Voya Strategic Income Opportunities Fund Portfolio Holdings as of June 29, 2018 (Unaudited)

Transcription

1 B.C. Unlimited Liability Company Term Loan B3 USD Canada ,243 $546, BC ULC / New Red Finance, Inc. USD Canada ,000 $190, Hour Fitness Worldwide, Inc Term Loan B USD United States ,000 $489,388 4L Holdings, LLC 1st Lien Term Loan USD United States ,000 $231,406 A-L Parent LLC st Lien Term Loan USD United States ,125 $575,274 Acadia Healthcare Co., Inc. USD United States ,000 $257,500 Acadia Healthcare Company, Inc Term Loan B3 USD United States ,000 $250,860 Acadia Healthcare Company, Inc Term Loan B4 USD United States ,776 $548,997 Accudyne Industries, LLC 2017 Term Loan USD Luxembourg ,432 $145,417 Acrisure, LLC 2017 Term Loan B USD United States ,098,005 $1,101,025 Adjustable Rate Mortgage Trust A1 USD United States ,020 $535,739 ADMI Corp Term Loan B USD United States ,000 $179,888 ADS WASTE HLDGS INC TERM LOAN USD United States ,000 $499,414 Advanced Disposal Services, Inc. USD United States ,000 $249,375 AECOM USD United States ,000 $259,063 AerCap Ireland Capital DAC / AerCap Global Aviation Trust USD Ireland ,000 $152,983 Agate Bay Mortgage Trust B4 USD United States ,334,657 $1,317,767 Agate Bay Mortgage Trust B4 USD United States ,045,235 $2,019,686 AI Mistral Holdco Limited 2017 Term Loan B USD Luxembourg ,500 $148,129 Air Methods Corporation 2017 Term Loan B USD United States ,516 $141,846 Airxcel, Inc st Lien Term Loan USD United States ,000 $150,281 Albany Molecular Research, Inc st Lien Term Loan USD United States ,250 $148,947 Albea Beauty Holdings S.A 2018 USD Term Loan B2 USD France ,000 $149,719 Albertsons, LLC USD 2017 Term Loan B4 USD United States ,248 $395,661 Albertsons, LLC USD 2017 Term Loan B6 USD United States ,618 $395,089 AlixPartners, LLP 2017 Term Loan B USD United States ,746 $548,089 Allergan Funding SCS USD United States ,000 $275,727 Allflex Holdings III, Inc. New 1st Lien Term Loan USD United States ,608 $150,045 Alliant Holdings I, Inc Term Loan B USD United States ,740 $565,863 Allnex (Luxembourg) & Cy S.C.A USD Term Loan B2 USD Luxembourg ,265 $84,107 Allnex USA, Inc. USD Term Loan B3 USD United States ,485 $63,366 Ally Financial, Inc. USD United States ,000 $102,250 ALM VII R-2 Ltd R2A A2R USD United States ,000 $190,307 Almonde, Inc. - TL B 1L USD United States ,632 $650,964 Alpha 3 B.V Term Loan B1 USD Netherlands ,875 $149,433 Alpha 3 BV / Alpha US Bidco, Inc. USD Netherlands ,000 $197,500 Alternative Loan Trust CB 1A1 USD United States ,020 $158,780 Alternative Loan Trust CB 1A2 USD United States ,186 $632,073 Alternative Loan Trust CB A15 USD United States ,737 $708,964 Alternative Loan Trust A2A USD United States ,517 $245,707 Alternative Loan Trust CB 1A3 USD United States ,294 $78,243 Alternative Loan Trust 2005-J2 1A12 USD United States ,633 $328,175 Alternative Loan Trust T1 A9 USD United States ,950 $38,267 Alternative Loan Trust CB A10 USD United States ,592 $607,709 Alternative Loan Trust CB A12 USD United States ,559 $156,792 Alternative Loan Trust CB A28 USD United States ,609 $674,594 Alternative Loan Trust 2006-HY11 A1 USD United States ,372 $567,647 Alternative Loan Trust CB 2A1 USD United States ,771 $159,865 Alternative Loan Trust 2007-HY8C A1 USD United States ,022 $428,966 Alternative Loan Trust 2007-OA4 A1 USD United States ,768 $563,114 Altice Financing SA USD st Lien Term Loan USD Luxembourg ,500 $294,769 Altice Finco SA USD France ,000 $200,000 Altice France SA/France USD France ,000 $195,000 Altice Luxembourg SA USD France ,000 $194,250 Altice US Finance I Corp. USD France ,000 $193,500 Altran Technologies S.A USD Term Loan B USD France ,000 $200,000 Alvogen Pharma US, Inc. Term Loan USD United States ,000 $250,938 AMC Entertainment Holdings, Inc. USD United States ,000 $147,563 AMC Entertainment Holdings, Inc. USD United States ,000 $57,900 AMC Networks, Inc. USD United States ,000 $240,940 American Axle and Manufacturing, Inc. Term Loan B USD United States ,000 $299,325 American Builders & Contractors Supply Co., Inc Term Loan B USD United States ,244 $446,385 American Traffic Solutions, Inc nd Lien Term Loan USD United States ,000 $101,375 Amgen, Inc. USD United States ,000 $131,309 AMMC CLO XI Ltd A CR2 USD United States ,000,000 $1,998,170 Amneal Pharmaceuticals LLC 2018 Term Loan B USD United States ,925 $324,925 AmWINS Group, Inc Term Loan B USD United States ,244 $398,277 Page 1 of 17

2 Antero Resources Corp. USD United States ,000 $200,000 Apidos CLO XI A BR USD United States ,000 $130,155 Apidos CLO XVII A A2R USD United States ,000 $120,028 Apidos CLO XVII A BR USD United States ,000 $200,389 Apidos CLO XXIX A B USD United States ,250,000 $2,249,946 Applied Systems, Inc st Lien Term Loan USD United States ,250 $550,666 Applied Systems, Inc nd Lien Term Loan USD United States ,000 $155,187 Aptean, Inc st Lien Term Loan USD United States ,500 $148,662 ARD Finance SA USD Luxembourg ,000 $201,000 Ares XXIX CLO Ltd A BR USD United States ,000 $500,085 Argentina Peso ARS Argentina ,619,366 $90,557 Argentine Republic Government International Bond USD Argentina ,075,000 $950,031 Array Canada Inc. Term Loan B USD Canada ,250 $145,977 Aruba Investments, Inc. USD United States ,000 $157,500 Asbury Automotive Group, Inc. USD United States ,000 $199,188 Ascend Learning LLC USD United States ,000 $202,250 Ascend Learning, LLC 2017 Term Loan B USD United States ,250 $149,306 Ashton Woods USA LLC / Ashton Woods Finance Co. USD United States ,000 $152,800 ASP MCS Acquisition Corp. Term Loan B USD United