Sterling Capital Short Duration Bond Fund

---

Sterling Capital Short Duration Bond Fund Portfolio Holdings, July 31, 2019 (unaudited)

Security Name U.S. TREASURY NOTES BANK OF AMERICA CORP. ARI FLEET LEASE TRUST, SERIES 2019-A, CL AT&T, INC. WILLIAMS COS., INC. (THE) ENTERPRISE FLEET FINANCING, LLC SERIES 2 GM FINANCIAL CONSUMER AUTOMOBILE RECEIVA AVIS BUDGET RENTAL CAR FUNDING AESOP, LL HERTZ FLEET LEASE FUNDING L.P., SERIES 2 COMM 2012-CCRE1 MORTGAGE TRUST CAPITAL ONE MULTI-ASSET EXECUTION TRUST, FORD CREDIT AUTO OWNER TRUST 2017-REV1 L3HARRIS TECHNOLOGIES, INC. SEVEN & I HOLDINGS CO., LTD. HERTZ VEHICLE FINANCING, LLC, SERIES 201 AMERICREDIT AUTOMOBILE RECEIVABLES, SERI MORGAN STANLEY CAPITAL I TRUST 2016-BNK2 U.S. TREASURY NOTES FEDERATED TREASURY OBLIGATIONS FUND MITSUBISHI UFJ FINANCIAL GROUP, INC. ENERGY TRANSFER OPERATING LP GALTON FUNDING MORTGAGE TRUST, SERIES 20 CAPITAL ONE NA PENSKE TRUCK LEASING CO. L.P. / PTL FINA RELIANCE STANDARD LIFE GLOBAL FUNDING II CONAGRA BRANDS, INC. NBCUNIVERSAL MEDIA LLC WHEELS SPV 2, LLC CARMAX AUTO OWNER TRUST 2016-2 GEORGIA-PACIFIC, LLC DOMINION ENERGY, INC. CHESAPEAKE FUNDING II, LLC, SERIES 2018 WF-RBS COMMERCIAL MORTGAGE TRUST, SERIES GMRF MORTGAGE ACQUISITION CO., LLC, SERI TOYOTA INDUSTRIES CORP. DUKE ENERGY CORP. GOLDMAN SACHS GROUP, INC. (THE) VMWARE INC CONSTELLATION BRANDS INC MORGAN STANLEY BAT CAPITAL CORP JACKSON NATIONAL LIFE GLOBAL FUNDING ENTERPRISE FLEET FINANCING LLC SUMITOMO MITSUI FINANCIAL GROUP, INC. CHARTER COMMUNICATIONS OPERATING, LLC / FORD CREDIT AUTO OWNER TRUST/FORD CREDIT CIGNA CORP. WELLS FARGO & CO. MIDWEST CONNECTOR CAPITAL CO., LLC SHIRE ACQUISITIONS INVESTMENTS IRELAND D ONTARIO TEACHERS' CADILLAC FAIRVIEW PROP CVS HEALTH CORP. INTERPUBLIC GROUP OF COS., INC. (THE) CITIZENS BANK NA/PROVIDENCE RI KEYBANK NA (CLEVELAND, OH) MAGELLAN MIDSTREAM PARTNERS L.P. MACQUARIE BANK, LTD. AMERICREDIT AUTOMOBILE RECEIVABLES TRUST VULCAN MATERIALS CO SAUDI ARABIAN OIL CO KINDER MORGAN ENERGY PARTNERS L.P. MANUFACTURERS & TRADERS TRUST CO. REALTY INCOME CORP. WPP FINANCE 2010 NATIONAL RETAIL PROPERTIES INC AMERICAN ELECTRIC POWER CO., INC. FMC CORP. METROPOLITAN LIFE GLOBAL FUNDING I CATERPILLAR FINANCIAL SERVICES CORP. MARSH & MCLENNAN COS, INC. AVIS BUDGET RENTAL CAR FUNDING AESOP, LL WEA FINANCE, LLC US BANK NA/CINCINNATI OH BALTIMORE GAS & ELECTRIC CO.

