Sterling Capital Short Duration Bond Fund

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

Security Name FEDERATED TREASURY OBLIGATIONS FUND SANTANDER DRIVE AUTO RECEIVABLES TRUST 2 U.S. TREASURY NOTES 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 WHEELS SPV 2 LLC MORGAN STANLEY ENTERPRISE FLEET FINANCING LLC MITSUBISHI UFJ FINANCIAL GROUP, INC. AUSTRALIA & NEW ZEALAND BANKING GROUP, L WELLS FARGO & CO. NORDEA BANK AB ENTERPRISE FLEET FINANCING LLC 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 GOLDMAN SACHS GROUP, INC. (THE) GS MORTGAGE SECURITIES TRUST, SERIES 201 HERTZ VEHICLE FINANCING, LLC, SERIES 201 SANTANDER DRIVE AUTO RECEIVABLES TRUST, CAPITAL AUTO RECEIVABLES ASSET TRUST, SE JPMORGAN CHASE & CO CARMAX AUTO OWNER TRUST, SERIES 2016-3, JP MORGAN CHASE COMMERCIAL MORTGAGE SECU PENSKE TRUCK LEASING CO LP / PTL FINANCE WORLD OMNI AUTO RECEIVABLES TRUST 2016-B ERAC USA FINANCE LLC FIFTH THIRD BANK/CINCINNATI OH AVIS BUDGET RENTAL CAR FUNDING AESOP LLC VULCAN MATERIALS CO UBS AG/LONDON AMERICREDIT AUTOMOBILE RECEIVABLES TRUST BUCKEYE PARTNERS LP ENERGY TRANSFER PARTNERS L.P. ALLEGHANY CORP. 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 TELEFONICA EMISIONES SAU FANNIE MAE REMICS, SERIES 2014-76, CLASS AMERICAN HONDA FINANCE, CORP. DAIMLER FINANCE NORTH AMERICA LLC CHARTER COMMUNICATIONS OPERATING LLC / C RYDER SYSTEM INC FEDERAL HOME LOAN MORTGAGE CORP CREDIT AGRICOLE SA/LONDON CROWN CASTLE INTERNATIONAL CORP SANTANDER UK PLC SCENTRE GROUP TRUST 1/2 CAPITAL AUTO RECEIVABLES ASSET TRUST, SE BPCE SA SWEDBANK AB ENLINK MIDSTREAM PARTNERS L.P. CITIGROUP, INC. CARGILL INC ADVANCE AUTO PARTS INC CHEVRON PHILLIPS CHEMICAL CO LLC / CHEVR

Security ID 60934N5SC 80285EAF4 912828VF4 61690YBR2 12591RAX8 06051GGB9 92935VAG3 14314MAD5 96328DAZ7 61747YDW2 29372JAC1 606822AF1 05252ACR0 949746RS2 65557CAJ2 29372EBM9 92935JBC8 14913Q2H1 21688AAD4 34530RAA6 03065TAE2 38141EA66 36248EAB1 42806DAA7 80285CAH4 13976AAG5 46625HQJ2 14314EAC5 46642CBE9 709599AU8 98161PAD5 26884TAM4 31677QBH1 05377RCA0 929160AX7 902674XK1 03066DAE6 118230AJ0 29273RAX7 017175AB6 61763UAV4 49338LAD5 30161MAP8 29379VBD4 785592AE6 05377RBV5 75951AAB4 44987CAC2 74256LAY5 05377RBX1 86960BAN2 233050AF0 13975WAE3 452152V81 029912BC5 87938WAM5 3136ALNR8 02665WCG4 233851DC5 161175AX2 78355HKJ7 3134GSKZ7 22532MAL6 22822VAA9 80283LAH6 806213AA2 13976AAF7 05578DAR3 87020PAG2 29336UAA5 172967HM6 141781BH6 00751YAA4 166754AM3

