Sterling Capital Short Duration Bond Fund


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Sterling Capital Short Duration Bond Fund Portfolio Holdings, May 31, 2018 (unaudited)

Security Name FEDERATED TREASURY OBLIGATIONS FUND SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 MORGAN STANLEY CAPITAL I TRUST 2016-BNK2 COMM 2014-CCRE15 MORTGAGE TRUST WHEELS SPV 2 LLC BANK OF AMERICA CORP. WF-RBS COMMERCIAL MORTGAGE TRUST, SERIES CARMAX AUTO OWNER TRUST 2016-2 ENTERPRISE FLEET FINANCING LLC MORGAN STANLEY ENTERPRISE FLEET FINANCING LLC MITSUBISHI UFJ FINANCIAL GROUP, INC. AUSTRALIA & NEW ZEALAND BANKING GROUP, L WELLS FARGO & CO. NORDEA BANK AB CATERPILLAR FINANCIAL SERVICES CORP. COOPERATIEVE RABOBANK UA/NY FORD CREDIT AUTO OWNER TRUST, SERIES 201 CARMAX AUTO OWNER TRUST, SERIES 2016-3, GOLDMAN SACHS GROUP, INC. (THE) AMERICREDIT AUTOMOBILE RECEIVABLES TRUST HERTZ VEHICLE FINANCING, LLC, SERIES 201 SANTANDER DRIVE AUTO RECEIVABLES TRUST, CAPITAL AUTO RECEIVABLES ASSET TRUST, SE WORLD OMNI AUTO RECEIVABLES TRUST 2016-B JPMORGAN CHASE & CO JP MORGAN CHASE COMMERCIAL MORTGAGE SECU PENSKE TRUCK LEASING CO LP / PTL FINANCE ERAC USA FINANCE LLC AVIS BUDGET RENTAL CAR FUNDING AESOP LLC UBS AG/STAMFORD CT FIFTH THIRD BANK/CINCINNATI OH VULCAN MATERIALS CO AMERICREDIT AUTOMOBILE RECEIVABLES TRUST BUCKEYE PARTNERS LP ALLEGHANY CORP. ENERGY TRANSFER PARTNERS L.P. MORGAN STANLEY BANK OF AMERICA MERRILL L KEYSIGHT TECHNOLOGIES INC EXELON GENERATION CO., LLC SABINE PASS LIQUEFACTION, LLC ENTERPRISE PRODUCTS OPERATING LLC AVIS BUDGET RENTAL CAR FUNDING AESOP LLC RELIANCE STANDARD LIFE GLOBAL FUNDING II ASPEN INSURANCE HOLDINGS, LTD ING BANK NV PRINCIPAL LIFE GLOBAL FUNDING II SVENSKA HANDELSBANKEN AB AVIS BUDGET RENTAL CAR FUNDING AESOP, LL DBUBS MORTGAGE TRUST, SERIES 2011-LC1A, TELEFONICA EMISIONES SAU FANNIE MAE REMICS, SERIES 2014-76, CLASS AMERICAN TOWER CORP STATE OF ILLINOIS CROWN CASTLE INTERNATIONAL CORP CHARTER COMMUNICATIONS OPERATING LLC / C DAIMLER FINANCE NORTH AMERICA LLC CREDIT AGRICOLE SA/LONDON SANTANDER UK PLC SCENTRE GROUP TRUST 1/2 CAPITAL AUTO RECEIVABLES ASSET TRUST, SE SWEDBANK AB BPCE SA ENLINK MIDSTREAM PARTNERS L.P. CAPITAL AUTO RECEIVABLES ASSET TRUST, SE ADVANCE AUTO PARTS INC CARGILL INC CITIGROUP, INC. CHEVRON PHILLIPS CHEMICAL CO LLC / CHEVR L3 TECHNOLOGIES, INC. SHERWIN-WILLIAMS CO. (THE) CITIGROUP MORTGAGE LOAN TRUST, INC., SER CAPITAL AUTO RECEIVABLES ASSET TRUST, SE JACKSON NATIONAL LIFE GLOBAL FUNDING

