Sterling Capital Short Duration Bond Fund

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Sterling Capital Short Duration Bond Fund Portfolio Holdings, June 30, 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 MORGAN STANLEY ENTERPRISE FLEET FINANCING LLC 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 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST GOLDMAN SACHS GROUP, INC. (THE) CARMAX AUTO OWNER TRUST, SERIES 2016-3, HERTZ VEHICLE FINANCING, LLC, SERIES 201 CAPITAL AUTO RECEIVABLES ASSET TRUST, SE WORLD OMNI AUTO RECEIVABLES TRUST 2016-B SANTANDER DRIVE AUTO RECEIVABLES TRUST, 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 FIFTH THIRD BANK/CINCINNATI OH VULCAN MATERIALS CO UBS AG/LONDON 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 ENTERPRISE PRODUCTS OPERATING LLC SABINE PASS LIQUEFACTION, LLC AVIS BUDGET RENTAL CAR FUNDING AESOP LLC RELIANCE STANDARD LIFE GLOBAL FUNDING II ING BANK NV PRINCIPAL LIFE GLOBAL FUNDING II AVIS BUDGET RENTAL CAR FUNDING AESOP, LL SVENSKA HANDELSBANKEN AB DBUBS MORTGAGE TRUST, SERIES 2011-LC1A, CAPITAL AUTO RECEIVABLES ASSET TRUST, SE STATE OF ILLINOIS AMERICAN TOWER CORP FANNIE MAE REMICS, SERIES 2014-76, CLASS TELEFONICA EMISIONES SAU DAIMLER FINANCE NORTH AMERICA LLC FEDERAL HOME LOAN MORTGAGE CORP CROWN CASTLE INTERNATIONAL CORP CHARTER COMMUNICATIONS OPERATING LLC / C CREDIT AGRICOLE SA/LONDON SCENTRE GROUP TRUST 1/2 SANTANDER UK PLC CAPITAL AUTO RECEIVABLES ASSET TRUST, SE BPCE SA SWEDBANK AB ENLINK MIDSTREAM PARTNERS L.P. ADVANCE AUTO PARTS INC CITIGROUP, INC. CARGILL INC CHEVRON PHILLIPS CHEMICAL CO LLC / CHEVR SHERWIN-WILLIAMS CO. (THE) JACKSON NATIONAL LIFE GLOBAL FUNDING CAPITAL AUTO RECEIVABLES ASSET TRUST, SE CITIGROUP MORTGAGE LOAN TRUST, INC., SER OHIO NATIONAL FINANCIAL SERVICES, INC.

Security ID 60934N5SC 80285EAF4 61690YBR2 12591RAX8 96328DAZ7 06051GGB9 92935VAG3 14314MAD5 61747YDW2 29372EBM9 29372JAC1 606822AF1 05252ACR0 949746RS2 65557CAJ2 14913Q2H1 21688AAD4 34530RAA6 03065TAE2 38141EA66 14314EAC5 42806DAA7 13976AAG5 98161PAD5 80285CAH4 46625HQJ2 46642CBE9 709599AU8 26884TAM4 05377RCA0 31677QBH1 929160AX7 902674XK1 03066DAE6 118230AJ0 017175AB6 29273RAX7 61763UAV4 49338LAD5 30161MAP8 29379VBD4 785592AE6 05377RBV5 75951AAB4 44987CAC2 74256LAY5 05377RBX1 86960BAN2 233050AF0 13975WAE3 452152V81 029912BC5 3136ALNR8 87938WAM5 233851DC5 3134GSKZ7 22822VAA9 161175AX2 22532MAL6 806213AA2 80283LAH6 13976AAF7 05578DAR3 87020PAG2 29336UAA5 00751YAA4 172967HM6 141781BH6 166754AM3 824348AT3 46849LTB7 13974HAF4 17307GQR2 67740QAF3

