Quarterly Schedule of Portfolio Holdings of Registered Management Investment Company (n-q)
01 Avril 2014 - 4:21PM
Edgar (US Regulatory)
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY
Investment Company Act file number
811-06400
The Advisors Inner Circle Fund
(Exact name of registrant as specified in charter)
101 Federal
Street
Boston, MA 02110
(Address of principal executive offices) (Zip code)
SEI
Corporation
One Freedom Valley Drive
Oaks, PA 19456
(Name and address of agent for service)
Registrants telephone number, including area code: 1-877-446-3863
Date of fiscal year end: October 31, 2014
Date of reporting period: January 31, 2014
Item 1.
|
Schedule of Investments
|
Portfolio of Investments as of January 31, 2014 (Unaudited)
Loomis Sayles Full Discretion Institutional Securitized Fund
|
|
|
|
|
|
|
|
|
Principal
Amount
|
|
|
Description
|
|
Value
|
|
|
Residential Mortgage-Backed Obligations 56.7%
|
|
|
|
|
|
Adjustable Rate Mortgage Trust
|
|
|
|
|
|
$977,259
|
|
|
2.557%, 04/25/35 (A)
|
|
$
|
951,804
|
|
|
1,446,211
|
|
|
0.468%, 11/25/35 (A)
|
|
|
1,210,399
|
|
|
|
|
|
Alternative Loan Trust
|
|
|
|
|
|
10,621,729
|
|
|
6.000%, 12/25/34
|
|
|
10,472,876
|
|
|
1,685,176
|
|
|
5.750%, 04/25/33
|
|
|
1,757,726
|
|
|
1,798,681
|
|
|
5.750%, 10/25/33
|
|
|
1,894,325
|
|
|
1,000,590
|
|
|
5.500%, 02/25/25
|
|
|
1,019,694
|
|
|
2,621,860
|
|
|
5.500%, 07/25/33
|
|
|
2,673,442
|
|
|
1,317,830
|
|
|
5.500%, 04/25/34
|
|
|
1,376,724
|
|
|
|
|
|
American Home Mortgage Investment Trust
|
|
|
|
|
|
3,830
|
|
|
2.173%, 10/25/34 (A)
|
|
|
3,535
|
|
|
1,658,567
|
|
|
1.835%, 09/25/45 (A)
|
|
|
1,549,103
|
|
|
|
|
|
Banc of America Alternative Loan Trust
|
|
|
|
|
|
972,246
|
|
|
6.000%, 10/25/34
|
|
|
1,004,901
|
|
|
2,052,302
|
|
|
5.500%, 10/25/33
|
|
|
2,122,879
|
|
|
7,529,118
|
|
|
5.500%, 12/25/33
|
|
|
7,757,147
|
|
|
|
|
|
Banc of America Funding Trust
|
|
|
|
|
|
3,107,796
|
|
|
5.750%, 11/25/35
|
|
|
3,190,771
|
|
|
800,001
|
|
|
2.700%, 12/20/34 (A)
|
|
|
658,817
|
|
|
442,691
|
|
|
2.395%, 12/20/36 (A)
|
|
|
445,857
|
|
|
1,352,411
|
|
|
0.608%, 07/25/37 (A) (B)
|
|
|
859,984
|
|
|
|
|
|
Banc of America Mortgage Trust
|
|
|
|
|
|
709,856
|
|
|
6.069%, 11/20/46 (A)
|
|
|
627,444
|
|
|
1,442,971
|
|
|
3.122%, 02/25/35 (A)
|
|
|
1,448,062
|
|
|
|
|
|
Bear Stearns Adjustable Rate Mortgage Trust
|
|
|
|
|
|
83,086
|
|
|
2.694%, 01/25/35 (A)
|
|
|
83,692
|
|
|
46,696
|
|
|
2.686%, 01/25/35 (A)
|
|
|
45,974
|
|
|
269,526
|
|
|