Security ID 912828N30 06051GHC6 04033JAB7 00206RCS9 96949LAA3 29373FAB0 36256XAD4 05377RDG6 428041BK2 12624BAC0 14041NFT3 34531FAA1 502431AA7 81783HAA3 42806DAA7 03066FAG6 61690YBR2 912828L24 60934N500 606822AP9 29278NAL7 36418WAU3 14042RHC8 709599AY0 75951AAK4 205887BZ4 63946BAH3 96328DBN3 14314MAD5 37331NAB7 25746UDA4 165183BT0 92935VAG3 36418GAU8 892330AD3 26441CAJ4 38141GWJ9 928563AB1 21036PAW8 61746BEA0 05526DAV7 46849LTE1 29372JAC1 86562MAU4 161175BB9 34529SAA7 40573LAL0 949746RS2 59833CAB8 82481LAC3 68327LAA4 126650CT5 460690BN9 17401QAM3 49327M2W3 55907RAA6 55608XAA5 03066FAF8 929160AX7 80414L2A2 494550BE5 55279HAM2 756109AL8 92936MAB3 637417AE6 025537AL5 302491AR6 59217GCS6 14913Q2T5 571748BE1 05377RCU6 92928QAC2 90331HPA5 059165EE6

Ticker 912828N30 06051GHC6 04033JAB7 00206RCS9 96949LAA3 29373FAB0 36256XAD4 05377RDG6 428041BK2 12624BAC0 14041NFT3 34531FAA1 502431AA7 81783HAA3 42806DAA7 03066FAG6 61690YBR2 912828L24 TOIXX 606822AP9 29278NAL7 36418WAU3 14042RHC8 709599AY0 75951AAK4 205887BZ4 63946BAH3 96328DBN3 14314MAD5 37331NAB7 25746UDA4 165183BT0 92935VAG3 36418GAU8 892330AD3 26441CAJ4 38141GWJ9 928563AB1 21036PAW8 61746BEA0 05526DAV7 46849LTE1 29372JAC1 86562MAU4 161175BB9 34529SAA7 40573LAL0 949746RS2 59833CAB8 82481LAC3 68327LAA4 126650CT5 460690BN9 17401QAM3 49327M2W3 55907RAA6 55608XAA5 03066FAF8 929160AX7 80414L2A2 494550BE5 55279HAM2 756109AL8 92936MAB3 637417AE6 025537AL5 302491AR6 59217GCS6 14913Q2T5 571748BE1 05377RCU6 92928QAC2 90331HPA5 059165EE6

Shares or Par Market Value 10,125,000 $ 10,217,944 2,625,000 2,661,423 2,075,000 2,079,898 2,000,000 2,071,477 2,010,000 2,058,940 1,946,067 1,958,403 1,850,000 1,872,897 1,800,000 1,838,528 1,800,000 1,803,244 1,743,610 1,781,133 1,750,000 1,780,033 1,750,000 1,763,643 1,670,000 1,719,723 1,607,000 1,636,806 1,600,000 1,601,199 1,500,000 1,506,065 1,500,000 1,500,056 1,461,300 1,462,156 1,441,633 1,441,633 1,400,000 1,405,501 1,300,000 1,355,657 1,302,407 1,332,381 1,300,000 1,304,210 1,275,000 1,274,996 1,275,000 1,274,664 1,235,000 1,268,668 1,225,000 1,249,313 1,250,000 1,248,089 1,250,000 1,244,038 1,200,000 1,243,926 1,240,000 1,241,956 1,217,011 1,233,307 1,200,000 1,231,280 1,203,381 1,228,971 1,200,000 1,218,240 1,200,000 1,217,633 1,200,000 1,209,791 1,200,000 1,208,992 1,200,000 1,204,476 1,200,000 1,202,287 1,200,000 1,199,848 1,175,000 1,197,099 1,195,000 1,190,578 1,150,000 1,158,045 1,104,000 1,156,137 1,146,000 1,145,166 1,100,000 1,142,488 1,125,000 1,128,843 1,100,000 1,122,920 1,085,000 1,096,376 1,075,000 1,094,462 1,100,000 1,092,649 1,065,000 1,091,225 1,075,000 1,079,145 1,050,000 1,069,043 1,037,000 1,062,394 1,000,000 1,060,815 1,060,000 1,059,607 1,055,000 1,056,241 1,050,000 1,055,759 1,025,000 1,055,077 1,050,000 1,051,682 1,010,000 1,049,526 1,000,000 1,045,224 1,000,000 1,033,948 1,000,000 1,028,595 1,000,000 1,027,017 1,000,000 1,023,997 1,000,000 1,018,623 1,000,000 1,014,790 1,000,000 1,014,677 1,000,000 1,012,982 1,000,000 1,010,121 1,000,000 1,009,597

