AJAX Mortgage Loan Trust 2017-A A USD United States 99.55 926,701 $922,523 Alternative Loan Trust 2004-32CB 2A2 USD United States 94.85 858,236 $814,078 Alternative Loan Trust 2004-J7 MI USD United States 90.39 906,008 $818,931 Alternative Loan Trust 2005-10CB 1A1 USD United States 89.19 3,877,644 $3,458,553 Alternative Loan Trust 2005-31 1A1 USD United States 95.16 660,571 $628,593 Alternative Loan Trust 2005-65CB 1A3 USD United States 93.77 455,655 $427,290 Alternative Loan Trust 2005-J2 1A12 USD United States 88.54 812,792 $719,682 Alternative Loan Trust 2006-19CB A12 USD United States 73.08 504,844 $368,921 Alternative Loan Trust 2006-20CB A9 USD United States 76.29 1,011,912 $771,943 Alternative Loan Trust 2007-18CB 1A7 USD United States 63.54 716,010 $454,964 Alternative Loan Trust 2007-OA4 A1 USD United States 90.86 1,958,465 $1,779,440 American Homes 4 Rent 2015-SFR1 XS USD United States 0.00 1,094,450 $0 American Homes 4 Rent 2015-SFR2 XS USD United States 0.00 2,434,191 $0 Apidos CLO XVII 2014-17A D USD United States 100.00 2,000,000 $1,999,948 Apidos CLO XVIII 2014-18A D USD United States 100.17 2,850,000 $2,854,885 Apidos CLO XXIX 2018-29A B USD United States 100.00 2,250,000 $2,249,946 Ares XXIX CLO Ltd. 2014-1A C USD United States 100.01 500,000 $500,058 Ares XXVIII CLO Ltd. 2013-3A DR USD United States 100.01 3,000,000 $3,000,357 Atrium CDO Corp. 12A CR USD United States 99.23 900,000 $893,090 Babson CLO Ltd. 2018-3A C USD United States 100.00 2,000,000 $1,999,952 BANK 2017-BNK4 E USD United States 67.83 5,680,000 $3,852,507 BANK 2017-BNK4 XE USD United States 10.00 5,680,000 $567,801 BANK 2017-BNK8 XE USD United States 9.77 14,100,000 $1,378,212 BANK 2018-BNK12 D USD United States 77.53 2,000,000 $1,550,699 BANK 2018-BNK12 XD USD United States 11.75 9,363,500 $1,099,977 Bank of New York Institutional Cash Reserves Deposit USD United States 1.00 8,860 $8,860 BBCCRE Trust 2015-GTP XB USD United States 1.48 51,500,000 $764,754 Bear Stearns ALT-A Trust 2005-10 21A1 USD United States 95.83 471,830 $452,163 Bear Stearns ALT-A Trust 2005-4 23A1 USD United States 101.05 353,218 $356,910 Bear Stearns ALT-A Trust 2005-7 21A1 USD United States 95.56 650,256 $621,354 Bear Stearns ALT-A Trust 2005-9 26A1 USD United States 82.70 2,323,880 $1,921,737 Bear Stearns Asset Backed Securities Trust 2006-SD4 1A1 USD United States 100.73 491,997 $495,600 Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18 G USD United States 102.60 2,000,000 $2,051,956 Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 D USD United States 103.22 1,840,000 $1,899,294 Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 E USD United States 103.12 2,257,000 $2,327,509 Bellemeade Re Ltd. 2015-1A M2 USD United States 101.42 313,584 $318,033 BERKSHIRE HATH 07/05/2018 USD United States 99.96 2,100,000 $2,099,215 BlueMountain CLO 2013-3A DR USD United States 99.45 1,000,000 $994,505 BlueMountain CLO 2013-3A E USD United States 99.95 1,800,000 $1,799,132 BlueMountain CLO 2013-4A DR USD United States 100.01 1,500,000 $1,500,170 BlueMountain CLO 2015-1A D Ltd. USD United States 100.03 1,000,000 $1,000,284 BlueMountain CLO 2016-1 Ltd. 2016-1A DR USD United States 99.12 2,000,000 $1,982,316 BMARK 2018-B4 XA USD United States 3.97 45,484,000 $1,805,847 BMARK 2018-B4 XD USD United States 13.69 8,000,000 $1,095,357 Bowman Park CLO Ltd. 2014-1A E USD United States 100.00 3,000,000 $2,999,949 BXMT 2017-FL1 C Ltd. USD United States 100.26 1,000,000 $1,002,556 BXMT 2017-FL1 D Ltd. USD United States 