229,941</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Integrated Power Services Holdings, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.02% (3 Month

    USD LIBOR + 4.50%, Rate Floor: 5.25%) due 11/22/28<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,983,427</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,903,758</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Merlin Buyer, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.46% (1 Month

    Term SOFR + 4.00%, Rate Floor: 4.00%) due 12/14/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,990,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,843,687</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Mileage Plus Holdings LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.31% (3 Month

    USD LIBOR + 5.25%, Rate Floor: 6.25%) due 06/21/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,750,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,803,325</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PECF USS Intermediate Holding III Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.77% (1 Month

    USD LIBOR + 4.25%, Rate Floor: 4.75%) due 12/15/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,980,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,698,415</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Charter Next Generation, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.56% (3 Month

    USD LIBOR + 3.75%, Rate Floor: 4.50%) due 12/01/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,743,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,629,363</FONT></TD></TR>

</TABLE>



<P STYLE="margin: 0">&nbsp;</P>



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<P STYLE="margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">

  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS <I>(Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>

<P STYLE="margin: 0"></P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 50%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 25%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Face<BR>

    Amount<SUP>~</SUP></B></FONT></TD>

    <TD STYLE="width: 1%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Value</B></FONT></TD></TR>

  <TR STYLE="vertical-align: top; background-color: lightgrey">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>SENIOR FLOATING RATE INTERESTS<SUP>&dagger;&dagger;,&loz;

    </SUP>- 33.5% (continued)</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Industrial -&nbsp;&nbsp;6.1% (continued)</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>



<TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">American Bath Group LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.27% (1 Month

    USD LIBOR + 3.75%, Rate Floor: 4.25%) due 11/23/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,703,861</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$3,422,590</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">US Farathane LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.50% (3 Month

    USD LIBOR + 4.25%, Rate Floor: 5.25%) due 12/23/24<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,616,118</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,127,942</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">LTI Holdings, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.02% (1 Month

    USD LIBOR + 4.50%, Rate Floor: 4.50%) due 07/24/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,992,500</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,839,134</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">StandardAero</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.02% (1 Month

    USD LIBOR + 3.50%, Rate Floor: 3.50%) due 04/06/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,918,722</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,808,540</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">YAK MAT (YAK ACCESS LLC)</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12.18% (3 Month

    USD LIBOR + 10.00%, Rate Floor: 10.00%) due 07/10/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;5,605,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,421,808</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ASP Dream Acquisiton Co. LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.81% (1 Month

    Term SOFR + 4.25%, Rate Floor: 4.25%) due 12/15/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,493,750</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,369,062</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Aegion Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.13% (1 Month

    USD LIBOR + 4.75%, Rate Floor: 5.50%) due 05/17/28<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,530,874</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,353,713</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">STS Operating, Inc. (SunSource)</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.77% (1 Month

    USD LIBOR + 4.25%, Rate Floor: 5.25%) due 12/11/24</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,393,933</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,303,155</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ILPEA Parent, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.03% (1 Month

    USD LIBOR + 4.50%, Rate Floor: 5.25%) due 06/22/28<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,291,635</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,211,428</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Waterlogic USA Holdings, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.27% (1 Month

    USD LIBOR + 4.75%, Rate Floor: 5.25%) due 08/17/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,227,500</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,194,087</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Atlantic Aviation</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.38% (1 Month

    Term SOFR + 4.00%, Rate Floor: 4.00%) due 09/22/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,200,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,164,250</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Minerva Bidco Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.69% (3 Month

    GBP SONIA + 4.50%, Rate Floor: 4.50%) due 07/30/25</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GBP &nbsp;2,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,108,112</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">WP CPP Holdings LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.56% ((1 Month

    USD LIBOR + 3.75%) and (3 Month USD LIBOR + 3.75%), Rate Floor: 4.75%) due 04/30/25</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,293,607</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,016,471</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Dispatch Terra Acquisition LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.50% (3 Month

    USD LIBOR + 4.25%, Rate Floor: 5.00%) due 03/27/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,079,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,912,680</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Armor Holdco, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.75% (3 Month

    USD LIBOR + 4.50%, Rate Floor: 5.00%) due 12/11/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,890,500</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,852,690</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Pelican Products, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.50% (3 Month

    USD LIBOR + 4.25%, Rate Floor: 4.75%) due 12/29/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,940,250</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,739,764</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Service Logic Acquisition, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.81% ((2 Month

    USD LIBOR + 4.00%) and (3 Month USD LIBOR + 4.00%), Rate Floor: 4.75%) due 10/29/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,787,268</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,724,713</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Anchor Packaging LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.52% (1 Month

    USD LIBOR + 4.00%, Rate Floor: 4.00%) due 07/18/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,606,861</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,568,698</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Transcendia Holdings, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.02% (1 Month

    USD LIBOR + 3.50%, Rate Floor: 4.50%) due 05/30/24</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,721,606</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,476,277</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">API Holdings III Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.77% (1 Month

    USD LIBOR + 4.25%, Rate Floor: 4.25%) due 05/09/26<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,552,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,358,000</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Protective Industrial Products, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.52% (1 Month

    USD LIBOR + 4.00%, Rate Floor: 4.75%) due 12/29/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,357,811</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,278,039</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TransDigm, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.77% (1 Month

    USD LIBOR + 2.25%, Rate Floor: 2.25%) due 05/30/25</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,075,188</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,048,416</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-size: 8pt">TK Elevator Midco GmbH</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-size: 8pt">6.87% (6 Month USD LIBOR + 3.50%, Rate Floor: 4.00%)

    due 07/30/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">635,473</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">616,015</FONT></TD></TR>

<TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-size: 8pt">3.00% (1 Month EURIBOR + 3.00%, Rate Floor: 3.00%)

    due 01/29/27<FONT STYLE="font-family: Calibri, Helvetica, Sans-Serif; font-style: normal; font-weight: 400"><SUP>&dagger;&dagger;&dagger;</SUP></FONT></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">EUR 395,884</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">367,782</FONT></TD></TR>

<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BWAY Holding Co.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.62% (1 Month

    USD LIBOR + 3.25%, Rate Floor: 3.25%) due 04/03/24</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;854,704</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;835,320</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">MI Windows And Doors LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.06% (1 Month

    Term SOFR + 3.50%, Rate Floor: 3.50%) due 12/18/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;614,910</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;603,227</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Duran, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.18% (3 Month

    USD LIBOR + 3.75%, Rate Floor: 4.50%) due 03/29/24<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;475,023</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;458,397</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CPM Holdings, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.87% (1 Month

    USD LIBOR + 3.50%, Rate Floor: 3.50%) due 11/17/25</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;411,638</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;404,048</FONT></TD></TR>

</TABLE>



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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">

  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS <I>(Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>

<P STYLE="margin: 0"></P>



<P STYLE="margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 50%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 25%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Face<BR>

    Amount<SUP>~</SUP></B></FONT></TD>

    <TD STYLE="width: 1%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Value</B></FONT></TD></TR>

  <TR STYLE="vertical-align: top; background-color: lightgrey">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>SENIOR FLOATING RATE INTERESTS<SUP>&dagger;&dagger;,&loz;

    </SUP>- 33.5% (continued)</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Industrial -&nbsp;&nbsp;6.1% (continued)</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>



<TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Titan Acquisition Ltd. (Husky)</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.88% (3 Month

    USD LIBOR + 3.00%, Rate Floor: 3.00%) due 03/28/25</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;290,396</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$275,553</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Air Canada</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.42% (3 Month

    USD LIBOR + 3.50%, Rate Floor: 4.25%) due 08/11/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;158,257</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;152,746</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Park River Holdings, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.53% (3 Month

    USD LIBOR + 3.25%, Rate Floor: 4.00%) due 12/28/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;138,877</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;125,858</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sundyne (Star US Bidco)</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.77% (1 Month

    USD LIBOR + 4.25%, Rate Floor: 5.25%) due 03/17/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;122,146</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;116,344</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Industrial</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;89,327,451</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Technology -&nbsp;&nbsp;4.5%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Project Ruby Ultimate Parent Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.05% (1 Month

    Term SOFR + 5.75%, Rate Floor: 5.75%) due 03/10/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;5,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,850,000</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.77% (1 Month

    USD LIBOR + 3.25%, Rate Floor: 4.00%) due 03/10/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,271,250</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,199,910</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Avalara, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">due 08/12/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;7,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;6,912,500</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Datix Bidco Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.44% (6 Month

    GBP SONIA + 7.75%, Rate Floor: 7.75%) due 04/27/26<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GBP &nbsp;1,775,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,019,388</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.01% (6 Month

    Term SOFR + 4.50%, Rate Floor: 4.50%) due 04/28/25<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,001,644</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,968,416</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.01% (3 Month

    Term SOFR + 4.50%, Rate Floor: 4.50%) due 04/27/25<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;652,084</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;641,260</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.26% (6 Month

    Term SOFR + 7.75%, Rate Floor: 7.75%) due 04/27/26<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;300,111</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;293,959</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Peraton Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.27% (1 Month

    USD LIBOR + 3.75%, Rate Floor: 4.50%) due 02/01/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,804,596</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,660,458</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Polaris Newco LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.86% ((1 Month

    USD LIBOR + 3.50%) and (3 Month USD LIBOR + 3.50%), Rate Floor: 3.50%) due 06/04/26<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,480,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,058,927</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-size: 8pt">6.52% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.50%)

    due 06/02/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">340,929</FONT></TD>

    <TD STYLE="font: 9pt Calibri, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="font: 9pt Calibri, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-size: 8pt">326,740</FONT></TD></TR>

<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">24-7 Intouch, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.27% (1 Month

    USD LIBOR + 4.75%, Rate Floor: 4.75%) due 08/25/25</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,150,329</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,025,819</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Planview Parent, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.52% (1 Month

    USD LIBOR + 4.00%, Rate Floor: 4.75%) due 12/17/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,299,750</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,197,326</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CDK Global, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.61% (3 Month

    Term SOFR + 4.50%, Rate Floor: 5.00%) due 07/06/29</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,500,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,433,675</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Apttus Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.12% (3 Month

    USD LIBOR + 4.25%, Rate Floor: 5.00%) due 05/08/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,450,250</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,395,119</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sitecore Holding III A/S</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.00% (3 Month

    EURIBOR + 7.00%, Rate Floor: 7.00%) due 03/12/26<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR &nbsp;1,310,376</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,302,522</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.74% (3 Month

    USD LIBOR + 7.00%, Rate Floor: 7.50%) due 03/12/26<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,061,941</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,050,721</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Atlas CC Acquisition Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.32% (3 Month

    USD LIBOR + 4.25%, Rate Floor: 5.00%) due 05/25/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,327,500</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,194,646</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Concorde Lux</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.00% (6 Month

    EURIBOR + 4.00%, Rate Floor: 4.00%) due 03/01/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR &nbsp;2,100,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,000,696</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Misys Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.87% (3 Month

    USD LIBOR + 3.50%, Rate Floor: 4.50%) due 06/13/24</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,136,009</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,994,242</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-size: 8pt">Aston FinCo SARL</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-size: 8pt">6.77% (1 Month USD LIBOR + 4.25%, Rate Floor: 4.25%)

    due 10/09/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">1,657,500</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">1,559,608</FONT></TD></TR>

<TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-size: 8pt">6.46% (1 Month GBP SONIA + 4.75%, Rate Floor: 4.75%)

    due 10/09/26<FONT STYLE="font-family: Calibri, Helvetica, Sans-Serif; font-style: normal; font-weight: 400"><SUP>&dagger;&dagger;&dagger;</SUP></FONT></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">GBP 395,015</FONT></TD>

    <TD STYLE="padding-left: 18px; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">432,426</FONT></TD></TR>

<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Upland Software, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.27% (1 Month

    USD LIBOR + 3.75%, Rate Floor: 3.75%) due 08/06/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,945,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,870,040</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Brave Parent Holdings, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.52% (1 Month

    USD LIBOR + 4.00%, Rate Floor: 4.00%) due 04/18/25</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,757,987</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,721,368</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Wrench Group LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.25% (3 Month

    USD LIBOR + 4.00%, Rate Floor: 4.00%) due 04/30/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,772,793</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,713,706</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Team.Blue Finco SARL</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.75% (3 Month

    EURIBOR + 3.70%, Rate Floor: 3.70%) due 03/30/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR &nbsp;1,750,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,669,444</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sportradar Capital SARL</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.53% (1 Month

    EURIBOR + 3.50%, Rate Floor: 3.50%) due 11/22/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR &nbsp;1,623,810</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,541,591</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Navicure, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.52% (1 Month

    USD LIBOR + 4.00%, Rate Floor: 4.00%) due 10/22/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,506,979</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,472,440</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Precise Midco BV</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.00% (3 Month

    EURIBOR + 4.00%, Rate Floor: 4.00%) due 05/13/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR &nbsp;1,400,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,366,287</FONT></TD></TR>

</TABLE>



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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">

  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS <I>(Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>

<P STYLE="margin: 0">&nbsp;</P>



<P STYLE="margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 50%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 25%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Face<BR>

    Amount<SUP>~</SUP></B></FONT></TD>

    <TD STYLE="width: 1%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Value</B></FONT></TD></TR>

  <TR STYLE="vertical-align: top; background-color: lightgrey">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>SENIOR FLOATING RATE INTERESTS<SUP>&dagger;&dagger;,&loz;

    </SUP>- 33.5% (continued)</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Technology -&nbsp;&nbsp;4.5% (continued)</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>



<TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CoreLogic, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.06% (1 Month

    USD LIBOR + 3.50%, Rate Floor: 4.00%) due 06/02/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,274,121</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$1,090,966</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ping Identity Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.31% (1 Month

    Term SOFR + 3.75%, Rate Floor: 3.75%) due 11/22/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;997,500</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;995,006</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Greenway Health LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.25% (3 Month

    USD LIBOR + 3.75%, Rate Floor: 5.25%) due 02/16/24</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;957,179</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;853,938</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sitecore USA, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.74% (3 Month

    USD LIBOR + 7.00%, Rate Floor: 7.50%) due 03/12/26<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;519,938</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;514,445</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Epicor Software</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.77% (1 Month

    USD LIBOR + 3.25%, Rate Floor: 4.00%) due 07/30/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;491,250</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;476,002</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Park Place Technologies, LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">due 11/10/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;225,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;216,000</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Technology</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;66,019,591</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Financial -&nbsp;&nbsp;3.2%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Jones Deslauriers Insurance Management, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.75% (3 Month

    Canada Banker Acceptance + 4.25%, Rate Floor: 5.00%) due 03/27/28<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CAD &nbsp;5,559,491</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,022,388</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11.00% (3 Month

    Canada Banker Acceptance + 7.50%, Rate Floor: 8.00%) due 03/26/29<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CAD &nbsp;3,887,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,827,114</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Eisner Advisory Group</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.32% (1 Month

    Term SOFR + 4.75%, Rate Floor: 4.75%) due 07/28/28<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;5,391,287</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;5,175,636</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Franchise Group, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.50% (3 Month

    USD LIBOR + 4.75%, Rate Floor: 5.50%) due 03/10/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,995,519</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,872,337</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Higginbotham Insurance Agency, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.02% (1 Month

    USD LIBOR + 5.50%, Rate Floor: 6.25%) due 11/25/26<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,960,451</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,862,232</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Claros Mortgage Trust, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.89% (1 Month

    Term SOFR + 4.50%, Rate Floor: 4.50%) due 08/10/26<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,502,400</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,406,084</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">HighTower Holding LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.73% (3 Month

    USD LIBOR + 4.00%, Rate Floor: 4.75%) due 04/21/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,491,881</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,382,760</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">AmeriLife Holdings LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.37% (1 Month