% of Total Coupon Rate Maturity or Market Value* (%) Expiration Date 5.64% 2.13 12/31/2022 1.47% 3.00 12/20/2023 1.15% 2.41 11/15/2027 1.14% 3.60 2/17/2023 1.14% 3.60 3/15/2022 1.08% 3.14 2/20/2024 1.03% 2.97 11/16/2023 1.01% 3.45 3/20/2023 1.00% 2.70 1/10/2033 0.98% 3.39 5/1/2045 0.98% 2.84 12/16/2024 0.97% 2.62 8/15/2028 0.95% 4.95 2/15/2021 0.90% 3.35 9/17/2021 0.88% 2.73 3/25/2021 0.83% 2.60 9/18/2023 0.83% 2.45 11/1/2049 0.81% 1.88 8/31/2022 0.80% 0.78% 2.67 7/25/2022 0.75% 4.25 3/15/2023 0.74% 4.50 2/1/2059 0.72% 2.65 8/8/2022 0.70% 2.70 3/14/2023 0.70% 2.63 7/22/2022 0.70% 3.80 10/22/2021 0.69% 2.88 1/15/2023 0.69% 2.35 5/22/2028 0.69% 1.68 9/15/2021 0.69% 5.40 11/1/2020 0.69% 2.72 8/15/2021 0.68% 3.39 1/15/2031 0.68% 4.38 3/1/2044 0.68% 4.50 10/1/2058 0.67% 3.11 3/12/2022 0.67% 3.05 8/15/2022 0.67% 2.91 6/5/2023 0.67% 2.95 8/21/2022 0.66% 2.65 11/7/2022 0.66% 2.50 4/21/2021 0.66% 2.76 8/15/2022 0.66% 3.30 2/1/2022 0.66% 2.22 1/20/2023 0.64% 2.78 10/18/2022 0.64% 4.46 7/23/2022 0.63% 2.36 3/15/2029 0.63% 3.75 7/15/2023 0.62% 2.50 3/4/2021 0.62% 3.63 4/1/2022 0.61% 2.88 9/23/2023 0.60% 3.13 3/20/2022 0.60% 2.13 6/1/2021 0.60% 3.75 10/1/2021 0.60% 3.33 5/26/2022 0.59% 3.35 6/15/2021 0.59% 4.25 2/1/2021 0.59% 6.63 4/7/2021 0.58% 2.36 12/19/2022 0.58% 3.17 3/1/2021 0.58% 2.75 4/16/2022 0.58% 5.30 9/15/2020 0.58% 3.13 5/18/2022 0.58% 5.75 1/15/2021 0.58% 4.75 11/21/2021 0.57% 3.80 10/15/2022 0.57% 3.65 12/1/2021 0.57% 3.95 2/1/2022 0.57% 3.38 1/11/2022 0.56% 2.95 2/26/2022 0.56% 3.50 12/29/2020 0.56% 2.97 3/20/2024 0.56% 3.15 4/5/2022 0.56% 3.00 2/4/2021 0.56% 2.80 8/15/2022

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.