100.37 2,000,000 $2,007,470 Carlyle Global Market Strategies CLO 2014-3RA B Ltd. USD United States 100.00 2,500,000 $2,499,930 Carlyle Global Market Strategies CLO 2015-2A CR Ltd. USD United States 99.23 3,200,000 $3,175,248 Chase Mortgage Finance Trust Series 2006-A1 2A3 USD United States 95.24 313,530 $298,605 Chase Mortgage Finance Trust Series 2007-A1 1A2 USD United States 98.59 226,188 $223,002 CHL Mortgage Pass-Through Trust 2004-22 A3 USD United States 99.84 631,711 $630,704 CHL Mortgage Pass-Through Trust 2006-1 A2 USD United States 84.49 876,840 $740,809 CHL Mortgage Pass-Through Trust 2007-7 A7 USD United States 86.35 693,594 $598,913 Citigroup Commercial Mortgage Trust 2016-C3 XA USD United States 6.82 11,964,018 $816,437 Citigroup Mortgage Loan Trust 2006-AR2 1A1 USD United States 93.89 638,855 $599,803 Citigroup Mortgage Loan Trust 2007-10 22AA USD United States 96.87 331,275 $320,914 Citigroup Mortgage Loan Trust 2013-7 2A2 USD United States 96.79 1,301,457 $1,259,715 Citigroup Mortgage Loan Trust, Inc. 2005-9 22A2 USD United States 102.12 1,672,391 $1,707,822 Citigroup/Deutsche Bank Commercial Mortgage Trust 2006-CD3 AM USD United States 103.52 660,617 $683,871 CitiMortgage Alternative Loan Trust Series 2007-A6 1A10 USD United States 97.54 311,390 $303,739 COMM 2012-CR3 XA USD United States 6.52 22,646,758 $1,476,333 COMM 2012-CR5 XA USD United States 5.57 9,364,060 $521,950 COMM 2014-CR21 XE USD United States 7.33 13,920,000 $1,020,168 Commonbond Student Loan Trust 2016-A B USD United States 89.47 563,730 $504,368 Commonbond Student Loan Trust 2016-B USD United States 98.16 1,894,548 $1,859,765 Commonbond Student Loan Trust 2017-AGS C USD United States 101.56 2,980,000 $3,026,573 Page 1 of 5
Commonbond Student Loan Trust 2017-BGS C USD United States 100.83 1,219,000 $1,229,146 CONCORD MINUTE 07/02/2018 USD United States 99.98 3,801,000 $3,800,384 CONSOLIDATED 0% 07/02/18 USD United States 99.98 2,700,000 $2,699,512 CONSOLIDATED E 07/06/2018 USD United States 99.96 3,000,000 $2,998,728 Countrywide Asset-Backed Certificates 2005-AB2 M1 USD United States 95.91 2,500,000 $2,397,683 Credit Suisse First Boston Mortgage Securities Corp. 2005-C5 F USD United States 100.98 979,299 $988,862 CSAIL 2017-CX9 XA Commercial Mortgage Trust USD United States 4.75 14,847,676 $704,981 Cumberland Park CLO Ltd. 2015-2A DR USD United States 99.16 3,000,000 $2,974,650 DBGS 2018-BIOD E Mortgage Trust USD United States 99.25 1,500,000 $1,488,802 DBJPM 16-C3 E Mortgage Trust USD United States 71.07 4,874,000 $3,464,063 DBJPM 16-C3 Mortgage Trust USD United States 84.14 660,000 $555,347 DBUBS 2011-LC1A XA USD United States 1.28 920,543 $11,777 Deephaven Residential Mortgage Trust 2018-1A M1 USD United States 100.23 600,000 $601,398 Deephaven Residential Mortgage Trust 2018-2A M1 USD United States 100.39 1,200,000 $1,204,700 Deutsche Mortgage Securities, Inc. Re-REMIC Trust Certificates Series 2007-WM1 A1 USD United States 101.24 488,673 $494,751 Dorchester Park CLO Ltd. 2015-1A DR USD United States 100.10 500,000 $500,487 DRB Prime Student Loan Trust 2017-A B USD United States 97.31 1,190,167 $1,158,186 Dryden 55 CLO Ltd. 2018-55A C USD United States 100.08 2,500,000 $2,502,088 Dryden XXV Senior Loan Fund 2012-25A DRR USD United States 100.09 1,565,000 $1,566,394 DSLA Mortgage Loan Trust 2005-AR4 2A1B USD United States 87.12 3,736,293 $3,255,079 DU PONT CP 0.0 02JUL18 USD United States 99.98 1,700,000 $1,699,685 Earnest Student Loan Program, LLC 2016-A B USD United