Sterling Capital Short Duration Bond Fund

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

Security Name U.S. TREASURY NOTES FEDERATED TREASURY OBLIGATIONS FUND SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 HERTZ VEHICLE FINANCING, LLC, SERIES 201 MORGAN STANLEY CAPITAL I TRUST 2016-BNK2 COMM 2014-CCRE15 MORTGAGE TRUST BANK OF AMERICA CORP. WF-RBS COMMERCIAL MORTGAGE TRUST, SERIES CARMAX AUTO OWNER TRUST 2016-2 MORGAN STANLEY ENTERPRISE FLEET FINANCING LLC WHEELS SPV 2 LLC MITSUBISHI UFJ FINANCIAL GROUP, INC. AUSTRALIA & NEW ZEALAND BANKING GROUP, L WELLS FARGO & CO. NORDEA BANK AB WF-RBS COMMERCIAL MORTGAGE TRUST, SERIES CATERPILLAR FINANCIAL SERVICES CORP. COOPERATIEVE RABOBANK UA/NY FORD CREDIT AUTO OWNER TRUST, SERIES 201 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST ENTERPRISE FLEET FINANCING LLC GOLDMAN SACHS GROUP, INC. (THE) GS MORTGAGE SECURITIES TRUST, SERIES 201 CAPITAL AUTO RECEIVABLES ASSET TRUST, SE SANTANDER DRIVE AUTO RECEIVABLES TRUST, JPMORGAN CHASE & CO CREDIT SUISSE GROUP FUNDING GUERNSEY, LT JP MORGAN CHASE COMMERCIAL MORTGAGE SECU PENSKE TRUCK LEASING CO LP / PTL FINANCE ERAC USA FINANCE LLC FIFTH THIRD BANK/CINCINNATI OH AVIS BUDGET RENTAL CAR FUNDING AESOP LLC UBS AG/LONDON VULCAN MATERIALS CO AMERICREDIT AUTOMOBILE RECEIVABLES TRUST BUCKEYE PARTNERS LP ENERGY TRANSFER PARTNERS L.P. ALLEGHANY CORP. CARMAX AUTO OWNER TRUST, SERIES 2016-3, MORGAN STANLEY BANK OF AMERICA MERRILL L KEYSIGHT TECHNOLOGIES INC EXELON GENERATION CO., LLC ENTERPRISE PRODUCTS OPERATING LLC WORLD OMNI AUTO RECEIVABLES TRUST 2016-B AVIS BUDGET RENTAL CAR FUNDING AESOP LLC RELIANCE STANDARD LIFE GLOBAL FUNDING II SABINE PASS LIQUEFACTION, LLC ING BANK NV PRINCIPAL LIFE GLOBAL FUNDING II AVIS BUDGET RENTAL CAR FUNDING AESOP, LL ONTARIO TEACHERS' CADILLAC FAIRVIEW PROP SVENSKA HANDELSBANKEN AB DBUBS MORTGAGE TRUST, SERIES 2011-LC1A, CAPITAL AUTO RECEIVABLES ASSET TRUST, SE FANNIE MAE REMICS, SERIES 2014-76, CLASS AMERICAN TOWER CORP STATE OF ILLINOIS TELEFONICA EMISIONES SAU RYDER SYSTEM INC CHARTER COMMUNICATIONS OPERATING LLC / C AMERICAN HONDA FINANCE, CORP. DAIMLER FINANCE NORTH AMERICA LLC FEDERAL HOME LOAN MORTGAGE CORP CROWN CASTLE INTERNATIONAL CORP ZB NA 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. UNITED TECHNOLOGIES CORP.

Security ID 912828VF4 60934N500 80285EAF4 42806DAA7 61690YBR2 12591RAX8 06051GGB9 92935VAG3 14314MAD5 61747YDW2 29372JAC1 96328DAZ7 606822AF1 05252ACR0 949746RS2 65557CAJ2 92935JBC8 14913Q2H1 21688AAD4 34530RAA6 03065TAE2 29372EBM9 38141EA66 36248EAB1 13976AAG5 80285CAH4 46625HQJ2 225433AD3 46642CBE9 709599AU8 26884TAM4 31677QBH1 05377RCA0 902674XK1 929160AX7 03066DAE6 118230AJ0 29273RAX7 017175AB6 14314EAC5 61763UAV4 49338LAD5 30161MAP8 29379VBD4 98161PAD5 05377RBV5 75951AAB4 785592AE6 44987CAC2 74256LAY5 05377RBX1 68327LAA4 86960BAN2 233050AF0 13975WAE3 3136ALNR8 029912BC5 452152V81 87938WAM5 78355HKJ7 161175AX2 02665WCG4 233851DC5 3134GSKZ7 22822VAA9 98920AAA6 22532MAL6 806213AA2 80283LAH6 13976AAF7 05578DAR3 87020PAG2 29336UAA5 913017DA4