Ticker TOIXX 80285EAF4 912828VF4 61690YBR2 12591RAX8 06051GGB9 92935VAG3 14314MAD5 96328DAZ7 61747YDW2 29372JAC1 606822AF1 05252ACR0 949746RS2 65557CAJ2 29372EBM9 92935JBC8 14913Q2H1 21688AAD4 34530RAA6 03065TAE2 38141EA66 36248EAB1 42806DAA7 80285CAH4 13976AAG5 46625HQJ2 14314EAC5 46642CBE9 709599AU8 98161PAD5 26884TAM4 31677QBH1 05377RCA0 929160AX7 902674XK1 03066DAE6 118230AJ0 29273RAX7 017175AB6 61763UAV4 49338LAD5 30161MAP8 29379VBD4 785592AE6 05377RBV5 75951AAB4 44987CAC2 74256LAY5 05377RBX1 86960BAN2 233050AF0 13975WAE3 452152V81 029912BC5 87938WAM5 3136ALNR8 02665WCG4 233851DC5 161175AX2 78355HKJ7 3134GSKZ7 22532MAL6 22822VAA9 80283LAH6 806213AA2 13976AAF7 05578DAR3 87020PAG2 29336UAA5 172967HM6 141781BH6 00751YAA4 166754AM3

Shares or Par Market Value 2,772,600 $ 2,772,600 1,645,000 1,646,938 1,500,000 1,465,605 1,500,000 1,459,095 1,283,709 1,283,735 1,275,000 1,245,781 1,200,000 1,227,671 1,250,000 1,223,139 1,222,213 1,211,207 1,200,000 1,192,557 1,195,000 1,168,956 1,100,000 1,116,810 1,100,000 1,111,783 1,125,000 1,100,748 1,055,000 1,079,941 1,058,159 1,055,160 1,002,748 1,035,222 1,000,000 1,001,290 1,000,000 987,901 975,000 961,699 965,000 949,329 900,000 943,377 900,000 933,296 900,000 890,951 892,000 889,065 900,000 888,555 900,000 883,683 863,214 854,134 850,000 849,440 850,000 845,177 852,666 842,438 850,000 842,408 850,000 837,871 850,000 836,797 830,000 831,824 850,000 831,300 825,000 820,557 800,000 814,648 800,000 808,690 775,000 808,072 800,000 801,043 800,000 796,940 800,000 796,162 800,000 795,659 760,000 794,659 800,000 792,807 800,000 791,053 800,000 789,813 800,000 788,697 800,000 788,257 800,000 787,222 750,000 781,276 795,000 779,576 760,000 775,147 750,000 774,307 750,000 773,806 780,000 772,777 750,000 751,868 750,000 751,055 750,000 750,701 750,000 750,689 750,000 749,911 750,000 748,784 750,000 748,600 750,000 745,136 754,000 744,260 750,000 739,299 750,000 738,530 750,000 736,136 726,000 723,350 700,000 699,495 700,000 695,371 670,000 694,468 700,000 691,101