    USD LIBOR + 4.00%, Rate Floor: 4.00%) due 03/18/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,924,108</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,909,487</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Alter Domus</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.94% (1 Month

    Term SOFR + 3.50%, Rate Floor: 3.50%) due 02/17/28<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,765,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,675,137</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Orion Advisor Solutions, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.56% (3 Month

    USD LIBOR + 3.75%, Rate Floor: 4.50%) due 09/24/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,711,305</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,609,631</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Avison Young (Canada), Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.27% ((1 Month

    Term SOFR + 5.75%) and (3 Month USD LIBOR + 5.75%), Rate Floor: 5.75%) due 01/31/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,329,766</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,213,278</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Duff &amp; Phelps</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.21% (1 Month

    Term SOFR + 3.75%, Rate Floor: 3.75%) due 04/09/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,960,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,907,335</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cobham Ultra SeniorCo SARL</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.06% (3 Month

    USD LIBOR + 3.75%, Rate Floor: 4.25%) due 11/15/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,750,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,687,665</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Nexus Buyer LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.27% (1 Month

    USD LIBOR + 3.75%, Rate Floor: 3.75%) due 11/09/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,657,500</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,607,079</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Aretec Group, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.81% (1 Month

    Term SOFR + 4.25%, Rate Floor: 4.25%) due 10/01/25</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,640,500</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,601,538</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Apex Group Treasury LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">due 07/27/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,450,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,415,562</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sandy Bidco BV</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.00% (3 Month

    EURIBOR + 4.00%, Rate Floor: 4.00%) due 06/12/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR &nbsp;1,100,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,070,373</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Financial</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;46,245,636</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Communications -&nbsp;&nbsp;1.8%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">FirstDigital Communications LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.63% (1 Month

    USD LIBOR + 4.25%, Rate Floor: 5.00%) due 12/17/26<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;8,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;7,832,084</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Syndigo LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.89% (1 Month

    USD LIBOR + 4.50%, Rate Floor: 5.25%) due 12/15/27<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,542,500</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,338,088</FONT></TD></TR>

</TABLE>



<P STYLE="margin: 0">&nbsp;</P>



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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">

  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS <I>(Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>

<P STYLE="margin-top: 0; margin-bottom: 0"></P>



<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 50%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 25%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Face<BR>

    Amount<SUP>~</SUP></B></FONT></TD>

    <TD STYLE="width: 1%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Value</B></FONT></TD></TR>

  <TR STYLE="vertical-align: top; background-color: lightgrey">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>SENIOR FLOATING RATE INTERESTS<SUP>&dagger;&dagger;,&loz;

    </SUP>- 33.5% (continued)</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Communications -&nbsp;&nbsp;1.8% (continued)</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>



<TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Xplornet Communications, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.52% (1 Month

    USD LIBOR + 4.00%, Rate Floor: 4.50%) due 10/02/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,615,125</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$4,254,591</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Flight Bidco, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10.02% (1 Month

    USD LIBOR + 7.50%, Rate Floor: 7.50%) due 07/23/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,715,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,352,787</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.02% (1 Month

    USD LIBOR + 3.50%, Rate Floor: 3.50%) due 07/23/25</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;435,302</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;405,240</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Conterra Ultra Broadband Holdings, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.31% (1 Month

    Term SOFR + 4.75%, Rate Floor: 4.75%) due 04/30/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,436,392</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,350,095</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Authentic Brands</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.77% (1 Month

    USD LIBOR + 3.25%, Rate Floor: 4.00%) due 09/27/24</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,189,703</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,173,940</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">McGraw Hill LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.31% ((1 Month

    USD LIBOR + 4.75%) and (3 Month USD LIBOR + 4.75%), Rate Floor: 5.25%) due 07/28/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;992,500</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;957,763</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Recorded Books, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.31% (3 Month

    USD LIBOR + 4.00%, Rate Floor: 4.00%) due 08/29/25</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;846,831</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;832,714</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Titan AcquisitionCo New Zealand Ltd. (Trade Me)</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.25% (3 Month

    USD LIBOR + 4.00%, Rate Floor: 4.50%) due 10/18/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;448,875</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;424,187</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cengage Learning Acquisitions, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.81% (3 Month

    USD LIBOR + 4.75%, Rate Floor: 5.75%) due 07/14/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;446,625</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;421,261</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Communications</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;26,342,750</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Basic Materials -&nbsp;&nbsp;1.1%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Barentz Midco BV</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.50% (3 Month

    USD LIBOR + 4.25%, Rate Floor: 5.00%) due 11/30/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,250,808</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,137,030</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Vector WP Holdco, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.44% (1 Month

    USD LIBOR + 5.00%, Rate Floor: 5.75%) due 10/12/28<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,099,425</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,006,442</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">DCG Acquisition Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.02% (1 Month

    USD LIBOR + 4.50%, Rate Floor: 4.50%) due 09/30/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,948,432</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,885,108</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ascend Performance Materials Operations LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.00% (3 Month

    USD LIBOR + 4.75%, Rate Floor: 5.50%) due 08/27/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,851,285</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,842,492</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Meridian Adhesives Group, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.37% (1 Month

    USD LIBOR + 4.00%, Rate Floor: 4.75%) due 07/24/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,790,948</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,773,039</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">LSF11 Skyscraper HoldCo SARL</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.75% (3 Month

    USD LIBOR + 3.50%, Rate Floor: 4.25%) due 09/29/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,530,722</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,489,591</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NIC Acquisition Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.00% (3 Month

    USD LIBOR + 3.75%, Rate Floor: 4.50%) due 12/29/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,185,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,013,175</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Pregis TopCo LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.81% ((1 Month

    USD LIBOR + 4.00%) and (3 Month USD LIBOR + 4.00%), Rate Floor: 4.50%) due 07/31/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;664,975</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;643,363</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Schur Flexibles GmbH</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.25% (3 Month

    EURIBOR + 4.25%, Rate Floor: 4.25%) due 09/29/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR &nbsp;1,250,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;479,292</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Vectra Co.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.77% (1 Month

    USD LIBOR + 3.25%, Rate Floor: 3.25%) due 03/08/25</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;532,602</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;426,082</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Noranda Aluminum Acquisition Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">due 02/28/19<SUP>&#8224;&#8224;&#8224;,9</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;463,989</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;47</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Basic Materials</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;15,695,661</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Utilities -&nbsp;&nbsp;0.6%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Hamilton Projects Acquiror LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.75% (3 Month

    USD LIBOR + 4.50%, Rate Floor: 5.50%) due 06/17/27</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,286,980</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,223,969</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Oregon Clean Energy LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.27% (1 Month

    USD LIBOR + 3.75%, Rate Floor: 4.75%) due 03/01/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,091,270</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,033,007</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">UGI Energy Services, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.02% (1 Month

    USD LIBOR + 3.50%, Rate Floor: 3.50%) due 08/13/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,600,500</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,590,097</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Franklin Energy (KAMC Holdings, Inc.)</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.07% (3 Month

    USD LIBOR + 4.00%, Rate Floor: 4.00%) due 08/14/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,604,625</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,306,437</FONT></TD></TR>

</TABLE>



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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">

  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS <I>(Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>

<P STYLE="margin: 0"></P>



<P STYLE="margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 50%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 25%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Face<BR>

    Amount<SUP>~</SUP></B></FONT></TD>

    <TD STYLE="width: 1%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Value</B></FONT></TD></TR>

  <TR STYLE="vertical-align: top; background-color: lightgrey">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>SENIOR FLOATING RATE INTERESTS<SUP>&dagger;&dagger;,&loz;

    </SUP>- 33.5% (continued)</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Utilities -&nbsp;&nbsp;0.6% (continued)</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>



<TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EIF Channelview Cogeneration LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.95% (3 Month

    USD LIBOR + 4.25%, Rate Floor: 5.25%) due 05/03/25</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;320,314</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$317,351</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Utilities</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;8,470,861</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Energy -&nbsp;&nbsp;0.2%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Venture Global Calcasieu Pass LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.12% (1 Month

    USD LIBOR + 2.63%, Rate Floor: 2.63%) due 08/19/26<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,683,595</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,679,386</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Permian Production Partners LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10.53% (1 Month

    USD LIBOR + 6.00%, Rate Floor: 8.53%) (in-kind rate was 2.00%) due 11/24/25<SUP>&#8224;&#8224;&#8224;,11</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;366,071</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;365,156</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Centurion Pipe</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.52% (1 Month

    USD LIBOR + 4.00%, Rate Floor: 4.00%) due 09/29/25</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;192,236</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;189,592</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Energy</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,234,134</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Senior Floating Rate Interests</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="2" STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Cost $517,234,943)</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">487,487,788</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>ASSET-BACKED SECURITIES<SUP>&#8224;&#8224;</SUP>

    - 13.4%</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Collateralized Loan Obligations -&nbsp;&nbsp;7.1%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Madison Park Funding LIII Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2022-53A E, 8.47%

    (3 Month Term SOFR + 6.00%, Rate Floor: 6.00%) due 04/21/35<SUP>&#9674;,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;18,500,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;16,900,588</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Palmer Square Loan Funding Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2022-1A D, 7.33%

    (3 Month Term SOFR + 5.00%, Rate Floor: 5.00%) due 04/15/30<SUP>&#9674;,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;8,750,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;7,763,920</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2021-3A D, 7.71%

    (3 Month USD LIBOR + 5.00%, Rate Floor: 5.00%) due 07/20/29<SUP>&#9674;,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;7,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;6,267,939</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2021-2A D, 7.98%

    (3 Month USD LIBOR + 5.00%, Rate Floor: 5.00%) due 05/20/29<SUP>&#9674;,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,752,652</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CIFC Funding Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2021-4RA DR,

    9.74% (3 Month USD LIBOR + 7.00%, Rate Floor: 7.00%) due 01/17/35<SUP>&#9674;,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;11,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;9,836,076</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Boyce Park CLO Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2022-1A E, 6.80%

    (3 Month Term SOFR + 6.25%, Rate Floor: 6.25%) due 04/21/35<SUP>&#9674;,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;10,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;9,147,922</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fortress Credit Opportunities IX CLO Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2021-9A DR, 6.46%

    (3 Month USD LIBOR + 3.95%, Rate Floor: 3.95%) due 10/15/33<SUP>&#9674;,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;8,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,049,699</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Carlyle Global Market Strategies</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2022-1A E, 8.27%

    (3 Month Term SOFR + 7.35%, Rate Floor: 7.35%) due 04/15/35<SUP>&#9674;,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;5,500,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,955,765</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">LoanCore Issuer Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2019-CRE2 AS,

    3.89% (1 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 05/15/36<SUP>&#9674;,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,222,731</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,180,137</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Neuberger Berman Loan Advisers CLO 47 Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2022-47A E, 8.55%

    (3 Month Term SOFR + 6.25%, Rate Floor: 6.25%) due 04/14/35<SUP>&#9674;,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,250,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,950,037</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Voya CLO Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2022-1A SUB,

    due 04/20/35<SUP>5,12</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,650,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,066,718</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2013-1A INC,

    due 10/15/30<SUP>5,12</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;635,790</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Diamond CLO Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2018-1A D, 6.46%

    (3 Month USD LIBOR + 3.70%, Rate Floor: 3.70%) due 07/22/30<SUP>&#9674;,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,937,487</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ABPCI Direct Lending Fund CLO II LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2021-1A DR, 7.21%

    (3 Month USD LIBOR + 4.50%, Rate Floor: 4.50%) due 04/20/32<SUP>&#9674;,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,809,890</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">LCCM Trust</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2021-FL2 C, 4.54%

    (1 Month USD LIBOR + 2.15%, Rate Floor: 2.15%) due 12/13/38<SUP>&#9674;,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,600,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,436,027</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">FS Rialto Issuer LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2022-FL6 C, 6.23%

    (1 Month Term SOFR + 4.23%, Rate Floor: 4.23%) due 08/19/37<SUP>&#9674;,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,250,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,236,063</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Golub Capital Partners CLO 49M Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2021-49A D, 6.56%

    (3 Month USD LIBOR + 3.85%, Rate Floor: 3.85%) due 08/26/33<SUP>&#9674;,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,250,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,009,514</FONT></TD></TR>

</TABLE>



<P STYLE="margin: 0"></P>



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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">

  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS <I>(Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>

<P STYLE="margin: 0">&nbsp;&nbsp;</P>



<P STYLE="margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 50%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 25%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Face<BR>

    Amount<SUP>~</SUP></B></FONT></TD>

    <TD STYLE="width: 1%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Value</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: lightgrey">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>ASSET-BACKED SECURITIES<SUP>&dagger;&dagger;</SUP>

    - 13.4% (continued)</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Collateralized Loan Obligations -&nbsp;&nbsp;7.1% (continued)</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>



<TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Monroe Capital CLO Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2017-1A DR, 6.36%

    (3 Month USD LIBOR + 3.60%, Rate Floor: 0.00%) due 10/22/26<SUP>&#9674;,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,011,091</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$1,993,554</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CIFC Funding 2022-III Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2022-3A E, 8.51%

    (3 Month Term SOFR + 7.27%, Rate Floor: 7.27%) due 04/21/35<SUP>&#9674;,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,898,539</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Carlyle US CLO Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2022-4A DR, 8.93%

    (3 Month Term SOFR + 6.60%, Rate Floor: 6.60%) due 04/15/35<SUP>&#9674;,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,756,073</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cerberus Loan Funding XXVI, LP</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2021-1A DR, 6.61%

    (3 Month USD LIBOR + 4.10%, Rate Floor: 4.10%) due 04/15/31<SUP>&#9674;,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,750,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,638,915</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ACRES Commercial Realty Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2021-FL2 D, 5.48%

    (1 Month USD LIBOR + 3.10%, Rate Floor: 3.10%) due 01/15/37<SUP>&#9674;,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,750,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,626,046</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Dryden 50 Senior Loan Fund</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2017-50A SUB,

    due 07/15/30<SUP>5,12</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,555,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,587,805</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Dryden Senior Loan Fund</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;due 01/15/31<SUP>12</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,998,799</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;951,519</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Carlyle Global Market Strategies CLO Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2012-3A SUB,

    due 01/14/32<SUP>5,12</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,600,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;881,400</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Dryden 41 Senior Loan Fund</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2015-41A SUB,due

    04/15/31<SUP>5,12</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,850,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;556,480</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Great Lakes CLO Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2014-1A SUB,

    due 10/15/29<SUP>5,12</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,153,846</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;471,454</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">KVK CLO Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2013-1A SUB,

    due 01/14/28<SUP>2,5,12</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,300,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;434,102</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Dryden 37 Senior Loan Fund</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2015-37A SUB,

    due 01/15/31<SUP>5,12</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,050,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;333,165</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Venture XIII CLO Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2013-13A SUB,

    due 09/10/29<SUP>5,12</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,500,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;216,111</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">A10 Permanent Asset Financing LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2017-II C1, 6.24%

    (WAC) due 06/15/51<SUP>&#9674;,&#8224;&#8224;&#8224;,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;250,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;214,090</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Babson CLO Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2014-IA SUB,

    due 07/20/25<SUP>5,12</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;194,400</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Marathon CLO V Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2013-5A SUB,

    due 11/21/27<SUP>5,12</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,566,667</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">190,817</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Atlas Senior Loan Fund IX Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2018-9A SUB,

    due 04/20/28<SUP>2,5,12</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,600,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;165,490</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Treman Park CLO Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2015-1A COM,

    due 10/20/28<SUP>5,12</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;814,751</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;125,692</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Avery Point II CLO Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2013-3X COM,

    due 01/18/25<SUP>12</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;759,981</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;11,772</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">West CLO Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2013-1A SUB,

    due 11/07/25<SUP>5,12</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,350,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,771</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">OHA Credit Partners IX Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2013-9A ACOM,

    due 10/20/25<SUP>5,12</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;602,740</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;664</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Collateralized Loan Obligations</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;103,186,083</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Transport-Aircraft -&nbsp;&nbsp;2.7%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sprite Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2021-1, 3.75%

    due 11/15/46<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;14,909,120</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;13,147,342</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-size: 8pt">Castlelake Aircraft Securitization Trust</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-size: 8pt">2018-1, 4.13% due 06/15/43<FONT STYLE="font-family: Calibri, Helvetica, Sans-Serif; font-style: normal; font-weight: 400"><SUP>5</SUP></FONT></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">1,963,921</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">1,765,287</FONT></TD></TR>

<TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-size: 8pt">2019-1A, 3.97% due 04/15/39<FONT STYLE="font-family: Calibri, Helvetica, Sans-Serif; font-style: normal; font-weight: 400"><SUP>5</SUP></FONT></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">1,229,423</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">1,097,592</FONT></TD></TR>

<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-size: 8pt">2016-1, 4.45% due 08/15/41</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">870,061</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">799,718</FONT></TD></TR>

<TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-size: 8pt">2014-1, due 12/31/30<FONT STYLE="font-family: Calibri, Helvetica, Sans-Serif; font-style: normal; font-weight: 400"><SUP>&dagger;&dagger;&dagger;</SUP></FONT></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">3,054,105</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">445,941</FONT></TD></TR>

<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">AASET Trust</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2019-2, 4.46%

    due 10/16/39<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,524,131</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,856,984</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2019-1, 3.84%

    due 05/15/39<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,491,279</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,032,711</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2020-1A, 4.34%

    due 01/16/40<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,280,883</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;513,625</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2020-1A, 3.35%

    due 01/16/40<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;507,208</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;418,984</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Start Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2018-1, 4.09%

    due 05/15/43<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,407,906</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,144,385</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2018-1, 5.32%

    due 05/15/43<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,976,829</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,453,128</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GAIA Aviation Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2019-1, 3.97%

    due 12/15/44<SUP>5,13</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,227,115</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,508,916</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">JOL Air Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2019-1, 3.97%

    due 04/15/44<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,217,805</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,767,344</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">WAVE LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2019-1, 3.60%

    due 09/15/44<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,304,694</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,867,657</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Falcon Aerospace Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2019-1, 3.60%

    due 09/15/39<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,093,262</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;898,696</FONT></TD></TR>

</TABLE>



<P STYLE="margin: 0">&nbsp;&nbsp;</P>



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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">

  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS <I>(Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>

<P STYLE="margin: 0">&nbsp;</P>



<P STYLE="margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 50%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 25%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Face<BR>

    Amount<SUP>~</SUP></B></FONT></TD>

    <TD STYLE="width: 1%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Value</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: lightgrey">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>ASSET-BACKED SECURITIES<SUP>&dagger;&dagger;</SUP>

    - 13.4% (continued)</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Transport-Aircraft -&nbsp;&nbsp;2.7% (continued)</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>



<TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2017-1, 6.30%

    due 02/15/42<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;800,405</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$711,929</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Castlelake Aircraft Structured Trust</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2021-1A, 6.66%

    due 01/15/46<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,813,226</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,489,112</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sapphire Aviation Finance II Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2020-1A, 4.34%

    due 03/15/40<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,870,268</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,213,583</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">KDAC Aviation Finance Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2017-1A, 4.21%

    due 12/15/42<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,287,022</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,023,273</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">MAPS Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2019-1A, 4.46%

    due 03/15/44<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;849,759</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;769,903</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sapphire Aviation Finance I Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2018-1A, 4.25%

    due 03/15/40<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;651,476</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;543,394</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Stripes Aircraft Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2013-1 A1, 5.87%

    (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 03/20/23<SUP>&#9674;,&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;210,990</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;201,907</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Transport-Aircraft</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;39,671,411</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Financial -&nbsp;&nbsp;1.6%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Thunderbird A</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.50% due 03/01/37<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;6,148,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;6,148,000</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Lightning A</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.50% due 03/01/37<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;6,148,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;6,148,000</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ceamer Finance LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">due 03/22/31<SUP>&#8224;&#8224;&#8224;,18</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,964,238</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,634,181</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">KKR Core Holding Company LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.00% due 08/12/31<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,269,642</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,994,074</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Aesf Vi Verdi, LP</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.15% (3 Month

    EURIBOR + 2.15%, Rate Floor: 2.15%) due 11/25/24<SUP>&#9674;,&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR &nbsp;1,819,035</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,819,675</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Nassau LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2019-1, 3.98%

    due 08/15/34<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,396,754</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,342,227</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Bib Merchant Voucher Receivables Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.18% due 04/07/28<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;987,716</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;951,686</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Thunderbird B</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.50% due 03/01/37<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;783,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;783,000</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Lightning B</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.50% due 03/01/37<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;783,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">783,000</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Financial</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;23,603,843</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Infrastructure -&nbsp;&nbsp;0.9%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">VB-S1 Issuer LLC - VBTEL</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2022-1A, 5.27%

    due 02/15/52<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;8,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;7,199,069</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Hotwire Funding LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2021-1, 4.46%

    due 11/20/51<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;5,250,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,405,976</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Secured Tenant Site Contract Revenue Notes Series</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2018-1A, 5.92%

    due 06/15/48<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,840,351</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,777,295</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Infrastructure</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;13,382,340</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Whole Business -&nbsp;&nbsp;0.8%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Applebee's Funding LLC / IHOP Funding LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2019-1A, 4.19%

    due 06/05/49<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;7,375,500</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;7,082,818</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TSGE</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2017-1, 6.25%

    due 09/25/31<SUP>&#8224;&#8224;&#8224;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,978,502</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,783,514</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Wingstop Funding LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2020-1A, 2.84%

    due 12/05/50<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;99,500</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;84,863</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Whole Business</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;11,951,195</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Net Lease -&nbsp;&nbsp;0.2%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CARS-DB4, LP</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2020-1A, 4.95%

    due 02/15/50<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,750,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,262,275</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Collateralized Debt Obligations -&nbsp;&nbsp;0.1%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Anchorage Credit Funding 4 Ltd.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2021-4A CR, 3.52%

    due 04/27/39<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;822,227</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Insurance -&nbsp;&nbsp;0.0%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CBC Insurance Revenue Securitization LLC</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2016-1, 5.25%

    due 07/15/46<SUP>10</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;304,577</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;282,114</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Transport-Rail -&nbsp;&nbsp;0.0%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Trinity Rail Leasing, LP</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2009-1A, 6.66%

    due 11/16/39<SUP>5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;123,994</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;122,909</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Asset-Backed Securities</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="2" STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Cost $216,481,483)</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">195,284,397</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>COLLATERALIZED MORTGAGE OBLIGATIONS<SUP>&#8224;&#8224;

    </SUP>- 10.5%</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Government Agency -&nbsp;&nbsp;8.2%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Uniform MBS 30 Year</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;due 11/01/22<SUP>18</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;91,622,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;89,290,312</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fannie Mae</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.00% due 07/01/52<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;16,671,516</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;16,521,145</FONT></TD></TR>

</TABLE>



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  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS <I>(Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>

<P STYLE="margin: 0">&nbsp;</P>



<P STYLE="margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 50%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 25%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Face<BR>

    Amount<SUP>~</SUP></B></FONT></TD>

    <TD STYLE="width: 1%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Value</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: lightgrey">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>COLLATERALIZED MORTGAGE OBLIGATIONS<SUP>&dagger;&dagger;

    </SUP>- 10.5% (continued)</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Government Agency -&nbsp;&nbsp;8.2% (continued)</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>



<TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Freddie Mac</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.00% due 06/01/52<SUP>2</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;12,934,045</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$12,744,614</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Government Agency</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;118,556,071</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Residential Mortgage-Backed Securities -&nbsp;&nbsp;1.3%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Carrington Mortgage Loan Trust Series</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2006-NC5, 2.59%

    (1 Month USD LIBOR + 0.15%, Rate Cap/Floor: 14.50%/0.15%) due 01/25/37<SUP>&#9674;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,470,483</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,767,956</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Finance of America HECM Buyout</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2022-HB2, 6.00%

    (WAC) due 04/25/26<SUP>&#9674;,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,800,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,686,270</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NYMT Loan Trust</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2022-SP1, 5.25%

    due 07/25/62<SUP>5,13</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,700,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,584,641</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">WaMu Asset-Backed Certificates WaMu Series</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2007-HE4, 2.61%

    (1 Month USD LIBOR + 0.17%, Rate Floor: 0.17%) due 07/25/47<SUP>&#9674;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,727,372</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,308,390</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2007-HE4, 2.69%

    (1 Month USD LIBOR + 0.25%, Rate Floor: 0.25%) due 07/25/47<SUP>&#9674;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;968,016</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;631,893</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2007-HE2, 2.63%

    (1 Month USD LIBOR + 0.19%, Rate Floor: 0.19%) due 04/25/37<SUP>&#9674;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,402,559</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;566,490</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Lehman XS Trust Series</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2006-18N, 2.80%

    (1 Month USD LIBOR + 0.36%, Rate Floor: 0.36%) due 12/25/36<SUP>&#9674;</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,197,974</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;2,129,604</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BRAVO Residential Funding Trust</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2022-NQM3, due

    07/25/62<SUP>5,18</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,900,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,873,982</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><I>Citigroup</I> Mortgage Loan Trust</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2022-A, 6.17%

    due 09/25/62<SUP>5,13</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,150,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,147,965</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Residential Mortgage-Backed Securities</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;18,697,191</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Military Housing -&nbsp;&nbsp;0.9%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Freddie Mac Military Housing Bonds Resecuritization Trust Certificates</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2015-R1, 0.70%

    (WAC) due 11/25/55<SUP>&#9674;,5,14</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;73,372,825</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;4,878,886</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2015-R1, 5.94%

    (WAC) due 11/25/52<SUP>&#9674;,10</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;3,497,600</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,085,174</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GMAC Commercial Mortgage Asset Corp.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2004-POKA, 6.36%

    due 09/10/44<SUP>&#8224;&#8224;&#8224;,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;3,500,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,612,135</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Capmark Military Housing Trust</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2007-AETC, 5.75%

    due 02/10/52<SUP>&#8224;&#8224;&#8224;,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,538,566</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,473,793</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2007-AET2, 6.06%

    due 10/10/52<SUP>&#8224;&#8224;&#8224;,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;461,849</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;453,430</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Military Housing</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;13,503,418</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Commercial Mortgage-Backed Securities -&nbsp;&nbsp;0.1%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GS Mortgage Securities Corporation Trust</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2020-DUNE, 4.89%

    (1 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 12/15/36<SUP>&#9674;,5</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;2,000,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,915,088</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Collateralized Mortgage Obligations</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="2" STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Cost $155,269,006)</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">152,671,768</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>U.S. GOVERNMENT SECURITIES<SUP>&#8224;&#8224;

    </SUP>- 1.3%</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">U.S. Treasury Bonds</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;due 08/15/51<SUP>2,15,16</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">32,650,000 &nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">12,695,884 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;due 05/15/44<SUP>2,15,16</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">5,030,000 &nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">2,281,922 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;due 11/15/44<SUP>2,15,16</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">5,030,000 &nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">2,233,526 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;due 02/15/46<SUP>15,16,17</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">5,060,000 &nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">2,161,991 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total U.S. Government Securities</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Cost $19,993,744)</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">19,373,323 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>FOREIGN GOVERNMENT DEBT<SUP>&#8224;&#8224;</SUP>

    - 0.2%</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Panama Government International Bond</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.50% due 01/19/63</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;4,150,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">3,134,100 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Foreign Government Debt</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Cost $4,124,201)</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">3,134,100 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>CONVERTIBLE BONDS<SUP>&#8224;&#8224;</SUP> - 0.1%</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Consumer, Non-cyclical -&nbsp;&nbsp;0.1%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Block, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;due 05/01/26<SUP>15</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;1,650,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;1,362,900</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Communications -&nbsp;&nbsp;0.0%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cable One, Inc.</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;due 03/15/26<SUP>15</SUP></FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;400,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;327,200</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Convertible Bonds</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="2" STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Cost $1,735,065)</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,690,100</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>MUNICIPAL BONDS<SUP>&#8224;&#8224;</SUP> - 0.0%</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Oklahoma -&nbsp;&nbsp;0.0%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Oklahoma Development Finance Authority Revenue Bonds</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.45% due 08/15/28</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;400,000</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;355,851</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Municipal Bonds</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="2" STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Cost $400,000)</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">355,851</FONT></TD></TR>

</TABLE>



<P STYLE="margin: 0">&nbsp;</P>



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<P STYLE="margin: 0"></P>



<P STYLE="margin-top: 0; margin-bottom: 0"></P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">

  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS <I>(Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>



<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 50%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 25%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Face<BR>

    Amount<SUP>~</SUP></B></FONT></TD>

    <TD STYLE="width: 1%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Value</B></FONT></TD></TR>



<TR STYLE="vertical-align: bottom; background-color: lightgrey">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>SENIOR FIXED RATE INTERESTS<SUP>&#8224;&#8224;

    </SUP>- 0.0%</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Industrial -&nbsp;&nbsp;0.0%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Schur Flexibles GmbH</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">15.00% due 09/30/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR 159,093</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$159,229</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Senior Fixed Rate Interests</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="2" STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Cost $164,564)</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">159,229</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Contracts</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>LISTED OPTIONS PURCHASED<SUP>&#8224;</SUP> - 0.8%</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Put Options on:</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;S&amp;P

    500 Index Expiring October 2022 with strike price of $4,200.00 (Notional Value $68,026,000)</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">172</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">4,638,840 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;S&amp;P

    500 Index Expiring December 2022 with strike price of $4,200.00 (Notional Value $57,743,000)</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">146</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">4,568,340 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;S&amp;P

    500 Index Expiring April 2023 with strike price of $4,000.00 (Notional Value $24,916,500)</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">63</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">1,820,385 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Listed Options Purchased</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Cost $6,396,975)</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">11,027,565 &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Investments - 136.1%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="background-color: rgb(204,238,255)">

    <TD COLSPAN="2" STYLE="text-indent: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Cost $2,102,717,706)</FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="vertical-align: bottom; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">$ &nbsp; 1,981,812,961

    &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

</TABLE>



<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 50%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 25%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Contracts</B></FONT></TD>

    <TD STYLE="width: 1%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 24%; text-align: right"></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: lightgrey">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>LISTED OPTIONS WRITTEN<SUP>&dagger;</SUP> - (0.4)%

    </B></FONT></TD></TR>



<TR STYLE="vertical-align: bottom">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Call Options on:</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;Figs, Inc.

    Expiring December 2022 with strike price of $50.00 (Notional Value $9,248)</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">&nbsp; &#8211; &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;Figs, Inc.