2.680%, 04/25/34 (A)
|
|
|
256,731
|
|
|
224,754
|
|
|
2.597%, 07/25/34 (A)
|
|
|
224,212
|
|
|
6,525,068
|
|
|
2.572%, 02/25/36 (A)
|
|
|
5,163,189
|
|
|
|
|
|
Chase Mortgage Finance Trust
|
|
|
|
|
|
2,522,757
|
|
|
2.691%, 02/25/37 (A)
|
|
|
2,488,916
|
|
|
|
|
|
Citicorp Mortgage Securities
|
|
|
|
|
|
886,688
|
|
|
6.000%, 08/25/36
|
|
|
919,032
|
|
|
|
|
|
Citigroup Mortgage Loan Trust
|
|
|
|
|
|
1,368,286
|
|
|
2.510%, 10/25/35 (A)
|
|
|
1,353,556
|
|
|
714,190
|
|
|
2.200%, 09/25/35 (A)
|
|
|
714,004
|
|
|
|
|
|
CitiMortgage Alternative Loan Trust
|
|
|
|
|
|
4,692,461
|
|
|
6.000%, 07/25/36
|
|
|
4,184,300
|
|
|
5,346,894
|
|
|
6.000%, 09/25/36
|
|
|
4,659,086
|
|
|
6,304,093
|
|
|
6.000%, 06/25/37
|
|
|
5,333,584
|
|
|
1,057,293
|
|
|
6.000%, 10/25/37
|
|
|
917,126
|
|
|
|
|
|
Countrywide Alternative Loan Trust
|
|
|
|
|
|
3,122,330
|
|
|
6.250%, 07/25/36
|
|
|
2,138,053
|
|
|
4,368,461
|
|
|
5.750%, 04/25/37
|
|
|
3,909,851
|
|
|
986,028
|
|
|
5.500%, 08/25/34
|
|
|
1,025,466
|
|
|
919,348
|
|
|
5.500%, 04/25/36
|
|
|
847,559
|
|
|
2,710,212
|
|
|
0.368%, 05/25/35 (A)
|
|
|
2,261,943
|
|
|
|
|
|
Countrywide Home Loan Mortgage Pass-Through Trust
|
|
|
|
|
|
3,465,646
|
|
|
6.000%, 05/25/36
|
|
|
3,124,723
|
|
|
7,205,809
|
|
|
6.000%, 02/25/37
|
|
|
6,635,347
|
|
|
10,053
|
|
|
5.500%, 06/25/35
|
|
|
10,044
|
|
|
568,535
|
|
|
3.437%, 01/20/35 (A)
|
|
|
564,636
|
|
|
4,137,296
|
|
|
2.644%, 04/25/35 (A)
|
|
|
3,012,043
|
|
|
3,141,158
|
|
|
2.621%, 11/20/35 (A)
|
|
|
2,988,347
|
|
|
345,095
|
|
|
2.502%, 09/20/34 (A)
|
|
|
335,198
|
|
|
872,734
|
|
|
0.498%, 03/25/35 (A)
|
|
|
656,954
|
|
|
3,036,360
|
|
|
0.428%, 04/25/35 (A)
|
|
|
2,482,682
|
|
Portfolio of Investments as of January 31, 2014 (Unaudited)
Loomis Sayles Full Discretion Institutional Securitized Fund continued
|
|
|
|
|
|
|
|
|
Principal
Amount
|
|
|
Description
|
|
Value
|
|
|
Residential Mortgage-Backed Obligations 56.7% (continued)
|
|
|
|
|
|
Credit Suisse First Boston Mortgage Securities
|
|
|
|
|
|
$4,949,422
|
|
|
5.500%, 11/25/35
|
|
$
|
4,405,080
|
|
|
481,787
|
|
|
5.250%, 05/25/28
|
|
|
490,129
|
|
|
|
|
|
Credit Suisse Mortgage Capital Certificates
|
|
|
|
|
|
3,483,182
|
|
|
6.500%, 10/25/21
|
|
|
2,904,137
|
|
|
|
|
|
Credit Suisse Mortgage Trust
|
|
|
|
|
|
3,300,000
|
|
|
5.251%, 06/27/34 (A) (B)
|
|
|
2,940,623
|
|
|
|
|
|
Deutsche Alt-A Securities Mortgage Loan Trust
|
|
|
|
|
|
1,736,932
|
|
|
5.500%, 11/25/35 (A)
|
|
|
1,615,946
|
|
|
5,755,489
|
|
|