% of Total Coupon Rate Maturity or Market Value* (%) Expiration Date 2.27% 0 1.35% 3.09 4/15/2022 1.20% 1.38 5/31/2020 1.19% 2.45 11/1/2049 1.05% 2.93 2/1/2047 1.02% 2.15 11/9/2020 1.01% 4.38 3/1/2044 1.00% 1.68 9/15/2021 0.99% 1.88 4/20/2026 0.98% 2.65 1/27/2020 0.96% 2.22 1/20/2023 0.91% 3.39 9/13/2021 0.91% 3.2 11/23/2021 0.90% 2.5 3/4/2021 0.88% 4.88 1/27/2020 0.86% 2.09 2/22/2021 0.85% 4.87 2/1/2044 0.82% 2.57 3/15/2021 0.81% 2.25 1/14/2020 0.79% 2.12 7/15/2026 0.78% 1.83 12/8/2021 0.77% 6 6/15/2020 0.76% 5.16 12/1/2043 0.73% 2.73 3/25/2021 0.73% 2.66 11/15/2021 0.73% 2.35 9/20/2021 0.72% 2.55 3/1/2021 0.70% 1.39 5/17/2021 0.70% 2.87 7/1/2047 0.69% 3.2 7/15/2020 0.69% 1.3 2/15/2022 0.69% 2.35 10/15/2019 0.69% 1.63 9/27/2019 0.69% 2.63 12/20/2021 0.68% 2.95 3/1/2021 0.68% 2.45 12/1/2020 0.67% 2.21 5/10/2021 0.67% 4.88 2/1/2021 0.66% 4.15 10/1/2020 0.66% 5.63 9/15/2020 0.66% 3.12 8/1/2047 0.65% 3.3 10/30/2019 0.65% 2.95 1/15/2020 0.65% 2.55 10/15/2019 0.65% 5.63 2/1/2021 0.65% 2.5 2/20/2021 0.65% 2.5 1/15/2020 0.65% 2.45 3/16/2020 0.65% 2.15 1/10/2020 0.65% 2.5 7/20/2021 0.64% 1.5 9/6/2019 0.64% 5.47 11/1/2046 0.64% 2.43 5/20/2022 0.63% 5 5/1/2019 0.63% 5.05 9/1/2020 0.63% 5.13 4/27/2020 0.63% 3 5/1/2037 0.62% 2.6 6/16/2020 0.61% 2.78 2/22/2021 0.61% 3.58 7/23/2020 0.61% 3.5 6/1/2021 0.61% 2.4 4/26/2023 0.61% 2.5 4/15/2019 0.61% 3.4 2/15/2021 0.61% 2.35 9/10/2019 0.61% 2.38 11/5/2019 0.61% 1.89 5/20/2021 0.60% 2.25 1/27/2020 0.60% 2.65 3/10/2021 0.59% 2.7 4/1/2019 0.57% 2.55 4/8/2019 0.57% 3.05 4/19/2021 0.57% 5.75 5/1/2020 0.57% 2.45 5/1/2020

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, July 31, 2018 (unaudited)

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

Security ID 824348AT3 13974HAF4 46849LTB7 17307GQR2 88033GCJ7 126650CT5 67740QAF3 035287AD3 125581GN2 203372AL1 25272KAU7 85208NAA8 404119BP3 36249KAC4 02005NAZ3 49327M2W3 55608PAM6 59217GCE7 44328MAC8 83402JAA6 91412GD44 46641WAT4 928563AA3 883203BT7 256746AE8 15135BAF8 55336VAC4 635405AM5 46635TCG5 852061AK6 07274NAC7 75606DAA9 025816BT5 55608PAT1 263534CL1 37045VAM2 345397XQ1 843646AL4 25746UCT4 654740AN9 708696BW8 92890HAB8 638612AK7 55279HAM2 595017AJ3 85205TAH3 962178AL3 86787EAW7 04685A2A8 759187CC9 156700AN6 413875AQ8 064255BP6 23329PAC4 57629WCF5 0258M0EE5 74166MAA4 40414LAH2 958254AC8 14040HBS3 723787AJ6 3137APML1 494550BE5 74368CAJ3 759351AJ8 681919AY2 64952WCE1 26884AAY9 00772BAN1 45031UBU4 23331ABK4 62947QAS7 23355LAE6 05348EBD0

Ticker 824348AT3 13974HAF4 46849LTB7 17307GQR2 88033GCJ7 126650CT5 67740QAF3 035287AD3 125581GN2 203372AL1 25272KAU7 85208NAA8 404119BP3 36249KAC4 02005NAZ3 49327M2W3 55608PAM6 59217GCE7 44328MAC8 83402JAA6 91412GD44 46641WAT4 928563AA3 883203BT7 256746AE8 15135BAF8 55336VAC4 635405AM5 46635TCG5 852061AK6 07274NAC7 75606DAA9 025816BT5 55608PAT1 263534CL1 37045VAM2 345397XQ1 843646AL4 25746UCT4 654740AN9 708696BW8 92890HAB8 638612AK7 55279HAM2 595017AJ3 85205TAH3 962178AL3 86787EAW7 04685A2A8 759187CC9 156700AN6 413875AQ8 064255BP6 23329PAC4 57629WCF5 0258M0EE5 74166MAA4 40414LAH2 958254AC8 14040HBS3 723787AJ6 3137APML1 494550BE5 74368CAJ3 759351AJ8 681919AY2 64952WCE1 26884AAY9 00772BAN1 45031UBU4 23331ABK4 62947QAS7 23355LAE6 05348EBD0