    Expiring December 2022 with strike price of $55.00 (Notional Value $9,248)</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">&nbsp; &nbsp; &#8211; &nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;SPDR S&amp;P

    500 ETF Trust Expiring September 2022 with strike price of $424.00 (Notional Value $908,914)</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">23</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">&nbsp; &nbsp; (702 )</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;S&amp;P

    500 Index Expiring September 2022 with strike price of $3,970.00 (Notional Value $54,183,500)</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">137</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">&nbsp; &nbsp; (989,003 )</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;Russell

    2000 Index Expiring September 2022 with strike price of $1,850.00 (Notional Value $54,401,393)</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">295</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">&nbsp; &nbsp; (1,144,895 )</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;NASDAQ-100

    Index Expiring September 2022 with strike price of $12,325.00 (Notional Value $53,996,932)</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">44</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">&nbsp; &nbsp; (1,252,680 )</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Put Options on:</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;S&amp;P

    500 Index Expiring October 2022 with strike price of $3,800.00 (Notional Value $68,026,000)</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">172</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">&nbsp; &nbsp; (1,364,820 )</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-bottom: 1pt; padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;S&amp;P

    500 Index Expiring December 2022 with strike price of $3,800.00 (Notional Value $57,743,000)</FONT></TD>

    <TD STYLE="padding-bottom: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">146</FONT></TD>

    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp; &nbsp; (2,000,930 )</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Listed Options Written</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Premiums received $5,225,412)</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp; &nbsp; (6,753,030 )</FONT></TD></TR>





<TR STYLE="vertical-align: bottom; background-color: lightgrey">

    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>OTC OPTIONS WRITTEN<SUP>&dagger;&dagger;</SUP>

    - (0.2)% </B></FONT></TD></TR>

<TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 50%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Call Options on:</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-bottom: 1pt; padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">J.P. Morgan Securities

    plc S&amp;P 500 Equal Weight Index<BR>

    Expiring October 2022 with strike price of $5,729.00 (Notional Value $88,589,332)<SUP></SUP></FONT></TD>

    <TD STYLE="padding-bottom: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">15,530</FONT></TD>

    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp; &nbsp; (2,807,513 )</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total OTC Options Written</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 9pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Premiums received $2,807,513)</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp; &nbsp; (2,807,513 )</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="3"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Other Assets &amp; Liabilities, net - (35.5)%</B></FONT></TD>

    <TD STYLE="border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp; &nbsp; (516,306,975 )</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total Net Assets - 100.0%</B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">$ &nbsp; 1,455,945,443 &nbsp;</FONT></TD></TR>

  </TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>





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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">

  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS <I>(Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Calibri, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD COLSPAN="10"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Centrally Cleared Interest Rate Swap Agreements<SUP>&#8224;&#8224;</SUP></B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 10%; border-bottom: black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Counterparty</B></FONT></TD>

    <TD STYLE="width: 5%; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Exchange</B></FONT></TD>

    <TD STYLE="width: 6%; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Floating

    Rate Type</B></FONT></TD>

    <TD STYLE="width: 10%; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Floating

    Rate Index</B></FONT></TD>

    <TD STYLE="width: 6%; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Fixed

    Rate</B></FONT></TD>

    <TD STYLE="width: 8%; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Payment

    Frequency</B></FONT></TD>

    <TD STYLE="width: 8%; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Maturity

    Date</B></FONT></TD>

    <TD STYLE="width: 2%; border-bottom: black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="width: 10%; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Notional

    Amount</B></FONT></TD>

    <TD STYLE="width: 8%; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Value</B></FONT></TD>

    <TD STYLE="width: 17%; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Upfront

    Premiums Paid </B></FONT></TD>

    <TD STYLE="width: 10%; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Unrealized

    Depreciation<SUP>**</SUP></B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BofA Securities,

    Inc.</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CME</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Pay</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">U.S. Secured Overnight Financing Rate</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.78%</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Annually</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">07/18/27</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$143,900,000</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$(2,019,276)</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$923</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$(2,020,199)</FONT></TD></TR>

  </TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;&nbsp;</P>



<P STYLE="font: 9pt Calibri, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD COLSPAN="5"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Forward Foreign Currency Exchange

    Contracts<SUP>&#8224;&#8224;</SUP></B></FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 27%; border-bottom: black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Counterparty</B></FONT></TD>

    <TD STYLE="width: 12%; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Currency</B></FONT></TD>

    <TD STYLE="width: 7%; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Type</B></FONT></TD>

    <TD STYLE="width: 12%; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Quantity</B></FONT></TD>

    <TD STYLE="width: 15%; border-bottom: black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Contract

    Amount</B></FONT></TD>

    <TD STYLE="width: 12%; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Settlement

    Date</B></FONT></TD>

    <TD STYLE="width: 15%; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Unrealized

    Appreciation (Depreciation)</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Barclays Bank plc</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GBP</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sell</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">20,499,000</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">25,042,460 USD</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/16/22</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$1,226,419</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">JPMorgan Chase Bank, N.A.</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sell</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">27,018,000</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">27,956,420 USD</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/16/22</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;787,665</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Goldman Sachs International</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CAD</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sell</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11,797,000</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9,250,300 USD</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/16/22</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;266,721</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">UBS AG</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sell</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,853,000</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,964,028 USD</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/30/22</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;98,912</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Morgan Stanley Capital Services LLC</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CAD</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Buy</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">161,000</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">122,991 USD</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/16/22</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;(387)</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Citibank, N.A.</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CAD</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Buy</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">60,000</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">46,474 USD</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/16/22</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;(784)</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">UBS AG</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sell</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">135,000</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">134,320 USD</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/16/22</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;(1,433)</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Barclays Bank plc</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sell</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,105,000</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,102,836 USD</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/16/22</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;(8,330)</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Barclays Bank plc</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Buy</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">500,000</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">513,813 USD</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/16/22</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;(11,023)</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$2,357,760</FONT></TD></TR>

  </TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;&nbsp;&nbsp;</P>



<P STYLE="font: 9pt Calibri, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR>

    <TD STYLE="vertical-align: top; width: 3%; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>~</I></FONT></TD>

    <TD STYLE="vertical-align: bottom; width: 97%"><FONT STYLE="font-size: 9pt"><I>The face amount is denominated in U.S. dollars unless otherwise indicated.</I></FONT></TD></TR>

  <TR>

    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>*</I></FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Non-income producing security.</I></FONT></TD></TR>

  <TR>

    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>**</I></FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Includes cumulative appreciation (depreciation). </I></FONT></TD></TR>

  <TR>

    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>&#8224;</I></FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Value determined based on Level 1 inputs, unless otherwise noted &#8212; See Note 4.</I></FONT></TD></TR>

  <TR>

    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>&#8224;&#8224;</I></FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Value determined based on Level 2 inputs, unless otherwise noted &#8212; See Note 4.</I></FONT></TD></TR>

  <TR>

    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>&#8224;&#8224;&#8224;</I></FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Value determined based on Level 3 inputs &#8212; See Note 4.</I></FONT></TD></TR>

  <TR>

    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>&#9674;</I></FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Variable rate security. Rate indicated is the rate effective at August 31, 2022. 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.</I></FONT></TD></TR>

  <TR>

    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>1</I></FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Special Purpose Acquisition Company (SPAC).</I></FONT></TD></TR>

  <TR>

    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>2</I></FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>All or a portion of these securities have been physically segregated in connection with borrowings, options, reverse repurchase agreements and unfunded loan commitments. As of August 31, 2022, the total value of segregated securities was $571,682,038.</I></FONT></TD></TR>

  <TR>

    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>3</I></FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Affiliated issuer.</I></FONT></TD></TR>

  <TR>

    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>4</I></FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Security has a fixed rate coupon which will convert to a floating or variable rate coupon on a future date.</I></FONT></TD></TR>

  <TR>

    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>5</I></FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Security is a 144A or Section 4(a)(2) security.&nbsp;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 $696,291,199&nbsp;(cost $784,530,011), or 47.8%&nbsp;of total net assets. </I></FONT></TD></TR>

  <TR>

    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>6</I></FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Rate indicated is the 7-day yield as of August 31, 2022.</I></FONT></TD></TR>

  <TR>

    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>7</I></FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Variable rate security. Rate indicated is the rate effective at August 31, 2022. The rate is linked to the volatility-adjusted performance of the series 1 securities due 2069 of the underlying company, Alphas Managed Accounts Platform LXXIX Limited.</I></FONT></TD></TR>

  <TR>

    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>8</I></FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Perpetual maturity.</I></FONT></TD></TR>

  <TR>

    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>9</I></FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Security is in default of interest and/or principal obligations.</I></FONT></TD></TR>

  <TR>

    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>10</I></FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Security is a 144A or Section 4(a)(2) security.&nbsp;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 $3,858,086&nbsp;(cost $9,302,672), or 0.3%&nbsp;of total net assets &#8212; See Note 7.</I></FONT></TD></TR>

  <TR>

    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>11</I></FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Payment-in-kind security.</I></FONT></TD></TR>

  <TR>

    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>12</I></FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Security has no stated coupon. However, it is expected to receive residual cash flow payments on defined deal dates.</I></FONT></TD></TR>

  <TR>

    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>13</I></FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Security is a step up/down bond. The coupon increases or decreases at regular intervals until the bond reaches full maturity. Rate indicated is the rate at August 31, 2022. See table below for additional step information for each security.</I></FONT></TD></TR>

  <TR>

    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>14</I></FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Security is an interest-only strip.</I></FONT></TD></TR>

  <TR>

    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>15</I></FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Zero coupon rate security.</I></FONT></TD></TR>

  <TR>

    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>16</I></FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Security is a principal-only strip.</I></FONT></TD></TR>

  <TR>

    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>17</I></FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>All or a portion of this security is pledged as interest rate swap collateral at August 31, 2022.</I></FONT></TD></TR>

  <TR>

    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>18</I></FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Security is unsettled at period end and does not have a stated effective rate.</I></FONT></TD></TR>

  </TABLE>

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<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Calibri, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 6%">&nbsp;</TD>

    <TD STYLE="width: 94%">&nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD>&nbsp;</TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"><I>BofA &#8212; Bank of America</I></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD>&nbsp;</TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"><I>CAD &#8212; Canadian Dollar</I></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD>&nbsp;</TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"><I>CME &#8212; Chicago Mercantile Exchange</I></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD>&nbsp;</TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"><I>EUR &#8212; Euro</I></FONT></TD></TR>

  </TABLE>



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  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS <I>(Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>

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<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



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    <TD STYLE="width: 6%">&nbsp;</TD>

    <TD STYLE="width: 94%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"><I>EURIBOR &#8212; European Interbank Offered Rate</I></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD>&nbsp;</TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"><I>GBP &#8212; British Pound</I></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD>&nbsp;</TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"><I>LIBOR &#8212; London Interbank Offered Rate</I></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD>&nbsp;</TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"><I>plc &#8212; Public Limited Company</I></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD>&nbsp;</TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"><I>PPV &#8212; Public-Private Venture</I></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD>&nbsp;</TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"><I>REIT &#8212; Real Estate Investment Trust</I></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD>&nbsp;</TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"><I>SARL &#8212;&nbsp;Soci&eacute;t&eacute; &agrave; Responsabilit&eacute; Limit&eacute;e</I></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD>&nbsp;</TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"><I>SOFR &#8212; Secured Overnight Financing Rate</I></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD>&nbsp;</TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"><I>SONIA &#8212; Sterling Overnight Index Average</I></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD>&nbsp;</TD>

    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"><I>WAC &#8212; Weighted Average Coupon</I></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD COLSPAN="2" STYLE="padding-top: 0.1in">&nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD COLSPAN="2" STYLE="padding-top: 0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt"><I>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;See Sector Classification in Other Information section.</I></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD COLSPAN="2">&nbsp;</TD></TR>

  </TABLE>

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<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



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<P STYLE="font: 9pt Calibri, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD COLSPAN="6" STYLE="padding-bottom: 1.4pt"><FONT STYLE="font-size: 9pt">The following table summarizes the inputs used to value the Fund's investments at August 31, 2022 (See Note 4 in the Notes to Schedule of Investments):</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD COLSPAN="6" STYLE="padding-bottom: 1.4pt">&nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 47%; border-bottom: black 1pt solid; padding-bottom: 1.4pt"><FONT STYLE="font-size: 9pt"><B>Investments in Securities (Assets) </B></FONT></TD>

    <TD STYLE="width: 13%; border-bottom: black 1pt solid; padding-bottom: 1.4pt; text-align: right"><FONT STYLE="font-size: 9pt"><B>Level 1 Quoted Prices </B></FONT></TD>

    <TD STYLE="width: 13%; border-bottom: black 1pt solid; padding-bottom: 1.4pt; text-align: right"><FONT STYLE="font-size: 9pt"><B>Level 2 Significant Observable Inputs </B></FONT></TD>

    <TD STYLE="width: 13%; border-bottom: black 1pt solid; padding-bottom: 1.4pt; text-align: right"><FONT STYLE="font-size: 9pt"><B>Level 3 Significant Unobservable Inputs </B></FONT></TD>

    <TD STYLE="width: 1%; border-bottom: black 1pt solid; padding-bottom: 1.4pt">&nbsp;</TD>

    <TD STYLE="width: 13%; border-bottom: black 1pt solid; padding-bottom: 1.4pt; text-align: right"><FONT STYLE="font-size: 9pt"><B>Total </B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-size: 9pt">Common Stocks</FONT></TD>

    <TD STYLE="text-align: right">$ 196,059,933 &nbsp;</TD>

    <TD STYLE="text-align: right">$ 3,606,881 &nbsp;</TD>

    <TD STYLE="text-align: right">$ 897,956 &nbsp;</TD>

    <TD>&nbsp;</TD>

    <TD STYLE="text-align: right">$ 200,564,770 &nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-size: 9pt">Preferred Stocks</FONT></TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD STYLE="text-align: right">84,675,763 &nbsp;</TD>

    <TD STYLE="text-align: right">871,771 &nbsp;</TD>

    <TD>&nbsp;</TD>

    <TD STYLE="text-align: right">85,547,534 &nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-size: 9pt">Warrants</FONT></TD>

    <TD STYLE="text-align: right">117,419 &nbsp;</TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD STYLE="text-align: right">12 &nbsp;</TD>

    <TD>&nbsp;</TD>

    <TD STYLE="text-align: right">117,431 &nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-size: 9pt">Exchange-Traded Funds</FONT></TD>

    <TD STYLE="text-align: right">82,410,755 &nbsp;</TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD>&nbsp;</TD>

    <TD STYLE="text-align: right">82,410,755 &nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-size: 9pt">Closed-End Funds</FONT></TD>

    <TD STYLE="text-align: right">35,371,969 &nbsp;</TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD>&nbsp;</TD>

    <TD STYLE="text-align: right">35,371,969 &nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-size: 9pt">Money Market Funds</FONT></TD>

    <TD STYLE="text-align: right">17,643,185 &nbsp;</TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD>&nbsp;</TD>

    <TD STYLE="text-align: right">17,643,185 &nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-size: 9pt">Corporate Bonds</FONT></TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD STYLE="text-align: right">658,452,495 &nbsp;</TD>

    <TD STYLE="text-align: right">30,520,701 &nbsp;</TD>

    <TD>&nbsp;</TD>

    <TD STYLE="text-align: right">688,973,196 &nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-size: 9pt">Senior Floating Rate Interests</FONT></TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD STYLE="text-align: right">350,512,228 &nbsp;</TD>

    <TD STYLE="text-align: right">136,975,560 &nbsp;</TD>

    <TD>&nbsp;</TD>

    <TD STYLE="text-align: right">487,487,788 &nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-size: 9pt">Asset-Backed Securities</FONT></TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD STYLE="text-align: right">167,377,329 &nbsp;</TD>

    <TD STYLE="text-align: right">27,907,068 &nbsp;</TD>

    <TD>&nbsp;</TD>

    <TD STYLE="text-align: right">195,284,397 &nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-size: 9pt">Collateralized Mortgage Obligations</FONT></TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD STYLE="text-align: right">147,132,410 &nbsp;</TD>

    <TD STYLE="text-align: right">5,539,358 &nbsp;</TD>

    <TD>&nbsp;</TD>

    <TD STYLE="text-align: right">152,671,768 &nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-size: 9pt">U.S. Government Securities</FONT></TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD STYLE="text-align: right">19,373,323 &nbsp;</TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD>&nbsp;</TD>

    <TD STYLE="text-align: right">19,373,323 &nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-size: 9pt">Foreign Government Debt</FONT></TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD STYLE="text-align: right">3,134,100 &nbsp;</TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD>&nbsp;</TD>