States ,875 $147,014 AssuredPartners, Inc st Lien Add-On Term Loan USD United States ,147 $494,033 Asurion LLC 2017 Term Loan B4 USD United States ,453 $230,337 Asurion LLC 2018 Term Loan B6 USD United States ,000,000 $1,000,104 AT&T, Inc. USD United States ,000 $273,145 ATI Holdings Acquisition, Inc Term Loan USD United States ,375 $147,536 Atkins Nutritionals Holdings II, Inc Term Loan B USD United States ,250 $149,996 Atrium CDO Corp. 12A CR USD United States ,000 $744,242 Atrium CDO Corp. 12A DR USD United States ,250,000 $1,245,314 Atrium Hotel Portfolio Trust 2018-ATRM D USD United States ,000,000 $5,012,487 Auris Luxembourg III S.a.r.l USD Term Loan B7 USD Luxembourg ,357 $250,760 AV Homes, Inc. USD United States ,000 $258,438 Avantor, Inc st Lien Term Loan USD United States ,625 $654,729 Avast Software B.V USD Term Loan B USD Netherlands ,561 $105,778 Avaya, Inc Term Loan B USD United States ,525 $190,255 Avery Point IV CLO Ltd A CR USD United States ,000 $250,142 Babson CLO Ltd IA BR USD United States ,000 $250,087 Babson CLO Ltd A C USD United States ,000,000 $1,999,952 BAMLL RE-Remic Trust 2014-FRR8 A USD United States ,000,000 $825,738 BANK 2017-BNK4 E USD United States ,320,000 $3,608,334 BANK 2017-BNK4 XE USD United States ,320,000 $531,814 BANK 2017-BNK6 E USD United States ,600,000 $958,951 BANK 2017-BNK6 XE USD United States ,290,000 $354,867 BANK 2018-BNK12 XA USD United States ,666,396 $1,945,148 Bank of America Corp. USD United States ,000 $323,021 Bank of New York Institutional Cash Reserves Deposit USD United States ,800,819 $1,800,819 BARDV CALL 0 25APR19 USD United States ,046,000 $33,183 Barracuda Networks, Inc. 1st Lien Term Loan USD United States ,000 $299,250 Bass Pro Group, LLC Term Loan B USD United States ,250 $300,466 Bausch Health Cos, Inc. USD Canada ,000 $52,063 Bausch Health Cos, Inc. USD Canada ,000 $148,388 Bausch Health Cos, Inc. USD Canada ,000 $140,250 BBVA Bancomer SA/Texas USD Mexico ,000 $454,011 Bear Stearns ALT-A Trust A1 USD United States ,166 $313,469 Bear Stearns ALT-A Trust A1 USD United States ,241 $797,252 Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 F USD United States ,458,000 $1,497,998 Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1 USD United States ,451 $228,054 Belk, Inc. TL B 1L USD United States ,275 $194,296 Bellemeade Re Ltd A M2 USD United States ,268 $29,683 Belmond Interfin Ltd. Dollar Term Loan USD Bermuda ,875 $148,968 Belron Finance US LLC USD Term Loan B USD United States ,625 $150,233 Benefit Street Partners CLO V-B Ltd BA B USD United States ,000,000 $1,999,850 Benefit Street Partners CLO VII Ltd VIIA CR USD United States ,000 $496,010 Berlin Packaging LLC 2018 Term Loan B USD United States ,000 $403,373 Big Ass Fans, LLC Term Loan USD United States ,625 $150,124 BJs Wholesale Club, Inc st Lien Term Loan USD United States ,809 $422,284 Blackhawk Network Holdings, Inc st Lien Term Loan USD United States ,000 $399,562 TFDXX BlackRock Liquidity Funds FedFund Portfolio USD United States ,654,328 $10,654,328 Blucora, Inc Term Loan B USD United States ,000 $106,530 Page 2 of 17

3 BlueMountain CLO A BR USD United States ,000 $280,491 BlueMountain CLO A CR USD United States ,000,000 $989,508 BlueMountain CLO A DR USD United States ,000,000 $994,505 BlueMountain CLO A DR USD United States ,000,000 $1,000,085 BlueMountain CLO A B1R USD United States ,000 $180,073 BlueMountain CLO A CR USD United States ,000 $160,197 BlueMountain CLO CR Ltd. USD United States ,000,000 $999,985 BlueMountain CLO Ltd A DR USD United States ,000,000 $1,982,316 BMC Software Finance, Inc. USD United States ,000 $102,375 BMC Software Finance, Inc USD Term Loan B USD United States ,000 $702,900 BMC Software Finance, Inc. USD st Lien Term Loan USD United States ,250 $650,172 BOA CALL /20/2019 USD United States ,110,000 $18,672 Bombardier, Inc. USD Canada ,000 $142,425 Bombardier, Inc. USD Canada ,000 $276,250 Bonos de la Tesoreria de la Republica en pesos CLP Chile ,490,000,000 $2,315,492 Bonos de la Tesoreria de la Republica en pesos CLP Chile ,500,000,000 $3,873,140 BPCE SA USD France ,000 $399,184 Brazil Notas do Tesouro Nacional Serie F BRL Brazil ,838,000 $1,975,631 Brazil Notas do Tesouro Nacional Serie F BRL Brazil ,058,000 $1,396,276 Brazil Notas do Tesouro Nacional Serie F BRL Brazil ,308,000 $1,045,687 Brazil Real Spot BRL Brazil ,516 $229,250 Brazilian Government International Bond USD Brazil ,000,000 $1,024,500 Brazos Delaware II, LLC Term Loan B USD United States ,000 $150,188 Bright Bidco B.V Term Loan B USD Netherlands ,875 $298,875 Bristol Park CLO Ltd A B USD United States ,000 $351,257 Broadstreet Partners, Inc Term Loan B USD United States ,125 $147,616 BWAY Holding Co. USD United States ,000 $244,375 BWAY Holding Company 2017 Term Loan B USD United States ,875 $294,518 BXMT 2017-FL1 C Ltd. USD United States ,000 $501,278 BXMT 2017-FL1 D Ltd. USD United States ,500,000 $1,505,603 Cablevision Systems Corp. USD United States ,000 $149,250 Caesars Resort Collection LLC / CRC Finco, Inc. USD United States ,000 $265,650 Caesars Resort Collection, LLC st Lien Term Loan B USD United States ,813 $973,291 Calpine Construction Finance Company, L.P Term Loan B USD United States ,063 $622,373 Calpine Corp. USD United States ,000 $183,375 Camelot UK Holdco Limited 2017 Repriced Term Loan USD United States ,761 $147,607 CANADIAN DOLLAR CAD Canada $0 Capital Automotive L.P st Lien Term Loan USD United States ,929 $297,278 Cardtronics, Inc. / Cardtronics USA, Inc. USD United States ,000 $113,750 Carlyle Global Market Strategies