1 of 3

Sterling Capital Short Duration Bond Fund Portfolio Holdings, July 31, 2019 (unaudited)

Security Name BECTON DICKINSON AND CO CENTERPOINT ENERGY, INC. BPCE SA COOPERATIEVE RABOBANK UA (NY) KOREA EAST-WEST POWER CO., LTD. WF-RBS COMMERCIAL MORTGAGE TRUST, SERIES UNITED TECHNOLOGIES CORP. CHESAPEAKE FUNDING II, LLC BRIXMOR OPERATING PARTNERSHIP L.P. GS MORTGAGE SECURITIES TRUST, SERIES 201 FORD CREDIT AUTO OWNER TRUST, SERIES 201 SABINE PASS LIQUEFACTION, LLC CENOVUS ENERGY, INC. AMERICREDIT AUTOMOBILE RECEIVABLES TRUST INVISTA FINANCE LLC STARWOOD PROPERTY TRUST, INC. NORTHERN OIL AND GAS, INC. SANTANDER DRIVE AUTO RECEIVABLES TRUST, JONES LANG LASALLE, INC. JPMORGAN CHASE & CO CAPITAL AUTO RECEIVABLES ASSET TRUST, SE ASSURANT INC BLACKSTONE HOLDINGS FINANCE CO., LLC AVOLON HOLDINGS FUNDING LTD NEWFIELD EXPLORATION CO. UBS AG/LONDON MICROCHIP TECHNOLOGY, INC. ASHTEAD CAPITAL, INC. ALEXANDRIA REAL ESTATE EQUITIES INC AMERICREDIT AUTOMOBILE RECEIVABLES TRUST REGIONS BANK CITIGROUP INC SHERWIN-WILLIAMS CO/THE REINSURANCE GROUP OF AMERICA, INC. ALLEGHANY CORP. SCENTRE GROUP TRUST 1 / SCENTRE GROUP TR CHESAPEAKE FUNDING II, LLC, SERIES 2018CAPITAL AUTO RECEIVABLES ASSET TRUST, SE NUSTAR LOGISTICS LP ISTAR ,INC. DBUBS MORTGAGE TRUST, SERIES 2011-LC1A, FANNIE MAE REMICS, SERIES 2014-76, CLASS FOX CORP. CENTENE CORP. RYDER SYSTEM INC ZB NA HUNTINGTON NATIONAL BANK (THE) ATHENE GLOBAL FUNDING CROWN CASTLE INTERNATIONAL CORP GOLDMAN SACHS GROUP, INC. (THE) MASSMUTUAL GLOBAL FUNDING II DAIMLER FINANCE NORTH AMERICA LLC CAPITAL AUTO RECEIVABLES ASSET TRUST, SE COMMSCOPE, INC. JPMORGAN CHASE & CO., SERIES 1 GS MORTGAGE SECURITIES TRUST 2014-GC24 CENTURYLINK INC TEXTRON, INC. VEREIT OPERATING PARTNERSHIP L.P. DOWDUPONT, INC. DBS GROUP HOLDINGS LTD RANGE RESOURCES CORP DELL INTERNATIONAL LLC / EMC CORP CARLYLE HOLDINGS FINANCE, LLC GS MORTGAGE SECURITIES TRUST, CLASS 2010 ALLY FINANCIAL, INC. FEDERAL REALTY INVESTMENT TRUST UNIVERSITY OF CALIFORNIA, CA, COLLEGE AN FAMILY DOLLAR STORES, INC. SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 TAPESTRY INC TEXTRON, INC. CITIGROUP MORTGAGE LOAN TRUST, INC., SER MARATHON PETROLEUM CORP.

Security ID 075887BT5 15189TAT4 05578DAW2 21688AAF9 5006EPAF8 92935JBC8 913017DA4 165183BY9 11120VAB9 36248EAB1 34530RAA6 785592AE6 15135UAD1 03065TAE2 46186RAA7 85571BAP0 665531AE9 80285HAE0 48020QAA5 46625HQJ2 13976AAG5 04621XAL2 09256BAB3 05401AAE1 651290AP3 902674XK1 595017AN4 045054AC7 015271AM1 03066GAE9 759187CC9 172967KX8 824348AU0 759351AJ8 017175AB6 806213AC8 165183BG8 13975WAE3 67059TAB1 45031UBY6 233050AF0 3136ALNR8 35137LAA3 15135BAF8 78355HKJ7 98920AAA6 44644AAH0 04685A2E0 22822VAA9 38141GWC4 57629WCD0 233851DC5 13976AAF7 203372AL1 46625HHA1 36253GAF9 156700AN6 883203BZ3 92340LAB5 26078JAA8 24023KAE8 75281AAW9 25272KAU7 14309UAA0 36249KAC4 02005NAZ3 313747AW7 91412GD44 307000AA7 80285EAF4 189754AB0 883203BT7 17307GQR2 56585AAZ5