5.500%, 12/25/35
|
|
|
4,861,460
|
|
|
2,970,266
|
|
|
5.250%, 06/25/35
|
|
|
3,034,732
|
|
|
|
|
|
FDIC Trust
|
|
|
|
|
|
1,805,170
|
|
|
4.500%, 10/25/18 (B)
|
|
|
1,823,949
|
|
|
|
|
|
GMAC Mortgage Loan Trust
|
|
|
|
|
|
305,007
|
|
|
5.000%, 11/25/33
|
|
|
314,851
|
|
|
1,578,046
|
|
|
3.102%, 07/19/35 (A)
|
|
|
1,462,064
|
|
|
1,206,877
|
|
|
2.873%, 06/19/35 (A)
|
|
|
1,203,960
|
|
|
|
|
|
GSR Mortgage Loan Trust
|
|
|
|
|
|
2,778,078
|
|
|
6.000%, 09/25/36
|
|
|
2,377,713
|
|
|
1,096,704
|
|
|
2.761%, 12/25/34 (A)
|
|
|
1,001,738
|
|
|
596,756
|
|
|
2.759%, 12/25/34 (A)
|
|
|
597,405
|
|
|
290,725
|
|
|
2.712%, 07/25/35 (A)
|
|
|
269,211
|
|
|
1,125,000
|
|
|
2.678%, 09/25/35 (A)
|
|
|
1,115,580
|
|
|
|
|
|
Indymac Index Mortgage Loan Trust
|
|
|
|
|
|
3,386,352
|
|
|
0.798%, 07/25/45 (A)
|
|
|
3,073,806
|
|
|
|
|
|
JPMorgan Alternative Loan Trust
|
|
|
|
|
|
2,765,786
|
|
|
4.552%, 03/25/36 (A)
|
|
|
2,231,378
|
|
|
|
|
|
JPMorgan Mortgage Trust
|
|
|
|
|
|
6,356,487
|
|
|
6.000%, 01/25/36
|
|
|
5,624,564
|
|
|
1,150,263
|
|
|
5.750%, 03/25/37
|
|
|
948,782
|
|
|
2,540,461
|
|
|
3.556%, 03/25/43 (A) (B)
|
|
|
2,557,566
|
|
|
1,923,820
|
|
|
2.865%, 08/25/35 (A)
|
|
|
1,938,275
|
|
|
5,741,879
|
|
|
2.529%, 01/25/37 (A)
|
|
|
5,083,889
|
|
|
|
|
|
Lehman Mortgage Trust
|
|
|
|
|
|
2,196,550
|
|
|
5.500%, 02/25/36
|
|
|
2,214,546
|
|
|
1,006,804
|
|
|
0.658%, 01/25/36 (A)
|
|
|
714,276
|
|
|
|
|
|
MASTR Adjustable Rate Mortgages Trust
|
|
|
|
|
|
3,537,697
|
|
|
2.736%, 04/25/36 (A)
|
|
|
3,368,811
|
|
|
3,373,873
|
|
|
2.644%, 03/25/35 (A)
|
|
|
2,995,247
|
|
|
842,230
|
|
|
2.632%, 01/25/36 (A)
|
|
|
809,058
|
|
|
4,124,620
|
|
|
0.318%, 01/25/47 (A)
|
|
|
2,995,456
|
|
|
|
|
|
MASTR Alternative Loan Trust
|
|
|
|
|
|
2,417,063
|
|
|
6.000%, 06/25/34
|
|
|
2,552,851
|
|
|
5,403,757
|
|
|
6.000%, 09/25/34
|
|
|
5,535,511
|
|
|
2,094,547
|
|
|
5.500%, 06/25/34
|
|
|
2,191,908
|
|
|
1,498,493
|
|
|
5.250%, 11/25/33
|
|
|
1,552,190
|
|
|
|
|
|
Merrill Lynch Alternative Note Asset Trust
|
|
|
|
|
|
10,030,815
|
|
|
6.000%, 03/25/37
|
|
|
7,734,190
|
|
|
|
|
|
Morgan Stanley Mortgage Loan Trust
|
|
|
|
|
|
1,493,197
|
|
|
6.000%, 06/25/36
|
|
|
1,271,547
|
|
|
2,539,528
|
|
|
6.000%, 08/25/36
|
|
|
2,214,042
|
|
|
225,000
|
|
|
5.500%, 11/25/35
|
|
|
229,959
|
|
|
|
|
|
New York Mortgage Trust
|
|
|
|
|
|
2,592,843
|
|
|
2.738%, 05/25/36 (A)
|
|
|
2,320,229
|
|
|
|
|
|
RALI Trust
|
|
|
|
|
|
680,257
|
|
|
6.000%, 06/25/36
|
|
|
550,489
|
|
|