    <TD STYLE="text-align: right">3,134,100 &nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-size: 9pt">Convertible Bonds</FONT></TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD STYLE="text-align: right">1,690,100 &nbsp;</TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD>&nbsp;</TD>

    <TD STYLE="text-align: right">1,690,100 &nbsp;</TD></TR>

<TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-size: 9pt">Municipal Bonds</FONT></TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD STYLE="text-align: right">355,851 &nbsp;</TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD>&nbsp;</TD>

    <TD STYLE="text-align: right">355,851 &nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-size: 9pt">Senior Fixed Rate Interests</FONT></TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD STYLE="text-align: right">159,229 &nbsp;</TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD>&nbsp;</TD>

    <TD STYLE="text-align: right">159,229 &nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-size: 9pt">Options Purchased</FONT></TD>

    <TD STYLE="text-align: right">11,027,565 &nbsp;</TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD>&nbsp;</TD>

    <TD STYLE="text-align: right">11,027,565 &nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-size: 9pt">Forward Foreign Currency Exchange Contracts**</FONT></TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD STYLE="text-align: right">2,379,717 &nbsp;</TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD>&nbsp;</TD>

    <TD STYLE="text-align: right">2,379,717 &nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid"><FONT STYLE="font-size: 9pt">Total Assets</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right">$ 342,630,826 &nbsp;</TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right">$ 1,438,849,426 &nbsp;</TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right">$ 202,712,426 &nbsp;</TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid">&nbsp;</TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right">$ 1,984,192,678 &nbsp;</TD></TR>

</TABLE>



<P STYLE="margin: 0">&nbsp;</P>



<P STYLE="margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="border-bottom: black 1pt solid; padding-bottom: 1.4pt; width: 47%"><P STYLE="margin-top: 0; margin-bottom: 0"></P>

                                                                      <P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;<FONT STYLE="font-size: 9pt"></FONT></P>

                                                                      <P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></P>

                                                                      <P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-size: 9pt"><B>Investments in Securities (Liabilities) </B></FONT></P></TD>

    <TD STYLE="border-bottom: black 1pt solid; padding-bottom: 1.4pt; text-align: right; width: 13%"><FONT STYLE="font-size: 9pt"><B>Level 1 Quoted Prices </B></FONT></TD>

    <TD STYLE="border-bottom: black 1pt solid; padding-bottom: 1.4pt; text-align: right; width: 13%"><FONT STYLE="font-size: 9pt"><B>Level 2 Significant Observable Inputs </B></FONT></TD>

    <TD STYLE="border-bottom: black 1pt solid; padding-bottom: 1.4pt; text-align: right; width: 13%"><FONT STYLE="font-size: 9pt"><B>Level 3 Significant Unobservable Inputs </B></FONT></TD>

    <TD STYLE="border-bottom: black 1pt solid; padding-bottom: 1.4pt; width: 1%">&nbsp;</TD>

    <TD STYLE="border-bottom: black 1pt solid; padding-bottom: 1.4pt; text-align: right; width: 13%"><FONT STYLE="font-size: 9pt"><B>Total </B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-size: 9pt">Options Written</FONT></TD>

    <TD STYLE="text-align: right">$ 6,753,030 &nbsp;</TD>

    <TD STYLE="text-align: right">&nbsp; $ 2,807,513 &nbsp;</TD>

    <TD STYLE="text-align: right">&nbsp; $ &#8212; &nbsp;</TD>

    <TD>&nbsp;</TD>

    <TD STYLE="text-align: right">$ 9,560,543 &nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-size: 9pt">Interest Rate Swap Agreements**</FONT></TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD STYLE="text-align: right">2,020,199 &nbsp;</TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD>&nbsp;</TD>

    <TD STYLE="text-align: right">2,020,199 &nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-size: 9pt">Forward Foreign Currency Exchange Contracts**</FONT></TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD STYLE="text-align: right">21,957 &nbsp;</TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD>&nbsp;</TD>

    <TD STYLE="text-align: right">21,957 &nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-size: 9pt">Unfunded Loan Commitments (Note 6)</FONT></TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>

    <TD STYLE="text-align: right">598,348 &nbsp;</TD>

    <TD>&nbsp;</TD>

    <TD STYLE="text-align: right">598,348 &nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid"><FONT STYLE="font-size: 9pt">Total Liabilities</FONT></TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right">$ 6,753,030 &nbsp;</TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right">$ 4,849,669 &nbsp;</TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right">$ 598,348 &nbsp;</TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid">&nbsp;</TD>

    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right">$ 12,201,047 &nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD>&nbsp;</TD>

    <TD STYLE="text-align: right">&nbsp;</TD>

    <TD STYLE="text-align: right">&nbsp;</TD>

    <TD STYLE="text-align: right">&nbsp;</TD>

    <TD>&nbsp;</TD>

    <TD STYLE="text-align: right">&nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD COLSPAN="6"><FONT STYLE="font-size: 9pt">** This derivative is reported as unrealized appreciation/depreciation at period end.</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="6">&nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD COLSPAN="6"><FONT STYLE="font-size: 9pt">Please refer to the detailed Schedule of Investments for a breakdown of investment type by industry category.</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="6">&nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD COLSPAN="6"><FONT STYLE="font-size: 9pt">The Fund may hold assets and/or liabilities in which the fair value approximates the carrying amount for financial statement purposes. As of the period end, reverse repurchase agreements of $335,789,044 are categorized as Level 2 within the disclosure hierarchy &#8212; See Note 3.</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="6">&nbsp;</TD></TR>

  </TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">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:</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<TABLE BORDER="0" CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; border-collapse: collapse; font: 9pt Arial, Helvetica, Sans-Serif">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="border-bottom: black 1pt solid; font-weight: bold; text-align: left; width: 25%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Category</FONT></TD>

    <TD STYLE="padding-right: 3pt; border-bottom: black 1pt solid; font-weight: bold; text-align: right; width: 8%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ending

    Balance at August 31, 2022</FONT></TD>

    <TD STYLE="padding-left: 3pt; border-bottom: black 1pt solid; font-weight: bold; text-align: left; width: 36%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Valuation

    Technique</FONT></TD>

    <TD STYLE="border-bottom: black 1pt solid; font-weight: bold; text-align: left; width: 15%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Unobservable

    Inputs</FONT></TD>

    <TD STYLE="border-bottom: black 1pt solid; font-weight: bold; text-align: center; width: 8%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Input

    Range</FONT></TD>

    <TD STYLE="border-bottom: black 1pt solid; font-weight: bold; text-align: center; width: 8%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Weighted

    Average*</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Assets:</FONT></TD>

    <TD STYLE="padding-right: 3pt; font-weight: bold; text-align: right"></TD>

    <TD STYLE="padding-left: 3pt; font-weight: bold; text-align: left"></TD>

    <TD STYLE="font-weight: bold; text-align: left"></TD>

    <TD STYLE="font-weight: bold; text-align: center"></TD>

    <TD STYLE="font-weight: bold; text-align: center"></TD></TR>

  <TR STYLE="vertical-align: top; background-color: rgb(204,238,255)">

    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Asset-Backed

    Securities</FONT></TD>

    <TD STYLE="padding-right: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$13,862,000</FONT></TD>

    <TD STYLE="padding-left: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Third

    Party Pricing</FONT></TD>

    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Trade Price</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD></TR>

  <TR STYLE="vertical-align: top; background-color: White">

    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Asset-Backed

    Securities</FONT></TD>

    <TD STYLE="padding-right: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,389,305</FONT></TD>

    <TD STYLE="padding-left: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Yield

    Analysis</FONT></TD>

    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Yield</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.5%-13.0%</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.9%</FONT></TD></TR>

  <TR STYLE="vertical-align: top; background-color: rgb(204,238,255)">

    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Asset-Backed

    Securities</FONT></TD>

    <TD STYLE="padding-right: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,655,763</FONT></TD>

    <TD STYLE="padding-left: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Option

    adjusted spread off prior month end broker quote</FONT></TD>

    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Broker Quote</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD></TR>

  <TR STYLE="vertical-align: top; background-color: White">

    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Collateralized

    Mortgage Obligations</FONT></TD>

    <TD STYLE="padding-right: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,539,358</FONT></TD>

    <TD STYLE="padding-left: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Option

    adjusted spread off prior month end broker quote</FONT></TD>

    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Broker Quote</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD></TR>

  <TR STYLE="vertical-align: top; background-color: rgb(204,238,255)">

    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Common

    Stocks</FONT></TD>

    <TD STYLE="padding-right: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">555,229</FONT></TD>

    <TD STYLE="padding-left: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Enterprise

    Value</FONT></TD>

    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Valuation Multiple</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1.5x-17.8x</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.5x</FONT></TD></TR>

  <TR STYLE="vertical-align: top; background-color: White">

    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Common

    Stocks</FONT></TD>

    <TD STYLE="padding-right: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">341,710</FONT></TD>

    <TD STYLE="padding-left: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Model

    Price</FONT></TD>

    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Purchase Price</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD></TR>

  <TR STYLE="vertical-align: top; background-color: rgb(204,238,255)">

    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Common

    Stocks</FONT></TD>

    <TD STYLE="padding-right: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,017</FONT></TD>

    <TD STYLE="padding-left: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Model

    Price</FONT></TD>

    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Liquidation Value</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD></TR>

  <TR STYLE="vertical-align: top; background-color: White">

    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Corporate

    Bonds</FONT></TD>

    <TD STYLE="padding-right: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">29,316,817</FONT></TD>

    <TD STYLE="padding-left: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Option

    adjusted spread off prior month end broker quote</FONT></TD>

    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Broker Quote</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD></TR>

  <TR STYLE="vertical-align: top; background-color: rgb(204,238,255)">

    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Corporate

    Bonds</FONT></TD>

    <TD STYLE="padding-right: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">876,887</FONT></TD>

    <TD STYLE="padding-left: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Yield

    Analysis</FONT></TD>

    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Yield</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.0%</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD></TR>

  <TR STYLE="vertical-align: top; background-color: White">

    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Corporate

    Bonds</FONT></TD>

    <TD STYLE="padding-right: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">248,247</FONT></TD>

    <TD STYLE="padding-left: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Model

    Price</FONT></TD>

    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Purchase Price</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD></TR>

  <TR STYLE="vertical-align: top; background-color: rgb(204,238,255)">

    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Corporate

    Bonds</FONT></TD>

    <TD STYLE="padding-right: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">78,750</FONT></TD>

    <TD STYLE="padding-left: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Third

    Party Pricing</FONT></TD>

    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Vendor Price</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD></TR>

  <TR STYLE="vertical-align: top; background-color: White">

    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Preferred

    Stocks</FONT></TD>

    <TD STYLE="padding-right: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">871,771</FONT></TD>

    <TD STYLE="padding-left: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Model

    Price</FONT></TD>

    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Purchase Price</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD></TR>

  <TR STYLE="vertical-align: top; background-color: rgb(204,238,255)">

    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Senior

    Floating Rate Interests</FONT></TD>

    <TD STYLE="padding-right: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">93,756,193</FONT></TD>

    <TD STYLE="padding-left: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Third

    Party Pricing</FONT></TD>

    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Broker Quote</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD></TR>

  <TR STYLE="vertical-align: top; background-color: White">

    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Senior

    Floating Rate Interests</FONT></TD>

    <TD STYLE="padding-right: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">32,462,782</FONT></TD>

    <TD STYLE="padding-left: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Yield

    Analysis</FONT></TD>

    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Yield</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.1%-11.5%</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.9%</FONT></TD></TR>

  <TR STYLE="vertical-align: top; background-color: rgb(204,238,255)">

    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Senior

    Floating Rate Interests</FONT></TD>

    <TD STYLE="padding-right: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,305,911</FONT></TD>

    <TD STYLE="padding-left: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Model

    Price</FONT></TD>

    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Purchase Price</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD></TR>

  <TR STYLE="vertical-align: top; background-color: White">

    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Senior

    Floating Rate Interests</FONT></TD>

    <TD STYLE="padding-right: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,970,000</FONT></TD>

    <TD STYLE="padding-left: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Third

    Party Pricing</FONT></TD>

    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Trade Price</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD></TR>

  <TR STYLE="vertical-align: top; background-color: rgb(204,238,255)">

    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Senior

    Floating Rate Interests</FONT></TD>

    <TD STYLE="padding-right: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,022,277</FONT></TD>

    <TD STYLE="padding-left: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Model

    Price</FONT></TD>

    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Market Comparable Yields</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11.5%</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD></TR>

  <TR STYLE="vertical-align: top; background-color: White">

    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Senior

    Floating Rate Interests</FONT></TD>

    <TD STYLE="padding-right: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">458,397</FONT></TD>

    <TD STYLE="padding-left: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Third

    Party Pricing</FONT></TD>

    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Vendor Price</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD></TR>

  <TR STYLE="vertical-align: top; background-color: rgb(204,238,255)">

    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Warrants</FONT></TD>

    <TD STYLE="padding-right: 3pt; border-bottom: Black 0.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12</FONT></TD>

    <TD STYLE="padding-left: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Model

    Price</FONT></TD>

    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Liquidation Value</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD>

    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD></TR>

  <TR STYLE="background-color: White">

    <TD STYLE="border-top: black 0.5pt solid; border-bottom: black 0.5pt solid; vertical-align: bottom; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Total

    Assets</FONT></TD>

    <TD STYLE="padding-right: 3pt; border-bottom: Black 0.5pt solid; font-family: Arial, Helvetica, Sans-Serif; vertical-align: top; text-align: right; border-top-color: Black; border-top-width: 0.5pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$202,712,426</FONT></TD>

    <TD STYLE="padding-left: 3pt; border-top: black 0.5pt solid; border-bottom: black 0.5pt solid; vertical-align: bottom; text-align: left"></TD>

    <TD STYLE="border-top: black 0.5pt solid; border-bottom: black 0.5pt solid; vertical-align: bottom; text-align: left"></TD>

    <TD STYLE="border-top: black 0.5pt solid; border-bottom: black 0.5pt solid; vertical-align: bottom; text-align: left"></TD>

    <TD STYLE="border-top: black 0.5pt solid; border-bottom: black 0.5pt solid; vertical-align: bottom; text-align: left"></TD></TR>

  <TR STYLE="vertical-align: top; background-color: rgb(204,238,255)">

    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Liabilities:</FONT></TD>

    <TD STYLE="padding-right: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"></TD>

    <TD STYLE="padding-left: 3pt; font-family: Arial, Helvetica, Sans-Serif; text-align: left"></TD>

    <TD STYLE="text-align: left"></TD>

    <TD STYLE="text-align: center"></TD>

    <TD STYLE="text-align: center"></TD></TR>

  <TR STYLE="vertical-align: top; background-color: White">

    <TD STYLE="border-bottom: black 0.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Unfunded

    Loan Commitments</FONT></TD>

    <TD STYLE="padding-right: 3pt; border-bottom: Black 0.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$598,348</FONT></TD>

    <TD STYLE="padding-left: 3pt; border-bottom: black 0.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Model

    Price</FONT></TD>

    <TD STYLE="border-bottom: black 0.5pt solid; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Purchase

    Price</FONT></TD>

    <TD STYLE="border-bottom: black 0.5pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD>

    <TD STYLE="border-bottom: black 0.5pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&mdash;</FONT></TD></TR>

</TABLE>



<P STYLE="margin: 0">&nbsp;</P>



<TABLE BORDER="0" CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; border-collapse: collapse; font: 9pt Arial, Helvetica, Sans-Serif">

  <TR STYLE="vertical-align: bottom">

    <TD COLSPAN="1" STYLE="font: 6.5pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">*

    Inputs are weighted by the fair value of the instruments.</FONT></TD>

    <TD STYLE="padding-left: 3pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>