Ticker 912828VF4 TOIXX 80285EAF4 42806DAA7 61690YBR2 12591RAX8 06051GGB9 92935VAG3 14314MAD5 61747YDW2 29372JAC1 96328DAZ7 606822AF1 05252ACR0 949746RS2 65557CAJ2 92935JBC8 14913Q2H1 21688AAD4 34530RAA6 03065TAE2 29372EBM9 38141EA66 36248EAB1 13976AAG5 80285CAH4 46625HQJ2 225433AD3 46642CBE9 709599AU8 26884TAM4 31677QBH1 05377RCA0 902674XK1 929160AX7 03066DAE6 118230AJ0 29273RAX7 017175AB6 14314EAC5 61763UAV4 49338LAD5 30161MAP8 29379VBD4 98161PAD5 05377RBV5 75951AAB4 785592AE6 44987CAC2 74256LAY5 05377RBX1 68327LAA4 86960BAN2 233050AF0 13975WAE3 3136ALNR8 029912BC5 452152V81 87938WAM5 78355HKJ7 161175AX2 02665WCG4 233851DC5 3134GSKZ7 22822VAA9 98920AAA6 22532MAL6 806213AA2 80283LAH6 13976AAF7 05578DAR3 87020PAG2 29336UAA5 913017DA4

Shares or Par Market Value 4,250,000 $ 4,160,518 1,993,688 1,993,688 1,645,000 1,648,273 1,600,000 1,586,567 1,500,000 1,462,705 1,278,870 1,279,099 1,275,000 1,249,109 1,200,000 1,229,458 1,250,000 1,225,599 1,200,000 1,193,412 1,195,000 1,171,540 1,150,502 1,141,020 1,100,000 1,117,485 1,100,000 1,113,651 1,125,000 1,103,681 1,055,000 1,080,655 1,000,418 1,033,502 1,000,000 1,000,953 1,000,000 989,671 975,000 963,734 965,000 950,875 946,761 944,500 900,000 942,662 900,000 933,554 900,000 890,066 892,000 889,473 900,000 886,181 869,000 862,258 850,000 849,784 850,000 847,649 850,000 843,404 850,000 839,858 850,000 838,444 850,000 833,462 830,000 832,160 825,000 821,953 800,000 815,202 800,000 810,657 775,000 808,771 809,571 801,930 799,160 800,397 800,000 797,443 800,000 797,129 800,000 796,690 804,713 795,885 800,000 793,494 800,000 792,844 760,000 792,717 800,000 792,446 800,000 791,774 800,000 790,107 800,000 789,331 800,000 789,192 750,000 781,690 795,000 781,494 780,000 774,231 750,000 773,562 760,000 772,905 750,000 772,709 750,000 752,709 750,000 752,237 750,000 752,099 750,000 751,549 750,000 750,056 750,000 749,219 750,000 749,164 750,000 748,873 754,000 747,092 750,000 746,167 750,000 740,427 750,000 739,774 750,000 737,704 726,000 722,422 700,000 702,982