515,000
|
|
|
5.500%, 09/25/33
|
|
|
540,673
|
|
|
814,785
|
|
|
5.500%, 06/25/34
|
|
|
843,165
|
|
Portfolio of Investments as of January 31, 2014 (Unaudited)
Loomis Sayles Full Discretion Institutional Securitized Fund continued
|
|
|
|
|
|
|
|
|
Principal
Amount
|
|
|
Description
|
|
Value
|
|
|
Residential Mortgage-Backed Obligations 56.7% (continued)
|
|
|
|
|
|
Residential Asset Securitization Trust
|
|
|
|
|
|
$4,661,368
|
|
|
6.000%, 05/25/37
|
|
$
|
4,175,388
|
|
|
4,013,890
|
|
|
6.000%, 06/25/37
|
|
|
3,566,462
|
|
|
2,792,618
|
|
|
6.000%, 01/25/46
|
|
|
2,324,327
|
|
|
7,124,020
|
|
|
5.375%, 07/25/35
|
|
|
6,125,118
|
|
|
|
|
|
RFMSI Trust
|
|
|
|
|
|
1,742,804
|
|
|
5.750%, 01/25/36
|
|
|
1,793,995
|
|
|
|
|
|
Structured Adjustable Rate Mortgage Loan Trust
|
|
|
|
|
|
410,711
|
|
|
2.655%, 09/25/34 (A)
|
|
|
405,603
|
|
|
1,225,434
|
|
|
2.403%, 11/25/34 (A)
|
|
|
1,204,208
|
|
|
2,798,851
|
|
|
0.468%, 07/25/35 (A)
|
|
|
2,316,721
|
|
|
2,995,751
|
|
|
0.318%, 01/25/37 (A)
|
|
|
2,211,715
|
|
|
|
|
|
Structured Asset Securities Mortgage Pass-Through Certificates
|
|
|
|
|
|
3,125,923
|
|
|
5.750%, 11/25/34
|
|
|
3,373,603
|
|
|
|
|
|
Washington Mutual Mortgage Pass-Through Certificates
|
|
|
|
|
|
3,189,681
|
|
|
6.000%, 03/25/36
|
|
|
2,798,176
|
|
|
483,147
|
|
|
5.500%, 07/25/34
|
|
|
509,746
|
|
|
345,041
|
|
|
2.463%, 09/25/46 (A)
|
|
|
326,707
|
|
|
2,825,626
|
|
|
2.213%, 01/25/47 (A)
|
|
|
2,546,174
|
|
|
1,788,180
|
|
|
1.095%, 08/25/46 (A)
|
|
|
1,224,267
|
|
|
413,262
|
|
|
0.895%, 04/25/47 (A)
|
|
|
372,126
|
|
|
|
|
|
Wells Fargo Mortgage Backed Securities Trust
|
|
|
|
|
|
5,040,000
|
|
|
6.000%, 01/25/36
|
|
|
5,112,400
|
|
|
1,034,014
|
|
|
5.500%, 11/25/35
|
|
|
1,067,490
|
|
|
2,631,567
|
|
|
5.500%, 01/25/36
|
|
|
2,702,146
|
|
|
258,532
|
|
|
2.671%, 04/25/35 (A)
|
|
|
263,309
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Residential Mortgage-Backed Obligations
|
|
|
|
|
|
|
|
|
(Cost $222,168,928)
|
|
|
234,292,405
|
|
|
|
|
|
|
|
|
|
|
|
Asset-Backed Securities 21.5%
|
|
|
|
|
|
Axis Equipment Finance Receivables LLC
|
|
|
|
|
|
1,000,000
|
|
|
6.410%, 10/22/18
|
|
|
997,870
|
|
|
|
|
|
Bayview Opportunity Master Fund Trust
|
|
|
|
|
|
885,655
|
|
|
3.721%, 06/28/33
|
|
|
886,426
|
|
|
1,706,802
|
|
|
3.228%, 03/28/33 (A) (B)
|
|
|
1,704,276
|
|
|
|
|
|
CarNow Auto Receivables Trust
|
|
|
|
|
|
1,736,000
|
|
|
6.900%, 11/15/16 (B)
|
|
|
1,770,812
|
|
|
1,717,000
|
|
|
4.330%, 11/15/17
|
|
|
1,706,806