Security ID 60934N5SC 80285EAF4 61690YBR2 12591RAX8 96328DAZ7 06051GGB9 92935VAG3 14314MAD5 29372EBM9 61747YDW2 29372JAC1 606822AF1 05252ACR0 949746RS2 65557CAJ2 14913Q2H1 21688AAD4 34530RAA6 14314EAC5 38141EA66 03065TAE2 42806DAA7 80285CAH4 13976AAG5 98161PAD5 46625HQJ2 46642CBE9 709599AU8 26884TAM4 05377RCA0 90261XHK1 31677QBH1 929160AX7 03066DAE6 118230AJ0 017175AB6 29273RAX7 61763UAV4 49338LAD5 30161MAP8 785592AE6 29379VBD4 05377RBV5 75951AAB4 04530DAC6 44987CAC2 74256LAY5 86960BAN2 05377RBX1 233050AF0 87938WAM5 3136ALNR8 029912BC5 452152V81 22822VAA9 161175AX2 233851DC5 22532MAL6 80283LAH6 806213AA2 13976AAF7 87020PAG2 05578DAR3 29336UAA5 13975WAE3 00751YAA4 141781BH6 172967HM6 166754AM3 502413AY3 824348AT3 17307GQR2 13974HAF4 46849LSH5

Ticker TOIXX 80285EAF4 61690YBR2 12591RAX8 96328DAZ7 06051GGB9 92935VAG3 14314MAD5 29372EBM9 61747YDW2 29372JAC1 606822AF1 05252ACR0 949746RS2 65557CAJ2 14913Q2H1 21688AAD4 34530RAA6 14314EAC5 38141EA66 03065TAE2 42806DAA7 80285CAH4 13976AAG5 98161PAD5 46625HQJ2 46642CBE9 709599AU8 26884TAM4 05377RCA0 90261XHK1 31677QBH1 929160AX7 03066DAE6 118230AJ0 017175AB6 29273RAX7 61763UAV4 49338LAD5 30161MAP8 785592AE6 29379VBD4 05377RBV5 75951AAB4 04530DAC6 44987CAC2 74256LAY5 86960BAN2 05377RBX1 233050AF0 87938WAM5 3136ALNR8 029912BC5 452152V81 22822VAA9 161175AX2 233851DC5 22532MAL6 80283LAH6 806213AA2 13976AAF7 87020PAG2 05578DAR3 29336UAA5 13975WAE3 00751YAA4 141781BH6 172967HM6 166754AM3 502413AY3 824348AT3 17307GQR2 13974HAF4 46849LSH5

Shares or Par Market Value 1,814,758 $ 1,814,758 1,645,000 1,648,603 1,500,000 1,465,942 1,393,839 1,395,131 1,351,017 1,339,026 1,275,000 1,249,136 1,200,000 1,235,806 1,250,000 1,227,979 1,200,000 1,196,181 1,200,000 1,193,086 1,195,000 1,174,035 1,100,000 1,117,991 1,100,000 1,113,725 1,125,000 1,103,606 1,055,000 1,085,483 1,000,000 1,000,654 1,000,000 989,929 975,000 962,493 971,723 962,208 900,000 951,007 965,000 949,593 900,000 892,393 892,000 890,551 900,000 889,846 900,000 887,856 900,000 884,728 850,000 850,320 850,000 849,274 850,000 842,635 850,000 839,695 850,000 837,935 850,000 836,756 830,000 831,096 825,000 821,426 800,000 818,499 775,000 814,217 800,000 812,646 800,000 802,593 800,000 798,886 800,000 798,569 760,000 796,854 800,000 796,736 800,000 793,831 800,000 792,254 750,000 791,283 800,000 790,073 800,000 789,923 800,000 788,720 800,000 788,516 750,000 787,263 750,000 778,411 780,000 776,625 750,000 776,596 760,000 774,531 750,000 753,695 750,000 751,765 750,000 751,215 750,000 748,338 750,000 745,997 754,000 745,348 750,000 739,664 750,000 739,267 750,000 738,939 726,000 723,391 715,000 703,302 670,000 702,011 700,000 700,881 700,000 699,080 700,000 693,579 650,000 670,634 680,000 670,077 650,668 658,890 650,000 648,732 645,000 644,195