States 95.18 366,057 $348,406 Earnest Student Loan Program, LLC 2016-B B USD United States 100.74 969,617 $976,754 Earnest Student Loan Program, LLC 2016-C B USD United States 99.47 519,953 $517,215 Earnest Student Loan Program, LLC 2016-D B USD United States 97.60 1,303,685 $1,272,423 Earnest Student Loan Program, LLC 2016-D C USD United States 92.68 1,245,589 $1,154,377 Earnest Student Loan Program, LLC 2017-A C USD United States 93.34 1,020,852 $952,814 ELFI Graduate Loan Program 2018-A B LLC USD United States 97.67 600,000 $586,025 Exantas Capital Corp. 2018-RSO6 D Ltd. USD United States 100.00 5,500,000 $5,499,997 Fannie Mae Connecticut Avenue Securities 16-C06 1M2 USD United States 113.71 1,100,000 $1,250,766 Fannie Mae Connecticut Avenue Securities 2016-C05 2M2 USD United States 111.46 3,000,000 $3,343,768 Fannie Mae Connecticut Avenue Securities 2017-C02 2M2 USD United States 109.13 900,000 $982,166 Fannie Mae Connecticut Avenue Securities 2017-C04 2M2 USD United States 104.20 1,000,000 $1,041,967 Fannie Mae Connecticut Avenue Securities 2017-C05 1M2 USD United States 101.84 900,000 $916,589 Fannie Mae Connecticut Avenue Securities 2017-C07 1M2 USD United States 102.17 1,200,000 $1,226,086 Fannie Mae Connecticut Avenue Securities 2017-C07 2M2 USD United States 102.09 1,500,000 $1,531,369 Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2 USD United States 104.20 2,000,000 $2,084,078 Fannie Mae Connecticut Avenue Securities 2018-C03 1M2 USD United States 99.50 1,500,000 $1,492,453 Fannie Mae Connecticut Avenue Securities 2018-C04 2M2 USD United States 100.05 1,000,000 $1,000,453 First NLC Trust 2005-2 M2 USD United States 98.31 1,425,000 $1,400,972 Five Guys Holdings, Inc. 2017-1A A2 USD United States 100.86 1,492,500 $1,505,307 Freddie Mac Multifamily Structured Pass Through Certificates K006 BX1 USD United States 8.25 6,667,763 $549,932 Freddie Mac Multifamily Structured Pass Through Certificates K011 X3 USD United States 5.68 27,740,000 $1,575,152 Freddie Mac Multifamily Structured Pass Through Certificates K014 X3 USD United States 8.49 34,915,394 $2,964,320 Freddie Mac Multifamily Structured Pass Through Certificates K016 X1 USD United States 4.03 31,392,563 $1,264,125 Freddie Mac Multifamily Structured Pass Through Certificates K016 X3 USD United States 7.80 39,680,000 $3,093,060 Freddie Mac Multifamily Structured Pass Through Certificates K035 X3 USD United States 8.20 31,400,000 $2,573,968 Freddie Mac Multifamily Structured Pass Through Certificates K040 X3 USD United States 10.78 8,050,000 $867,903 Freddie Mac Multifamily Structured Pass Through Certificates KC01 X3 USD United States 14.79 20,330,705 $3,005,897 Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3 USD United States 118.62 3,900,000 $4,626,153 Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQA2 M3 USD United States 117.15 500,000 $585,771 Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA3 M3 USD United States 117.35 3,000,000 $3,520,643 Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2 USD United States 103.13 1,200,000 $1,237,610 Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2 USD United States 102.35 2,700,000 $2,763,577 Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HRP1 B1 USD United States 105.33 800,000 $842,653 Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2 USD United States 98.46 1,100,000 $1,083,063 Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2 USD United States 99.81 1,000,000 $998,071 FREMF Mortgage Trust 2012-K23 X2B USD