Voya Securitized Credit Fund Portfolio Holdings as of June 29, 2018 (Unaudited)

Transcription

1 AJAX Mortgage Loan Trust 2017-A A USD United States ,701 $922,523 Alternative Loan Trust CB 2A2 USD United States ,236 $814,078 Alternative Loan Trust 2004-J7 MI USD United States ,008 $818,931 Alternative Loan Trust CB 1A1 USD United States ,877,644 $3,458,553 Alternative Loan Trust A1 USD United States ,571 $628,593 Alternative Loan Trust CB 1A3 USD United States ,655 $427,290 Alternative Loan Trust 2005-J2 1A12 USD United States ,792 $719,682 Alternative Loan Trust CB A12 USD United States ,844 $368,921 Alternative Loan Trust CB A9 USD United States ,011,912 $771,943 Alternative Loan Trust CB 1A7 USD United States ,010 $454,964 Alternative Loan Trust 2007-OA4 A1 USD United States ,958,465 $1,779,440 American Homes 4 Rent 2015-SFR1 XS USD United States ,094,450 $0 American Homes 4 Rent 2015-SFR2 XS USD United States ,434,191 $0 Apidos CLO XVII A D USD United States ,000,000 $1,999,948 Apidos CLO XVIII A D USD United States ,850,000 $2,854,885 Apidos CLO XXIX A B USD United States ,250,000 $2,249,946 Ares XXIX CLO Ltd A C USD United States ,000 $500,058 Ares XXVIII CLO Ltd A DR USD United States ,000,000 $3,000,357 Atrium CDO Corp. 12A CR USD United States ,000 $893,090 Babson CLO Ltd A C USD United States ,000,000 $1,999,952 BANK 2017-BNK4 E USD United States ,680,000 $3,852,507 BANK 2017-BNK4 XE USD United States ,680,000 $567,801 BANK 2017-BNK8 XE USD United States ,100,000 $1,378,212 BANK 2018-BNK12 D USD United States ,000,000 $1,550,699 BANK 2018-BNK12 XD USD United States ,363,500 $1,099,977 Bank of New York Institutional Cash Reserves Deposit USD United States ,860 $8,860 BBCCRE Trust 2015-GTP XB USD United States ,500,000 $764,754 Bear Stearns ALT-A Trust A1 USD United States ,830 $452,163 Bear Stearns ALT-A Trust A1 USD United States ,218 $356,910 Bear Stearns ALT-A Trust A1 USD United States ,256 $621,354 Bear Stearns ALT-A Trust A1 USD United States ,323,880 $1,921,737 Bear Stearns Asset Backed Securities Trust 2006-SD4 1A1 USD United States ,997 $495,600 Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18 G USD United States ,000,000 $2,051,956 Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 D USD United States ,840,000 $1,899,294 Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 E USD United States ,257,000 $2,327,509 Bellemeade Re Ltd A M2 USD United States ,584 $318,033 BERKSHIRE HATH 07/05/2018 USD United States ,100,000 $2,099,215 BlueMountain CLO A DR USD United States ,000,000 $994,505 BlueMountain CLO A E USD United States ,800,000 $1,799,132 BlueMountain CLO A DR USD United States ,500,000 $1,500,170 BlueMountain CLO A D Ltd. USD United States ,000,000 $1,000,284 BlueMountain CLO Ltd A DR USD United States ,000,000 $1,982,316 BMARK 2018-B4 XA USD United States ,484,000 $1,805,847 BMARK 2018-B4 XD USD United States ,000,000 $1,095,357 Bowman Park CLO Ltd A E USD United States ,000,000 $2,999,949 BXMT 2017-FL1 C Ltd. USD United States ,000,000 $1,002,556 BXMT 2017-FL1 D Ltd. USD United States ,000,000 $2,007,470 Carlyle Global Market Strategies CLO RA B Ltd. USD United States ,500,000 $2,499,930 Carlyle Global Market Strategies CLO A CR Ltd. USD United States ,200,000 $3,175,248 Chase Mortgage Finance Trust Series 2006-A1 2A3 USD United States ,530 $298,605 Chase Mortgage Finance Trust Series 2007-A1 1A2 USD United States ,188 $223,002 CHL Mortgage Pass-Through Trust A3 USD United States ,711 $630,704 CHL Mortgage Pass-Through Trust A2 USD United States ,840 $740,809 CHL Mortgage Pass-Through Trust A7 USD United States ,594 $598,913 Citigroup Commercial Mortgage Trust 2016-C3 XA USD United States ,964,018 $816,437 Citigroup Mortgage Loan Trust 2006-AR2 1A1 USD United States ,855 $599,803 Citigroup Mortgage Loan Trust AA USD United States ,275 $320,914 Citigroup