    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>

    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>

    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>

  </TABLE>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Significant changes in a quote, yield, market comparable yields, liquidation value

or valuation multiple would generally result in significant changes in the fair value of the security. </P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">The Fund&#8217;s fair valuation leveling guidelines classify a single daily broker

quote, or a vendor price based on a single daily or monthly broker quote, as Level 3, if such a quote or price cannot be supported with

other available market information.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>





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    <DIV STYLE="break-before: page; margin-top: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>

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<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">

  <TR>

    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">Guggenheim Strategic Opportunities Fund</TD>

    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>

  <TR>

    <TD STYLE="border-bottom: Black 1pt solid; width: 81%; padding-right: 5.4pt; padding-left: 5.4pt; font: 12pt Arial, Helvetica, Sans-Serif">SCHEDULE

OF INVESTMENTS <I>(Unaudited)</I></TD>

    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">August 31, 2022</TD></TR>

  </TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Transfer 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&nbsp;period ended August 31, 2022, the Fund had securities with a total

value of $43,921,008 transfer into Level 3 from Level 2 due to a&nbsp;lack of observable inputs and had securities with a total value

of $12,379,659 transfer out of Level 3 into 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.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Summary of Fair Value Level 3 Activity</B></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Following is a reconciliation of Level 3 assets for which significant unobservable

inputs were used to determine fair value for the period ended August 31, 2022:</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 79.5pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</P>



<TABLE BORDER="0" CELLPADDING="0" CELLSPACING="0" STYLE="width: 9in; border-collapse: collapse; font: 9pt Calibri, Helvetica, Sans-Serif">

  <TR STYLE="vertical-align: bottom">

    <TD></TD>

    <TD COLSPAN="7" STYLE="font-weight: bold; border-bottom: Black 0.5pt solid; text-align: center"><FONT STYLE="font-size: 8pt">Assets</FONT></TD>

    <TD STYLE="font-weight: bold"></TD>

    <TD STYLE="font-weight: bold; border-bottom: Black 0.5pt solid; text-align: center"><FONT STYLE="font-size: 8pt">Liabilities</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="border-bottom: Black 1pt solid; width: 19%"></TD>

    <TD STYLE="font-weight: bold; border-bottom: Black 1pt solid; text-align: right; width: 9%"><FONT STYLE="font-size: 8pt">Asset-Backed

    Securities</FONT></TD>

    <TD STYLE="font-weight: bold; border-bottom: Black 1pt solid; text-align: right; width: 9%"><FONT STYLE="font-size: 8pt">Collateralized

    Mortgage Obligations</FONT></TD>

    <TD STYLE="font-weight: bold; border-bottom: Black 1pt solid; text-align: right; width: 9%"><FONT STYLE="font-size: 8pt">Corporate

    Bonds</FONT></TD>

    <TD STYLE="font-weight: bold; border-bottom: Black 1pt solid; text-align: right; width: 9%"><FONT STYLE="font-size: 8pt">Senior Floating

    Rate Interests</FONT></TD>

    <TD STYLE="font-weight: bold; border-bottom: Black 1pt solid; text-align: right; width: 9%"><FONT STYLE="font-size: 8pt">Common Stocks</FONT></TD>

    <TD STYLE="font-weight: bold; border-bottom: Black 1pt solid; text-align: right; width: 9%"><FONT STYLE="font-size: 8pt">Preferred

    Stocks</FONT></TD>

    <TD STYLE="font-weight: bold; border-bottom: Black 1pt solid; text-align: right; width: 9%"><FONT STYLE="font-size: 8pt">Warrants</FONT></TD>

    <TD STYLE="font-weight: bold; border-bottom: Black 1pt solid; text-align: right; width: 9%"><FONT STYLE="font-size: 8pt">Total Assets</FONT></TD>

    <TD STYLE="font-weight: bold; border-bottom: Black 1pt solid; text-align: right; width: 9%"><FONT STYLE="font-size: 8pt">Unfunded

    Loan Commitments</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-size: 8pt">Beginning Balance</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">$23,840,586</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">$5,761,054</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">$32,918,506</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">$102,508,562</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">$2,567,512</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">$855,025</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">$-</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">$168,451,245</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">$(655,716)</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-size: 8pt">Purchases/(Receipts)</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">4,984,000</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">10,195,295</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">15,179,295</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">(185,964)</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-size: 8pt">(Sales, maturities and paydowns)/Fundings</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">(337,925)</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">(6,088)</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">(1,490,729)</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">(6,836,767)</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">(8,671,509)</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">214,635</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-size: 8pt">Amortization of premiums/discounts</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">168,622</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">(2,101)</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">257,907</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">167,525</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">591,953</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">(5)</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-size: 8pt">Total realized gains (losses) included in earnings</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">(1,092)</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">(7,815)</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">(8,907)</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">5,339</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD><FONT STYLE="font-size: 8pt">Total change in unrealized appreciation (depreciation) included in earnings</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">(747,123)</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">(213,507)</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">(1,243,733)</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">(2,299,415)</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">116,020</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">16,746</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">12</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">(4,371,000)</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">23,363</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD><FONT STYLE="font-size: 8pt">Transfers into Level 3</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">78,750</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">43,842,258</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">43,921,008</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="border-bottom: Black 0.5pt solid"><FONT STYLE="font-size: 8pt">Transfers out of Level 3</FONT></TD>

    <TD STYLE="border-bottom: Black 0.5pt solid; text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD>

    <TD STYLE="border-bottom: Black 0.5pt solid; text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD>

    <TD STYLE="border-bottom: Black 0.5pt solid; text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD>

    <TD STYLE="border-bottom: Black 0.5pt solid; text-align: right"><FONT STYLE="font-size: 8pt">(10,594,083)</FONT></TD>

    <TD STYLE="border-bottom: Black 0.5pt solid; text-align: right"><FONT STYLE="font-size: 8pt">(1,785,576)</FONT></TD>

    <TD STYLE="border-bottom: Black 0.5pt solid; text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD>

    <TD STYLE="border-bottom: Black 0.5pt solid; text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD>

    <TD STYLE="border-bottom: Black 0.5pt solid; text-align: right"><FONT STYLE="font-size: 8pt">(12,379,659)</FONT></TD>

    <TD STYLE="border-bottom: Black 0.5pt solid; text-align: right"><FONT STYLE="font-size: 8pt">-</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="border-bottom: Black 0.5pt solid"><FONT STYLE="font-size: 8pt">Ending Balance</FONT></TD>

    <TD STYLE="border-bottom: Black 0.5pt solid; text-align: right"><FONT STYLE="font-size: 8pt">$27,907,068</FONT></TD>

    <TD STYLE="border-bottom: Black 0.5pt solid; text-align: right"><FONT STYLE="font-size: 8pt">$5,539,358</FONT></TD>

    <TD STYLE="border-bottom: Black 0.5pt solid; text-align: right"><FONT STYLE="font-size: 8pt">$30,520,701</FONT></TD>

    <TD STYLE="border-bottom: Black 0.5pt solid; text-align: right"><FONT STYLE="font-size: 8pt">$136,975,560</FONT></TD>

    <TD STYLE="border-bottom: Black 0.5pt solid; text-align: right"><FONT STYLE="font-size: 8pt">$897,956</FONT></TD>

    <TD STYLE="border-bottom: Black 0.5pt solid; text-align: right"><FONT STYLE="font-size: 8pt">$871,771</FONT></TD>

    <TD STYLE="border-bottom: Black 0.5pt solid; text-align: right"><FONT STYLE="font-size: 8pt">$12</FONT></TD>

    <TD STYLE="border-bottom: Black 0.5pt solid; text-align: right"><FONT STYLE="font-size: 8pt">$202,712,426</FONT></TD>

    <TD STYLE="border-bottom: Black 0.5pt solid; text-align: right"><FONT STYLE="font-size: 8pt">$(598,348)</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="border-bottom: Black 0.5pt solid"><FONT STYLE="font-size: 8pt">Net change in unrealized appreciation (depreciation) for

    investments in Level 3 securities still held at August 31, 2022</FONT></TD>

    <TD STYLE="border-bottom: Black 0.5pt solid; text-align: right"><FONT STYLE="font-size: 8pt">$(746,874)</FONT></TD>

    <TD STYLE="border-bottom: Black 0.5pt solid; text-align: right"><FONT STYLE="font-size: 8pt">$(213,507)</FONT></TD>

    <TD STYLE="border-bottom: Black 0.5pt solid; text-align: right"><FONT STYLE="font-size: 8pt">$(1,243,733)</FONT></TD>

    <TD STYLE="border-bottom: Black 0.5pt solid; text-align: right"><FONT STYLE="font-size: 8pt">$(1,740,713)</FONT></TD>

    <TD STYLE="border-bottom: Black 0.5pt solid; text-align: right"><FONT STYLE="font-size: 8pt">$(21,332)</FONT></TD>

    <TD STYLE="border-bottom: Black 0.5pt solid; text-align: right"><FONT STYLE="font-size: 8pt">$16,746</FONT></TD>

    <TD STYLE="border-bottom: Black 0.5pt solid; text-align: right"><FONT STYLE="font-size: 8pt">$12</FONT></TD>

    <TD STYLE="border-bottom: Black 0.5pt solid; text-align: right"><FONT STYLE="font-size: 8pt">$(3,949,401)</FONT></TD>

    <TD STYLE="border-bottom: Black 0.5pt solid; text-align: right"><FONT STYLE="font-size: 8pt">$(35,248)</FONT></TD></TR>

  </TABLE>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B></B></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Step Coupon Bonds</B></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B></B></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">The following table discloses additional information related to step coupon bonds

held by the Fund. Certain securities are subject to multiple rate changes prior to maturity. For those securities, a range of rates and

corresponding dates have been provided.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<P STYLE="font: 9pt Calibri, Helvetica, Sans-Serif; margin: 0"></P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 30%; border-bottom: black 1pt solid"><FONT STYLE="font-size: 9pt"><B>Name</B></FONT></TD>

    <TD STYLE="width: 14%; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-size: 9pt"><B>Coupon Rate at Next Reset Date</B></FONT></TD>

    <TD STYLE="width: 14%; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-size: 9pt"><B>Next Rate Reset Date</B></FONT></TD>

    <TD STYLE="width: 21%; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-size: 9pt"><B>Future Reset Rate</B></FONT></TD>

    <TD STYLE="width: 21%; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-size: 9pt"><B>Future Reset Date</B></FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -0.25in"><FONT STYLE="font-size: 9pt">Citigroup Mortgage Loan Trust 2022-A, 6.17% due 09/25/62</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">9.17%</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">09/25/25</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">10.17%</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">09/25/26</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD STYLE="padding-left: 0.25in; text-indent: -0.25in"><FONT STYLE="font-size: 9pt">GAIA Aviation Ltd. 2019-1, 3.97% due 12/15/44</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">2.00%</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">11/15/26</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">&#8212;</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">&#8212;</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="padding-left: 0.25in; text-indent: -0.25in"><FONT STYLE="font-size: 9pt">NYMT Loan Trust 2022-SP1, 5.25% due 07/25/62</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">8.25%</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">07/01/25</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">9.25%</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">07/01/26</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="5"></TD></TR>

  </TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Affiliated Transactions</B></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Investments representing 5% or more of the outstanding voting shares of acompany,

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.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<P STYLE="font: 9pt Calibri, Helvetica, Sans-Serif; margin: 0"></P>



<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 6pt; margin-left: 0pt; text-indent: 0pt; text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">Transactions

during the period ended August 31, 2022, in which the company is an affiliated issuer, were as follows:</FONT></P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR>

    <TD STYLE="vertical-align: bottom; border-bottom: black 1pt solid; width: 32%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Security

    Name</B></FONT></TD>

    <TD STYLE="vertical-align: bottom; border-bottom: black 1pt solid; text-align: right; width: 10%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Value

    05/31/22</B></FONT></TD>

    <TD STYLE="vertical-align: bottom; border-bottom: black 1pt solid; text-align: right; width: 10%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Additions</B></FONT></TD>

    <TD STYLE="vertical-align: bottom; border-bottom: black 1pt solid; text-align: right; width: 10%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Reductions</B></FONT></TD>

    <TD STYLE="vertical-align: bottom; border-bottom: black 1pt solid; text-align: right; width: 10%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Realized

    Gain (Loss)</B></FONT></TD>

    <TD STYLE="vertical-align: bottom; border-bottom: black 1pt solid; text-align: right; width: 10%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Change

    in Unrealized Appreciation (Depreciation)</B></FONT></TD>

    <TD STYLE="vertical-align: bottom; border-bottom: black 1pt solid; text-align: right; width: 9%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Value

    08/31/22</B></FONT></TD>

    <TD STYLE="vertical-align: bottom; border-bottom: black 1pt solid; text-align: right; width: 9%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Shares

    08/31/22</B></FONT></TD>

    </TR>

  <TR STYLE="background-color: rgb(204,238,255)">

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Common Stocks</B></FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    </TR>

  <TR STYLE="background-color: White">

    <TD STYLE="vertical-align: bottom; padding-left: 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;BP

    Holdco LLC<SUP>*</SUP></FONT></TD>

    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$85,334</FONT></TD>

    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$&ndash;</FONT></TD>

    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$&ndash;</FONT></TD>

    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$&ndash;</FONT></TD>

    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$(11,936)</FONT></TD>

    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$73,398</FONT></TD>

    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">121,041</FONT></TD>

    </TR>

  <TR STYLE="background-color: rgb(204,238,255)">

    <TD STYLE="vertical-align: bottom; padding-left: 0.25in; text-indent: -0.25in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&nbsp;Targus

    Group International Equity, Inc.<SUP>*</SUP></FONT></TD>

    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;113,897</FONT></TD>

    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&ndash;</FONT></TD>

    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&ndash;</FONT></TD>

    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;&ndash;</FONT></TD>

    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;(986)</FONT></TD>

    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;112,911</FONT></TD>

    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">45,049</FONT></TD>

    </TR>

  <TR STYLE="background-color: White">

    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    <TD STYLE="vertical-align: bottom; border-top: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$199,231</FONT></TD>

    <TD STYLE="vertical-align: bottom; border-top: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$&ndash;</FONT></TD>

    <TD STYLE="vertical-align: bottom; border-top: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$&ndash;</FONT></TD>

    <TD STYLE="vertical-align: bottom; border-top: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$&ndash;</FONT></TD>

    <TD STYLE="vertical-align: bottom; border-top: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$(12,922)</FONT></TD>

    <TD STYLE="vertical-align: bottom; border-top: black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$186,309</FONT></TD>

    <TD STYLE="vertical-align: bottom; border-top: black 1pt solid; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>

    </TR>

  </TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;&nbsp;<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">&nbsp;</FONT></P>



<P STYLE="margin: 0"></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<P STYLE="font: 9pt Calibri, Helvetica, Sans-Serif; margin: 0"></P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR>

    <TD STYLE="vertical-align: top; width: 3%; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt">*</FONT></TD>

    <TD STYLE="vertical-align: bottom; width: 97%"><FONT STYLE="font-size: 9pt">Non-income producing security.</FONT></TD></TR>

  </TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>





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<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>







<P STYLE="margin: 0">&nbsp;<B>&nbsp;</B></P>



<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; font: 9pt Arial, Helvetica, Sans-Serif; width: 100%">

<TR STYLE="vertical-align: top; text-align: left">

  <TD STYLE="border-bottom: Black 1pt solid; width: 70%"><FONT STYLE="font-size: 14pt"><B>NOTES TO SCHEDULE OF INVESTMENTS <I>(Unaudited)</I></B></FONT></TD>

  <TD STYLE="border-bottom: Black 1pt solid; text-align: right; width: 30%; vertical-align: bottom">August 31, 2022</TD></TR>