United States 0.44 160,388,405 $709,526 FREMF Mortgage Trust 2013.K29 X2B USD United States 0.51 149,082,442 $753,492 Galaxy XXIX CLO Ltd. 2018-29A D USD United States 100.00 2,000,000 $1,999,942 GENERAL MLS IN 07/05/2018 USD United States 99.96 3,252,000 $3,250,783 GS Mortgage Securities Corp. II 2011-GC3 X USD United States 1.48 101,604,145 $1,502,776 GS Mortgage Securities Trust 2010-C2 E USD United States 95.48 1,000,000 $954,769 GS Mortgage Securities Trust 2010-C2 F USD United States 90.44 1,100,000 $994,847 GS Mortgage Securities Trust 2011-GC5 XA USD United States 3.38 3,422,460 $115,656 GS Mortgage Securities Trust 2016-GS4 D USD United States 81.53 1,120,000 $913,125 GS Mortgage Securities Trust 2016-GS4 E USD United States 71.36 1,500,000 $1,070,449 Page 2 of 5
GSAA Home Equity Trust 2006-14 A3A USD United States 61.17 3,726,410 $2,279,414 GSAA Home Equity Trust 2007-1 1A1 USD United States 53.37 1,344,643 $717,632 GSR Mortgage Loan Trust 2005-AR5 2A3 USD United States 86.05 209,321 $180,121 GSR Mortgage Loan Trust 2006-AR1 2A1 USD United States 99.28 625,011 $620,521 HarborView Mortgage Loan Trust 2006-14 2A1A USD United States 95.78 1,113,800 $1,066,805 HarborView Mortgage Loan Trust 2007-5 A1A USD United States 93.20 1,459,293 $1,360,031 HARLEY DAVIDSO 07/09/2018 USD United States 99.94 2,499,000 $2,497,428 HERO Funding Trust 2016-2A A USD United States 100.80 1,285,220 $1,295,438 HERO Funding Trust 2016-3 A1 USD United States 98.44 2,894,205 $2,849,088 HP INC 0% 7/2/18 USD United States 99.98 3,300,000 $3,299,472 IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1 USD United States 84.87 4,770,792 $4,049,088 Jefferies Resecuritization Trust 2009-R6 1A2 USD United States 98.22 497,866 $489,025 JOHNSON CTLS I 07/02/2018 USD United States 99.98 4,002,000 $4,001,281 JP Morgan Chase Commercial Mortgage Securities Corp. 2018-LAQ D USD United States 100.13 1,800,000 $1,802,262 JP Morgan Chase Commercial Mortgage Securities Corp. 2018-LAQ E USD United States 100.16 820,000 $821,272 JP Morgan Chase Commercial Mortgage Securities Trust 2011-C3 XA USD United States 2.14 19,236,760 $412,350 JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 D USD United States 93.92 3,000,000 $2,817,494 JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 D USD United States 94.14 1,500,000 $1,412,141 JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 F USD United States 78.24 5,000,000 $3,912,210 JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 XA USD United States 3.40 22,670,519 $770,659 JP Morgan Mortgage Acquisition Trust 2006-CH2 AV4 USD United States 100.03 97,538 $97,567 JP Morgan Mortgage Acquisition Trust 2007-CH5 A4 USD United States 100.03 207,650 $207,705 JP Morgan Mortgage Trust 2006-S2 1A18 USD United States 89.64 899,396 $806,231 JP Morgan Mortgage Trust 2007-A3 1A1 USD United States 90.60 274,832 $249,002 JP Morgan Mortgage Trust 2007-S1 2A22 USD United States 78.56 1,499,872 $1,178,356 JP Morgan Mortgage Trust 2017-4 B1 USD United States 98.25 1,481,253 $1,455,337 JP Morgan Mortgage Trust 2017-4 B2 USD United States 97.01 1,481,253 $1,437,019 JP Morgan Mortgage Trust 2018-4 B1 USD United States 97.14 1,098,243 $1,066,788 JP Morgan Mortgage Trust 2018-4 B2 USD United States 95.70 996,818 $953,935 JP Morgan Mortgage Trust 2018-6C B2 USD United States 97.13 1,900,000 $1,845,492 JPMBB Commercial Mortgage Securities Trust 2013-C15 D USD United States 99.78 1,000,000 $997,848 JPMBB Commercial Mortgage Securities Trust 2014-C24 ESK USD United