Shares or Par Market Value 680,000 669,810 650,000 648,661 650,000 647,218 628,762 636,614 630,000 636,300 650,000 627,566 600,000 627,154 610,000 620,675 600,000 618,000 615,000 617,306 600,000 614,422 617,500 614,413 610,000 613,813 600,000 613,474 600,000 602,880 600,000 599,823 600,000 591,746 600,000 587,722 575,000 585,270 564,578 569,545 575,000 561,919 560,944 561,225 557,000 545,020 525,000 526,780 525,000 526,071 510,000 521,156 510,000 519,009 500,000 515,769 499,415 513,909 500,000 508,500 500,000 503,522 500,000 501,250 500,000 500,537 500,000 498,796 505,000 497,662 495,000 497,060 500,000 493,364 500,000 492,979 500,000 492,751 500,000 487,933 475,000 485,498 475,000 472,960 450,000 467,136 450,000 451,771 450,000 450,894 450,000 450,814 450,000 450,432 450,000 450,082 450,000 449,895 450,000 449,507 440,000 449,350 447,000 443,220 450,000 442,716 450,000 438,017 450,000 437,702 440,000 434,224 400,000 428,500 430,000 425,602 425,000 424,964 425,000 424,912 400,000 423,806 430,642 421,163 400,000 415,220 425,000 414,891 400,000 414,778 400,000 412,525 425,000 410,323 400,000 410,311 400,000 403,933 403,000 403,605 400,000 403,226 400,000 401,500 400,000 400,120 400,000 399,809

% of Total Coupon Rate Maturity or Market Value* (%) Expiration Date 0.55% 2.25 5/15/2020 0.53% 2.43 9/21/2020 0.53% 3.3 6/11/2021 0.52% 3.04 5/25/2035 0.52% 5.5 3/1/2019 0.51% 2.13 6/1/2021 0.51% 6.38 4/30/2020 0.51% 5.63 5/1/2019 0.51% 5.38 5/15/2020 0.51% 5 6/15/2021 0.50% 5.88 6/15/2021 0.50% 3.36 9/20/2021 0.50% 4.25 10/15/2019 0.50% 4.59 8/1/2043 0.49% 4.13 3/30/2020 0.49% 3.35 6/15/2021 0.48% 2.4 1/21/2020 0.48% 2.05 6/12/2020 0.48% 4.13 8/12/2020 0.47% 3.29 6/25/2033 0.46% 1.49 5/15/2020 0.46% 3.05 4/1/2047 0.45% 2.3 8/21/2020 0.43% 3.65 3/1/2021 0.43% 3.04 4/17/2020 0.43% 5.63 2/15/2021 0.42% 5.5 2/15/2023 0.42% 6.88 5/15/2019 0.42% 4.72 2/1/2046 0.42% 9 11/15/2018 0.41% 2.97 6/25/2021 0.41% 4.5 4/15/2019 0.41% 2.97 2/27/2023 0.41% 2.35 1/15/2019 0.41% 2.2 5/1/2020 0.41% 3.16 8/7/2020 0.40% 3.2 1/15/2021 0.40% 2.38 6/1/2020 0.40% 2.58 7/1/2020 0.40% 2.55 3/8/2021 0.40% 5.2 4/1/2020 0.39% 2.7 9/17/2019 0.38% 5.38 3/25/2021 0.37% 2.94 5/18/2022 0.37% 3.92 6/1/2021 0.37% 3.12 6/15/2021 0.37% 4.38 6/15/2019 0.37% 2.94 8/2/2022 0.37% 2.88 10/23/2018 0.37% 2.72 4/1/2021 0.37% 6.15 9/15/2019 0.36% 2.7 4/27/2020 0.36% 2.3 3/5/2020 0.36% 2.13 10/2/2020 0.36% 1.95 9/22/2020 0.36% 2.2 3/3/2020 0.35% 9.25 5/15/2023 0.35% 2.63 2/1/2020 0.35% 2.6 8/15/2018 0.35% 2.79 10/30/2020 0.35% 7.5 1/15/2020 0.34% 3 6/1/2040 0.34% 5.3 9/15/2020 0.34% 2.16 9/25/2020 0.34% 5 6/1/2021 0.34% 6.25 7/15/2019 0.34% 2 4/13/2021 0.34% 4.75 7/15/2020 0.33% 4.25 7/1/2020 0.33% 5 7/1/2019 0.33% 4 2/15/2020 0.33% 4.13 6/15/2020 0.33% 3.25 3/1/2021 0.33% 2.77 1/15/2021