% of Total Coupon Rate Maturity or Market Value* (%) Expiration Date 1.57% 0 1.42% 3.09 4/15/2022 1.27% 2.45 11/1/2049 1.20% 2.93 2/1/2047 1.16% 1.88 4/20/2026 1.08% 2.15 11/9/2020 1.07% 4.38 3/1/2044 1.06% 1.68 9/15/2021 1.03% 2.09 2/22/2021 1.03% 2.65 1/27/2020 1.01% 2.22 1/20/2023 0.97% 3.15 9/13/2021 0.96% 3.2 11/23/2021 0.95% 2.5 3/4/2021 0.94% 4.88 1/27/2020 0.86% 2.35 3/15/2021 0.85% 2.25 1/14/2020 0.83% 2.12 7/15/2026 0.83% 1.39 5/17/2021 0.82% 6 6/15/2020 0.82% 1.83 12/8/2021 0.77% 2.73 3/25/2021 0.77% 2.66 11/15/2021 0.77% 2.35 9/20/2021 0.77% 1.3 2/15/2022 0.76% 2.55 3/1/2021 0.73% 2.87 7/1/2047 0.73% 3.2 7/15/2020 0.73% 2.35 10/15/2019 0.73% 2.63 12/20/2021 0.72% 2.35 3/26/2020 0.72% 1.63 9/27/2019 0.72% 2.95 3/1/2021 0.71% 2.21 5/10/2021 0.71% 4.88 2/1/2021 0.70% 5.63 9/15/2020 0.70% 4.15 10/1/2020 0.69% 3.12 8/1/2047 0.69% 3.3 10/30/2019 0.69% 2.95 1/15/2020 0.69% 5.63 2/1/2021 0.69% 2.55 10/15/2019 0.69% 2.5 2/20/2021 0.68% 2.5 1/15/2020 0.68% 6 12/15/2020 0.68% 2.45 3/16/2020 0.68% 2.15 1/10/2020 0.68% 1.5 9/6/2019 0.68% 2.5 7/20/2021 0.68% 5.47 11/1/2046 0.67% 5.13 4/27/2020 0.67% 3 5/1/2037 0.67% 5.05 9/1/2020 0.67% 5 5/1/2019 0.65% 3.4 2/15/2021 0.65% 3.58 7/23/2020 0.65% 2.78 2/22/2021 0.65% 2.5 4/15/2019 0.64% 2.35 9/10/2019 0.64% 2.38 11/5/2019 0.64% 1.89 5/20/2021 0.64% 2.65 3/10/2021 0.64% 2.25 1/27/2020 0.62% 2.7 4/1/2019 0.61% 2.43 5/20/2022 0.61% 5.75 5/1/2020 0.61% 3.05 4/19/2021 0.60% 2.55 4/8/2019 0.60% 2.45 5/1/2020 0.58% 5.2 10/15/2019 0.58% 2.25 5/15/2020 0.57% 2.93 5/25/2035 0.56% 2.43 9/21/2020 0.56% 2.3 4/16/2019

The coupon rate represents the rates of the underlying Bonds in the portfolio and does not represent the performance of the Fund itself. Holdings are subject to change.