|
|
|
|
|
|
CFC LLC
|
|
|
|
|
|
2,000,000
|
|
|
5.930%, 08/15/19 (B)
|
|
|
1,999,110
|
|
|
3,180,000
|
|
|
4.680%, 11/15/19 (B)
|
|
|
3,197,435
|
|
|
|
|
|
Countrywide Asset-Backed Certificates
|
|
|
|
|
|
2,090,000
|
|
|
5.103%, 05/25/35
|
|
|
2,052,539
|
|
|
|
|
|
CPS Auto Receivables Trust
|
|
|
|
|
|
1,000,000
|
|
|
6.760%, 03/15/21 (B)
|
|
|
1,009,563
|
|
|
|
|
|
DSC Floorplan Master Owner Trust
|
|
|
|
|
|
3,750,000
|
|
|
8.110%, 03/15/16 (B)
|
|
|
3,730,009
|
|
|
|
|
|
DT Auto Owner Trust
|
|
|
|
|
|
3,400,000
|
|
|
4.180%, 06/15/20
|
|
|
3,424,519
|
|
|
4,100,000
|
|
|
3.980%, 01/15/21 (B)
|
|
|
4,099,399
|
|
|
1,850,000
|
|
|
3.740%, 05/15/20 (B)
|
|
|
1,865,466
|
|
|
|
|
|
FAN Engine Securitization
|
|
|
|
|
|
5,306,142
|
|
|
4.625%, 10/15/43 (B)
|
|
|
5,226,550
|
|
|
|
|
|
First Franklin Mortgage Loan Trust
|
|
|
|
|
|
837,447
|
|
|
0.308%, 07/25/36 (A)
|
|
|
774,436
|
|
|
|
|
|
First Investors Auto Owner Trust
|
|
|
|
|
|
2,040,000
|
|
|
9.000%, 01/15/19 (B)
|
|
|
2,173,946
|
|
|
2,000,000
|
|
|
6.860%, 03/15/19 (B)
|
|
|
2,106,676
|
|
Portfolio of Investments as of January 31, 2014 (Unaudited)
Loomis Sayles Full Discretion Institutional Securitized Fund continued
|
|
|
|
|
|
|
|
|
Principal
Amount
|
|
|
Description
|
|
Value
|
|
|
Asset-Backed Securities 21.5% (continued)
|
|
|
$2,130,000
|
|
|
2.530%, 01/15/20 (B)
|
|
$
|
2,078,944
|
|
|
|
|
|
Flagship Credit Auto Trust
|
|
|
|
|
|
1,000,000
|
|
|
6.260%, 02/16/21 (B)
|
|
|
1,006,117
|
|
|
2,300,000
|
|
|
5.380%, 07/15/20 (B)
|
|
|
2,275,024
|
|
|
1,000,000
|
|
|
4.930%, 05/15/18 (B)
|
|
|
1,036,511
|
|
|
2,200,000
|
|
|
4.420%, 12/16/19 (B)
|
|
|
2,196,187
|
|
|
2,425,000
|
|
|
3.590%, 03/15/19 (B)
|
|
|
2,407,887
|
|
|
|
|
|
Global Seaco Finance
|
|
|
|
|
|
2,753,333
|
|
|
3.670%, 11/17/28
|
|
|
2,777,326
|
|
|
|
|
|
GSAA Home Equity Trust
|
|
|
|
|
|
2,649,492
|
|
|
0.228%, 12/25/46 (A)
|
|
|
1,495,961
|
|
|
|
|
|
Kondaur Mortgage Asset Trust
|
|
|
|
|
|
2,600,000
|
|
|
5.000%, 08/25/52
|
|
|
2,708,064
|
|
|
|
|
|
Leaf II Receivables Funding LLC
|
|
|
|
|
|
2,325,000
|
|
|
6.000%, 09/15/21
|
|
|
2,293,757
|
|
|
|
|
|
Lehman XS Trust
|
|
|
|
|
|
3,462
|
|
|
0.308%, 08/25/46 (A)
|
|
|
3,462
|
|
|
|
|
|
Prestige Auto Receivables Trust
|
|
|
|
|
|
3,000,000
|
|
|
3.040%, 07/15/20 (B)
|
|
|
2,963,838
|
|
|
|
|
|
RBSSP Resecuritization Trust
|
|
|
|
|
|
948,449
|
|
|
2.920%, 11/28/17 (B)
|
|
|
892,728
|
|
|
|
|
|
Sierra Timeshare Receivables Funding
|
|
|
|
|
|
645,194
|
|
|