Ticker TOIXX 80285EAF4 61690YBR2 12591RAX8 96328DAZ7 06051GGB9 92935VAG3 14314MAD5 61747YDW2 29372EBM9 29372JAC1 606822AF1 05252ACR0 949746RS2 65557CAJ2 14913Q2H1 21688AAD4 34530RAA6 03065TAE2 38141EA66 14314EAC5 42806DAA7 13976AAG5 98161PAD5 80285CAH4 46625HQJ2 46642CBE9 709599AU8 26884TAM4 05377RCA0 31677QBH1 929160AX7 902674XK1 03066DAE6 118230AJ0 017175AB6 29273RAX7 61763UAV4 49338LAD5 30161MAP8 29379VBD4 785592AE6 05377RBV5 75951AAB4 44987CAC2 74256LAY5 05377RBX1 86960BAN2 233050AF0 13975WAE3 452152V81 029912BC5 3136ALNR8 87938WAM5 233851DC5 3134GSKZ7 22822VAA9 161175AX2 22532MAL6 806213AA2 80283LAH6 13976AAF7 05578DAR3 87020PAG2 29336UAA5 00751YAA4 172967HM6 141781BH6 166754AM3 824348AT3 46849LTB7 13974HAF4 17307GQR2 67740QAF3

Shares or Par Market Value 2,050,495 $ 2,050,495 1,645,000 1,646,805 1,500,000 1,461,794 1,388,914 1,389,236 1,283,945 1,272,392 1,275,000 1,245,630 1,200,000 1,230,718 1,250,000 1,227,062 1,200,000 1,191,286 1,177,782 1,174,296 1,195,000 1,171,682 1,100,000 1,115,717 1,100,000 1,113,550 1,125,000 1,099,894 1,055,000 1,083,390 1,000,000 1,000,774 1,000,000 987,609 975,000 961,855 965,000 949,327 900,000 946,521 916,932 907,919 900,000 890,196 900,000 888,936 900,000 888,612 892,000 888,513 900,000 881,989 850,000 849,671 850,000 847,905 850,000 840,457 850,000 839,476 850,000 836,777 830,000 831,360 850,000 830,889 825,000 821,307 800,000 814,004 775,000 810,463 800,000 809,132 800,000 801,569 800,000 797,917 800,000 796,718 800,000 794,600 760,000 794,255 800,000 793,044 800,000 791,609 800,000 789,377 800,000 789,123 800,000 788,129 800,000 786,960 750,000 783,624 795,000 780,543 760,000 775,382 750,000 775,151 780,000 775,003 750,000 773,719 750,000 750,486 750,000 750,170 750,000 749,122 750,000 749,048 750,000 748,370 754,000 744,465 750,000 744,201 750,000 739,303 750,000 737,936 750,000 736,634 726,000 718,924 670,000 698,900 700,000 698,799 700,000 696,211 700,000 691,693 680,000 668,703 650,000 649,239 650,000 648,666 634,997 642,917 600,000 629,936

