Is it possible to have closed loft?

Hi all!

I have been working on my little project, in which I am composing a frame system. I have been trying to loft my curved frame but it is not closing. I really do not understand why and what can I do to fix it. I tried to use sweep 1, but it didn't work on all of my frames arranged in a column shape. I would highly appreciate some help :) !

I attached my files. 

Kind Regards! 

Nat