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Sterling Capital Short Duration Bond Fund Portfolio Holdings, May 31, 2018 (unaudited)

Security Name OHIO NATIONAL FINANCIAL SERVICES, INC. CVS HEALTH CORP. ISTAR INC ANIXTER INC COMMSCOPE, INC. CIT GROUP INC GS MORTGAGE SECURITIES TRUST, CLASS 2010 HCA, INC. DELL INTERNATIONAL LLC / EMC CORP SOCIAL PROFESSIONAL LOAN PROGRAM, LLC SE UNITED RENTALS NORTH AMERICA, INC. ALLY FINANCIAL, INC. MACQUARIE BANK LTD METROPOLITAN LIFE GLOBAL FUNDING I HSBC BANK PLC JPMBB COMMERCIAL MORTGAGE SECURITIES TRU UNIVERSITY OF CALIFORNIA, CA, COLLEGE AN VMWARE INC TEXTRON, INC. DOLLAR TREE, INC. CENTENE CORP. MPLX L.P. NATIONAL CITY CORP. SPRINT COMMUNICATIONS INC AMERICAN EXPRESS CO REALOGY GROUP LLC / REALOGY CO-ISSUER CO QUALCOMM INC MACQUARIE BANK, LTD. EI DU PONT DE NEMOURS & CO. RYDER SYSTEM, INC., SERIES MTN FORD MOTOR CREDIT CO., LLC GENERAL MOTORS CO. SOUTHERN POWER CO. DOMINION ENERGY, INC. NISSAN MOTOR ACCEPTANCE CORP. PENNSYLVANIA ELECTRIC CO. NATIONWIDE FINANCIAL SERVICES INC WEA FINANCE LLC / WESTFIELD UK & EUROPE MANUFACTURERS & TRADERS TRUST CO. MICROCHIP TECHNOLOGY INC SPIRIT AEROSYSTEMS INC ATHENE GLOBAL FUNDING REGIONS BANK TRI POINTE GROUP INC / TRI POINTE HOMES HARRIS CORP. MUFG BANK LTD MASSMUTUAL GLOBAL FUNDING II DNB BANK ASA AMERICAN EXPRESS CREDIT CORP. FNMA, SERIES 4030, CLASS PD PIONEER NATURAL RESOURCES CO. HCP, INC. WESTERN GAS PARTNERS L.P. CAPITAL ONE FINANCIAL CORP. PRIME SECURITY SERVICES BORROWER, LLC / REINSURANCE GROUP OF AMERICA, INC. KINDER MORGAN ENERGY PARTNERS L.P. PROTECTIVE LIFE GLOBAL FUNDING OMNICOM GROUP, INC. ERP OPERATING L.P. NEW YORK LIFE GLOBAL FUNDING AERCAP IRELAND CAPITAL, LTD. DR HORTON, INC. HOME EQUITY MORTGAGE LOAN ASSET-BACKED T NXP BV / NXP FUNDING LLC DXC TECHNOLOGY CO AVALONBAY COMMUNITIES, INC. CITIZENS BANK NA, (RI) AMERICREDIT AUTOMOBILE RECEIVABLES 2015HYUNDAI CAPITAL AMERICA PACCAR FINANCIAL CORP ASSURANT INC AT&T, INC. BANK OF NEW YORK MELLON CORP. (THE)

Security ID 67740QAF3 126650CT5 45031UBU4 035287AD3 203372AL1 125581GN2 36249KAC4 404119BP3 25272KAU7 83402JAA6 911365BC7 02005NAZ3 55608PAM6 59217GCE7 44328MAC8 46641WAT4 91412GD44 928563AA3 883203BT7 256746AE8 15135BAF8 55336VAC4 635405AM5 852061AK6 025816BT5 75606DAA9 747525AP8 55608PAT1 263534CL1 78355HJU4 345397XQ1 37045VAM2 843646AL4 25746UCT4 654740AN9 708696BW8 638612AK7 92890HAB8 55279HAM2 595017AJ3 85205TAH3 04685A2A8 759187CC9 962178AL3 413875AQ8 064255BP6 57629WCF5 23329PAC4 0258M0EE5 3137APML1 723787AJ6 40414LAH2 958254AC8 14040HBS3 74166MAA4 759351AJ8 494550BE5 74368CAJ3 681919AY2 26884AAY9 64952WCE1 00772BAN1 23331ABK4 43708AAT9 62947QAS7 23355LAE6 05348EBD0 17401QAC5 03065MAE7 44891AAE7 69371RN93 04621XAL2 00206RCR1 06406FAA1