% of Total Coupon Rate Maturity or Market Value* (%) Expiration Date 3.25% 1.38 5/31/2020 1.56% 1.29% 3.09 4/15/2022 1.24% 2.73 3/25/2021 1.14% 2.45 11/1/2049 1.00% 2.93 2/1/2047 0.98% 2.15 11/9/2020 0.96% 4.38 3/1/2044 0.96% 1.68 9/15/2021 0.93% 2.65 1/27/2020 0.92% 2.22 1/20/2023 0.89% 1.88 4/20/2026 0.87% 3.39 9/13/2021 0.87% 3.18 11/23/2021 0.86% 2.5 3/4/2021 0.85% 4.88 1/27/2020 0.81% 4.87 2/1/2044 0.78% 2.57 3/15/2021 0.77% 2.25 1/14/2020 0.75% 2.12 7/15/2026 0.74% 1.83 12/8/2021 0.74% 2.09 2/22/2021 0.74% 6 6/15/2020 0.73% 5.16 12/1/2043 0.70% 2.35 9/20/2021 0.70% 2.66 11/15/2021 0.69% 2.55 3/1/2021 0.67% 2.75 3/26/2020 0.66% 2.87 7/1/2047 0.66% 3.2 7/15/2020 0.66% 2.35 10/15/2019 0.66% 1.63 9/27/2019 0.66% 2.63 12/20/2021 0.65% 2.45 12/1/2020 0.65% 2.97 3/1/2021 0.64% 2.21 5/10/2021 0.64% 4.88 2/1/2021 0.63% 4.15 10/1/2020 0.63% 5.63 9/15/2020 0.63% 1.39 5/17/2021 0.63% 3.12 8/1/2047 0.62% 3.3 10/30/2019 0.62% 2.95 1/15/2020 0.62% 2.55 10/15/2019 0.62% 1.3 2/15/2022 0.62% 2.5 2/20/2021 0.62% 2.5 1/15/2020 0.62% 5.63 2/1/2021 0.62% 2.45 3/16/2020 0.62% 2.15 1/10/2020 0.62% 2.5 7/20/2021 0.62% 3.13 3/20/2022 0.62% 1.5 9/6/2019 0.61% 5.47 11/1/2046 0.61% 2.43 5/20/2022 0.61% 3 5/1/2037 0.61% 5.05 9/1/2020 0.60% 5 5/1/2019 0.60% 5.13 4/27/2020 0.59% 3.5 6/1/2021 0.59% 3.58 7/23/2020 0.59% 2.6 6/16/2020 0.59% 2.76 2/22/2021 0.59% 2.4 4/26/2023 0.59% 3.4 2/15/2021 0.59% 3.5 8/27/2021 0.59% 2.5 4/15/2019 0.58% 2.38 11/5/2019 0.58% 2.35 9/10/2019 0.58% 1.89 5/20/2021 0.58% 2.25 1/27/2020 0.58% 2.65 3/10/2021 0.57% 2.7 4/1/2019 0.55% 3.35 8/16/2021

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.

1 of 3

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

Security Name CITIGROUP, INC. CARGILL INC ADVANCE AUTO PARTS INC CHEVRON PHILLIPS CHEMICAL CO LLC / CHEVR SHERWIN-WILLIAMS CO. (THE) JACKSON NATIONAL LIFE GLOBAL FUNDING CAPITAL AUTO RECEIVABLES ASSET TRUST, SE VEREIT OPERATING PARTNERSHIP L.P. TENET HEALTHCARE CORP. CITIGROUP MORTGAGE LOAN TRUST, INC., SER CVS HEALTH CORP. OHIO NATIONAL FINANCIAL SERVICES, INC. ANIXTER INC COMMSCOPE, INC. CIT GROUP INC DELL INTERNATIONAL LLC / EMC CORP HCA, INC. SPRINT SPECTRUM CO., LLC GS MORTGAGE SECURITIES TRUST, CLASS 2010 KEYBANK NA (CLEVELAND, OH) ALLY FINANCIAL, INC. MACQUARIE BANK LTD METROPOLITAN LIFE GLOBAL FUNDING I HSBC BANK PLC UNIVERSITY OF CALIFORNIA, CA, COLLEGE AN VMWARE INC TEXTRON, INC. DOLLAR TREE, INC. JPMBB COMMERCIAL MORTGAGE SECURITIES TRU MPLX L.P. CENTENE CORP. NATIONAL CITY CORP. JP MORGAN CHASE COMMERCIAL MORTGAGE SECU SOCIAL PROFESSIONAL LOAN PROGRAM, LLC SE SPRINT COMMUNICATIONS INC REALOGY GROUP LLC / REALOGY CO-ISSUER CO BAYER US FINANCE II LLC AMERICAN EXPRESS CO MACQUARIE BANK, LTD. EI DU PONT DE NEMOURS & CO. GENERAL MOTORS CO. SOUTHERN POWER CO. DOMINION ENERGY, INC. FORD MOTOR CREDIT CO., LLC NISSAN MOTOR ACCEPTANCE CORP. PENNSYLVANIA ELECTRIC CO. KKR GROUP FINANCE CO LLC WEA FINANCE LLC / WESTFIELD UK & EUROPE NATIONWIDE FINANCIAL SERVICES INC TRI POINTE GROUP INC / TRI POINTE HOMES MANUFACTURERS & TRADERS TRUST CO. SPIRIT AEROSYSTEMS INC SUNTRUST BANK/ATLANTA GA ATHENE GLOBAL FUNDING CENTURYLINK INC MICROCHIP TECHNOLOGY INC REGIONS BANK MUFG BANK LTD HARRIS CORP. MASSMUTUAL GLOBAL FUNDING II DNB BANK ASA AMERICAN EXPRESS CREDIT CORP. CHESAPEAKE FUNDING II, LLC PRIME SECURITY SERVICES BORROWER, LLC / HCP, INC. CAPITAL ONE FINANCIAL CORP. PIONEER NATURAL RESOURCES CO. REINSURANCE GROUP OF AMERICA, INC. PROTECTIVE LIFE GLOBAL FUNDING KINDER MORGAN ENERGY PARTNERS L.P. FNMA, SERIES 4030, CLASS PD NEW YORK LIFE GLOBAL FUNDING OMNICOM GROUP, INC. ERP OPERATING L.P.