States 98.96 2,422,584 $2,397,335 JPMBB Commercial Mortgage Securities Trust 2014-C26 XD USD United States 2.70 46,979,000 $1,268,635 KELLOGG CO DIS 07/03/2018 USD United States 99.98 1,311,000 $1,310,674 Laurel Road Prime Student Loan Trust 2018-B BFX USD United States 100.24 850,000 $852,057 LB-UBS Commercial Mortgage Trust 2005-C3 F USD United States 98.02 2,000,000 $1,960,454 LCCM 2017-LC26 XA USD United States 9.60 24,153,688 $2,319,829 LCM L.P. 17A E USD United States 99.92 1,000,000 $999,224 LCM XIV L.P. 14A CR USD United States 100.00 2,000,000 $1,999,928 Lehman XS Trust Series 2005-5N 3A1B USD United States 101.68 538,380 $547,447 Madison Park Funding XIII Ltd. 2014-13A DR2 USD United States 99.38 2,500,000 $2,484,385 Magnetite XV Ltd. 2015-15A CR USD United States 100.00 2,000,000 $2,000,000 MCDONALDS 0% 7/10/2018 USD United States 99.93 2,000,000 $1,998,610 MEDTRONIC 0% 7/2/18 USD United States 99.98 2,500,000 $2,499,548 Merrill Lynch Mortgage Investors Trust Series 2005-A6 2A3 USD United States 100.33 250,269 $251,088 Merrill Lynch Mortgage Trust 2004-BPC1 E USD United States 100.00 1,933,404 $1,933,457 Mill City Mortgage Loan Trust 2017-2 M2 USD United States 96.69 1,000,000 $966,945 Mill City Mortgage Loan Trust 2017-3 M2 USD United States 96.53 1,199,407 $1,157,785 Mill City Mortgage Trust 2015-2 B2 USD United States 97.28 1,800,000 $1,750,981 Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17 C USD United States 97.89 1,000,000 $978,878 Morgan Stanley Capital I Trust 2005-T19 D USD United States 101.54 170,000 $172,613 Morgan Stanley Capital I Trust 2005-T19 G USD United States 98.51 2,000,000 $1,970,122 Morgan Stanley Capital I Trust 2011-C1 E USD United States 103.25 300,000 $309,759 Morgan Stanley Capital I, Inc. 2017-HR2 D USD United States 79.28 2,675,000 $2,120,688 Morgan Stanley Capital I, Inc. 2017-HR2 XD USD United States 12.24 15,555,000 $1,904,579 MVRXX Morgan Stanley Institutional Liquidity Fund - Government Portfolio USD United States 1.00 18,000 $18,000 Morgan Stanley Mortgage Loan Trust 2005-10 4A1 USD United States 93.43 307,480 $287,284 Morgan Stanley Mortgage Loan Trust 2005-5AR 1B1 USD United States 95.87 900,000 $862,855 Morgan Stanley Reremic Trust 2012-XA B USD United States 98.65 678,745 $669,603 Mosaic Solar Loan Trust 2018-1A A USD United States 100.40 1,285,913 $1,291,034 Mosaic Solar Loan Trust 2018-2-GS B USD United States 99.97 2,000,000 $1,999,310 Mosaic Solar Loans 2017-2A A LLC USD United States 99.43 1,261,740 $1,254,561 Neuberger Berman CLO XVI-S Ltd. 2017-16SA D USD United States 99.17 1,000,000 $991,688 Neuberger Berman CLO XXI Ltd. 2016-21A ER USD United States 99.18 3,000,000 $2,975,334 Octagon Investment Partners XVI Ltd. 2013-1A D USD United States 100.01 3,000,000 $3,000,354 Oscar US Funding Trust II 2015-1A A4 USD United States 99.72 1,080,000 $1,077,021 Palmer Square CLO 2013-2A CR Ltd. USD United States 100.39 1,250,000 $1,254,908 Page 3 of 5
Palmer Square CLO 2014-1A BR2 Ltd. USD United States 99.71 1,300,000 $1,296,229 Palmer Square Loan Funding 2017-1A D Ltd. USD United States 97.91 2,900,000 $2,839,245 Palmer Square Loan Funding 2018-1A D Ltd. USD United States 98.81 2,750,000 $2,717,259 Palmer Square Loan Funding 2018-1A E Ltd. USD United States 99.91 2,500,000 $2,497,855 PFP 2017-4 E Ltd. USD United States 103.20 4,660,000 $4,808,910 Popular ABS Mortgage Pass-Through Trust 2005-D A5 USD United States 99.09 486,951 $482,497 Progress Residential 2015-SFR3 C USD United States 100.93 3,800,000 $3,835,296 Recette CLO Ltd. 2015-1A DR USD United States 99.45 1,897,000 $1,886,625 Recette Clo Ltd. 2015-1A E USD United States 100.43 1,400,000 $1,406,034 Renaissance Home Equity Loan Trust 2005-3 AF4 USD United States 104.19 1,200,000 $1,250,224 Santander Drive Auto Receivables Trust 2018-1 D USD United States 98.46 2,050,000 $2,018,356 SMB Private Education Loan Trust 2014-A C USD United States 96.86 2,623,000 $2,540,556 SMB Private Education Loan Trust 2017-A B USD United States 93.95 1,000,000 $939,458 SoFi Consumer Loan Program 2016-3 B USD United States 101.88 4,000,000 $4,075,206 Sofi Consumer Loan Program 2017-5 B LLC USD United States 99.33 900,000 $893,975 Sofi Consumer Loan Program 2018-1 C Trust USD United States 98.83 1,900,000 $1,877,748 Sofi Consumer Loan Program 2018-2 B Trust USD United States 99.75 850,000 $847,852 Sofi Consumer Loan Program 2018-2 C Trust USD United States 99.77 2,800,000 $2,793,616 SoFi Professional Loan Program 2015-B B USD United States 98.71 917,769 $905,970 SoFi Professional Loan Program 2015-D B USD United States 99.77 505,508 $504,333 SoFi Professional Loan Program 2016-B B USD United States 98.70 1,600,000 $1,579,253 SoFi Professional Loan Program 2016-E C USD United States 96.87 3,265,000 $3,162,941 SoFi Professional Loan Program 2017-A C USD United States 99.19 1,525,000 $1,512,592 SoFi Professional Loan Program 2017-C C USD United States 98.32 1,250,000 $1,229,036 SoFi Professional Loan Program 2017-D BFX LLC USD United States 97.85 1,250,000 $1,223,141 SoFi Professional Loan Program 2017-E C LLC USD United States 98.03 1,000,000 $980,254 Springleaf Funding Trust 2015-A A USD United States 99.97 352,863 $352,772 Structured Adjustable Rate Mortgage Loan Trust 2005-4 3A1 USD United States 100.51 278,602 $280,028 Structured Asset Securities Corp. Mortgage Loan Trust 2006-BC5 A4 USD United States 97.99 603,899 $591,742 TBW Mortgage-Backed Trust 2006-6 A5B USD United States 47.56 5,208,354 $2,477,092 TBW Mortgage-Backed Trust 2007-2 A1A USD United States 59.37 5,996,739 $3,560,178 TES LLC 2017-1A B USD United States 102.69 1,100,000 $1,129,636 Tesla Auto Lease Trust 2018-A D USD United States 99.70 800,000 $797,564 THL Credit Wind River 2014-1 CRR CLO Ltd. USD United States 99.99 2,000,000 $1,999,774 Towd Point Mortgage Trust 2015-2 2B2 USD United States 103.99 1,100,000 $1,143,889 Towd Point Mortgage Trust 2017-2 M1 USD United States 99.78 1,200,000 $1,197,405 Towd Point Mortgage Trust 2017-6 M2 USD United States 92.97 500,000 $464,848 TYSON FOOD 0% 07/9/18 USD United States 99.94 1,000,000 $999,370 US 10YR NOTE FUT SEP18 USD United States 120.19 36 $4,326,750 US 10YR ULTRA FUT SEP18 USD United States 128.23 334 $42,830,281 US 2YR NOTE (CBT) SEP18 USD United States 105.91 (259) ($54,863,485) US 5YR NOTE CBT SEP18 USD United States 113.62 (453) ($51,468,586) US LONG BOND(CBT) SEP18 USD United States 145.00 141 $20,445,000 US ULTRA BOND CBT SEP18 USD United States 159.56 79 $12,605,438 Venture XX CLO Ltd. 2015-20A CR USD United States 98.53 3,000,000 $2,955,819 Verus Securitization Trust 2017-SG1A B1 USD United States 99.79 800,000 $798,352 VODAFONE 0% 9/4/18 USD United States 99.54 700,000 $696,778 Wachovia Mortgage Loan LLC Series 2005-B 2A1 USD United States 101.02 431,470 $435,884 Wachovia Mortgage Loan LLC Series 2005-B 2A2 USD United States 99.85 559,756 $558,941 WaMu Asset-Backed Certificates WaMu Series 2007-HE4 2A3 Trust USD United States 72.80 990,099 $720,798 WaMu Mortgage Pass-Through Certificates Series 