% of Total Coupon Rate Maturity or Market Value* (%) Expiration Date 1.76% 1.41% 3.09 4/15/2022 1.26% 2.45 11/1/2049 1.19% 2.93 2/1/2047 1.09% 1.88 4/20/2026 1.07% 2.15 11/9/2020 1.06% 4.38 3/1/2044 1.05% 1.68 9/15/2021 1.02% 2.65 1/27/2020 1.01% 2.09 2/22/2021 1.01% 2.22 1/20/2023 0.96% 3.39 9/13/2021 0.96% 3.2 11/23/2021 0.94% 2.5 3/4/2021 0.93% 4.88 1/27/2020 0.86% 2.57 3/15/2021 0.85% 2.25 1/14/2020 0.83% 2.12 7/15/2026 0.82% 1.83 12/8/2021 0.81% 6 6/15/2020 0.78% 1.39 5/17/2021 0.76% 2.73 3/25/2021 0.76% 2.35 9/20/2021 0.76% 1.3 2/15/2022 0.76% 2.66 11/15/2021 0.76% 2.55 3/1/2021 0.73% 2.87 7/1/2047 0.73% 3.2 7/15/2020 0.72% 2.35 10/15/2019 0.72% 2.63 12/20/2021 0.72% 1.63 9/27/2019 0.71% 2.95 3/1/2021 0.71% 2.45 12/1/2020 0.71% 2.21 5/10/2021 0.70% 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 0.68% 2.95 1/15/2020 0.68% 2.55 10/15/2019 0.68% 5.63 2/1/2021 0.68% 2.5 2/20/2021 0.68% 2.5 1/15/2020 0.68% 2.45 3/16/2020 0.68% 2.15 1/10/2020 0.68% 2.5 7/20/2021 0.68% 1.5 9/6/2019 0.67% 5.47 11/1/2046 0.67% 2.43 5/20/2022 0.67% 5 5/1/2019 0.67% 5.05 9/1/2020 0.67% 3 5/1/2037 0.66% 5.13 4/27/2020 0.64% 2.78 2/22/2021 0.64% 2.4 4/26/2023 0.64% 3.4 2/15/2021 0.64% 3.58 7/23/2020 0.64% 2.5 4/15/2019 0.64% 2.38 11/5/2019 0.64% 2.35 9/10/2019 0.64% 1.89 5/20/2021 0.63% 2.25 1/27/2020 0.63% 2.65 3/10/2021 0.62% 2.7 4/1/2019 0.60% 5.75 5/1/2020 0.60% 2.55 4/8/2019 0.60% 3.05 4/19/2021 0.59% 2.45 5/1/2020 0.57% 2.25 5/15/2020 0.56% 3.3 6/11/2021 0.56% 2.43 9/21/2020 0.55% 3.07 5/25/2035 0.54% 6.38 4/30/2020

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, June 30, 2018 (unaudited)

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

Security ID 126650CT5 45031UBU4 035287AD3 125581GN2 203372AL1 36249KAC4 404119BP3 25272KAU7 49327M2W3 02005NAZ3 55608PAM6 59217GCE7 44328MAC8 83402JAA6 46641WAT4 91412GD44 928563AA3 883203BT7 256746AE8 911365BC7 15135BAF8 55336VAC4 635405AM5 852061AK6 75606DAA9 07274NAC7 747525AP8 025816BT5 55608PAT1 78355HJU4 263534CL1 37045VAM2 345397XQ1 25746UCT4 843646AL4 654740AN9 708696BW8 92890HAB8 638612AK7 55279HAM2 962178AL3 85205TAH3 595017AJ3 04685A2A8 759187CC9 156700AN6 413875AQ8 064255BP6 23329PAC4 57629WCF5 0258M0EE5 3137APML1 74166MAA4 723787AJ6 40414LAH2 958254AC8 14040HBS3 74368CAJ3 494550BE5 759351AJ8 681919AY2 26884AAY9 64952WCE1 00772BAN1 62947QAS7 23331ABK4 23355LAE6 05348EBD0 17401QAC5 03065MAE7 44891AAE7 04621XAL2 69371RN93 00206RCR1

Ticker 126650CT5 45031UBU4 035287AD3 125581GN2 203372AL1 36249KAC4 404119BP3 25272KAU7 49327M2W3 02005NAZ3 55608PAM6 59217GCE7 44328MAC8 83402JAA6 46641WAT4 91412GD44 928563AA3 883203BT7 256746AE8 911365BC7 15135BAF8 55336VAC4 635405AM5 852061AK6 75606DAA9 07274NAC7 747525AP8 025816BT5 55608PAT1 78355HJU4 263534CL1 37045VAM2 345397XQ1 25746UCT4 843646AL4 654740AN9 708696BW8 92890HAB8 638612AK7 55279HAM2 962178AL3 85205TAH3 595017AJ3 04685A2A8 759187CC9 156700AN6 413875AQ8 064255BP6 23329PAC4 57629WCF5 0258M0EE5 3137APML1 74166MAA4 723787AJ6 40414LAH2 958254AC8 14040HBS3 74368CAJ3 494550BE5 759351AJ8 681919AY2 26884AAY9 64952WCE1 00772BAN1 62947QAS7 23331ABK4 23355LAE6 05348EBD0 17401QAC5 03065MAE7 44891AAE7 04621XAL2 69371RN93 00206RCR1