CLO A CR Ltd. USD United States ,000,000 $1,984,530 Carlyle Global Market Strategies CLO Ltd A BR USD United States ,000 $150,294 Catalent Pharma Solutions Inc. USD Term Loan B USD United States ,098 $299,168 CBS Corp. USD United States ,000 $269,951 CBS Radio Inc Term Loan B USD United States ,866 $116,306 CCC Information Services, Inc st Lien Term Loan USD United States ,875 $148,875 CCC Information Services, Inc nd Lien Term Loan USD United States ,000 $151,125 CCO Holdings LLC / CCO Holdings Capital Corp. USD United States ,000 $147,750 CCO Holdings LLC / CCO Holdings Capital Corp. USD United States ,000 $121,713 CCO Holdings LLC / CCO Holdings Capital Corp. USD United States ,000 $308,200 CD 2016-CD1 Mortgage Trust XA USD United States ,287,377 $711,940 CD 2016-CD1 Mortgage Trust XB USD United States ,660,000 $729,364 CDK Global, Inc. USD United States ,000 $192,750 CDS /20/2023 USD United States (1.54) 3,500,000 ($53,932) CDS 1.0 6/20/2023 USD United States (0.75) (3,500,000) $26,303 CDW LLC / CDW Finance Corp. USD United States ,000 $59,250 CDX USD United States (5.75) (22,139,000) $1,271,974 Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp. USD United States ,000 $152,250 Cedar Funding II CLO Ltd A CR USD United States ,000 $250,814 Cedar Funding IV CLO Ltd A CR USD United States ,000 $500,593 Celgene Corp. USD United States ,000 $274,663 Cemex SAB de CV USD Mexico ,000 $509,500 Cent CLO C17A BR Ltd. USD United States ,000,000 $999,712 Centennial Resource Production LLC USD United States ,000 $156,000 Central Garden & Pet Co. USD United States ,000 $207,750 Central Garden & Pet Co. USD United States ,000 $13,913 Century Communities, Inc. USD United States ,000 $331,625 CenturyLink, Inc Term Loan B USD United States ,600 $892,382 Page 3 of 17

4 CH Guenther & Son, Incorporated 2018 Term Loan B USD United States ,000 $149,250 CH Hold Corp. 1st Lien Term Loan USD United States ,001 $397,373 Change Healthcare Holdings LLC / Change Healthcare Finance, Inc. USD United States ,000 $208,967 Change Healthcare Holdings LLC 2017 Term Loan B USD United States ,487 $597,252 Charter Communications Operating LLC / Charter Communications Operating Capital USD United States ,000 $276,286 Chase Mortgage Finance Trust Series 2006-A1 2A3 USD United States ,987 $53,322 Chemours Co/The USD United States ,000 $242,500 Chenango Park CLO Ltd AB USD United States ,000,000 $999,120 Cheniere Corpus Christi Holdings LLC USD United States ,000 $268,650 Chesapeake Energy Corp. USD United States ,000 $204,190 CHG Healthcare Services Inc st Lien Term Loan B USD United States ,240 $562,818 CHL Mortgage Pass-Through Trust A3 USD United States ,416 $117,229 CHS/Community Health Systems, Inc. USD United States ,000 $97,650 CHS/Community Health Systems, Inc. USD United States ,000 $138,000 Chubb INA Holdings, Inc. USD United States ,000 $272,798 CIFC Funding A DR USD United States ,000,000 $1,000,163 CIFC Funding A C USD United States ,000 $251,205 CIT Group, Inc. USD United States ,000 $152,063 CIT Group, Inc. USD United States ,000 $51,500 CIT Group, Inc. USD United States ,000 $25,250 Citigroup Commercial Mortgage Trust 2013-GC17 D USD United States ,000,000 $943,572 Citigroup Commercial Mortgage Trust 2017-C4 XA USD United States ,905,273 $2,070,175 Citigroup Mortgage Loan Trust 2006-AR2 1A1 USD United States ,434 $191,937 Citigroup Mortgage Loan Trust 2006-AR9 2A USD United States ,641 $107,681 Citigroup Mortgage Loan Trust 2015-A B2 USD United States ,332 $383,128 Citigroup, Inc. USD United States ,000 $196,066 CityCenter Holdings, LLC 2017 Term Loan B USD United States ,246 $298,155 ClubCorp Club Operations, Inc Incremental Term Loan USD United States ,890 $295,035 CNAC HK Finbridge Co. Ltd USD Hong Kong ,000 $494,591 Colorado Buyer Inc Term Loan B USD United States ,875 $149,030 Columbus McKinnon Corporation 2018 Term Loan B USD United States ,560 $125,769 Comcast Corp. USD United States ,000 $146,639 COMM 2012-CCRE2 C Mortgage Trust USD United States ,000,000 $3,024,643 COMM 2012-CR1 XA USD United States ,074,809 $242,802 COMM 2012-CR3 XA USD United States ,505,647 $750,049 COMM 2012-CR4 XA USD United States ,556 $60,846 COMM 2012-LTRT XA USD United States ,373,653 $232,586 COMM 2013-LC6 D Mortgage Trust USD United States ,500,000 $1,425,043 COMM 2014-UBS3 XA USD United States ,234,153 $301,831 COMM 2016-COR1 XA USD United States ,163,490 $610,832 COMM 2016-CR28 XA USD United States ,849,689 $109,654 COMM 2017-COR2 C USD United States ,000,000 $1,002,183 COMM 2017-COR2 XA USD United States ,604,669 $1,839,936 Commerce Merger Sub, Inc st Lien Term Loan USD United States ,875 $149,061 CommScope Technologies LLC USD United States ,000 $235,938 Composite Resins Holding B.V Term Loan B USD Netherlands ,000 $172,375 Compuware Corporation Term Loan B3 USD United States ,963 $456,385 Concentra Inc st Lien Term Loan USD United States ,000 $375,625 Consolidated Communications, Inc Term Loan B USD United States ,945 $146,317 Consolidated Container Company LLC st Lien Term Loan USD United States ,380 $298,448 Constellium NV USD Netherlands ,000 $252,498 Continental Resources, Inc./OK USD United States ,000 $254,122 Continental Resources, Inc./OK USD United States ,000 $69,539 Convergint Technologies LLC st Lien Term Loan USD United States ,484 $134,637 Core & Main LP 2017 Term Loan B USD United States ,250 $400,914 Core Industrial Trust 2015-TEXW E USD United States ,962,000 $2,909,744 Cortes NP Acquisition Corporation 2017 Term Loan B USD United States ,019 $415,091 Cotiviti Corporation Term Loan B USD United States ,000 $250,625 Cott Holdings, Inc. USD United States ,000 $243,750 Countrywide Alternative Loan Trust T2 2A6 USD United States ,830 $19,412 Countrywide Asset-Backed Certificates 2005-AB2 M1 USD United States ,100,000 $1,054,980 Countrywide Asset-Backed Certificates 2005-IM1 M1 USD United States ,200,000 $1,184,074 Covey Park Energy LLC / Covey Park Finance Corp. USD United States ,000 $256,250 Covia Holdings Corporation Term Loan USD United States ,000 $485,788 Credit Suisse First Boston Mortgage Securities Corp C2 E USD United States ,338 $7,410 Credit Suisse First Boston Mortgage Securities Corp C5 F USD United States ,649 $494,431 Crestwood Holdings LLC 2018 Term Loan B USD United States ,002 $147,512 Page 4 of 17