</TABLE>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B></B>&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Note&nbsp;1 &#8211;&nbsp;Organization </B></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Guggenheim Strategic Opportunities Fund&nbsp;(the &#8220;Fund&#8221;) was organized

as a Delaware statutory trust on&nbsp;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;).</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">The Fund&#8217;s investment objective is to maximize total return through a combination

of current income and capital appreciation.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">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.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Note 2 &#8211; Significant Accounting Policies</B></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">The&nbsp;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.&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">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.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>(a) Valuation of Investments&nbsp;</B></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">The Board of Trustees of the Fund&nbsp;(the &#8220;Board&#8221;) has adopted policies

and procedures for the valuation of the&nbsp;Fund's investments (the &#8220;Valuation Procedures&#8221;). Pursuant to the Valuation Procedures,

the Board has delegated to a valuation committee, consisting of representatives from Guggenheim&#8217;s investment management, fund administration,

legal and compliance departments (the &#8220;Valuation Committee&#8221;), the day-to-day responsibility for implementing the Valuation

Procedures, including, under most circumstances, the responsibility for determining the fair value of the Fund's&nbsp;securities and/or

other assets.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Valuations of the Fund's&nbsp;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's&nbsp;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.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">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.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">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.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Open-end investment companies are valued at their net asset value as of the close

of business, on the valuation date. Exchange-traded funds and closed-end investment companies are valued at the last quoted sale price.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Generally, trading in foreign securities markets is substantially completed each

day at various times prior to the close of the New York Stock Exchange (&quot;NYSE&quot;). 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&nbsp;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.&nbsp;In addition, under the Valuation

Procedures, the Valuation Committee and&nbsp;Guggenheim</P>





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<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; font: 9pt Arial, Helvetica, Sans-Serif; width: 100%">

<TR STYLE="vertical-align: top; text-align: left">

  <TD STYLE="border-bottom: Black 1pt solid; width: 70%"><FONT STYLE="font-size: 14pt"><B>NOTES TO SCHEDULE OF INVESTMENTS <I>(Unaudited)</I></B></FONT></TD>

  <TD STYLE="border-bottom: Black 1pt solid; text-align: right; width: 30%; vertical-align: bottom">August 31, 2022</TD></TR>

</TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Funds Investment Advisors, LLC (&#8220;GFIA&#8221; or the &#8220;Adviser&#8221;)&nbsp;are&nbsp;authorized

to use prices and other information supplied by a third party pricing vendor in valuing foreign securities.&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Commercial paper and discount notes with a maturity of greater than 60 days at acquisition

are valued at prices that reflect broker-dealer supplied valuations or are obtained from independent 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

by dealers who make markets in such securities. Commercial paper and discount notes with a maturity of 60 days or less at acquisition

are valued at amortized cost, unless the Valuation Committee concludes that amortized cost does not represent the fair value of the applicable

asset in which case it will be valued using a third party pricing vendor.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Repurchase agreements are valued at amortized cost, provided such amounts approximate

market value.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Typically, loans are valued using information provided by an independent third party

pricing service&nbsp;which uses broker quotes, among other inputs.&nbsp;If the pricing service cannot or does not provide a valuation

for a particular loan, or such valuation is deemed unreliable, such investment is valued based on a quote from a broker-dealer or is fair

valued by the Valuation Committee.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">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&nbsp;are valued using a price provided by a pricing service.&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">The value of futures contracts is 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.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">The value of interest rate swap agreements entered into by the Fund is valued on

the basis of the last sale price on the primary exchange on which the swap is traded. The values of other swap agreements entered into

by the Fund generally be valued using an evaluated price provided by a third party pricing vendor.&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Forward foreign currency exchange contracts are valued daily based on the applicable

exchange rate of the underlying currency.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">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&quot;. 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. Treasury securities, and other information analysis.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">The Fund may acquire an interest in a special purpose acquisition company (&#8220;SPAC&#8221;)

in an initial public offering or a secondary market transaction. SPAC investments carry many of the same risks as investments in initial

public offering securities, such as erratic price movements, greater risk of loss, lack of information about the issuer, limited operating

and little public or no trading history, and higher transaction costs. An investment in a SPAC is typically subject to a higher risk of

dilution by additional later offerings of interests in the SPAC or by other investors exercising existing rights to purchase shares of

the SPAC and interests in SPACs may be illiquid and/or be subject to restrictions on resale. A SPAC is a publicly traded company that

raises investment capital for the purpose of acquiring the equity securities of one or more existing companies (or interests therein)

via merger, combination, acquisition or other similar transactions. Unless and until an acquisition is completed, a SPAC generally invests

its assets (less a portion retained to cover expenses) in U.S. government securities, money market securities and cash and does not typically

pay dividends in respect of its common stock. SPAC investments are also subject to the risk that a significant portion of the funds raised

by the SPAC may be expended during the search for a target acquisition or merger and that the SPAC may have limited time in which to conduct

due diligence on potential business combination targets. Because SPACs are in essence blank check companies without operating history

or ongoing business other than seeking acquisitions, the value of their securities is particularly dependent on the ability of the entity&#8217;s

management to identify and complete a profitable acquisition. Among other conflicts of interest, the economic interests of the management,

directors, officers and related parties of a SPAC can differ from the economic interests of</P>





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<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; font: 9pt Arial, Helvetica, Sans-Serif; width: 100%">

<TR STYLE="vertical-align: top; text-align: left">

  <TD STYLE="border-bottom: Black 1pt solid; width: 70%"><FONT STYLE="font-size: 14pt"><B>NOTES TO SCHEDULE OF INVESTMENTS <I>(Unaudited)</I></B></FONT></TD>

  <TD STYLE="border-bottom: Black 1pt solid; text-align: right; width: 30%; vertical-align: bottom">August 31, 2022</TD></TR>

</TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">public shareholders, which may lead to conflicts as they evaluate, negotiate and

recommend business combination transactions to shareholders. This risk may become more acute as the deadline for the completion of a business

combination nears. There is no guarantee that the SPACs in which the Fund invests will complete an acquisition or that any acquisitions

that are completed will be profitable.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Note 3 &#8211;&nbsp;Financial Instruments and Derivatives</B></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">As part of&nbsp;its investment strategy, the&nbsp;Fund utilizes short sales and a

variety of derivative instruments. These investments involve, to varying degrees, elements of market risk. Valuation and accounting treatment

of these instruments can be found under Significant Accounting Policies in Note&nbsp;2 of these Notes to Schedule of Investments.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Short Sales</B></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">A short sale is a transaction in which&nbsp;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.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Derivatives</B>&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">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&nbsp;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.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">The Fund utilized derivatives for the following purposes:</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Duration:</B> the use of an instrument to manage the interest rate risk of a portfolio.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Hedge:</B> 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.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Income: </B>the use of any instrument that distributes cash flows typically based

upon some rate of interest.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Index Exposure:</B> the use of an instrument to obtain exposure to a listed or

other type of index.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Options Purchased and Written&nbsp;</B></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">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.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">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&nbsp;the&nbsp;counterparty&#8217;s inability

to perform.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Futures Contracts</B></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">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

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; (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 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.</P>





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<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; font: 9pt Arial, Helvetica, Sans-Serif; width: 100%">

<TR STYLE="vertical-align: top; text-align: left">

  <TD STYLE="border-bottom: Black 1pt solid; width: 70%"><FONT STYLE="font-size: 14pt"><B>NOTES TO SCHEDULE OF INVESTMENTS <I>(Unaudited)</I></B></FONT></TD>

  <TD STYLE="border-bottom: Black 1pt solid; text-align: right; width: 30%; vertical-align: bottom">August 31, 2022</TD></TR>

</TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Swap Agreements</B></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">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, 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 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.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">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) for 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 agreement counterparty or if the underlying reference asset declines in value.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Interest rate swaps involve the exchange by the Fund with another party for 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.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">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.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">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.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>&nbsp;</B></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Forward Foreign Currency Exchange Contracts</B></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">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.</P>





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<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; font: 9pt Arial, Helvetica, Sans-Serif; width: 100%">

<TR STYLE="vertical-align: top; text-align: left">

  <TD STYLE="border-bottom: Black 1pt solid; width: 70%"><FONT STYLE="font-size: 14pt"><B>NOTES TO SCHEDULE OF INVESTMENTS <I>(Unaudited)</I></B></FONT></TD>

  <TD STYLE="border-bottom: Black 1pt solid; text-align: right; width: 30%; vertical-align: bottom">August 31, 2022</TD></TR>

</TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">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.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">In conjunction with short sales and the use of derivative instruments, the&nbsp;Fund&nbsp;is

required to maintain collateral in various forms. Depending on the financial instrument utilized and the broker involved, the&nbsp;Fund

uses&nbsp;margin deposits at the broker, cash and/or securities segregated at the custodian bank, discount notes or repurchase agreements

allocated to&nbsp;the&nbsp;Fund as collateral.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">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.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Foreign Investments&nbsp;</B></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">There are several risks associated with exposure to foreign currencies, foreign issuers

and emerging markets.&nbsp;The Fund&#8217;s indirect and direct exposure to foreign currencies subjects the Fund to the risk that those

currencies will decline in value relative to the U.S. dollar, or in the case of short positions, that the U.S. dollar will decline in

value relative to the currency being hedged. Currency rates in foreign countries may fluctuate significantly over short periods of time

for a number of reasons, including changes in interest rates and the imposition of currency controls or other political developments in

the U.S. or abroad. In addition, the Fund may incur transaction costs in connection with conversions between various currencies. The Fund

may, but is not obligated to, engage in currency hedging transactions, which generally involve buying currency forward, options or futures

contracts. However, not all currency risks may be effectively hedged, and in some cases the costs of hedging techniques may outweigh expected

benefits. In such instances, the value of securities denominated in foreign currencies can change significantly when foreign currencies

strengthen or weaken relative to the U.S. dollar.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">The&nbsp;Fund may invest in securities of foreign companies directly, or in financial

instruments, such as ADRs and exchange-traded funds, which are indirectly linked to the performance of foreign issuers. Foreign markets

can be more volatile than the U.S. market due to increased risks of adverse issuer, political, regulatory, market, or economic developments

and can perform differently from the U.S. market. Investing in securities of foreign companies directly, or in financial instruments that

are indirectly linked to the performance of foreign issuers, may involve risks not typically associated with investing in U.S. issuers.

The value of securities denominated in foreign currencies, and of dividends from such securities, can change significantly when foreign

currencies strengthen or weaken relative to the U.S. dollar. Foreign securities markets generally have less trading volume and less liquidity

than U.S. markets, and prices in some foreign markets may fluctuate more than those of securities traded on U.S. markets. Many foreign

countries lack accounting and disclosure standards comparable to those that apply to U.S. companies, and it may be more difficult to obtain

reliable information regarding a foreign issuer&#8217;s financial condition and operations. Transaction costs and costs associated with

custody services are generally higher for foreign securities than they are for U.S. securities. Some foreign governments levy withholding

taxes against dividend and interest income. Although in some countries portions of these taxes are recoverable, the non-recovered portion

will reduce the income received by the Fund.&nbsp;</P>





<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Reverse Repurchase Agreements</B></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">The&nbsp;Fund may enter into reverse repurchase agreements as part of its financial

leverage strategy. Under a reverse repurchase agreement, the&nbsp;Fund temporarily transfers possession of a portfolio instrument to another

party, such as a bank or broker-dealer, in return for cash. At the same time, the&nbsp;Fund agrees to repurchase the instrument at an

agreed upon time and price, which reflects an interest payment. Such agreements have the economic effect of borrowings. The&nbsp;Fund

may enter into such agreements when it is able to invest the cash acquired at a rate higher than the cost of the agreement, which would

increase earned income. When the&nbsp;Fund enters into a reverse repurchase agreement, any fluctuations in the market value of either

the instruments transferred to another party or the instruments in which the proceeds may be invested would affect the market value of

the&nbsp;Fund's assets. As a result, such transactions may increase fluctuations in the market value of the&nbsp;Fund's assets.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Note 4 &#8211; Fair Value Measurement&nbsp;&nbsp;</B></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">In accordance with U.S. GAAP, fair value is defined as the price that the&nbsp;Fund

would receive to sell an investment or pay to transfer a liability in an orderly transaction with an independent buyer in the principal

market, or in the absence of a principal market, the most advantageous market for the investment or liability. U.S. GAAP establishes a

three-tier fair value hierarchy based on the types of inputs used to value assets and liabilities and requires corresponding disclosure.

The hierarchy and the corresponding inputs are summarized below:</P>





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<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; font: 9pt Arial, Helvetica, Sans-Serif; width: 100%">

<TR STYLE="vertical-align: top; text-align: left">

  <TD STYLE="border-bottom: Black 1pt solid; width: 70%"><FONT STYLE="font-size: 14pt"><B>NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)</B></FONT></TD>

  <TD STYLE="border-bottom: Black 1pt solid; text-align: right; width: 30%; vertical-align: bottom">August 31, 2022</TD></TR>

</TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Level 1 &#8212; quoted prices in active markets for identical assets or liabilities.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">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.).</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">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.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">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.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">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.<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.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">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.&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



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<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; font: 9pt Arial, Helvetica, Sans-Serif; width: 100%">

<TR STYLE="vertical-align: top; text-align: left">

  <TD STYLE="border-bottom: Black 1pt solid; width: 70%"><FONT STYLE="font-size: 14pt"><B>NOTES TO SCHEDULE OF INVESTMENTS <I>(Unaudited)</I></B></FONT></TD>

  <TD STYLE="border-bottom: Black 1pt solid; text-align: right; width: 30%; vertical-align: bottom">August 31, 2022</TD></TR>

</TABLE>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>&nbsp;</B></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Note 5 &#8211; Federal Income Tax Information</B></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">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 the Fund 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.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">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 years after they are

filed.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">At August 31, 2022, the cost of investments for U.S. federal income tax purposes,

the aggregate gross unrealized appreciation for all investments for which there was an excess of value over tax cost, and the aggregate

gross unrealized depreciation for all investments for which there was an excess of tax cost over value, were as follows:</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<TABLE BORDER="0" CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; border-collapse: collapse; font: 9pt Calibri, Helvetica, Sans-Serif">

  <TR STYLE="vertical-align: bottom">

    <TD STYLE="font-weight: bold; border-bottom: black 0.5pt solid; text-align: right; width: 23%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Tax

    Cost</FONT></TD>

    <TD STYLE="font-weight: bold; border-bottom: black 0.5pt solid; text-align: right; width: 18%"><P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Tax Unrealized</FONT></P>

                                                                                <P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Appreciation</FONT></P></TD>

    <TD STYLE="font-weight: bold; border-bottom: black 0.5pt solid; text-align: right; width: 18%"><P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Tax Unrealized</FONT></P>

                                                                                <P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Depreciation</FONT></P></TD>

    <TD STYLE="font-weight: bold; border-bottom: black 0.5pt solid; text-align: right; width: 18%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Net

    Tax Unrealized Appreciation (Depreciation)</FONT></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;$&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2,100,798,685</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;$&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66,851,471</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;$&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(195,060,177)</FONT></TD>

    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;$&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(128,208,706)</FONT></TD></TR>

  </TABLE>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Note 6 &#8211; Unfunded Loan Commitments</B></P>







<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Pursuant to the terms of certain&nbsp;loan agreements,&nbsp;the Fund&nbsp;held&nbsp;unfunded

loan commitments as of August 31, 2022. The Fund&nbsp;is obligated to fund these loan commitments at the borrower&#8217;s discretion.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Calibri, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">

    <TD COLSPAN="10">The unfunded loan commitments as of August 31, 2022, were as follows:</TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD COLSPAN="10">&nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD COLSPAN="2" STYLE="border-bottom: black 1pt solid"><B>Borrower</B></TD>