Security ID 172967HM6 141781BH6 00751YAA4 166754AM3 824348AT3 46849LTB7 13974HAF4 92340LAB5 88033GCJ7 17307GQR2 126650CT5 67740QAF3 035287AD3 203372AL1 125581GN2 25272KAU7 404119BP3 85208NAA8 36249KAC4 49327M2W3 02005NAZ3 55608PAM6 59217GCE7 44328MAC8 91412GD44 928563AA3 883203BT7 256746AE8 46641WAT4 55336VAC4 15135BAF8 635405AM5 46635TCG5 83402JAA6 852061AK6 75606DAA9 07274NAC7 025816BT5 55608PAT1 263534CL1 37045VAM2 843646AL4 25746UCT4 345397XQ1 654740AN9 708696BW8 48248NAA8 92890HAB8 638612AK7 962178AL3 55279HAM2 85205TAH3 86787EAW7 04685A2A8 156700AN6 595017AJ3 759187CC9 064255BP6 413875AQ8 57629WCF5 23329PAC4 0258M0EE5 165183AL8 74166MAA4 40414LAH2 14040HBS3 723787AJ6 759351AJ8 74368CAJ3 494550BE5 3137APML1 64952WCE1 681919AY2 26884AAY9

Ticker 172967HM6 141781BH6 00751YAA4 166754AM3 824348AT3 46849LTB7 13974HAF4 92340LAB5 88033GCJ7 17307GQR2 126650CT5 67740QAF3 035287AD3 203372AL1 125581GN2 25272KAU7 404119BP3 85208NAA8 36249KAC4 49327M2W3 02005NAZ3 55608PAM6 59217GCE7 44328MAC8 91412GD44 928563AA3 883203BT7 256746AE8 46641WAT4 55336VAC4 15135BAF8 635405AM5 46635TCG5 83402JAA6 852061AK6 75606DAA9 07274NAC7 025816BT5 55608PAT1 263534CL1 37045VAM2 843646AL4 25746UCT4 345397XQ1 654740AN9 708696BW8 48248NAA8 92890HAB8 638612AK7 962178AL3 55279HAM2 85205TAH3 86787EAW7 04685A2A8 156700AN6 595017AJ3 759187CC9 064255BP6 413875AQ8 57629WCF5 23329PAC4 0258M0EE5 165183AL8 74166MAA4 40414LAH2 14040HBS3 723787AJ6 759351AJ8 74368CAJ3 494550BE5 3137APML1 64952WCE1 681919AY2 26884AAY9

Shares or Par Market Value 700,000 699,370 700,000 696,420 670,000 693,322 700,000 692,969 680,000 670,772 650,000 649,947 650,000 648,791 630,000 638,144 630,000 633,150 622,251 629,964 650,000 629,150 600,000 626,619 610,000 619,150 615,000 618,075 600,000 618,000 600,000 617,349 610,000 616,808 617,500 614,141 600,000 613,692 600,000 602,472 600,000 602,250 600,000 593,313 600,000 588,643 575,000 585,082 575,000 562,517 557,000 545,667 525,000 528,347 525,000 526,091 525,450 525,815 510,000 521,829 510,000 520,200 500,000 513,778 498,019 512,875 506,127 510,500 500,000 505,625 500,000 502,500 500,000 502,160 500,000 500,395 500,000 499,359 505,000 499,063 495,000 497,256 500,000 493,292 500,000 493,189 500,000 490,970 500,000 489,772 475,000 486,074 459,000 485,991 475,000 473,514 450,000 468,036 450,000 452,250 450,000 451,891 450,000 451,149 450,000 450,537 450,000 449,958 440,000 449,900 450,000 449,703 450,000 449,657 450,000 444,788 447,000 443,191 450,000 439,476 450,000 439,210 440,000 434,647 437,025 432,892 400,000 428,520 430,000 426,952 425,000 424,113 400,000 423,079 400,000 416,212 425,000 416,071 400,000 414,919 422,384 414,221 425,000 413,424 400,000 411,504 400,000 409,957