Mortgage Loan Trust A2 USD United States ,301,457 $1,259,715 Citigroup Mortgage Loan Trust, Inc A2 USD United States ,672,391 $1,707,822 Citigroup/Deutsche Bank Commercial Mortgage Trust 2006-CD3 AM USD United States ,617 $683,871 CitiMortgage Alternative Loan Trust Series 2007-A6 1A10 USD United States ,390 $303,739 COMM 2012-CR3 XA USD United States ,646,758 $1,476,333 COMM 2012-CR5 XA USD United States ,364,060 $521,950 COMM 2014-CR21 XE USD United States ,920,000 $1,020,168 Commonbond Student Loan Trust 2016-A B USD United States ,730 $504,368 Commonbond Student Loan Trust 2016-B USD United States ,894,548 $1,859,765 Commonbond Student Loan Trust 2017-AGS C USD United States ,980,000 $3,026,573 Page 1 of 5

2 Commonbond Student Loan Trust 2017-BGS C USD United States ,219,000 $1,229,146 CONCORD MINUTE 07/02/2018 USD United States ,801,000 $3,800,384 CONSOLIDATED 0% 07/02/18 USD United States ,700,000 $2,699,512 CONSOLIDATED E 07/06/2018 USD United States ,000,000 $2,998,728 Countrywide Asset-Backed Certificates 2005-AB2 M1 USD United States ,500,000 $2,397,683 Credit Suisse First Boston Mortgage Securities Corp C5 F USD United States ,299 $988,862 CSAIL 2017-CX9 XA Commercial Mortgage Trust USD United States ,847,676 $704,981 Cumberland Park CLO Ltd A DR USD United States ,000,000 $2,974,650 DBGS 2018-BIOD E Mortgage Trust USD United States ,500,000 $1,488,802 DBJPM 16-C3 E Mortgage Trust USD United States ,874,000 $3,464,063 DBJPM 16-C3 Mortgage Trust USD United States ,000 $555,347 DBUBS 2011-LC1A XA USD United States ,543 $11,777 Deephaven Residential Mortgage Trust A M1 USD United States ,000 $601,398 Deephaven Residential Mortgage Trust A M1 USD United States ,200,000 $1,204,700 Deutsche Mortgage Securities, Inc. Re-REMIC Trust Certificates Series 2007-WM1 A1 USD United States ,673 $494,751 Dorchester Park CLO Ltd A DR USD United States ,000 $500,487 DRB Prime Student Loan Trust 2017-A B USD United States ,190,167 $1,158,186 Dryden 55 CLO Ltd A C USD United States ,500,000 $2,502,088 Dryden XXV Senior Loan Fund A DRR USD United States ,565,000 $1,566,394 DSLA Mortgage Loan Trust 2005-AR4 2A1B USD United States ,736,293 $3,255,079 DU PONT CP JUL18 USD United States ,700,000 $1,699,685 Earnest Student Loan Program, LLC 2016-A B USD United States ,057 $348,406 Earnest Student Loan Program, LLC 2016-B B USD United States ,617 $976,754 Earnest Student Loan Program, LLC 2016-C B USD United States ,953 $517,215 Earnest Student Loan Program, LLC 2016-D B USD United States ,303,685 $1,272,423 Earnest Student Loan Program, LLC 2016-D C USD United States ,245,589 $1,154,377 Earnest Student Loan Program, LLC 2017-A C USD United States ,020,852 $952,814 ELFI Graduate Loan Program 2018-A B LLC USD United States ,000 $586,025 Exantas Capital Corp RSO6 D Ltd. USD United States ,500,000 $5,499,997 Fannie Mae Connecticut Avenue Securities 16-C06 1M2 USD United States ,100,000 $1,250,766 Fannie Mae Connecticut Avenue Securities 2016-C05 2M2 USD United States ,000,000 $3,343,768 Fannie Mae Connecticut Avenue Securities 2017-C02 2M2 USD United States ,000 $982,166 Fannie Mae Connecticut Avenue Securities 2017-C04 2M2 USD United States ,000,000 $1,041,967 Fannie Mae Connecticut Avenue Securities 2017-C05 1M2 USD United States ,000 $916,589 Fannie Mae Connecticut Avenue Securities 2017-C07 1M2 USD United States ,200,000 $1,226,086 Fannie Mae Connecticut Avenue Securities 2017-C07 2M2 USD United States ,500,000 $1,531,369 Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2 USD United States ,000,000 $2,084,078 Fannie Mae Connecticut Avenue Securities 2018-C03 1M2 USD United States ,500,000 $1,492,453 Fannie Mae Connecticut Avenue Securities 2018-C04 2M2 USD United States ,000,000 $1,000,453 First NLC Trust M2 USD United States ,425,000 $1,400,972 Five Guys Holdings, Inc A A2 USD United States ,492,500 $1,505,307 Freddie Mac Multifamily Structured Pass Through Certificates K006 BX1 USD United States ,667,763 $549,932 Freddie Mac Multifamily Structured Pass Through Certificates K011 X3 USD United States ,740,000 $1,575,152 Freddie Mac Multifamily Structured Pass Through Certificates K014 X3 USD United States ,915,394 $2,964,320 Freddie Mac Multifamily Structured Pass Through Certificates K016 X1 USD United States ,392,563 $1,264,125 Freddie Mac Multifamily Structured Pass Through Certificates K016 X3 USD United States ,680,000 $3,093,060 Freddie Mac Multifamily Structured Pass Through Certificates K035 X3 USD United States ,400,000 $2,573,968 Freddie Mac Multifamily Structured Pass Through Certificates K040 X3 USD United States ,050,000 $867,903 Freddie Mac Multifamily Structured Pass Through Certificates KC01 X3 USD United States ,330,705 $3,005,897 Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3 USD United States ,900,000 $4,626,153 Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQA2 M3 USD United States ,000 $585,771 Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA3 M3 USD United States ,000,000 $3,520,643 Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2 USD United States ,200,000 $1,237,610 Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2 USD United States ,700,000 $2,763,577 Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HRP1 B1 USD United States ,000 $842,653 Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2 USD United States ,100,000 $1,083,063 Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2 USD United States ,000,000 $998,071 FREMF Mortgage Trust 2012-K23 X2B USD United States ,388,405 $709,526 FREMF Mortgage Trust 2013.K29 X2B USD United States ,082,442 $753,492 Galaxy XXIX CLO Ltd A D USD United States ,000,000 $1,999,942 GENERAL MLS IN 07/05/2018 USD United States ,252,000 $3,250,783 GS Mortgage Securities Corp. II 2011-GC3 X USD United States ,604,145 $1,502,776 GS Mortgage Securities Trust 2010-C2 E USD United States ,000,000 $954,769 GS Mortgage Securities Trust 2010-C2 F USD United States ,100,000 $994,847 GS Mortgage Securities Trust 2011-GC5 XA USD United States ,422,460 $115,656 GS Mortgage Securities Trust 2016-GS4 D USD United States ,120,000 $913,125 GS Mortgage Securities Trust 2016-GS4 E USD United States ,500,000 $1,070,449 Page 2 of 5

3 GSAA Home Equity Trust A3A USD United States ,726,410 $2,279,414 GSAA Home Equity Trust A1 USD United States ,344,643 $717,632 GSR Mortgage Loan Trust 2005-AR5 2A3 USD United States ,321 $180,121 GSR Mortgage Loan Trust 2006-AR1 2A1 USD United States ,011 $620,521 HarborView Mortgage Loan Trust A1A USD United States ,113,800 $1,066,805 HarborView Mortgage Loan Trust A1A USD United States ,459,293 $1,360,031 HARLEY DAVIDSO 07/09/2018 USD United States ,499,000 $2,497,428 HERO Funding Trust A A USD United States ,285,220 $1,295,438 HERO Funding Trust A1 USD United States ,894,205 $2,849,088 HP INC 0% 7/2/18 USD United States ,300,000 $3,299,472 IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1 USD United States ,770,792 $4,049,088 Jefferies Resecuritization Trust 2009-R6 1A2 USD United States ,866 $489,025 JOHNSON CTLS I 07/02/2018 USD United States ,002,000 $4,001,281 JP Morgan Chase Commercial Mortgage Securities Corp LAQ D USD United States ,800,000 $1,802,262 JP Morgan Chase Commercial Mortgage Securities Corp LAQ E USD United States ,000 $821,272 JP Morgan Chase Commercial Mortgage Securities Trust 2011-C3 XA USD United States ,236,760 $412,350 JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 D USD United States ,000,000 $2,817,494 JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 D USD United States ,500,000 $1,412,141 JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 F USD United States ,000,000 $3,912,210 JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 