Shares or Par Market Value 650,000 624,840 625,000 623,438 610,000 620,675 600,000 615,750 615,000 615,000 600,000 614,805 610,000 614,575 600,000 608,173 600,000 600,871 600,000 600,750 600,000 592,192 600,000 587,875 575,000 585,455 564,578 572,270 562,676 563,173 575,000 561,585 557,000 545,316 525,000 527,000 525,000 526,073 524,000 522,690 510,000 520,774 510,000 519,639 500,000 516,585 500,000 510,000 500,000 501,250 500,000 500,702 500,000 499,592 500,000 499,002 500,000 498,764 500,000 498,290 505,000 497,771 495,000 496,650 500,000 494,368 500,000 492,667 500,000 492,359 500,000 488,562 475,000 487,930 475,000 473,031 450,000 469,176 450,000 453,958 450,000 452,340 450,000 450,814 450,000 450,747 450,000 449,918 450,000 449,448 440,000 448,800 447,000 443,043 450,000 442,948 450,000 438,837 450,000 437,779 440,000 434,227 438,170 430,048 400,000 425,880 400,000 425,378 430,000 424,870 425,000 424,775 425,000 423,396 425,000 415,047 400,000 414,885 400,000 414,542 400,000 412,563 400,000 411,005 425,000 410,588 400,000 404,401 400,000 404,000 400,000 403,892 400,000 400,106 400,000 400,052 400,000 399,445 400,000 399,073 400,000 398,155 396,000 396,995 400,000 396,538 400,000 393,631

% of Total Coupon Rate Maturity or Market Value* (%) Expiration Date 0.54% 2.13 6/1/2021 0.54% 5 7/1/2019 0.53% 5.63 5/1/2019 0.53% 5.38 5/15/2020 0.53% 5 6/15/2021 0.53% 4.59 8/1/2043 0.53% 4.25 10/15/2019 0.52% 5.88 6/15/2021 0.52% 3.35 6/15/2021 0.52% 4.13 3/30/2020 0.51% 2.4 1/21/2020 0.50% 2.05 6/12/2020 0.50% 4.13 8/12/2020 0.49% 3.29 6/25/2033 0.48% 3.05 4/1/2047 0.48% 1.49 5/15/2020 0.47% 2.3 8/21/2020 0.45% 3.65 3/1/2021 0.45% 3.06 4/17/2020 0.45% 4.63 7/15/2023 0.45% 5.63 2/15/2021 0.45% 5.5 2/15/2023 0.44% 6.88 5/15/2019 0.44% 9 11/15/2018 0.43% 4.5 4/15/2019 0.43% 2.97 6/25/2021 0.43% 2.1 5/20/2020 0.43% 2.97 2/27/2023 0.43% 2.35 1/15/2019 0.43% 2.35 2/26/2019 0.43% 2.2 5/1/2020 0.43% 3.16 8/7/2020 0.42% 3.2 1/15/2021 0.42% 2.58 7/1/2020 0.42% 2.38 6/1/2020 0.42% 2.55 3/8/2021 0.42% 5.2 4/1/2020 0.41% 2.7 9/17/2019 0.40% 5.38 3/25/2021 0.39% 2.94 5/18/2022 0.39% 4.38 6/15/2019 0.39% 3.12 6/15/2021 0.39% 3.92 6/1/2021 0.39% 2.88 10/23/2018 0.39% 2.69 4/1/2021 0.39% 6.15 9/15/2019 0.38% 2.7 4/27/2020 0.38% 2.3 3/5/2020 0.38% 2.13 10/2/2020 0.38% 1.95 9/22/2020 0.37% 2.2 3/3/2020 0.37% 3 6/1/2040 0.37% 9.25 5/15/2023 0.37% 7.5 1/15/2020 0.36% 2.63 2/1/2020 0.36% 2.6 8/15/2018 0.36% 2.81 10/30/2020 0.36% 2.16 9/25/2020 0.36% 5.3 9/15/2020 0.36% 5 6/1/2021 0.35% 6.25 7/15/2019 0.35% 4.75 7/15/2020 0.35% 2 4/13/2021 0.35% 4.25 7/1/2020 0.35% 4.13 6/15/2020 0.35% 4 2/15/2020 0.34% 3.25 3/1/2021 0.34% 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% 3.59 3/26/2021 0.34% 2.8 3/1/2021 0.34% 2.8 2/17/2021