5 Crown Finance US, Inc USD Term Loan USD United States ,000 $621,836 CSAIL 2017-CX9 XA Commercial Mortgage Trust USD United States ,359,967 $539,381 CSC Holdings, LLC 2018 Term Loan B USD United States ,000 $549,106 CSMC Series A6 USD United States ,296 $548,133 Cumberland Park CLO Ltd A CR USD United States ,750,000 $1,748,976 CURRENCY CONTRACT - AUD AUD Australia ,176,905 $21,593,168 CURRENCY CONTRACT - AUD USD Australia 0.74 (21,880,000) ($21,880,000) CURRENCY CONTRACT - BRL USD Brazil 0.26 (1,616,000) ($1,616,000) CURRENCY CONTRACT - BRL BRL Brazil ,254,531 $1,606,557 CURRENCY CONTRACT - CAD CAD Canada ,600,809 $29,367,256 CURRENCY CONTRACT - CAD USD Canada 0.76 (29,391,000) ($29,391,000) CURRENCY CONTRACT - CHF USD Switzerland 1.01 (20,579,511) ($20,579,511) CURRENCY CONTRACT - CHF CHF Switzerland ,277,537 $20,493,984 CURRENCY CONTRACT - CLP CLP Chile ,347,259 $493,385 CURRENCY CONTRACT - CLP USD Chile 0.00 (516,000) ($516,000) CURRENCY CONTRACT - COP USD Colombia 0.00 (33) ($33) CURRENCY CONTRACT - COP COP Colombia ,727 $33 CURRENCY CONTRACT - CZK USD Czech Republic 0.04 (3,108,500) ($3,108,500) CURRENCY CONTRACT - CZK CZK Czech Republic ,038,791 $2,930,856 CURRENCY CONTRACT - EUR EUR Eurozone ,679,982 $35,854,963 CURRENCY CONTRACT - EUR USD Eurozone 1.17 (35,954,355) ($35,954,355) CURRENCY CONTRACT - GBP USD United Kingdom 1.32 (31,220,000) ($31,220,000) CURRENCY CONTRACT - GBP GBP United Kingdom ,484,699 $31,008,511 CURRENCY CONTRACT - HUF HUF Hungary ,750,875 $1,723,152 CURRENCY CONTRACT - HUF USD Hungary 0.00 (1,793,000) ($1,793,000) CURRENCY CONTRACT - IDR USD Indonesia 0.00 (184,967) ($184,967) CURRENCY CONTRACT - IDR IDR Indonesia ,626,536,238 $183,185 CURRENCY CONTRACT - JPY USD Japan 0.01 (15,965,486) ($15,965,486) CURRENCY CONTRACT - JPY JPY Japan ,755,824,457 $15,869,833 CURRENCY CONTRACT - MXN USD Mexico 0.05 (39,085) ($39,085) CURRENCY CONTRACT - MXN MXN Mexico ,179 $40,093 CURRENCY CONTRACT - MYR USD Malaysia 0.25 (996,500) ($996,500) CURRENCY CONTRACT - MYR MYR Malaysia ,878,876 $960,197 CURRENCY CONTRACT - NOK NOK Norway ,815,363 $17,665,527 CURRENCY CONTRACT - NOK USD Norway 0.12 (17,887,949) ($17,887,949) CURRENCY CONTRACT - NZD USD New Zealand 0.68 (23,303,000) ($23,303,000) CURRENCY CONTRACT - NZD NZD New Zealand ,813,451 $22,902,066 CURRENCY CONTRACT - RUB USD Russia 0.02 (41,952) ($41,952) CURRENCY CONTRACT - RUB RUB Russia ,691,130 $42,671 CURRENCY CONTRACT - SEK USD Sweden 0.11 (10,219,206) ($10,219,206) CURRENCY CONTRACT - SEK SEK Sweden ,303,205 $9,866,354 CURRENCY CONTRACT - USD USD United States ,034,338 $245,034,338 CURRENCY CONTRACT - USD CLP United States (3,401,868,320) ($5,206,903) CURRENCY CONTRACT - USD BRL United States 3.89 (24,468,906) ($6,285,156) CURRENCY CONTRACT - USD RUB United States (477,771,824) ($7,575,639) CURRENCY CONTRACT - USD SEK United States 8.95 (80,199,903) ($8,960,950) CURRENCY CONTRACT - USD JPY United States (995,114,393) ($8,994,236) CURRENCY CONTRACT - USD IDR United States (15,989,851,302 ($1,115,196) ) CURRENCY CONTRACT - USD MXN United States (22,336,679) ($1,117,777) CURRENCY CONTRACT - USD HUF United States (494,788,865) ($1,758,834) CURRENCY CONTRACT - USD PLN United States 3.74 (7,749,768) ($2,070,136) CURRENCY CONTRACT - USD PEN United States 3.29 (8,430,408) ($2,563,162) CURRENCY CONTRACT - USD EUR United States 0.86 (20,615,879) ($24,093,286) CURRENCY CONTRACT - USD CAD United States 1.31 (33,749,135) ($25,676,133) CURRENCY CONTRACT - USD NOK United States 8.14 (235,356,594) ($28,909,974) CURRENCY CONTRACT - USD NZD United States 1.48 (32,668,980) ($22,126,909) CURRENCY CONTRACT - USD CHF United States 0.99 (20,187,122) ($20,402,604) CURRENCY CONTRACT - USD GBP United States 0.76 (25,671,235) ($33,895,550) CURRENCY CONTRACT - USD AUD United States 1.35 (52,694,615) ($38,998,094) CURRENCY CONTRACT - USD ZAR United States (82,932) ($6,015) CURRENCY CONTRACT - USD TRL United States 4.67 (29,850) ($6,391) CURRENCY CONTRACT - USD PHP United States (29,088,830) ($544,650) CURRENCY CONTRACT - USD CZK United States (20,260,963) ($913,024) CURRENCY CONTRACT - USD MYR United States 4.04 (3,747,767) ($927,742) CURRENCY CONTRACT - USD RON United States $0 CVS Health Corp. USD United States ,000 $233,979 Dana Financing Luxembourg Sarl USD Luxembourg ,000 $246,875 Page 5 of 17