Ticker 67740QAF3 126650CT5 45031UBU4 035287AD3 203372AL1 125581GN2 36249KAC4 404119BP3 25272KAU7 83402JAA6 911365BC7 02005NAZ3 55608PAM6 59217GCE7 44328MAC8 46641WAT4 91412GD44 928563AA3 883203BT7 256746AE8 15135BAF8 55336VAC4 635405AM5 852061AK6 025816BT5 75606DAA9 747525AP8 55608PAT1 263534CL1 78355HJU4 345397XQ1 37045VAM2 843646AL4 25746UCT4 654740AN9 708696BW8 638612AK7 92890HAB8 55279HAM2 595017AJ3 85205TAH3 04685A2A8 759187CC9 962178AL3 413875AQ8 064255BP6 57629WCF5 23329PAC4 0258M0EE5 3137APML1 723787AJ6 40414LAH2 958254AC8 14040HBS3 74166MAA4 759351AJ8 494550BE5 74368CAJ3 681919AY2 26884AAY9 64952WCE1 00772BAN1 23331ABK4 43708AAT9 62947QAS7 23355LAE6 05348EBD0 17401QAC5 03065MAE7 44891AAE7 69371RN93 04621XAL2 00206RCR1 06406FAA1

Shares or Par Market Value 600,000 634,381 650,000 628,269 625,000 623,763 610,000 622,200 615,000 618,075 600,000 618,000 600,000 616,934 610,000 616,100 600,000 615,976 606,203 614,585 610,000 614,575 600,000 602,256 600,000 592,806 600,000 588,364 575,000 587,433 564,267 565,226 575,000 562,419 557,000 544,490 525,000 528,825 525,000 526,649 510,000 523,622 510,000 521,480 500,000 519,280 500,000 512,100 500,000 500,185 500,000 500,000 500,000 498,803 500,000 498,743 505,000 498,636 500,000 498,585 500,000 497,314 495,000 497,196 500,000 494,400 500,000 492,958 500,000 490,764 475,000 489,126 450,000 472,792 475,000 472,792 450,000 453,612 450,000 452,540 450,000 450,401 450,000 450,313 450,000 450,042 450,000 450,000 447,000 443,959 450,000 443,312 450,000 438,933 450,000 437,872 440,000 434,576 440,151 433,223 400,000 427,477 430,000 425,797 425,000 424,763 425,000 423,587 400,000 423,200 400,000 417,461 400,000 416,656 425,000 415,697 400,000 414,300 400,000 413,224 425,000 412,724 400,000 406,926 400,000 405,935 404,572 404,564 400,000 403,500 400,000 400,407 400,000 400,047 400,000 399,323 400,000 398,985 400,000 397,903 400,000 397,745 396,000 397,094 400,000 395,269 400,000 394,303