2005-AR10 1A3 USD United States 102.17 2,090,006 $2,135,401 WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3 USD United States 100.41 760,565 $763,673 WaMu Mortgage Pass-Through Certificates Series 2005-AR16 1A1 USD United States 100.59 574,559 $577,926 WaMu Mortgage Pass-Through Certificates Series 2006-AR10 1A1 USD United States 97.40 871,395 $848,731 WaMu Mortgage Pass-Through Certificates Series 2006-AR14 1A3 USD United States 96.06 548,328 $526,700 WaMu Mortgage Pass-Through Certificates Series 2006-AR16 1A1 USD United States 95.70 1,416,668 $1,355,763 WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A3 USD United States 90.84 828,254 $752,348 WaMu Mortgage Pass-Through Certificates Series 2007-HY1 2A3 USD United States 98.12 554,379 $543,934 WaMu Mortgage Pass-Through Certificates Series 2007-HY1 3A2 USD United States 97.37 867,496 $844,699 WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1 USD United States 98.12 590,548 $579,468 Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 2A9 USD United States 96.58 731,901 $706,861 Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-7 1A4 USD United States 94.49 430,460 $406,724 Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2 USD United States 96.26 932,786 $897,870 Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 A3 USD United States 91.96 959,208 $882,131 WASTE MGMT 0% 7/10/2018 USD United States 99.93 892,000 $891,380 Wells Fargo Alternative Loan 2007-PA3 3A1 USD United States 94.82 347,380 $329,392 Wells Fargo Commercial Mortgage Trust 2014-LC18 XA USD United States 5.28 7,706,253 $406,556 Page 4 of 5
Wells Fargo Commercial Mortgage Trust 2015-C30 E USD United States 64.54 4,227,351 $2,728,217 Wells Fargo Commercial Mortgage Trust 2015-C30 XE USD United States 7.82 16,657,000 $1,301,864 Wells Fargo Commercial Mortgage Trust 2015-C30 XFG USD United States 7.58 16,657,000 $1,262,636 Wells Fargo Commercial Mortgage Trust 2016-C37 XEF USD United States 10.90 7,790,000 $849,070 Wells Fargo Commercial Mortgage Trust 2016-NXS5 XA USD United States 7.71 9,708,094 $748,529 Wells Fargo Commercial Mortgage Trust 2017-C40 XA USD United States 6.62 35,112,362 $2,324,091 Wells Fargo Commercial Mortgage Trust 2017-C42 XE USD United States 9.60 10,343,000 $993,271 Wells Fargo Commercial Mortgage Trust 2018-BXI E USD United States 99.80 2,500,000 $2,494,944 Wells Fargo Commercial Mortgage Trust 2018-C45 XA USD United States 6.63 40,000,000 $2,650,160 Wells Fargo Mortgage Backed Securities 2006-8 A18 USD United States 100.91 758,751 $765,644 Wells Fargo Mortgage Backed Securities 2006-AR4 2A4 USD United States 93.58 275,275 $257,614 Wells Fargo Mortgage Backed Securities 2006-AR7 2A4 USD United States 102.52 333,420 $341,810 Wells Fargo Mortgage Backed Securities 2007-AR7 A1 USD United States 97.68 1,522,399 $1,487,123 Wells Fargo Mortgage Backed Securities 2008-1R A1 USD United States 101.01 61,509 $62,130 Wells Fargo Re-REMIC Trust 2013-FRR1 B706 USD United States 97.52 2,110,000 $2,057,665 Wells Fargo Re-REMIC Trust 2013-FRR1 BK26 USD United States 77.44 2,000,000 $1,548,702 WFRBS Commercial Mortgage Trust 2012-C10 XA USD United States 5.57 41,321,587 $2,302,703 WFRBS Commercial Mortgage Trust 2013-C12 XA USD United States 4.74 1,410,723 $66,806 WFRBS Commercial Mortgage Trust 2014-C25 C USD United States 97.49 1,000,000 $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 1-800-992-0180 or visit our website at www.voyainvestments.com. 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