9.310%, 07/20/28 (B)
|
|
|
693,834
|
|
|
|
|
|
SNAAC Auto Receivables Trust
|
|
|
|
|
|
2,000,000
|
|
|
6.210%, 12/17/18 (B)
|
|
|
2,068,030
|
|
|
2,000,000
|
|
|
4.560%, 04/15/20 (B)
|
|
|
1,990,078
|
|
|
|
|
|
Springleaf Funding Trust
|
|
|
|
|
|
4,275,000
|
|
|
3.920%, 01/16/23 (B)
|
|
|
4,339,125
|
|
|
|
|
|
Structured Asset Securities Mortgage Loan Trust
|
|
|
|
|
|
1,303,930
|
|
|
0.448%, 06/25/35 (A)
|
|
|
1,120,858
|
|
|
|
|
|
Trade MAPS 1
|
|
|
|
|
|
4,000,000
|
|
|
5.161%, 12/10/18 (A) (B)
|
|
|
4,003,760
|
|
|
|
|
|
United Auto Credit Securitization Trust
|
|
|
|
|
|
1,590,000
|
|
|
2.900%, 12/15/17
|
|
|
1,587,165
|
|
|
|
|
|
Vericrest Opportunity Loan Transferee
|
|
|
|
|
|
2,880,445
|
|
|
4.250%, 08/25/58
|
|
|
2,894,847
|
|
|
1,859,420
|
|
|
3.960%, 11/25/53 (B)
|
|
|
1,860,000
|
|
|
1,421,876
|
|
|
3.625%, 03/25/54 (B)
|
|
|
1,415,721
|
|
|
1,766,610
|
|
|
3.625%, 04/25/55
|
|
|
1,760,938
|
|
|
|
|
|
Westgate Resorts
|
|
|
|
|
|
1,072,239
|
|
|
11.000%, 09/20/25 (B)
|
|
|
1,100,085
|
|
|
1,100,392
|
|
|
9.000%, 01/20/25 (B)
|
|
|
1,129,926
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Asset-Backed Securities
|
|
|
|
|
|
|
|
|
(Cost $87,714,219)
|
|
|
88,826,011
|
|
|
|
|
|
|
|
|
|
|
|
Commercial Mortgage-Backed Obligations 20.4%
|
|
|
|
|
|
A10 Securitization
|
|
|
|
|
|
290,000
|
|
|
6.230%, 11/15/27 (B)
|
|
|
290,385
|
|
|
965,000
|
|
|
5.120%, 11/15/27 (B)
|
|
|
960,897
|
|
|
|
|
|
Bear Stearns Commercial Mortgage Securities Trust
|
|
|
|
|
|
2,485,000
|
|
|
6.541%, 05/11/39 (A) (B)
|
|
|
2,563,178
|
|
|
|
|
|
COBALT Commercial Mortgage Trust
|
|
|
|
|
|
2,250,000
|
|
|
5.254%, 08/15/48
|
|
|
2,321,586
|
|
|
|
|
|
Commercial Mortgage Trust
|
|
|
|
|
|
6,400,000
|
|
|
5.648%, 12/10/44 (A) (B)
|
|
|
6,436,097
|
|
|
3,850,000
|
|
|
5.543%, 12/11/49 (A) (B)
|
|
|
4,161,030
|
|
|
4,000,000
|
|
|
5.475%, 03/10/39
|
|
|
4,284,188
|
|
|
1,000,000
|
|
|
4.858%, 08/15/45 (A) (B)
|
|
|
945,085
|
|
Portfolio of Investments as of January 31, 2014 (Unaudited)
Loomis Sayles Full Discretion Institutional Securitized Fund continued
|
|
|
|
|
|
|
|
|
Principal
Amount
|
|
|
Description
|
|
Value
|
|
|
Commercial Mortgage-Backed Obligations 20.4% (continued)
|
|
|
|
|
|
Credit Suisse Mortgage Capital Certificates
|
|
|
|
|
|
$3,930,000
|
|
|
5.869%, 09/15/40 (A)
|
|
$
|
4,046,874
|
|
|
|
|
|
DBUBS Mortgage Trust
|
|
|
|
|
|
2,700,000
|
|
|
5.557%, 01/10/21 (A) (B)
|
|
|
2,794,559
|
|
|
|
|
|
Del Coronado Trust
|
|
|
|
|
|
3,000,000
|
|
|