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.

2 of 3

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

Security Name Security ID CITIZENS BANK NA, (RI) 17401QAC5 AMERICREDIT AUTOMOBILE RECEIVABLES 201503065MAE7 HYUNDAI CAPITAL AMERICA 44891AAE7 ASSURANT INC 04621XAL2 PACCAR FINANCIAL CORP 69371RN93 AT&T, INC. 00206RCR1 BANK OF NEW YORK MELLON CORP. (THE) 06406FAA1 REYNOLDS AMERICAN, INC. 761713BE5 ASPEN INSURANCE HOLDINGS, LTD 04530DAC6 EXPORT-IMPORT BANK OF KOREA 302154CP2 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 BAT CAPITAL CORP. 05526DAQ8 NEW JERSEY, ST, ECONOMIC DEVELOPMENT AUT 64577BTW4 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 WHEELS SPV, LLC, SERIES 2017-1A, CLASS A 96328DBB9 HYUNDAI CAPITAL AMERICA 44891AAB3 TESORO CORP. 881609AZ4 INVISTA FINANCE LLC 46186RAA7 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 03065NAF2 SUNTRUST BANK/ATLANTA GA 86787EAR8 CARMAX AUTO OWNER TRUST 2015-4 14313XAC4 WHEELS SPV, LLC, SERIES 2016-1A, CLASS A 96328DAU8 AMERICAN INTERNATIONAL GROUP, INC. 026874CZ8 COUNTRYWIDE ASSET-BACKED CERTIFICATES, S 126673NW8 GMRF MORTGAGE ACQUISITION CO., LLC, SERI 36417JAY5 PHILLIPS 66 718546AP9 U.S. TREASURY FLOATING RATE NOTE 9128284K3 CAPITAL AUTO RECEIVABLES ASSET TRUST, SE 13974LAE8 DISCOVERY COMMUNICATIONS, LLC 25470DAN9 ABBVIE, INC. 00287YAU3 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 CITICORP RESIDENTIAL MORTGAGE TRUST, SER 17312HAF6 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 HOME EQUITY MORTGAGE LOAN ASSET-BACKED T 43708AAT9 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 PHH MORTGAGE CAPITAL, LLC, SERIES 2007-6 69337VAA8 FHLMC, SERIES 2770, CLASS UE 31394W3U0 * % of Total Market Value may not sum to 100.00% due to rounding.

Ticker 17401QAC5 03065MAE7 44891AAE7 04621XAL2 69371RN93 00206RCR1 06406FAA1 761713BE5 04530DAC6 302154CP2 42806DAY5 48248NAA8 05463HAA9 00507UAP6 85571BAM7 574599BG0 40139LAA1 307000AA7 05526DAQ8 64577BTW4 745277NU3 36249KAG5 36186CCA9 37045XBX3 03066FAF8 67059TAB1 96328DBB9 44891AAB3 881609AZ4 46186RAA7 03065NAF2 86787EAR8 14313XAC4 96328DAU8 026874CZ8 126673NW8 36417JAY5 718546AP9 9128284K3 13974LAE8 25470DAN9 00287YAU3 86562MAJ9 78470RAA5 46626LEL0 816851BC2 378272AD0 3136AFEC4 12591VAB7 3137A6DT6 03072SSM8 17312HAF6 23355LAB2 92935VAE8 23305XAD3 780153AX0 914906AP7 34959JAE8 12667FRY3 31394EF29 43708AAT9 45031UCC3 92890FAR7 38378YSU4 94986LAA2 31393C4C4 69337VAA8 31394W3U0