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, June 30, 2018 (unaudited)

Security Name Security ID ASPEN INSURANCE HOLDINGS, LTD 04530DAC6 BANK OF NEW YORK MELLON CORP. (THE) 06406FAA1 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 PUERTO RICO MUNICIPAL FINANCE AGENCY 745277NU3 GS MORTGAGE SECURITIES TRUST, SERIES 201 36249KAG5 ALLY FINANCIAL, INC. 36186CCA9 GENERAL MOTORS FINANCIAL CO INC 37045XBX3 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 03066FAF8 NUSTAR LOGISTICS LP 67059TAB1 CARMAX AUTO OWNER TRUST 2015-4 14313XAC4 HYUNDAI CAPITAL AMERICA 44891AAB3 TESORO CORP. 881609AZ4 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 03065NAF2 SUNTRUST BANK/ATLANTA GA 86787EAR8 HOME EQUITY MORTGAGE LOAN ASSET-BACKED T 43708AAT9 WHEELS SPV, LLC, SERIES 2016-1A, CLASS A 96328DAU8 GMRF MORTGAGE ACQUISITION CO., LLC, SERI 36417JAY5 COUNTRYWIDE ASSET-BACKED CERTIFICATES, S 126673NW8 AMERICAN INTERNATIONAL GROUP, INC. 026874CZ8 WF-RBS COMMERCIAL MORTGAGE TRUST, SERIES 92935JBC8 PHILLIPS 66 718546AP9 CAPITAL AUTO RECEIVABLES ASSET TRUST, SE 13974LAE8 DISCOVERY COMMUNICATIONS, LLC 25470DAN9 ABBVIE, INC. 00287YAU3 SUMITOMO MITSUI FINANCIAL GROUP INC 86562MAJ9 SPRINT SPECTRUM CO., LLC 85208NAA8 JP MORGAN MORTGAGE ACQUISITION CORP., SE 46626LEL0 SOFI PROFESSIONAL LOAN PROGRAM, LLC, SER 78470RAA5 SEMPRA ENERGY 816851BC2 GLENCORE FUNDING, LLC 378272AD0 FNMA, SERIES 2013-72, CLASS NA 3136AFEC4 FREDDIE MAC REMICS 3137A6DT6 COMM 2014-CCRE16 MORTGAGE TRUST 12591VAB7 CITICORP RESIDENTIAL MORTGAGE TRUST, SER 17312HAF6 AMERIQUEST MORTGAGE SECURITIES, INC. ASS 03072SSM8 DXC TECHNOLOGY CO. 23355LAB2 WF-RBS COMMERCIAL MORTGAGE TRUST, SERIES 92935VAE8 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 FNMA, SERIES 2005-67, CLASS HG 31394EF29 ISTAR, INC. 45031UCC3 WF-RBS COMMERCIAL MORTGAGE TRUST, SERIES 92890FAR7 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 38378YSU4 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 04530DAC6 06406FAA1 302154CP2 761713BE5 42806DAY5 48248NAA8 05463HAA9 00507UAP6 85571BAM7 574599BG0 40139LAA1 307000AA7 64577BTW4 05526DAQ8 745277NU3 36249KAG5 36186CCA9 37045XBX3 03066FAF8 67059TAB1 14313XAC4 44891AAB3 881609AZ4 03065NAF2 86787EAR8 43708AAT9 96328DAU8 36417JAY5 126673NW8 026874CZ8 92935JBC8 718546AP9 13974LAE8 25470DAN9 00287YAU3 86562MAJ9 85208NAA8 46626LEL0 78470RAA5 816851BC2 378272AD0 3136AFEC4 3137A6DT6 12591VAB7 17312HAF6 03072SSM8 23355LAB2 92935VAE8 23305XAD3 780153AX0 914906AP7 34959JAE8 12667FRY3 31394EF29 45031UCC3 92890FAR7 38378YSU4 31393C4C4 94986LAA2 31394W3U0 69337VAA8