XA USD United States ,670,519 $770,659 JP Morgan Mortgage Acquisition Trust 2006-CH2 AV4 USD United States ,538 $97,567 JP Morgan Mortgage Acquisition Trust 2007-CH5 A4 USD United States ,650 $207,705 JP Morgan Mortgage Trust 2006-S2 1A18 USD United States ,396 $806,231 JP Morgan Mortgage Trust 2007-A3 1A1 USD United States ,832 $249,002 JP Morgan Mortgage Trust 2007-S1 2A22 USD United States ,499,872 $1,178,356 JP Morgan Mortgage Trust B1 USD United States ,481,253 $1,455,337 JP Morgan Mortgage Trust B2 USD United States ,481,253 $1,437,019 JP Morgan Mortgage Trust B1 USD United States ,098,243 $1,066,788 JP Morgan Mortgage Trust B2 USD United States ,818 $953,935 JP Morgan Mortgage Trust C B2 USD United States ,900,000 $1,845,492 JPMBB Commercial Mortgage Securities Trust 2013-C15 D USD United States ,000,000 $997,848 JPMBB Commercial Mortgage Securities Trust 2014-C24 ESK USD United States ,422,584 $2,397,335 JPMBB Commercial Mortgage Securities Trust 2014-C26 XD USD United States ,979,000 $1,268,635 KELLOGG CO DIS 07/03/2018 USD United States ,311,000 $1,310,674 Laurel Road Prime Student Loan Trust 2018-B BFX USD United States ,000 $852,057 LB-UBS Commercial Mortgage Trust 2005-C3 F USD United States ,000,000 $1,960,454 LCCM 2017-LC26 XA USD United States ,153,688 $2,319,829 LCM L.P. 17A E USD United States ,000,000 $999,224 LCM XIV L.P. 14A CR USD United States ,000,000 $1,999,928 Lehman XS Trust Series N 3A1B USD United States ,380 $547,447 Madison Park Funding XIII Ltd A DR2 USD United States ,500,000 $2,484,385 Magnetite XV Ltd A CR USD United States ,000,000 $2,000,000 MCDONALDS 0% 7/10/2018 USD United States ,000,000 $1,998,610 MEDTRONIC 0% 7/2/18 USD United States ,500,000 $2,499,548 Merrill Lynch Mortgage Investors Trust Series 2005-A6 2A3 USD United States ,269 $251,088 Merrill Lynch Mortgage Trust 2004-BPC1 E USD United States ,933,404 $1,933,457 Mill City Mortgage Loan Trust M2 USD United States ,000,000 $966,945 Mill City Mortgage Loan Trust M2 USD United States ,199,407 $1,157,785 Mill City Mortgage Trust B2 USD United States ,800,000 $1,750,981 Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17 C USD United States ,000,000 $978,878 Morgan Stanley Capital I Trust 2005-T19 D USD United States ,000 $172,613 Morgan Stanley Capital I Trust 2005-T19 G USD United States ,000,000 $1,970,122 Morgan Stanley Capital I Trust 2011-C1 E USD United States ,000 $309,759 Morgan Stanley Capital I, Inc HR2 D USD United States ,675,000 $2,120,688 Morgan Stanley Capital I, Inc HR2 XD USD United States ,555,000 $1,904,579 MVRXX Morgan Stanley Institutional Liquidity Fund - Government Portfolio USD United States ,000 $18,000 Morgan Stanley Mortgage Loan Trust A1 USD United States ,480 $287,284 Morgan Stanley Mortgage Loan Trust AR 1B1 USD United States ,000 $862,855 Morgan Stanley Reremic Trust 2012-XA B USD United States ,745 $669,603 Mosaic Solar Loan Trust A A USD United States ,285,913 $1,291,034 Mosaic Solar Loan Trust GS B USD United States ,000,000 $1,999,310 Mosaic Solar Loans A A LLC USD United States ,261,740 $1,254,561 Neuberger Berman CLO XVI-S Ltd SA D USD United States ,000,000 $991,688 Neuberger Berman CLO XXI Ltd A ER USD United States ,000,000 $2,975,334 Octagon Investment Partners XVI Ltd A D USD United States ,000,000 $3,000,354 Oscar US Funding Trust II A A4 USD United States ,080,000 $1,077,021 Palmer Square CLO A CR Ltd. USD United States ,250,000 $1,254,908 Page 3 of 5