5.160%, 03/15/18 (A) (B)
|
|
|
3,009,900
|
|
|
|
|
|
Extended Stay America Trust
|
|
|
|
|
|
5,828,000
|
|
|
5.053%, 12/05/31 (A) (B)
|
|
|
6,016,571
|
|
|
|
|
|
FREMF Mortgage Trust
|
|
|
|
|
|
1,500,000
|
|
|
4.023%, 11/25/44 (A) (B)
|
|
|
1,468,010
|
|
|
|
|
|
GS Mortgage Securities Trust
|
|
|
|
|
|
15,555,000
|
|
|
5.806%, 08/10/45 (A)
|
|
|
16,164,989
|
|
|
|
|
|
Hilton USA Trust
|
|
|
|
|
|
3,995,000
|
|
|
4.453%, 11/05/30 (A) (B)
|
|
|
4,074,425
|
|
|
|
|
|
JPMorgan Chase Commercial Mortgage Securities Trust
|
|
|
|
|
|
939,604
|
|
|
6.160%, 04/15/18
|
|
|
950,034
|
|
|
1,025,000
|
|
|
5.464%, 01/15/49 (A)
|
|
|
1,063,925
|
|
|
2,000,000
|
|
|
5.021%, 01/12/37 (A)
|
|
|
2,035,856
|
|
|
3,000,000
|
|
|
3.122%, 04/15/28 (A) (B)
|
|
|
2,985,363
|
|
|
|
|
|
Morgan Stanley Capital Trust
|
|
|
|
|
|
2,650,000
|
|
|
5.601%, 04/12/49 (A)
|
|
|
2,902,866
|
|
|
|
|
|
Motel 6 Trust
|
|
|
|
|
|
4,500,000
|
|
|
4.274%, 10/05/25 (B)
|
|
|
4,424,981
|
|
|
1,500,000
|
|
|
3.781%, 10/05/25 (B)
|
|
|
1,507,143
|
|
|
|
|
|
RBS Commercial Funding Trust
|
|
|
|
|
|
2,000,000
|
|
|
3.584%, 03/11/31 (A) (B)
|
|
|
1,632,600
|
|
|
|
|
|
VNO Mortgage Trust
|
|
|
|
|
|
1,200,000
|
|
|
3.947%, 12/13/29
|
|
|
1,178,597
|
|
|
|
|
|
WF-RBS Commercial Mortgage Trust
|
|
|
|
|
|
150,000
|
|
|
5.636%, 11/15/44 (A) (B)
|
|
|
160,256
|
|
|
2,145,447
|
|
|
5.548%, 03/15/44 (A) (B)
|
|
|
2,207,871
|
|
|
3,436,469
|
|
|
5.465%, 02/15/44 (A) (B)
|
|
|
3,518,487
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Commercial Mortgage-Backed Obligations
|
|
|
|
|
|
|
|
|
(Cost $80,647,333)
|
|
|
84,105,753
|
|
|
|
|
|
|
|
|
|
|
|
Municipal Bond 0.2%
|
|
|
|
|
|
Michigan State, Tobacco Settlement Financing Authority, RB
|
|
|
|
|
|
955,000
|
|
|
7.309%, 06/01/34 (Cost $793,701)
|
|
|
763,656
|
|
|
|
|
|
|
|
|
|
|
|
Short-Term Investment 1.5%
|
|
|
|
|
|
Dreyfus Treasury Prime Cash Management, 0.000% (C)
|
|
|
|
|
|
6,109,112
|
|
|
(Cost $6,109,112)
|
|
|
6,109,112
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments 100.3%
|
|
|
|
|
|
|
|
|
(Cost $397,433,293)
|
|
|
414,096,937
|
|
|
|
|
|
Other Assets and Liabilities 0.3%
|
|
|
-1,407,632
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Net Assets 100.0%
|
|
$
|
412,689,305
|
|
|
|
|
|
|
|
|
|
|
Portfolio of Investments as of January 31, 2014 (Unaudited)
Loomis Sayles Full Discretion Institutional Securitized Fund continued
|
(A)
|
Variable rate security - Rate disclosed is the rate in effect on January 31, 2014.
|
|
(B)