% of Total Coupon Rate Maturity or Market Value* (%) Expiration Date 0.55% 2.55 4/8/2019 0.54% 3.05 4/19/2021 0.54% 5.75 5/1/2020 0.54% 2.45 5/1/2020 0.52% 2.25 5/15/2020 0.51% 3.3 6/11/2021 0.51% 2.43 9/21/2020 0.50% 4.13 6/1/2021 0.50% 5.5 3/1/2019 0.49% 3.04 5/25/2035 0.49% 2.13 6/1/2021 0.49% 6.38 4/30/2020 0.48% 5.63 5/1/2019 0.48% 5 6/15/2021 0.48% 5.38 5/15/2020 0.48% 5.88 6/15/2021 0.48% 4.25 10/15/2019 0.48% 3.36 9/20/2021 0.48% 4.59 8/1/2043 0.47% 3.35 6/15/2021 0.47% 4.13 3/30/2020 0.46% 2.4 1/21/2020 0.46% 2.05 6/12/2020 0.46% 4.13 8/12/2020 0.44% 1.49 5/15/2020 0.43% 2.3 8/21/2020 0.41% 3.65 3/1/2021 0.41% 3.04 4/17/2020 0.41% 3.05 4/1/2047 0.41% 5.5 2/15/2023 0.41% 5.63 2/15/2021 0.40% 6.88 5/15/2019 0.40% 4.72 2/1/2046 0.40% 3.26 6/25/2033 0.40% 9 11/15/2018 0.39% 4.5 4/15/2019 0.39% 2.97 6/25/2021 0.39% 2.96 2/27/2023 0.39% 2.35 1/15/2019 0.39% 2.2 5/1/2020 0.39% 3.14 8/7/2020 0.39% 2.38 6/1/2020 0.39% 2.58 7/1/2020 0.38% 3.2 1/15/2021 0.38% 2.55 3/8/2021 0.38% 5.2 4/1/2020 0.38% 6.38 9/29/2020 0.37% 2.7 9/17/2019 0.37% 5.38 3/25/2021 0.35% 4.38 6/15/2019 0.35% 2.93 5/18/2022 0.35% 3.12 6/15/2021 0.35% 2.93 8/2/2022 0.35% 2.88 10/23/2018 0.35% 6.15 9/15/2019 0.35% 3.92 6/1/2021 0.35% 2.72 4/1/2021 0.35% 2.3 3/5/2020 0.35% 2.7 4/27/2020 0.34% 1.95 9/22/2020 0.34% 2.13 10/2/2020 0.34% 2.2 3/3/2020 0.34% 1.99 5/15/2029 0.34% 9.25 5/15/2023 0.33% 2.63 2/1/2020 0.33% 2.79 10/30/2020 0.33% 7.5 1/15/2020 0.33% 5 6/1/2021 0.33% 2.16 9/25/2020 0.32% 5.3 9/15/2020 0.32% 3 6/1/2040 0.32% 2 4/13/2021 0.32% 6.25 7/15/2019 0.32% 4.75 7/15/2020

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.