6 DBJPM 16-C3 F Mortgage Trust USD United States ,170,000 $2,167,665 DBJPM 16-C3 G Mortgage Trust USD United States ,560,000 $1,694,739 Dealer Tire, LLC 2017 Term Loan B USD United States ,248 $293,637 Deephaven Residential Mortgage Trust A M1 USD United States ,400,000 $1,405,483 Del Monte Foods, Inc. 1st Lien Term Loan USD United States ,639 $205,113 Delek Logistics Partners L.P. / Delek Logistics Finance Corp. USD United States ,000 $276,375 Delta 2 (LUX) S.a.r.l USD Term Loan USD Luxembourg ,000 $296,563 DentalCorp Perfect Smile ULC 1st Lien Delayed Draw Term Loan USD United States ,000 $30,066 DentalCorp Perfect Smile ULC 1st Lien Term Loan USD United States ,000 $120,263 DERIVATIVES COLLAT BARC USD United States (480,000) ($480,000) DERIVATIVES COLLATERAL CT USD United States ,000 $151,000 DERIVATIVES COLLATERAL JP USD United States (510,000) ($510,000) DERIVATIVES COLLATERAL MS USD United States ,981,000 $3,981,000 Deutsche ALT-A Securities, Inc. ALT 2007-AB1 A1 USD United States ,441 $541,672 Deutsche Mortgage Securities, Inc. Re-REMIC Trust Certificates Series 2007-WM1 A1 USD United States ,469 $197,901 DG Investment Intermediate Holdings 2, Inc Delayed Draw Term Loan USD United States ,516 $14,425 Diamond (BC) B.V. USD Term Loan USD Netherlands ,625 $147,474 Diamondback Energy, Inc. USD United States ,000 $50,063 DISH DBS Corp. USD United States ,000 $174,250 Domino's Pizza Master Issuer LLC A A23 USD United States ,091,750 $1,090,892 Domino's Pizza Master Issuer LLC A A2I USD United States ,000 $657,979 Drax Finco PLC USD United Kingdom ,000 $89,775 Driven Brands Funding, LLC A A2 USD United States ,250,000 $1,260,837 Dryden 33 Senior Loan Fund A BR USD United States ,000 $280,455 Dryden 55 CLO Ltd A C USD United States ,750,000 $1,751,461 Dryden Senior Loan Fund A C USD United States ,000 $251,317 Dryden XXV Senior Loan Fund A DRR USD United States ,150,000 $1,151,025 Dryden XXVI Senior Loan Fund A CR USD United States ,000 $747,646 DTI Holdco, Inc Term Loan B USD United States ,734 $142,734 Duff & Phelps Corporation 2017 Term Loan B USD United States ,000 $299,250 Dynacast International LLC Term Loan B2 USD United States ,719 $244,633 Eagle Holding CO II LLC USD United States ,000 $151,905 Earnest Student Loan Program, LLC 2017-A C USD United States ,451 $576,299 Edelman Financial Group, The 2017 Term Loan B USD United States ,798 $89,168 Edelman Financial Group, The nd Lien Term Loan USD United States ,000 $100,979 Edelman Financial Group, The 2018 Term Loan B USD United States ,000 $270,506 EFS Cogen Holdings I LLC 2016 Term Loan B USD United States ,904 $148,985 EG Finco Limited 2018 USD Term Loan USD United States ,000 $148,906 EG Group Limited 2018 USD Term Loan B USD UK ,000 $149,094 Egypt Government International Bond USD Egypt ,000 $246,364 EIG Investment Corp. Refinancing Term Laon USD United States ,665 $289,846 Eldorado Resorts LLC 2017 Term Loan B USD United States ,000 $300,844 Electrical Components International, Inc st Lien Term Loan USD United States ,000 $149,438 Element Materials Technology Group US Holdings Inc 2017 USD Term Loan B USD United States ,625 $150,093 ELFI Graduate Loan Program 2018-A B LLC USD United States ,086,000 $1,060,705 Emerald Performance Materials, LLC New 1st Lien Term Loan USD United States ,418 $395,729 EMI Music Publishing Group North America Holdings, Inc. USD United States ,000 $162,698 Encapsys, LLC 1st Lien Term Loan USD United States ,000 $150,469 Endeavor Energy Resources L.P. / EER Finance, Inc. USD United States ,000 $117,450 Endeavor Energy Resources L.P. / EER Finance, Inc. USD United States ,000 $77,800 Endo Dac / Endo Finance LLC / Endo Finco, Inc. USD MULTI ,000 $49,000 Endo Luxembourg Finance Company I S.a r.l Term Loan B USD Ireland ,246 $148,547 Engineered Machinery Holdings, Inc. USD 1st Lien Term Loan USD United States ,625 $149,906 Ensco PLC USD United Kingdom ,000 $94,845 ENVISION HEALTHCARE CORP TERM LOAN B USD United States ,000 $250,194 Envision Healthcare Corp. USD United States ,000 $204,375 Epicor Software Corporation 1st Lien Term Loan USD United States ,571 $391,326 Equinix, Inc. USD United States ,000 $151,830 Equinox Holdings, Inc st Lien Term Loan USD United States ,504 $398,670 ESH Hospitality, Inc. USD United States ,000 $261,225 EURO EUR Eurozone 0.86 (80,044) ($93,475) EURO-BOBL FUTURE SEP18 EUR United Kingdom (230) ($35,500,111) Everi Payments Inc. Term Loan B USD United States ,875 $300,183 EVO Payments International LLC st Lien Term Loan USD United States ,129 $297,663 EWT Holdings III Corp Repriced Term Loan USD United States ,518 $216,924 ExamWorks Group, Inc Term Loan USD United States ,755 $398,811 ExGen Renewables IV, LLC Term Loan B USD United States ,105 $147,840 Page 6 of 17

7 Eze Castle Software Inc st Lien Term Loan USD United States ,330 $148,005 Fannie Mae USD United States ,643 $9,356 Fannie Mae USD United States ,280,000 $17,994,487 Fannie Mae BS USD United States ,026,764 $157,794 Fannie Mae SI USD United States ,386,569 $377,610 Fannie Mae HI USD United States ,766,015 $129,672 Fannie Mae FD USD United States ,832 $417,352 Fannie Mae GF USD United States ,026,332 $1,037,934 Fannie Mae UF USD United States ,676 $366,639 Fannie Mae KI USD United States ,985 $91,590 Fannie Mae IL USD United States ,684,474 $149,213 Fannie Mae DI USD United States ,528,192 $226,733 Fannie Mae Connecticut Avenue Securities 2014-CO4 1M2 USD United States ,450 $184,771 Fannie Mae Connecticut Avenue Securities 2017-C02 2M2 USD United States ,100,000 $1,200,425 Fannie Mae Connecticut Avenue Securities 2017-C05 1M2 USD United States ,000 $661,981 Fannie Mae Connecticut Avenue Securities 2018-C02 2M2 USD United States ,000 $897,620 Fannie Mae Connecticut Avenue Securities 2018-C04 2M2 USD United States ,000 $500,226 Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2 USD United States ,000 $403,037 Fannie Mae REMIC Trust SP USD United States ,233 $40,731 Fannie Mae REMIC Trust SR USD United States ,023 $39,134 Fannie Mae REMIC Trust SW USD United States ,799 $26,460 Fannie Mae REMIC Trust