Ticker 075887BT5 15189TAT4 05578DAW2 21688AAF9 5006EPAF8 92935JBC8 913017DA4 165183BY9 11120VAB9 36248EAB1 34530RAA6 785592AE6 15135UAD1 03065TAE2 46186RAA7 85571BAP0 665531AE9 80285HAE0 48020QAA5 46625HQJ2 13976AAG5 04621XAL2 09256BAB3 05401AAE1 651290AP3 902674XK1 595017AN4 045054AC7 015271AM1 03066GAE9 759187CC9 172967KX8 824348AU0 759351AJ8 017175AB6 806213AC8 165183BG8 13975WAE3 67059TAB1 45031UBY6 233050AF0 3136ALNR8 35137LAA3 15135BAF8 78355HKJ7 98920AAA6 44644AAH0 04685A2E0 22822VAA9 38141GWC4 57629WCD0 233851DC5 13976AAF7 203372AL1 46625HHA1 36253GAF9 156700AN6 883203BZ3 92340LAB5 26078JAA8 24023KAE8 75281AAW9 25272KAU7 14309UAA0 36249KAC4 02005NAZ3 313747AW7 91412GD44 307000AA7 80285EAF4 189754AB0 883203BT7 17307GQR2 56585AAZ5

Shares or Par Market Value 1,000,000 1,008,724 985,000 1,007,818 1,000,000 1,007,290 1,000,000 1,001,645 1,000,000 1,000,180 972,247 997,427 975,000 993,836 973,608 983,340 955,000 980,527 950,000 978,923 975,000 973,336 935,000 968,221 957,308 963,712 965,000 962,067 947,000 948,421 915,000 920,033 897,420 919,856 900,000 911,237 875,000 909,052 900,000 902,505 900,000 898,709 896,000 896,070 850,000 894,861 875,000 886,988 825,000 880,274 850,000 850,935 825,000 839,220 802,000 827,063 780,000 826,062 815,000 825,512 825,000 823,568 800,000 816,024 810,000 815,973 775,000 809,477 775,000 801,033 800,000 796,894 789,361 794,981 795,000 794,208 777,000 787,684 776,000 787,640 750,000 775,546 771,508 773,412 750,000 773,004 760,000 770,815 750,000 765,847 750,000 763,411 750,000 762,984 750,000 759,233 750,000 758,786 750,000 756,008 750,000 753,337 750,000 750,106 750,000 747,411 725,000 725,000 720,000 723,600 700,000 722,717 715,000 716,938 670,000 670,011 630,000 645,180 623,000 633,613 625,000 631,275 626,000 622,870 600,000 610,370 590,000 608,226 600,000 606,195 600,000 604,500 575,000 576,079 575,000 572,786 550,000 567,374 559,226 559,863 534,000 535,508 525,000 533,625 520,648 526,957 515,000 522,311