4 Palmer Square CLO A BR2 Ltd. USD United States ,300,000 $1,296,229 Palmer Square Loan Funding A D Ltd. USD United States ,900,000 $2,839,245 Palmer Square Loan Funding A D Ltd. USD United States ,750,000 $2,717,259 Palmer Square Loan Funding A E Ltd. USD United States ,500,000 $2,497,855 PFP E Ltd. USD United States ,660,000 $4,808,910 Popular ABS Mortgage Pass-Through Trust 2005-D A5 USD United States ,951 $482,497 Progress Residential 2015-SFR3 C USD United States ,800,000 $3,835,296 Recette CLO Ltd A DR USD United States ,897,000 $1,886,625 Recette Clo Ltd A E USD United States ,400,000 $1,406,034 Renaissance Home Equity Loan Trust AF4 USD United States ,200,000 $1,250,224 Santander Drive Auto Receivables Trust D USD United States ,050,000 $2,018,356 SMB Private Education Loan Trust 2014-A C USD United States ,623,000 $2,540,556 SMB Private Education Loan Trust 2017-A B USD United States ,000,000 $939,458 SoFi Consumer Loan Program B USD United States ,000,000 $4,075,206 Sofi Consumer Loan Program B LLC USD United States ,000 $893,975 Sofi Consumer Loan Program C Trust USD United States ,900,000 $1,877,748 Sofi Consumer Loan Program B Trust USD United States ,000 $847,852 Sofi Consumer Loan Program C Trust USD United States ,800,000 $2,793,616 SoFi Professional Loan Program 2015-B B USD United States ,769 $905,970 SoFi Professional Loan Program 2015-D B USD United States ,508 $504,333 SoFi Professional Loan Program 2016-B B USD United States ,600,000 $1,579,253 SoFi Professional Loan Program 2016-E C USD United States ,265,000 $3,162,941 SoFi Professional Loan Program 2017-A C USD United States ,525,000 $1,512,592 SoFi Professional Loan Program 2017-C C USD United States ,250,000 $1,229,036 SoFi Professional Loan Program 2017-D BFX LLC USD United States ,250,000 $1,223,141 SoFi Professional Loan Program 2017-E C LLC USD United States ,000,000 $980,254 Springleaf Funding Trust 2015-A A USD United States ,863 $352,772 Structured Adjustable Rate Mortgage Loan Trust A1 USD United States ,602 $280,028 Structured Asset Securities Corp. Mortgage Loan Trust 2006-BC5 A4 USD United States ,899 $591,742 TBW Mortgage-Backed Trust A5B USD United States ,208,354 $2,477,092 TBW Mortgage-Backed Trust A1A USD United States ,996,739 $3,560,178 TES LLC A B USD United States ,100,000 $1,129,636 Tesla Auto Lease Trust 2018-A D USD United States ,000 $797,564 THL Credit Wind River CRR CLO Ltd. USD United States ,000,000 $1,999,774 Towd Point Mortgage Trust B2 USD United States ,100,000 $1,143,889 Towd Point Mortgage Trust M1 USD United States ,200,000 $1,197,405 Towd Point Mortgage Trust M2 USD United States ,000 $464,848 TYSON FOOD 0% 07/9/18 USD United States ,000,000 $999,370 US 10YR NOTE FUT SEP18 USD United States $4,326,750 US 10YR ULTRA FUT SEP18 USD United States $42,830,281 US 2YR NOTE (CBT) SEP18 USD United States (259) ($54,863,485) US 5YR NOTE CBT SEP18 USD United States (453) ($51,468,586) US LONG BOND(CBT) SEP18 USD United States $20,445,000 US ULTRA BOND CBT SEP18 USD United States $12,605,438 Venture XX CLO Ltd A CR USD United States ,000,000 $2,955,819 Verus Securitization Trust 2017-SG1A B1 USD United States ,000 $798,352 VODAFONE 0% 9/4/18 USD United States ,000 $696,778 Wachovia Mortgage Loan LLC Series 2005-B 2A1 USD United States ,470 $435,884 Wachovia Mortgage Loan LLC Series 2005-B 2A2 USD United States ,756 $558,941 WaMu Asset-Backed Certificates WaMu Series 2007-HE4 2A3 Trust USD United States ,099 $720,798 WaMu Mortgage Pass-Through Certificates Series 2005-AR10 1A3 USD United States ,090,006 $2,135,401 WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3 USD United States ,565 $763,673 WaMu Mortgage Pass-Through Certificates Series 2005-AR16 1A1 USD United States ,559 $577,926 WaMu Mortgage Pass-Through Certificates Series 2006-AR10 1A1 USD United States ,395 $848,731 WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A3 USD United States ,328 $526,700 WaMu Mortgage Pass-Through Certificates Series 2006-AR16 1A1 USD United States ,416,668 $1,355,763 WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A3 USD United States ,254 $752,348 WaMu Mortgage Pass-Through Certificates Series 2007-HY1 2A3 USD United States ,379 $543,934 WaMu Mortgage Pass-Through Certificates