% of Total Coupon Rate Maturity or Market Value* (%) Expiration Date 0.55% 6.38 4/30/2020 0.54% 2.13 6/1/2021 0.54% 5 7/1/2019 0.54% 5.63 5/1/2019 0.53% 5 6/15/2021 0.53% 5.38 5/15/2020 0.53% 4.59 8/1/2043 0.53% 4.25 10/15/2019 0.53% 5.88 6/15/2021 0.53% 3.16 6/25/2033 0.53% 4.63 7/15/2023 0.52% 4.13 3/30/2020 0.51% 2.4 1/21/2020 0.51% 2.05 6/12/2020 0.51% 4.13 8/12/2020 0.49% 3.05 4/1/2047 0.49% 1.49 5/15/2020 0.47% 2.3 8/21/2020 0.46% 3.65 3/1/2021 0.45% 3.06 4/17/2020 0.45% 5.63 2/15/2021 0.45% 5.5 2/15/2023 0.45% 6.88 5/15/2019 0.44% 9 11/15/2018 0.43% 2.97 2/27/2023 0.43% 4.5 4/15/2019 0.43% 2.1 5/20/2020 0.43% 2.35 1/15/2019 0.43% 2.2 5/1/2020 0.43% 2.35 2/26/2019 0.43% 3.2 1/15/2021 0.43% 3.16 8/7/2020 0.43% 2.38 6/1/2020 0.43% 2.58 7/1/2020 0.42% 2.55 3/8/2021 0.42% 5.2 4/1/2020 0.41% 5.38 3/25/2021 0.41% 2.7 9/17/2019 0.39% 2.94 5/18/2022 0.39% 3.92 6/1/2021 0.39% 3.15 6/15/2021 0.39% 2.88 10/23/2018 0.39% 2.69 4/1/2021 0.39% 4.38 6/15/2019 0.38% 2.7 4/27/2020 0.38% 2.3 3/5/2020 0.38% 1.95 9/22/2020 0.38% 2.13 10/2/2020 0.38% 2.2 3/3/2020 0.37% 3 6/1/2040 0.37% 7.5 1/15/2020 0.37% 2.63 2/1/2020 0.37% 2.6 8/15/2018 0.37% 2.81 10/30/2020 0.37% 9.25 5/15/2023 0.36% 5 6/1/2021 0.36% 5.3 9/15/2020 0.36% 2.16 9/25/2020 0.36% 6.25 7/15/2019 0.36% 4.75 7/15/2020 0.36% 2 4/13/2021 0.35% 4.25 7/1/2020 0.35% 4 2/15/2020 0.35% 2.78 3/25/2035 0.35% 4.13 6/15/2020 0.35% 3.25 3/1/2021 0.35% 2.78 1/15/2021 0.34% 2.3 12/3/2018 0.34% 2.11 1/8/2021 0.34% 2.5 3/18/2019 0.34% 2.8 3/1/2021 0.34% 3.54 3/26/2021 0.34% 2.8 2/17/2021 0.34% 2.5 4/15/2021

The coupon rate represents the rates of the underlying Bonds in the portfolio and does not represent the performance of the Fund itself. Holdings are subject to change.

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Sterling Capital Short Duration Bond Fund Portfolio Holdings, May 31, 2018 (unaudited)