2 of 3

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

Security Name Security ID AERCAP IRELAND CAPITAL, LTD. 00772BAN1 ISTAR INC 45031UBU4 NXP BV / NXP FUNDING LLC 62947QAS7 DR HORTON, INC. 23331ABK4 DXC TECHNOLOGY CO 23355LAE6 AVALONBAY COMMUNITIES, INC. 05348EBD0 CITIZENS BANK NA, (RI) 17401QAC5 HYUNDAI CAPITAL AMERICA 44891AAE7 AMERICREDIT AUTOMOBILE RECEIVABLES 201503065MAE7 PACCAR FINANCIAL CORP 69371RN93 ASSURANT INC 04621XAL2 AT&T, INC. 00206RCR1 BANK OF NEW YORK MELLON CORP. (THE) 06406FAA1 EXPORT-IMPORT BANK OF KOREA 302154CP2 ASPEN INSURANCE HOLDINGS, LTD 04530DAC6 REYNOLDS AMERICAN, INC. 761713BE5 HERTZ VEHICLE FINANCING, LLC, SERIES 201 42806DAY5 AXIS SPECIALTY FINANCE, LLC 05463HAA9 ACTAVIS FUNDING SCS 00507UAP6 STARWOOD PROPERTY TRUST, INC. 85571BAM7 MASCO CORP. 574599BG0 GUARDIAN LIFE GLOBAL FUNDING 40139LAA1 INVISTA FINANCE LLC 46186RAA7 FAMILY DOLLAR STORES, INC. 307000AA7 BAT CAPITAL CORP. 05526DAQ8 NEW JERSEY, ST, ECONOMIC DEVELOPMENT AUT 64577BTW4 GS MORTGAGE SECURITIES TRUST, SERIES 201 36249KAG5 ALLY FINANCIAL, INC. 36186CCA9 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 03066FAF8 GENERAL MOTORS FINANCIAL CO INC 37045XBX3 NUSTAR LOGISTICS LP 67059TAB1 WHEELS SPV, LLC, SERIES 2017-1A, CLASS A 96328DBB9 HYUNDAI CAPITAL AMERICA 44891AAB3 TESORO CORP. 881609AZ4 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 03065NAF2 SUNTRUST BANK/ATLANTA GA 86787EAR8 WHEELS SPV, LLC, SERIES 2016-1A, CLASS A 96328DAU8 AMERICAN INTERNATIONAL GROUP, INC. 026874CZ8 PHILLIPS 66 718546AP9 U.S. TREASURY FLOATING RATE NOTE 9128284K3 CAPITAL AUTO RECEIVABLES ASSET TRUST, SE 13974LAE8 DISCOVERY COMMUNICATIONS, LLC 25470DAN9 GMRF MORTGAGE ACQUISITION CO., LLC, SERI 36417JAY5 ABBVIE, INC. 00287YAU3 CARMAX AUTO OWNER TRUST 2015-4 14313XAC4 COUNTRYWIDE ASSET-BACKED CERTIFICATES, S 126673NW8 SUMITOMO MITSUI FINANCIAL GROUP INC 86562MAJ9 SOFI PROFESSIONAL LOAN PROGRAM, LLC, SER 78470RAA5 JP MORGAN MORTGAGE ACQUISITION CORP., SE 46626LEL0 SEMPRA ENERGY 816851BC2 GLENCORE FUNDING, LLC 378272AD0 FNMA, SERIES 2013-72, CLASS NA 3136AFEC4 COMM 2014-CCRE16 MORTGAGE TRUST 12591VAB7 FREDDIE MAC REMICS 3137A6DT6 AMERIQUEST MORTGAGE SECURITIES, INC. ASS 03072SSM8 DXC TECHNOLOGY CO. 23355LAB2 CITICORP RESIDENTIAL MORTGAGE TRUST, SER 17312HAF6 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 WELLS FARGO MORTGAGE BACKED SECURITIES T 94986LAA2 FNMA, SERIES 2003-66, CLASS PA 31393C4C4 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 00772BAN1 45031UBU4 62947QAS7 23331ABK4 23355LAE6 05348EBD0 17401QAC5 44891AAE7 03065MAE7 69371RN93 04621XAL2 00206RCR1 06406FAA1 302154CP2 04530DAC6 761713BE5 42806DAY5 05463HAA9 00507UAP6 85571BAM7 574599BG0 40139LAA1 46186RAA7 307000AA7 05526DAQ8 64577BTW4 36249KAG5 36186CCA9 03066FAF8 37045XBX3 67059TAB1 96328DBB9 44891AAB3 881609AZ4 03065NAF2 86787EAR8 96328DAU8 026874CZ8 718546AP9 9128284K3 13974LAE8 25470DAN9 36417JAY5 00287YAU3 14313XAC4 126673NW8 86562MAJ9 78470RAA5 46626LEL0 816851BC2 378272AD0 3136AFEC4 12591VAB7 3137A6DT6 03072SSM8 23355LAB2 17312HAF6 92935VAE8 23305XAD3 780153AX0 914906AP7 34959JAE8 12667FRY3 31394EF29 45031UCC3 92890FAR7 38378YSU4 94986LAA2 31393C4C4 31394W3U0 69337VAA8