Series 2007-HY1 3A2 USD United States ,496 $844,699 WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1 USD United States ,548 $579,468 Washington Mutual Mortgage Pass-Through Certificates WMALT Series A9 USD United States ,901 $706,861 Washington Mutual Mortgage Pass-Through Certificates WMALT Series A4 USD United States ,460 $406,724 Washington Mutual Mortgage Pass-Through Certificates WMALT Series A2 USD United States ,786 $897,870 Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 A3 USD United States ,208 $882,131 WASTE MGMT 0% 7/10/2018 USD United States ,000 $891,380 Wells Fargo Alternative Loan 2007-PA3 3A1 USD United States ,380 $329,392 Wells Fargo Commercial Mortgage Trust 2014-LC18 XA USD United States ,706,253 $406,556 Page 4 of 5

5 Wells Fargo Commercial Mortgage Trust 2015-C30 E USD United States ,227,351 $2,728,217 Wells Fargo Commercial Mortgage Trust 2015-C30 XE USD United States ,657,000 $1,301,864 Wells Fargo Commercial Mortgage Trust 2015-C30 XFG USD United States ,657,000 $1,262,636 Wells Fargo Commercial Mortgage Trust 2016-C37 XEF USD United States ,790,000 $849,070 Wells Fargo Commercial Mortgage Trust 2016-NXS5 XA USD United States ,708,094 $748,529 Wells Fargo Commercial Mortgage Trust 2017-C40 XA USD United States ,112,362 $2,324,091 Wells Fargo Commercial Mortgage Trust 2017-C42 XE USD United States ,343,000 $993,271 Wells Fargo Commercial Mortgage Trust 2018-BXI E USD United States ,500,000 $2,494,944 Wells Fargo Commercial Mortgage Trust 2018-C45 XA USD United States ,000,000 $2,650,160 Wells Fargo Mortgage Backed Securities A18 USD United States ,751 $765,644 Wells Fargo Mortgage Backed Securities 2006-AR4 2A4 USD United States ,275 $257,614 Wells Fargo Mortgage Backed Securities 2006-AR7 2A4 USD United States ,420 $341,810 Wells Fargo Mortgage Backed Securities 2007-AR7 A1 USD United States ,522,399 $1,487,123 Wells Fargo Mortgage Backed Securities R A1 USD United States ,509 $62,130 Wells Fargo Re-REMIC Trust 2013-FRR1 B706 USD United States ,110,000 $2,057,665 Wells Fargo Re-REMIC Trust 2013-FRR1 BK26 USD United States ,000,000 $1,548,702 WFRBS Commercial Mortgage Trust 2012-C10 XA USD United States ,321,587 $2,302,703 WFRBS Commercial Mortgage Trust 2013-C12 XA USD United States ,410,723 $66,806 WFRBS Commercial Mortgage Trust 2014-C25 C USD United States ,000,000 $974,853 Important Legal Information: Portfolio holdings are subject to change without notice and may not represent current or future portfolio composition. Portfolio holdings subject to change daily. Unlike the fund's regulatory filings, the portfolio data and its presentation in this document are not required to conform to Generally Accepted Accounting Principles (GAAP) and Securities and Exchange Commission (SEC) presentation requirements. Therefore, it may differ from that in the complete portfolio of investments in the annual and semi-annual report to shareholders filed with the SEC on Form N-CSR, and the complete portfolio of investments provided in the first and third quarter SEC Form N-Q filings for each fiscal year. The portfolio data is for informational purposes only. It does not constitute a recommendation or an offer for a particular security or fund, nor should it be taken as a solicitation or a recommendation to buy or sell securities or other investments. Investors should carefully consider a fund's investment goals, risks, charges and expenses before investing. To obtain a prospectus for retail funds, which contains this and other information, talk to your financial advisor, call us at or visit our website at Please read the prospectus carefully before investing. The portfolio data is "as of" the date indicated and we disclaim any responsibility to update the information. Not FDIC Insured. Not NCUA/NCUSIF Insured. No Bank Guarantee. No Credit Union Guarantee. Page 5 of 5