% of Total Coupon Rate Maturity or Market Value* (%) Expiration Date 0.56% 2.89 6/6/2022 0.56% 3.60 11/1/2021 0.56% 2.75 12/2/2021 0.55% 2.50 1/19/2021 0.55% 2.50 6/2/2020 0.55% 4.87 2/1/2044 0.55% 3.35 8/16/2021 0.54% 2.94 4/15/2031 0.54% 3.88 8/15/2022 0.54% 5.16 12/1/2043 0.54% 2.12 7/15/2026 0.53% 5.63 2/1/2021 0.53% 5.70 10/15/2019 0.53% 1.83 12/8/2021 0.52% 4.25 10/15/2019 0.51% 3.63 2/1/2021 0.51% 8.50 5/15/2023 0.50% 3.21 9/15/2023 0.50% 4.40 11/15/2022 0.50% 2.55 3/1/2021 0.50% 2.35 9/20/2021 0.49% 3.58 3/26/2021 0.49% 5.88 3/15/2021 0.49% 3.63 5/1/2022 0.49% 5.75 1/30/2022 0.47% 2.45 12/1/2020 0.46% 3.92 6/1/2021 0.46% 5.63 10/1/2024 0.46% 4.00 1/15/2024 0.46% 3.13 2/18/2025 0.45% 2.70 4/1/2021 0.45% 3.95 9/1/2023 0.45% 2.75 6/1/2022 0.45% 5.00 6/1/2021 0.44% 5.63 9/15/2020 0.44% 2.38 4/28/2021 0.44% 3.04 4/15/2030 0.44% 2.43 5/20/2022 0.43% 4.80 9/1/2020 0.43% 6.50 7/1/2021 0.43% 5.47 11/1/2046 0.43% 3.00 5/1/2037 0.43% 3.67 1/25/2022 0.43% 5.63 2/15/2021 0.42% 3.50 6/1/2021 0.42% 3.50 8/27/2021 0.42% 3.13 4/1/2022 0.42% 3.00 7/1/2022 0.42% 3.40 2/15/2021 0.42% 3.00 4/26/2022 0.42% 2.50 4/13/2022 0.41% 2.97 2/22/2021 0.41% 1.89 5/20/2021 0.40% 5.00 6/15/2021 0.40% 5.74 10/30/2167 0.40% 3.65 9/1/2047 0.40% 6.15 9/15/2019 0.37% 3.10 11/10/2020 0.36% 4.13 6/1/2021 0.35% 3.77 11/15/2020 0.35% 2.85 4/16/2022 0.34% 5.75 6/1/2021 0.34% 5.88 6/15/2021 0.34% 3.88 2/1/2023 0.33% 4.59 8/1/2043 0.33% 4.13 3/30/2020 0.32% 2.55 1/15/2021 0.32% 1.49 5/15/2020 0.31% 5.00 2/1/2021 0.31% 3.09 4/15/2022 0.30% 3.00 7/15/2022 0.29% 3.65 3/1/2021 0.29% 3.24 5/25/2035 0.29% 5.38 10/1/2022

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.

2 of 3

Sterling Capital Short Duration Bond Fund Portfolio Holdings, July 31, 2019 (unaudited)