Shares or Par Market Value 400,000 405,098 403,000 403,504 400,000 403,500 400,000 403,212 400,000 400,034 400,000 400,007 400,000 399,851 400,000 399,752 400,000 399,373 400,000 397,187 396,000 397,030 400,000 395,502 400,000 393,681 400,000 392,924 375,000 392,123 392,000 391,533 385,000 382,427 350,000 364,418 350,000 349,067 354,000 345,150 325,000 342,893 350,000 339,314 338,000 338,845 325,000 335,660 340,000 333,420 325,000 332,511 300,000 306,106 300,000 304,890 310,000 304,719 300,000 303,737 300,000 302,625 305,000 299,159 298,000 294,068 275,000 280,483 275,000 274,843 275,000 272,199 270,000 267,258 261,000 260,000 250,000 250,099 250,000 250,037 250,000 249,241 250,000 247,974 248,314 247,831 250,000 243,745 244,033 243,071 240,776 241,716 235,000 239,384 205,421 206,377 201,312 201,337 200,000 200,098 186,000 185,617 176,192 172,705 160,000 160,161 137,624 137,958 128,300 128,772 125,000 123,915 119,474 121,413 107,736 108,341 104,992 108,242 100,000 98,317 96,000 98,040 95,000 94,097 83,207 85,571 72,941 74,481 71,000 70,645 65,196 65,205 24,289 24,265 20,267 20,530 16,700 16,867 8,316 8,319 5,612 5,710 $ 127,834,491

% of Total Coupon Rate Maturity or Market Value* (%) Expiration Date 0.32% 4.25 7/1/2020 0.32% 5 7/1/2019 0.32% 4.13 6/15/2020 0.32% 4 2/15/2020 0.31% 3.27 3/1/2021 0.31% 2.77 1/15/2021 0.31% 2.3 12/3/2018 0.31% 2.5 3/18/2019 0.31% 2.11 1/8/2021 0.31% 2.8 3/1/2021 0.31% 3.59 3/26/2021 0.31% 2.8 2/17/2021 0.31% 2.5 4/15/2021 0.31% 2.5 11/1/2020 0.31% 6 12/15/2020 0.31% 3.25 6/12/2020 0.30% 2.27 7/25/2020 0.29% 5.88 6/1/2020 0.27% 3 3/12/2020 0.27% 3.63 2/1/2021 0.27% 7.13 3/15/2020 0.27% 2 4/26/2021 0.27% 4.25 10/15/2019 0.26% 5 2/1/2021 0.26% 2.3 8/14/2020 0.26% 4.52 6/15/2021 0.24% 5.15 8/1/2043 0.24% 8 12/31/2018 0.24% 2.36 12/19/2022 0.24% 3.64 6/30/2022 0.24% 4.8 9/1/2020 0.23% 2.4 4/20/2026 0.23% 2.6 3/19/2020 0.22% 5.38 10/1/2022 0.21% 2.73 3/8/2021 0.21% 2.25 1/31/2020 0.21% 1.87 5/20/2025 0.20% 2.3 7/16/2019 0.20% 3.09 4/15/2020 0.20% 2.12 4/30/2020 0.19% 2.39 11/20/2020 0.19% 2.2 9/20/2019 0.19% 3.5 11/1/2057 0.19% 2.3 5/14/2021 0.19% 1.56 11/16/2020 0.19% 3.49 3/25/2035 0.19% 3.48 10/19/2021 0.16% 2.91 7/25/2039 0.16% 2.49 12/25/2035 0.16% 2.59 7/15/2019 0.15% 2.5 1/15/2019 0.14% 2.5 8/1/2042 0.13% 3.04 4/1/2047 0.11% 4 9/1/2025 0.10% 4.16 7/25/2034 0.10% 2.88 3/27/2020 0.09% 5.17 6/1/2037 0.08% 4 3/1/2044 0.08% 4.54 7/1/2044 0.08% 2.65 11/28/2020 0.08% 6.75 9/15/2022 0.07% 1.8 6/15/2019 0.07% 6 10/1/2034 0.06% 5.5 1/1/2035 0.06% 4.63 9/15/2020 0.05% 3.04 5/1/2047 0.02% 3 3/1/2041 0.02% 6 12/4/2037 0.01% 3.5 2/1/2033 0.01% 4.5 3/1/2019 0.00% 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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