Security Name Security ID EXPORT-IMPORT BANK OF KOREA 302154CP2 REYNOLDS AMERICAN, INC. 761713BE5 HERTZ VEHICLE FINANCING, LLC, SERIES 201 42806DAY5 KKR GROUP FINANCE CO LLC 48248NAA8 AXIS SPECIALTY FINANCE, LLC 05463HAA9 ACTAVIS FUNDING SCS 00507UAP6 STARWOOD PROPERTY TRUST, INC. 85571BAM7 MASCO CORP. 574599BG0 GUARDIAN LIFE GLOBAL FUNDING 40139LAA1 FAMILY DOLLAR STORES, INC. 307000AA7 NEW JERSEY, ST, ECONOMIC DEVELOPMENT AUT 64577BTW4 BAT CAPITAL CORP. 05526DAQ8 CARMAX AUTO OWNER TRUST 2015-4 14313XAC4 PUERTO RICO MUNICIPAL FINANCE AGENCY 745277NU3 ALLY FINANCIAL, INC. 36186CCA9 GS MORTGAGE SECURITIES TRUST, SERIES 201 36249KAG5 GENERAL MOTORS FINANCIAL CO INC 37045XBX3 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 03066FAF8 NUSTAR LOGISTICS LP 67059TAB1 HYUNDAI CAPITAL AMERICA 44891AAB3 TESORO CORP. 881609AZ4 COUNTRYWIDE ASSET-BACKED CERTIFICATES, S 126673NW8 GMRF MORTGAGE ACQUISITION CO., LLC, SERI 36417JAY5 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 03065NAF2 SUNTRUST BANK/ATLANTA GA 86787EAR8 WHEELS SPV, LLC, SERIES 2016-1A, CLASS A 96328DAU8 AMERICAN INTERNATIONAL GROUP, INC. 026874CZ8 WF-RBS COMMERCIAL MORTGAGE TRUST, SERIES 92935JBC8 SPRINT SPECTRUM CO., LLC 85208NAA8 PHILLIPS 66 718546AP9 CAPITAL AUTO RECEIVABLES ASSET TRUST, SE 13974LAE8 DISCOVERY COMMUNICATIONS, LLC 25470DAN9 JP MORGAN MORTGAGE ACQUISITION CORP., SE 46626LEL0 SOFI PROFESSIONAL LOAN PROGRAM, LLC, SER 78470RAA5 ABBVIE, INC. 00287YAU3 SUMITOMO MITSUI FINANCIAL GROUP INC 86562MAJ9 WF-RBS COMMERCIAL MORTGAGE TRUST, SERIES 92935VAE8 FREDDIE MAC REMICS 3137A6DT6 GLENCORE FUNDING, LLC 378272AD0 FNMA, SERIES 2013-72, CLASS NA 3136AFEC4 CMS ENERGY CORP. 125896BC3 COMM 2014-CCRE16 MORTGAGE TRUST 12591VAB7 CITICORP RESIDENTIAL MORTGAGE TRUST, SER 17312HAF6 AMERIQUEST MORTGAGE SECURITIES, INC. ASS 03072SSM8 DXC TECHNOLOGY CO. 23355LAB2 DBUBS MORTGAGE TRUST, SERIES 2011-LC2A, 23305XAD3 ROYAL CARIBBEAN CRUISES, LTD. 780153AX0 UNIVISION COMMUNICATIONS, INC. 914906AP7 FORTIVE CORP. 34959JAE8 COUNTRYWIDE ALTERNATIVE LOAN TRUST, SERI 12667FRY3 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 38378YSU4 FNMA, SERIES 2005-67, CLASS HG 31394EF29 ISTAR, INC. 45031UCC3 WF-RBS COMMERCIAL MORTGAGE TRUST, SERIES 92890FAR7 FNMA, SERIES 2003-66, CLASS PA 31393C4C4 WELLS FARGO MORTGAGE BACKED SECURITIES T 94986LAA2 FHLMC, SERIES 2770, CLASS UE 31394W3U0 PHH MORTGAGE CAPITAL, LLC, SERIES 2007-6 69337VAA8 * % of Total Market Value may not sum to 100.00% due to rounding.

Ticker 302154CP2 761713BE5 42806DAY5 48248NAA8 05463HAA9 00507UAP6 85571BAM7 574599BG0 40139LAA1 307000AA7 64577BTW4 05526DAQ8 14313XAC4 745277NU3 36186CCA9 36249KAG5 37045XBX3 03066FAF8 67059TAB1 44891AAB3 881609AZ4 126673NW8 36417JAY5 03065NAF2 86787EAR8 96328DAU8 026874CZ8 92935JBC8 85208NAA8 718546AP9 13974LAE8 25470DAN9 46626LEL0 78470RAA5 00287YAU3 86562MAJ9 92935VAE8 3137A6DT6 378272AD0 3136AFEC4 125896BC3 12591VAB7 17312HAF6 03072SSM8 23355LAB2 23305XAD3 780153AX0 914906AP7 34959JAE8 12667FRY3 38378YSU4 31394EF29 45031UCC3 92890FAR7 31393C4C4 94986LAA2 31394W3U0 69337VAA8