Shares or Par Market Value 375,000 393,449 400,000 392,639 400,000 392,300 392,000 391,598 385,000 381,962 350,000 372,440 350,000 365,260 350,000 348,341 354,000 346,035 325,000 344,245 350,000 338,497 325,000 336,115 325,000 333,730 340,000 332,257 325,000 326,092 300,000 306,555 300,000 305,625 300,000 304,825 310,000 304,375 300,000 300,750 300,640 299,214 298,000 293,143 275,000 281,201 275,000 275,016 275,000 271,616 267,715 267,711 270,000 267,096 263,276 263,029 260,610 261,672 261,000 259,421 243,999 252,566 250,000 250,106 250,000 249,010 250,000 247,262 250,000 242,932 235,000 238,694 235,625 232,974 230,505 230,526 228,546 229,642 200,000 200,044 186,000 184,988 183,068 179,692 168,590 169,261 160,000 160,203 136,711 139,165 136,022 136,555 125,000 124,105 115,293 116,035 104,992 108,358 100,000 98,284 96,000 98,275 95,000 93,949 86,047 88,527 78,302 79,895 71,000 69,935 67,791 67,832 63,919 63,919 22,416 22,728 21,672 21,957 11,616 11,637 10,932 11,236 $ 116,416,323

% of Total Coupon Rate Maturity or Market Value* (%) Expiration Date 0.34% 6 12/15/2020 0.34% 2.5 4/15/2021 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 0.31% 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% 5.25 8/1/2018 0.26% 5.15 8/1/2043 0.26% 8 12/31/2018 0.26% 3.64 6/30/2022 0.26% 2.36 12/19/2022 0.26% 4.8 9/1/2020 0.26% 1.56 11/16/2020 0.25% 2.6 3/19/2020 0.24% 5.38 10/1/2022 0.24% 2.73 3/8/2021 0.23% 2.25 1/31/2020 0.23% 2.92 3/25/2035 0.23% 1.87 5/20/2025 0.23% 3.5 11/1/2057 0.22% 3.52 3/25/2035 0.22% 2.3 7/16/2019 0.22% 4.87 2/1/2044 0.21% 3.1 4/15/2020 0.21% 2.39 11/20/2020 0.21% 2.2 9/20/2019 0.21% 2.3 5/14/2021 0.21% 3.5 10/19/2021 0.20% 3.36 9/20/2021 0.20% 2.52 12/25/2035 0.20% 2.94 7/25/2039 0.17% 2.6 7/15/2019 0.16% 2.5 1/15/2019 0.15% 2.5 8/1/2042 0.15% 4 9/1/2025 0.14% 3.04 4/1/2047 0.12% 5.19 6/1/2037 0.12% 4.19 7/25/2034 0.11% 2.88 3/27/2020 0.10% 4 3/1/2044 0.09% 4.54 7/1/2044 0.08% 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% 5.5 1/1/2035 0.06% 4.63 9/15/2020 0.06% 3.04 5/1/2047 0.05% 3 3/1/2041 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 100.02%

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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