SE USD United States ,723 $16,661 Fannie Mae REMIC Trust PS USD United States ,165 $3,194 Fannie Mae REMIC Trust SN USD United States ,724 $89,519 Fannie Mae REMIC Trust LI USD United States ,571 $38,384 Fannie Mae REMIC Trust IB USD United States ,476,750 $60,647 Fannie Mae REMIC Trust SC USD United States ,291,574 $149,861 Fannie Mae REMICS UC USD United States ,585,299 $448,194 Fannie Mae REMICS NS USD United States ,306,727 $370,833 Fannie Mae REMICS IE USD United States ,380,796 $1,435,458 Fannie Mae REMICS KI USD United States ,875,826 $954,677 Fannie Mae REMICS EI USD United States ,450,518 $1,133,347 Fannie Mae REMICS JS USD United States ,306,566 $1,022,302 Fannie Mae Series FA USD United States ,208 $941,256 Ferro Corporation 2018 USD Term Loan B2 USD United States ,806 $75,743 Ferro Corporation 2018 USD Term Loan B3 USD United States ,194 $74,132 Filtration Group Corporation st Lien Term Loan USD United States ,000 $551,088 First Data Corp. USD United States ,000 $261,020 First Data Corporation 2022 USD Term Loan USD United States ,021 $238,881 First Data Corporation 2024 USD Term Loan USD United States ,000 $248,813 First Eagle Holdings, Inc st Lien Term Loan B USD United States ,023 $246,739 First Horizon Alternative Mortgage Securities Trust 2006-FA8 1A7 USD United States ,661 $84,321 First Quantum Minerals Ltd. USD Canada ,000 $193,500 Fitness International, LLC 2018 Term Loan B USD United States ,332 $137,865 Flagstar Mortgage Trust B3 USD United States ,199 $675,713 Flatiron CLO Ltd A A2R USD United States ,000 $250,002 Flatiron CLO Ltd A BR USD United States ,000 $250,067 Flex Acquisition Company, Inc. 1st Lien Term Loan USD United States ,500 $148,248 Flex Acquisition Company, Inc Incremental Term Loan USD United States ,000 $390,975 Flexential Intermediate Corporation st Lien Term Loan USD United States ,250 $296,725 Flynn Restaurant Group LP 1st Lien Term Loan USD United States ,000 $150,000 Focus Financial Partners, LLC st Lien Term Loan USD United States ,250 $149,437 Fogo de Chao Churrascaria Holdings LLC 2018 Term Loan USD United States ,000 $150,469 Freddie Mac USD United States ,860,000 $6,993,717 Freddie Mac PS USD United States ,330,280 $385,092 Freddie Mac 2524 SH USD United States ,547 $32,123 Freddie Mac 2525 SM USD United States ,262 $106,226 Freddie Mac 2981 CS USD United States ,407 $76,273 Freddie Mac 2989 HS USD United States ,955 $79,512 Freddie Mac 3018 SM USD United States ,254 $56,480 Freddie Mac USD United States ,638 $120,220 Freddie Mac 3523 SA USD United States ,106,179 $138,313 Freddie Mac 3582 MS USD United States ,978 $125,626 Freddie Mac 3688 BI USD United States ,483,823 $301,999 Freddie Mac 4186 IA USD United States ,990,333 $796,255 Freddie Mac 4333 AI USD United States ,782 $49,358 Freddie Mac Multifamily Structured Pass Through Certificates K006 BX1 USD United States ,667,763 $549,932 Page 7 of 17

8 Freddie Mac Multifamily Structured Pass Through Certificates K011 X3 USD United States ,450,000 $763,727 Freddie Mac Multifamily Structured Pass Through Certificates K014 X3 USD United States ,928,081 $1,437,196 Freddie Mac Multifamily Structured Pass Through Certificates K016 X1 USD United States ,763,696 $956,924 Freddie Mac Multifamily Structured Pass Through Certificates K016 X3 USD United States ,240,000 $1,499,760 Freddie Mac Multifamily Structured Pass Through Certificates K035 X3 USD United States ,470,000 $858,263 Freddie Mac Multifamily Structured Pass Through Certificates K704 X1 USD United States ,056,356 $1,646 Freddie Mac Multifamily Structured Pass Through Certificates K709 X3 USD United States ,321,960 $570,513 Freddie Mac Multifamily Structured Pass Through Certificates K715 X3 USD United States ,937,711 $464,372 Freddie Mac Multifamily Structured Pass Through Certificates KC01 X3 USD United States ,330,706 $3,005,897 Freddie Mac REMIC Trust 2266 S USD United States ,960 $35,114 Freddie Mac REMIC Trust 2374 S USD United States ,087 $48,963 Freddie Mac REMIC Trust 2417 SY USD United States ,629 $29,005 Freddie Mac REMIC Trust 2577 SA USD United States ,330 $55,844 Freddie Mac REMIC Trust 2973 SB USD United States ,862 $18,748 Freddie Mac REMIC Trust 2981 SU USD United States ,218 $22,425 Freddie Mac REMIC Trust 2993 PS USD United States ,024 $651 Freddie Mac REMIC Trust 3031 BP USD United States ,493 $72,430 Freddie Mac REMIC Trust 3049 PI USD United States ,335 $145,033 Freddie Mac REMIC Trust 3085 SK USD United States ,609 $160,500 Freddie Mac REMIC Trust 3151 PO USD United States ,380 $90,004 Freddie Mac REMIC Trust 3590 PI USD United States ,041 $22,614 Freddie Mac REMIC Trust 3624 TS USD United States ,761 $23,744 Freddie Mac REMIC Trust 4261 ID USD United States ,690 $88,748 Freddie Mac REMIC Trust 4287 CI USD United States ,622,901 $288,981 Freddie Mac REMICS 2781 SB USD United States ,715,446 $431,581 Freddie Mac REMICS 2921 PF USD United States ,031,796 $1,028,139 Freddie Mac REMICS 4290 EI USD United States ,695,067 $1,237,123 Freddie Mac REMICS Trust 3740 FB USD United States ,842,098 $1,852,229 Freddie Mac Strips Series 224 IO USD United States ,026,853 $489,049 Freddie Mac Strips Series 237 S23 USD United States ,054,679 $177,465 Freddie Mac Strips Series USD United States ,432,925 $243,888 Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQA1 M3 USD United States ,000 $573,984 Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA2 M2 USD United States ,000 $656,629 Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2 USD United States ,000 $257,835 Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2 