Security Name Security ID NORTH CAROLINA STATE, EASTERN MUNICIPAL 65819WAP8 FORD CREDIT AUTO OWNER TRUST, SERIES 201 34531HAF6 WFRBS COMMERCIAL MORTGAGE TRUST 2011-C5 92936JBB9 NISSAN MOTOR ACCEPTANCE CORP. 654740AN9 NATIONWIDE FINANCIAL SERVICES INC 638612AK7 AERCAP IRELAND CAPITAL, LTD. 00772BAN1 SANTANDER DRIVE AUTO RECEIVABLES TRUST, 80285CAH4 AERCAP IRELAND CAPITAL DAC / AERCAP GLOB 00774MAH8 COMM 2014-CCRE15 MORTGAGE TRUST 12591RAX8 WHEELS SPV 2 LLC 96328DAZ7 SUNTRUST BANK/ATLANTA GA 86787EAW7 JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 46635TCG5 SPRINT SPECTRUM CO., LLC 85208NAA8 RYDER SYSTEM, INC. 78355HKF5 NEW YORK LIFE GLOBAL FUNDING 64952WCE1 BANC OF AMERICA FUNDING, SERIES 2004-C, 05946XMC4 PACCAR FINANCIAL CORP 69371RN93 BANK OF NEW YORK MELLON CORP. (THE) 06406FAA1 EXPORT-IMPORT BANK OF KOREA 302154CP2 AVALONBAY COMMUNITIES, INC. 05348EBD0 CHESAPEAKE FUNDING II, LLC, SERIES 2018165183BN3 ASPEN INSURANCE HOLDINGS, LTD 04530DAC6 FIFTH THIRD BANCORP 316773CL2 WORLD OMNI AUTO RECEIVABLES TRUST 2016-B 98161PAD5 GUARDIAN LIFE GLOBAL FUNDING 40139LAA1 FNMA, SERIES 4030, CLASS PD 3137APML1 NEW JERSEY, ST, ECONOMIC DEVELOPMENT AUT 64577BTW4 MASCO CORP. 574599BG0 GS MORTGAGE SECURITIES TRUST, SERIES 201 36249KAG5 WHEELS SPV, LLC, SERIES 2017-1A, CLASS A 96328DBB9 SOCIAL PROFESSIONAL LOAN PROGRAM, LLC SE 83402JAA6 CARMAX AUTO OWNER TRUST, SERIES 2017-3, 14314WAF8 GENERAL MOTORS FINANCIAL CO INC 37045XBX3 CARMAX AUTO OWNER TRUST, SERIES 2016-3, 14314EAC5 CHESAPEAKE FUNDING II, LLC 165183AL8 RYDER SYSTEM, INC. 78355HKM0 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 03066DAE6 GMRF MORTGAGE ACQUISITION CO., LLC, SERI 36417JAY5 GENERAL MOTORS FINANCIAL CO., INC. 37045XCP9 COUNTRYWIDE ASSET-BACKED CERTIFICATES, S 126673NW8 FNMA, SERIES 2013-72, CLASS NA 3136AFEC4 IRON MOUNTAIN, INC. 46284VAB7 WHEELS SPV, LLC, SERIES 2016-1A, CLASS A 96328DAU8 NABORS INDUSTRIES, INC. 629568AV8 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 03065NAF2 SOFI PROFESSIONAL LOAN PROGRAM, LLC, SER 78470RAA5 DBUBS MORTGAGE TRUST, SERIES 2011-LC2A, 23305XAD3 ROYAL CARIBBEAN CRUISES, LTD. 780153AX0 UNIVISION COMMUNICATIONS, INC. 914906AP7 JP MORGAN CHASE COMMERCIAL MORTGAGE SECU 46642CBE9 AMERIQUEST MORTGAGE SECURITIES, INC. ASS 03072SSM8 COUNTRYWIDE ALTERNATIVE LOAN TRUST, SERI 12667FRY3 PRIME SECURITY SERVICES BORROWER, LLC / 74166MAA4 CITICORP RESIDENTIAL MORTGAGE TRUST, SER 17312HAF6 WF-RBS COMMERCIAL MORTGAGE TRUST, SERIES 92935VAE8 JP MORGAN MORTGAGE ACQUISITION CORP., SE 46626LEL0 FNMA, SERIES 2005-67, CLASS HG 31394EF29 MORGAN STANLEY BANK OF AMERICA MERRILL L 61763UAV4 WELLS FARGO MORTGAGE BACKED SECURITIES T 94986LAA2 JPMBB COMMERCIAL MORTGAGE SECURITIES TRU 46641WAT4 FREDDIE MAC REMICS 3137A6DT6 * % of Total Market Value may not sum to 100.00% due to rounding.

Ticker 65819WAP8 34531HAF6 92936JBB9 654740AN9 638612AK7 00772BAN1 80285CAH4 00774MAH8 12591RAX8 96328DAZ7 86787EAW7 46635TCG5 85208NAA8 78355HKF5 64952WCE1 05946XMC4 69371RN93 06406FAA1 302154CP2 05348EBD0 165183BN3 04530DAC6 316773CL2 98161PAD5 40139LAA1 3137APML1 64577BTW4 574599BG0 36249KAG5 96328DBB9 83402JAA6 14314WAF8 37045XBX3 14314EAC5 165183AL8 78355HKM0 03066DAE6 36417JAY5 37045XCP9 126673NW8 3136AFEC4 46284VAB7 96328DAU8 629568AV8 03065NAF2 78470RAA5 23305XAD3 780153AX0 914906AP7 46642CBE9 03072SSM8 12667FRY3 74166MAA4 17312HAF6 92935VAE8 46626LEL0 31394EF29 61763UAV4 94986LAA2 46641WAT4 3137A6DT6