Shares or Par Market Value 400,000 399,764 400,000 399,187 400,000 398,389 396,000 397,135 400,000 395,918 400,000 394,197 400,000 392,449 392,000 391,886 375,000 391,674 400,000 391,137 385,000 381,705 350,000 371,476 350,000 363,803 350,000 348,564 354,000 345,610 325,000 342,840 350,000 338,633 325,000 335,524 340,000 333,488 325,000 333,031 325,000 325,000 300,000 305,920 300,000 305,850 300,000 305,107 310,000 304,017 300,000 301,125 305,000 298,406 298,000 293,315 275,000 279,263 275,000 275,688 275,000 274,632 275,000 271,623 272,480 271,261 270,000 266,848 261,000 259,872 255,108 256,141 253,547 251,826 250,000 250,103 250,000 249,997 250,000 249,067 250,000 247,543 250,000 243,238 235,000 239,001 228,546 229,620 219,415 219,436 200,000 199,997 186,000 185,250 179,616 175,677 160,000 160,144 152,292 152,752 131,259 131,741 129,289 131,469 125,000 123,814 111,391 112,020 104,992 108,151 100,000 98,129 96,000 98,040 95,000 94,062 84,365 86,773 75,427 76,787 72,859 72,858 71,000 70,379 66,441 66,438 43,707 43,677 21,628 21,908 19,486 19,713 10,912 11,196 9,891 9,900 $ 122,129,615

% of Total Coupon Rate Maturity or Market Value* (%) Expiration Date 0.33% 2.3 12/3/2018 0.33% 2.11 1/8/2021 0.33% 2.5 3/18/2019 0.33% 3.59 3/26/2021 0.32% 2.8 3/1/2021 0.32% 2.8 2/17/2021 0.32% 2.5 4/15/2021 0.32% 3.25 6/12/2020 0.32% 6 12/15/2020 0.32% 2.5 11/1/2020 0.31% 2.27 7/25/2020 0.30% 6.38 9/29/2020 0.30% 5.88 6/1/2020 0.29% 3 3/12/2020 0.28% 3.63 2/1/2021 0.28% 7.13 3/15/2020 0.28% 2 4/26/2021 0.27% 5 2/1/2021 0.27% 2.3 8/14/2020 0.27% 4.52 6/15/2021 0.27% 5.25 8/1/2018 0.25% 5.15 8/1/2043 0.25% 8 12/31/2018 0.25% 3.64 6/30/2022 0.25% 2.36 12/19/2022 0.25% 4.8 9/1/2020 0.24% 2.4 4/20/2026 0.24% 2.6 3/19/2020 0.23% 5.38 10/1/2022 0.23% 4.25 10/15/2019 0.22% 2.73 3/8/2021 0.22% 2.25 1/31/2020 0.22% 1.56 11/16/2020 0.22% 1.87 5/20/2025 0.21% 2.3 7/16/2019 0.21% 3.49 3/25/2035 0.21% 3.5 11/1/2057 0.20% 3.09 4/15/2020 0.20% 2.01 4/30/2020 0.20% 2.39 11/20/2020 0.20% 2.2 9/20/2019 0.20% 2.3 5/14/2021 0.20% 3.48 10/19/2021 0.19% 2.94 7/25/2039 0.18% 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 0.13% 4 9/1/2025 0.11% 4.16 7/25/2034 0.11% 5.18 6/1/2037 0.10% 2.88 3/27/2020 0.09% 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 0.07% 6 10/1/2034 0.06% 5.5 1/1/2035 0.06% 2.89 3/25/2035 0.06% 4.63 9/15/2020 0.05% 3.04 5/1/2047 0.04% 3 3/1/2041 0.02% 6 12/4/2037 0.02% 3.5 2/1/2033 0.01% 5.9 12/1/2037 0.01% 4.5 3/1/2019 99.98%

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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