USD United States ,000 $257,995 Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2 USD United States ,000 $511,774 Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2 USD United States ,800,000 $1,796,529 Freeport-McMoRan, Inc. USD United States ,000 $238,750 FREMF Mortgage Trust 2012-K17 X2A USD United States ,083 $1,908 FREMF Mortgage Trust 2014-K714 X2B USD United States ,197,429 $415,275 Frontier Communications Corp. USD United States ,000 $60,353 Frontier Communications Corp. USD United States ,000 $48,656 FXI Holdings, Inc. USD United States ,000 $156,800 Garda World Security Corporation 2017 Term Loan USD Canada ,185 $127,980 Gardner Denver, Inc USD Term Loan B USD United States ,248 $450,484 Gates Global LLC / Gates Global Co. USD United States ,000 $119,770 Gates Global LLC 2017 USD Repriced Term Loan B USD United States ,367 $898,302 Gazprom OAO Via Gaz Capital SA USD Russia ,000,000 $966,575 GE Capital International Funding Co. Unlimited Co. USD Ireland ,000 $387,480 Geo Group, Inc. (The) 2018 Term Loan B USD United States ,622 $149,201 Ginnie Mae SC USD United States ,274,249 $1,133,082 Ginnie Mae EI USD United States ,355 $59,805 Ginnie Mae Series SA USD United States ,678 $105,883 Ginnie Mae Series SJ USD United States ,278,839 $178,974 Ginnie Mae Series SL USD United States ,189,103 $164,635 Ginnie Mae Series QS USD United States ,521 $45,729 Ginnie Mae Series BI USD United States ,293,737 $74,993 Ginnie Mae Series BI USD United States ,744 $9,922 Ginnie Mae Series DS USD United States ,086 $83,051 Ginnie Mae Series DS USD United States ,180 $30,234 Ginnie Mae Series LI USD United States ,524 $81,311 Ginnie Mae Series IL USD United States ,616,545 $59,696 Ginnie Mae Series IU USD United States ,830 $66,644 Ginnie Mae Series MI USD United States ,738 $46 Ginnie Mae Series PI USD United States ,269,205 $199,791 Global Appliance Inc. Term Loan B USD United States ,250 $150,743 Global Brass & Copper, Inc Term Loan B USD United States ,750 $148,119 Page 8 of 17

9 Global Medical Response, Inc Term Loan B2 USD United States ,250 $296,033 Global Medical Response, Inc Term Loan B1 USD United States ,382 $289,204 Global Tel*Link Corporation 1st Lien Term Loan USD United States ,816 $148,509 Go Daddy Operating Company, LLC 2017 Repriced Term Loan USD United States ,245 $547,300 Golden Entertainment, Inc st Lien Term Loan USD United States ,625 $149,999 Golden Nugget, Inc. USD United States ,000 $150,402 Golden Nugget, Inc Incremental Term Loan B USD United States ,055 $550,213 Goldman Sachs Group, Inc./The USD United States ,000 $275,080 Goodyear Tire & Rubber Co/The USD United States ,000 $229,065 Gopher Resource, LLC 1st Lien Term Loan USD United States ,000 $250,938 GrafTech Finance, Inc Term Loan B USD United States ,000 $298,875 Gray Television, Inc. USD United States ,000 $191,500 Greeneden U.S. Holdings II, LLC 2018 USD Term Loan B USD United States ,132 $323,873 GreenSky Holdings, LLC 2018 Term Loan B USD United States ,000 $302,625 Greenway Health, LLC st Lien Term Loan USD United States ,875 $149,061 Grifols Worldwide Operations USA, Inc Acquisition Term Loan USD United States ,244 $549,874 Grupo Bimbo SAB de CV USD Mexico ,000 $223,313 GS Mortgage Securities Trust 2016-GS4 D USD United States ,010,000 $823,443 GSAA Home Equity Trust A3 USD United States ,523 $447,098 GSAA Home Equity Trust A3 USD United States ,202 $720,250 GSAA Trust AF2 USD United States ,355,230 $962,452 GTCR Valor Companies, Inc. USD 2017 Term Loan B1 USD United States ,533 $290,775 Gulfport Energy Corp. USD United States ,000 $195,250 Gulfport Energy Corp. USD United States ,000 $38,500 GVC Holdings PLC 2018 USD Term Loan USD Isle of Man ,000 $399,332 GYP Holdings III Corp Term Loan B USD United States ,000 $149,344 H&E Equipment Services, Inc. USD United States ,000 $246,250 Harbor Freight Tools USA, Inc Term Loan B USD United States ,981 $645,898 HarborView Mortgage Loan Trust A1A USD United States ,457 $609,603 HarborView Mortgage Loan Trust A1A USD United States ,355 $697,452 HB Fuller - TL B 1L USD United States ,203 $147,428 HCA, Inc. USD United States ,000 $246,800 HCP, Inc. USD United States ,000 $275,314 Hearthside Food Solutions, LLC 2018 Term Loan B USD United States ,000 $168,760 Helix Gen Funding, LLC Term Loan B USD United States ,224 $138,613 Hertz Corp./The USD United States ,000 $147,750 Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp. USD United States ,000 $100,250 Hexion, Inc. USD United States ,000 $187,780 Hill-Rom Holdings, Inc. USD United States ,000 $255,625 HomeBanc Mortgage Trust A USD United States ,390 $4,225 HomeBanc Mortgage Trust A2 USD United States ,931 $53,883 Horizon Pharma, Inc st Lien Term Loan USD United States ,826 $202,741 Hostess Brands, LLC 2017 Repriced Term Loan USD United States ,000 $248,698 Hot Topic, Inc. USD United States ,000 $143,813 Hub International Limited 2018 Term Loan B USD United States ,000 $706,276 HUB International Ltd. USD United States ,000 $49,500 HUNGARIAN FORINT HUF Hungary $0 Hungary Government International Bond EUR Hungary ,000 $646,480 Huntsman International LLC USD United States ,000 $206,347 Hyland Software, Inc st Lien Term Loan USD United States ,872 $441,203 Indigo Natural Resources LLC USD United States ,000 $243,125 Indonesia Treasury Bond IDR Indonesia ,000,000,000 $789,253 Indonesia Treasury Bond IDR Indonesia ,079,000,000 $76,991 IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B USD United States ,047 $100,732 Infor (US), Inc. Term Loan B6 USD United States ,246 $148,743 Informatica