    <TD COLSPAN="2" STYLE="border-bottom: black 1pt solid; text-align: right"><B>Maturity Date</B></TD>

    <TD COLSPAN="2" STYLE="border-bottom: black 1pt solid">&nbsp;</TD>

    <TD COLSPAN="2" STYLE="border-bottom: black 1pt solid; text-align: right"><B>Face Amount*</B></TD>

    <TD COLSPAN="2" STYLE="border-bottom: black 1pt solid; text-align: right"><B>Value</B></TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="2" STYLE="padding-left: 0.25in; text-indent: -0.25in">Alexander Mann</TD>

    <TD COLSPAN="2" STYLE="text-align: right">12/16/24</TD>

    <TD COLSPAN="2" STYLE="text-align: right">GBP</TD>

    <TD COLSPAN="2" STYLE="text-align: right">1,348,684</TD>

    <TD COLSPAN="2" STYLE="text-align: right">$69,736</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="2" STYLE="padding-left: 0.25in; text-indent: -0.25in">Avalara, Inc.</TD>

    <TD COLSPAN="2" STYLE="text-align: right">08/12/28</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;700,000</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;8,750</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="2" STYLE="padding-left: 0.25in; text-indent: -0.25in">Care BidCo</TD>

    <TD COLSPAN="2" STYLE="text-align: right">05/04/28</TD>

    <TD COLSPAN="2" STYLE="text-align: right">EUR</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;794,304</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;64,391</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="2" STYLE="padding-left: 0.25in; text-indent: -0.25in">Confluent Health LLC</TD>

    <TD COLSPAN="2" STYLE="text-align: right">11/30/28</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;303,717</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;12,149</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="2" STYLE="padding-left: 0.25in; text-indent: -0.25in">Galls LLC</TD>

    <TD COLSPAN="2" STYLE="text-align: right">01/31/24</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;19,217</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;672</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="2" STYLE="padding-left: 0.25in; text-indent: -0.25in">Higginbotham Insurance Agency, Inc.</TD>

    <TD COLSPAN="2" STYLE="text-align: right">11/25/26</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;1,514,739</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;37,565</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="2" STYLE="padding-left: 0.25in; text-indent: -0.25in">Inception Holdco SARL</TD>

    <TD COLSPAN="2" STYLE="text-align: right">11/15/22</TD>

    <TD COLSPAN="2" STYLE="text-align: right">EUR</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;3,600,000</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;&#8211;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="2" STYLE="padding-left: 0.25in; text-indent: -0.25in">KKR Core Holding Company LLC</TD>

    <TD COLSPAN="2" STYLE="text-align: right">07/15/31</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;580,000</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;&#8211;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="2" STYLE="padding-left: 0.25in; text-indent: -0.25in">Lightning A </TD>

    <TD COLSPAN="2" STYLE="text-align: right">03/01/37</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;15,052,000</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;&#8211;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="2" STYLE="padding-left: 0.25in; text-indent: -0.25in">Lightning B </TD>

    <TD COLSPAN="2" STYLE="text-align: right">03/01/37</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;1,917,000</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;&#8211;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="2" STYLE="padding-left: 0.25in; text-indent: -0.25in">Polaris Newco LLC</TD>

    <TD COLSPAN="2" STYLE="text-align: right">06/04/26</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;1,920,000</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;180,460</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="2" STYLE="padding-left: 0.25in; text-indent: -0.25in">RLDatix</TD>

    <TD COLSPAN="2" STYLE="text-align: right">04/27/26</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;1,387,999</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;28,454</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="2" STYLE="padding-left: 0.25in; text-indent: -0.25in">Schur Flexibles GmbH</TD>

    <TD COLSPAN="2" STYLE="text-align: right">09/01/26</TD>

    <TD COLSPAN="2" STYLE="text-align: right">EUR</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;204,529</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;&#8211;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="2" STYLE="padding-left: 0.25in; text-indent: -0.25in">SCP Eye Care Services LLC</TD>

    <TD COLSPAN="2" STYLE="text-align: right">03/16/28</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;209,527</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;9,429</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="2" STYLE="padding-left: 0.25in; text-indent: -0.25in">Secretariat Advisors LLC</TD>

    <TD COLSPAN="2" STYLE="text-align: right">12/29/28</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;600,000</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;27,000</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="2" STYLE="padding-left: 0.25in; text-indent: -0.25in">Service Logic Acquisition, Inc.</TD>

    <TD COLSPAN="2" STYLE="text-align: right">10/29/27</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;42,246</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;1,479</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="2" STYLE="padding-left: 0.25in; text-indent: -0.25in">SHO Holding I Corp.</TD>

    <TD COLSPAN="2" STYLE="text-align: right">04/27/24</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;166,000</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;19,920</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="2" STYLE="padding-left: 0.25in; text-indent: -0.25in">TGP Holdings LLC</TD>

    <TD COLSPAN="2" STYLE="text-align: right">06/29/28</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;22,510</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;4,602</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="2" STYLE="padding-left: 0.25in; text-indent: -0.25in">The Facilities Group</TD>

    <TD COLSPAN="2" STYLE="text-align: right">11/30/27</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;1,207,701</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;31,364</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="2" STYLE="padding-left: 0.25in; text-indent: -0.25in">Thunderbird A </TD>

    <TD COLSPAN="2" STYLE="text-align: right">03/01/37</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;15,052,000</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;&#8211;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="2" STYLE="padding-left: 0.25in; text-indent: -0.25in">Thunderbird B </TD>

    <TD COLSPAN="2" STYLE="text-align: right">03/01/37</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;1,917,000</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;&#8211;</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="2" STYLE="padding-left: 0.25in; text-indent: -0.25in">Vertical (TK Elevator)</TD>

    <TD COLSPAN="2" STYLE="text-align: right">01/29/27</TD>

    <TD COLSPAN="2" STYLE="text-align: right">EUR</TD>

    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; text-align: right">&nbsp;1,354,116</TD>

    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; text-align: right">&nbsp;102,377</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">

    <TD COLSPAN="2">&nbsp;</TD>

    <TD COLSPAN="2">&nbsp;</TD>

    <TD COLSPAN="2">&nbsp;</TD>

    <TD COLSPAN="2" STYLE="text-align: right">&nbsp;</TD>

    <TD COLSPAN="2" STYLE="text-align: right">$598,348</TD></TR>

  <TR STYLE="vertical-align: bottom; background-color: White">

    <TD COLSPAN="10">&nbsp;</TD></TR>

  <TR STYLE="vertical-align: bottom">

    <TD COLSPAN="10">

    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">* The face amount is denominated in U.S. dollars unless otherwise indicated</P>

    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">EUR &#8211; Euro</P>

    <P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">GBP &#8211; British Pound</P></TD></TR>

  <TR STYLE="background-color: White">

    <TD STYLE="width: 8%">&nbsp;</TD>

    <TD STYLE="width: 37%">&nbsp;</TD>

    <TD STYLE="width: 8%">&nbsp;</TD>

    <TD STYLE="width: 8%">&nbsp;</TD>

    <TD STYLE="width: 8%">&nbsp;</TD>

    <TD STYLE="width: 3%">&nbsp;</TD>

    <TD STYLE="width: 8%">&nbsp;</TD>

    <TD STYLE="width: 4%">&nbsp;</TD>

    <TD STYLE="width: 8%">&nbsp;</TD>

    <TD STYLE="width: 8%">&nbsp;</TD></TR>

  </TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Note 7&#8211; Restricted Securities</B></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">The securities below are considered illiquid and restricted under guidelines established

by the Board:</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Calibri, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR>

    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: black 1pt solid"><B>Restricted Securities</B></TD>

    <TD STYLE="vertical-align: bottom; border-bottom: black 1pt solid; text-align: right"><B>Acquisition Date</B></TD>

    <TD STYLE="vertical-align: bottom; border-bottom: black 1pt solid; text-align: right"><B>Cost</B></TD>

    <TD STYLE="vertical-align: bottom; border-bottom: black 1pt solid; text-align: right"><B>Value</B></TD>

    </TR>

  <TR STYLE="background-color: rgb(204,238,255)">

    <TD COLSPAN="2" STYLE="vertical-align: bottom">Atlas Mara Ltd.</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>

    </TR>

  <TR STYLE="background-color: White">

    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.25in">&nbsp;&nbsp;due 12/31/21<SUP>1</SUP></TD>

    <TD STYLE="vertical-align: bottom; text-align: right">10/01/15</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">$945,015</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">$248,245</TD>

    </TR>

  <TR STYLE="background-color: rgb(204,238,255)">

    <TD COLSPAN="2" STYLE="vertical-align: bottom">Basic Energy Services, Inc.</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>

    </TR>

  <TR STYLE="background-color: White">

    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.25in">&nbsp;&nbsp;due 10/15/23<SUP>1</SUP></TD>

    <TD STYLE="vertical-align: bottom; text-align: right">09/25/18</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;1,042,429</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;78,750</TD>

    </TR>

  <TR STYLE="background-color: rgb(204,238,255)">

    <TD COLSPAN="2" STYLE="vertical-align: bottom">CBC Insurance Revenue Securitization LLC</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>

    </TR>

  <TR STYLE="background-color: White">

    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.25in">2016-1 5.25% due 07/15/46</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">08/09/19</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;297,323</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;282,114</TD>

    </TR>

  <TR STYLE="background-color: rgb(204,238,255)">

    <TD COLSPAN="2" STYLE="vertical-align: bottom">Freddie Mac Military Housing Bonds Resecuritization Trust Certificates</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>

    </TR>

  <TR STYLE="background-color: White">

    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.25in">2015-R1 5.94<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif;">% (</FONT>WAC) due 11/25/52<SUP>2</SUP></TD>

    <TD STYLE="vertical-align: bottom; text-align: right">09/10/19</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;3,497,600</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;3,085,174</TD>

    </TR>

  <TR STYLE="background-color: rgb(204,238,255)">

    <TD COLSPAN="2" STYLE="vertical-align: bottom">Mirabela Nickel Ltd.</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>

    </TR>

  <TR STYLE="background-color: White">

    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.25in">&nbsp;&nbsp;due 06/24/19<SUP>1</SUP></TD>

    <TD STYLE="vertical-align: bottom; text-align: right">12/31/13</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;2,341,590</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;133,400</TD>

    </TR>

  <TR STYLE="background-color: rgb(204,238,255)">

    <TD COLSPAN="2" STYLE="vertical-align: bottom">Schahin II Finance Co. SPV Ltd.</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>

    </TR>

  <TR STYLE="background-color: White">

    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.25in">&nbsp;&nbsp;due 09/25/22<SUP>1</SUP></TD>

    <TD STYLE="vertical-align: bottom; text-align: right">01/08/14</TD>

    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: right">&nbsp;1,178,715</TD>

    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: right">&nbsp;30,403</TD>

    </TR>

  <TR STYLE="background-color: rgb(204,238,255)">

    <TD COLSPAN="2" STYLE="vertical-align: bottom">&nbsp;</TD>

    <TD STYLE="vertical-align: bottom">&nbsp;</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">$9,302,672</TD>

    <TD STYLE="vertical-align: bottom; text-align: right">$3,858,086</TD>

    </TR>

  <TR STYLE="background-color: White">

    <TD STYLE="width: 16%">&nbsp;</TD>

    <TD STYLE="width: 36%">&nbsp;</TD>

    <TD STYLE="width: 16%">&nbsp;</TD>

    <TD STYLE="width: 16%">&nbsp;</TD>

    <TD STYLE="width: 16%">&nbsp;</TD>

    </TR>

  </TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;&nbsp;</P>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR>

    <TD STYLE="vertical-align: top; width: 4%; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt">1</FONT></TD>

    <TD STYLE="vertical-align: bottom; width: 96%"><FONT STYLE="font-size: 9pt">Security is in default of interest and/or principal obligations.</FONT></TD></TR>

  </TABLE>



  <TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR>

    <TD STYLE="vertical-align: top; width: 4%; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>2</I></FONT></TD>

    <TD STYLE="vertical-align: bottom; width: 96%"><FONT STYLE="font-size: 9pt">Variable rate security.&nbsp;Rate indicated is the rate effective at August 31, 2022. 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.</FONT></TD></TR>

  </TABLE>



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<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; font: 9pt Arial, Helvetica, Sans-Serif; width: 100%">

<TR STYLE="vertical-align: top; text-align: left">

  <TD STYLE="border-bottom: Black 1pt solid; width: 70%"><FONT STYLE="font-size: 14pt"><B>NOTES TO SCHEDULE OF INVESTMENTS <I>(Unaudited)</I></B></FONT></TD>

  <TD STYLE="border-bottom: Black 1pt solid; text-align: right; width: 30%; vertical-align: bottom">August 31, 2022</TD></TR>

</TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Note 8 &#8211; COVID-19 and Other Market Risks</B></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">The COVID-19 pandemic and the recovery response has caused and continues to cause

at times reduced consumer demand and economic output, supply chain disruptions, market closures, travel restrictions, quarantines, and

disparate global vaccine distributions. As with other serious economic disruptions, governmental authorities and regulators have responded

in recent years to this situation with significant fiscal and monetary policy changes. These included providing direct capital infusions

into companies, introducing new monetary programs, and lowering interest rates. In some cases, these responses resulted in high inflation,

low interest rates, and negative interest rates (which have since risen). Recently, the United States and other governments have also

made investments and engaged in infrastructure modernization projects that have also increased public debt and spending. These actions,

including their reversal or potential ineffectiveness, could further increase volatility in securities and other financial markets, reduce

market liquidity, continue to cause higher inflation, heighten investor uncertainty, and adversely affect the value of the Fund&#8217;s

investments and the performance of the Fund. These actions also contribute to a risk that asset prices have a high degree of correlation

across markets and asset classes. The duration and extent of COVID-19 over the long term cannot be reasonably estimated at this time.

The ultimate impact of COVID-19 and the extent to which COVID-19 impacts the Fund will depend on future developments, which are highly

uncertain and difficult to predict.</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">The value of, or income generated by, the investments held by the Fund is subject

to the possibility of rapid and unpredictable fluctuation, and loss. These movements may result from factors affecting individual companies,

or from broader influences, including real or perceived changes in prevailing interest rates (which have since risen and may continue

to rise), changes in inflation rates or expectations about inflation rates (which are currently elevated relative to normal conditions),

adverse investor confidence or sentiment, changing economic, political (including geopolitical), social or financial market conditions,

increased instability or general uncertainty, environmental disasters, governmental actions, public health emergencies (such as the spread

of infectious diseases, pandemics and epidemics), debt crises, actual or threatened wars or other armed conflicts (such as the current

Russia-Ukraine conflict and its risk of expansion or collateral economic and other effects) or ratings downgrades, and other similar events,

each of which may be temporary or last for extended periods. Moreover, changing economic, political, geopolitical, social, financial market

or other conditions in one country or geographic region could adversely affect the value, yield and return of the investments held by

the Fund in a different country or geographic region and economies, markets and issuers generally because of the increasingly interconnected

global economies and financial markets.&nbsp;</P>



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  <TD STYLE="border-bottom: Black 1pt solid; width: 70%"><FONT STYLE="font-size: 14pt"><B>OTHER INFORMATION <I>(Unaudited)</I></B></FONT></TD>

  <TD STYLE="border-bottom: Black 1pt solid; text-align: right; width: 30%; vertical-align: bottom">August 31, 2022</TD></TR>

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<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0"><B>Sector Classification</B></P>



<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0">Information in the &ldquo;Schedule of Investments&rdquo; is categorized

by sectors using sector-level classifications used by Bloomberg Industry Classification System, a widely recognized industry classification

system provider. In the Fund&rsquo;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.</P>



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