Shares or Par Market Value 400,000 392,745 392,000 392,341 385,000 381,673 350,000 375,108 350,000 366,885 350,000 348,310 354,000 347,805 325,000 346,323 350,000 339,411 325,000 336,213 325,000 333,561 340,000 333,254 329,554 327,833 325,000 326,092 300,000 307,800 300,000 307,655 300,000 305,452 310,000 304,840 300,000 300,000 298,000 293,615 275,000 281,504 280,322 281,504 276,395 274,957 275,000 274,819 275,000 272,094 270,000 267,139 261,000 259,446 244,559 254,226 253,750 251,847 250,000 250,155 250,000 249,030 250,000 247,531 247,367 247,383 245,923 247,121 250,000 243,852 235,000 239,204 228,617 229,435 185,938 186,751 186,000 185,375 186,548 183,572 167,000 176,073 160,000 160,327 147,746 150,483 140,000 140,581 125,000 124,326 104,992 108,962 100,000 98,515 96,000 98,400 95,000 93,850 86,844 89,338 83,376 83,387 80,477 82,194 71,000 70,024 69,026 69,100 26,127 26,535 21,717 21,998 13,600 13,627 10,953 11,256 $ 115,795,512

% of Total Coupon Rate Maturity or Market Value* (%) Expiration Date 0.34% 2.5 11/1/2020 0.34% 3.25 6/12/2020 0.33% 2.27 7/25/2020 0.32% 6.38 9/29/2020 0.32% 5.88 6/1/2020 0.30% 3 3/12/2020 0.30% 3.63 2/1/2021 0.30% 7.13 3/15/2020 0.29% 2 4/26/2021 0.29% 5 2/1/2021 0.29% 4.52 6/15/2021 0.29% 2.3 8/14/2020 0.28% 1.56 11/16/2020 0.28% 5.25 8/1/2018 0.27% 8 12/31/2018 0.27% 5.15 8/1/2043 0.26% 3.61 6/30/2022 0.26% 2.36 12/19/2022 0.26% 4.8 9/1/2020 0.25% 2.6 3/19/2020 0.24% 5.38 10/1/2022 0.24% 3.38 3/25/2035 0.24% 3.5 11/1/2057 0.24% 2.73 3/8/2021 0.23% 2.25 1/31/2020 0.23% 1.87 5/20/2025 0.22% 2.3 7/16/2019 0.22% 4.87 2/1/2044 0.22% 3.36 9/20/2021 0.22% 3.1 4/15/2020 0.22% 2.39 11/20/2020 0.21% 2.2 9/20/2019 0.21% 2.39 12/25/2035 0.21% 2.81 7/25/2039 0.21% 2.3 5/14/2021 0.21% 3.5 10/19/2021 0.20% 4 3/1/2044 0.16% 4 9/1/2025 0.16% 2.5 1/15/2019 0.16% 2.5 8/1/2042 0.15% 8.75 6/15/2019 0.14% 3.04 4/1/2047 0.13% 5.21 6/1/2037 0.12% 4.06 7/25/2034 0.11% 2.88 3/27/2020 0.09% 4.54 7/1/2044 0.09% 2.65 11/28/2020 0.08% 6.75 9/15/2022 0.08% 1.8 6/15/2019 0.08% 6 10/1/2034 0.07% 3 3/1/2041 0.07% 5.5 1/1/2035 0.06% 4.63 9/15/2020 0.06% 3.04 5/1/2047 0.02% 3.5 2/1/2033 0.02% 6 12/4/2037 0.01% 4.5 3/1/2019 0.01% 5.9 12/1/2037 99.97%

The coupon rate represents the rates of the underlying Bonds in the portfolio and does not represent the performance of the Fund itself. Holdings are subject to change.

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