Corporation 2018 USD Term Loan USD United States ,214 $377,356 Inovalon Holdings, Inc Term Loan B USD United States ,000 $146,344 Intelsat Jackson Holdings SA USD Luxembourg ,000 $224,925 Interior Logic Group, Inc Term Loan B USD United States ,000 $150,563 International Game Technology PLC USD United Kingdom ,000 $207,500 Invitation Homes 2018-SFR3 D Trust USD United States ,000,000 $5,000,001 ION Trading Technologies S.a.r.l. USD Incremental Term Loan B USD Luxembourg ,000 $153,450 IQOR US Inc. Term Loan B USD United States ,612 $149,675 IRB Holding Corp 1st Lien Term Loan USD United States ,000 $451,238 Itron, Inc. USD United States ,000 $238,050 Jaguar Holding Co. II / Pharmaceutical Product Development LLC USD United States ,000 $149,655 Jaguar Holding Company II 2018 Term Loan USD United States ,233 $646,122 Page 9 of 17

10 James Hardie International Finance DAC USD Ireland ,000 $196,000 JAPANESE YEN JPY Japan (1) $0 Jay Park CLO Ltd A B USD United States ,000 $250,524 JB Poindexter & Co., Inc. USD United States ,000 $103,000 JBS USA LUX SA / JBS USA Finance, Inc. USD United States ,000 $86,288 JBS USA LUX SA / JBS USA Finance, Inc. USD MULTI ,000 $250,677 JBS USA, LLC 2017 Term Loan B USD Luxembourg ,244 $845,617 Jo-Ann Stores, Inc Term Loan USD United States ,766 $120,112 Jo-Ann Stores, Inc nd Lien Term Loan USD United States ,000 $99,125 Jonah Energy LLC / Jonah Energy Finance Corp. USD United States ,000 $162,500 JP Morgan Chase Commercial Mortgage Securities Corp LC9 XB USD United States ,490,000 $117,440 JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E USD United States ,826 $134,899 JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 C USD United States ,000 $523,351 JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 F USD United States ,150,000 $6,018,032 JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA USD United States ,877,177 $232,185 JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 D USD United States ,000,000 $1,878,329 JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 E USD United States ,000,000 $812,281 JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 D USD United States ,000,000 $941,427 JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 F USD United States ,740,000 $1,361,449 JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 XA USD United States ,001,010 $1,155,827 JP Morgan Mortgage Trust 2005-S3 1A10 USD United States ,190 $93,352 JP Morgan Mortgage Trust 2006-S2 1A18 USD United States ,799 $268,744 JP Morgan Mortgage Trust 2006-S3 1A30 USD United States ,713 $500,444 JP Morgan Mortgage Trust B3 USD United States ,248 $659,774 JP Morgan Mortgage Trust B3 USD United States ,265 $560,814 JP Morgan Mortgage Trust B1 USD United States ,980,862 $3,848,070 JP Morgan Mortgage Trust B1 USD United States ,409 $484,134 JP Morgan Mortgage Trust B2 USD United States ,409 $476,967 JP Morgan Mortgage Trust C B2 USD United States ,000,000 $1,942,623 JPMBB Commercial Mortgage Securities Trust 2013-C15 D USD United States ,000,000 $997,848 JPMBB Commercial Mortgage Securities Trust 2014-C21 C USD United States ,405,000 $1,391,779 JPMBB Commercial Mortgage Securities Trust 2014-C24 ESK USD United States ,517 $479,467 JPMBB Commercial Mortgage Securities Trust 2015-C28 XA USD United States ,725,563 $3,090,193 JPMDB Commercial Mortgage Securities Trust 2017-C7 XA USD United States ,650,828 $1,354,950 JPMorgan Chase & Co. USD United States ,000 $275,391 JPMorgan Chase & Co. USD United States ,000 $189,290 K-Mac Holdings Corp st Lien Term Loan USD United States ,625 $148,939 K-Mac Holdings Corp nd Lien Term Loan USD United States ,000 $100,375 KAR Auction Services, Inc. Term Loan B5 USD United States ,811 $802,811 KazMunayGas National Co. JSC USD Kazakhstan ,000 $734,109 KazMunayGas National Co. JSC USD Kazakhstan ,000 $489,406 KBR, Inc Term Loan B USD United States ,000 $150,469 Kenan Advantage Group, Inc Term Loan USD United States ,061 $300,717 Kenan Advantage Group, Inc. CAD Term Loan B USD United States ,215 $83,397 KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC USD United States ,000 $246,875 Kinetic Concepts, Inc USD Term Loan B USD United States ,000 $250,781 Kingpin Intermediate Holdings LLC st Lien Term Loan B USD United States ,000 $250,625 Klabin Finance SA USD Brazil ,000 $406,350 KMG Chemicals Inc. Term Loan B USD United States ,091 $88,586 Kraft Heinz Foods Co. USD United States ,000 $272,931 Kraton Polymers LLC / Kraton Polymers Capital Corp. USD United States ,000 $156,000 Kraton Polymers, LLC 2018 USD Term Loan USD United States ,685 $408,685 Kronos Incorporated 2017 Term Loan B USD United States ,302 $568,237 KSA Sukuk Ltd. USD Saudi Arabia ,000 $483,391 KUEHG Corp st Lien Term Loan USD United States ,788 $394,649 L&W, Inc Term Loan B USD United States ,000 $150,750 Laboratory Corp. of America Holdings USD United States ,000 $275,880 LB-UBS Commercial Mortgage Trust 2005-C3 D USD United States ,385 $1,388 LB-UBS Commercial Mortgage Trust 2005-C3 F USD United States ,000,000 $980,227 LB-UBS Commercial Mortgage Trust 2005-C5 G USD United States ,000 $775,588 LCCM 2017-LC26 XA USD United States ,025,461 $2,403,558 LCM XIV L.P. 14A CR USD United States ,000,000 $1,999,928 LCM XVIII L.P. 18A CR USD United States ,350,000 $1,349,195 Learning Care Group, Inc st Lien Term Loan USD United States ,000 $299,625 Learning Care Group, Inc nd Lien Term Loan USD United States ,000 $100,250 Lehman XS Trust Series N 1A2 USD United States ,310 $66,147 Lennar Corp. USD United States ,000 $153,750 Page 10 of 17