Shares or Par Market Value 500,000 519,135 518,000 514,666 500,000 511,442 500,000 499,281 466,000 484,461 474,000 480,669 476,944 477,292 450,000 465,358 458,739 458,466 452,187 451,056 450,000 450,857 438,331 449,163 427,500 428,783 425,000 424,442 425,000 423,228 407,681 407,875 400,000 403,124 400,000 401,480 400,000 400,759 400,000 399,885 387,373 391,527 375,000 390,309 380,000 389,537 379,811 378,120 350,000 347,746 342,421 344,303 325,000 334,649 325,000 333,652 300,000 305,330 305,000 304,855 298,782 301,439 300,000 300,177 300,000 299,865 290,075 289,243 261,712 260,872 202,000 203,781 194,826 194,782 184,537 185,582 180,000 185,438 159,715 160,294 141,398 142,251 138,000 138,867 137,079 136,842 116,000 116,870 113,319 113,337 110,127 110,390 104,906 107,864 100,000 100,139 96,000 97,728 91,541 91,440 75,267 75,512 72,912 74,444 66,000 69,341 63,244 64,238 42,888 43,070 39,411 39,417 36,497 36,941 30,839 30,804 14,619 14,609 5,953 5,946 491 490 $ 181,187,951

% of Total Coupon Rate Maturity or Market Value* (%) Expiration Date 0.29% 3.56 7/1/2022 0.28% 2.15 10/15/2022 0.28% 3.67 11/1/2044 0.28% 2.55 3/8/2021 0.27% 5.38 3/25/2021 0.27% 4.25 7/1/2020 0.26% 2.66 11/15/2021 0.26% 4.45 12/16/2021 0.25% 2.93 2/1/2047 0.25% 1.88 4/20/2026 0.25% 3.17 8/2/2022 0.25% 4.72 2/1/2046 0.24% 3.36 9/20/2021 0.23% 2.50 9/1/2022 0.23% 2.00 4/13/2021 0.23% 3.17 12/20/2034 0.22% 2.80 3/1/2021 0.22% 2.50 4/15/2021 0.22% 2.50 11/1/2020 0.22% 2.73 1/15/2021 0.22% 3.23 8/15/2030 0.22% 6.00 12/15/2020 0.21% 3.50 3/15/2022 0.21% 1.30 2/15/2022 0.19% 2.00 4/26/2021 0.19% 3.00 6/1/2040 0.18% 4.52 6/15/2021 0.18% 7.13 3/15/2020 0.17% 5.15 8/1/2043 0.17% 2.40 4/20/2026 0.17% 3.47 6/25/2033 0.17% 2.44 2/15/2023 0.17% 3.64 6/30/2022 0.16% 1.39 5/17/2021 0.14% 1.99 5/15/2029 0.11% 2.88 6/1/2022 0.11% 2.21 5/10/2021 0.10% 3.50 11/1/2057 0.10% 4.20 11/6/2021 0.09% 3.69 3/25/2035 0.08% 2.50 8/1/2042 0.08% 4.38 6/1/2021 0.08% 1.87 5/20/2025 0.06% 5.00 9/15/2020 0.06% 2.73 3/8/2021 0.06% 3.12 7/25/2039 0.06% 4.54 7/1/2044 0.06% 2.65 11/28/2020 0.05% 6.75 9/15/2022 0.05% 2.87 7/1/2047 0.04% 4.37 7/25/2034 0.04% 6.00 10/1/2034 0.04% 9.25 5/15/2023 0.04% 5.01 6/1/2037 0.02% 4.00 3/1/2044 0.02% 2.70 12/25/2035 0.02% 5.50 1/1/2035 0.02% 3.12 8/1/2047 0.01% 6.00 12/4/2037 0.00% 3.05 4/1/2047 0.00% 4.00 9/1/2025 100.04%

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.

3 of 3