|
Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be
sold only to dealers in that program or other accredited investors. These securities have been determined to be liquid under guidelines established by the board of Trustees.
|
|
(C)
|
The rate shown is the 7-day effective yield as of January 31, 2014.
|
|
FDIC
|
Federal Deposit Insurance Corporation
|
|
LLC
|
Limited Liability Company
|
|
|
At January 31, 2014, the tax cost basis of the Funds investments was $397,433,293 and the unrealized appreciation and (depreciation) were $17,805,267 and
($1,141,623), respectively.
|
The following is a summary of the inputs used as of January 31, 2014 in valuing the
Funds investments carried at value:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Investments in Securities
|
|
Level 1
|
|
|
Level 2
|
|
|
Level 3
|
|
|
Total
|
|
Residential Mortgage-Backed Obligations
|
|
$
|
|
|
|
$
|
234,292,405
|
|
|
$
|
|
|
|
$
|
234,292,405
|
|
Asset-Backed Securities
|
|
|
|
|
|
|
88,826,011
|
|
|
|
|
|
|
|
88,826,011
|
|
Commercial Mortgage-Backed Obligations
|
|
|
|
|
|
|
84,105,753
|
|
|
|
|
|
|
|
84,105,753
|
|
Municipal Bond
|
|
|
|
|
|
|
763,656
|
|
|
|
|
|
|
|
763,656
|
|
Short-Term Investment
|
|
|
6,109,112
|
|
|
|
|
|
|
|
|
|
|
|
6,109,112
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities
|
|
$
|
6,109,112
|
|
|
$
|
407,987,825
|
|
|
$
|
|
|
|
$
|
414,096,937
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
For the period ended January 31, 2014, there have been no transfers between Level 1 and Level 2 assets and
liabilities. For the period ended January 31, 2014, there were no Level 3 investments.
For information on the Funds policy
regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to Note 2 of the Funds most recent financial statements.
Item 2.
|
Controls and Procedures
|
(a) The
registrants principal executive and principal financial officers, or persons performing similar functions, have concluded that the Registrants disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company
Act of 1940 (the 1940 Act)) are effective, based on the evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934 as of a date
within 90 days of the filing date of this report.
(b) There were no significant changes in the registrants internal control over
financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) that occurred during the registrants last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrants internal control
over financial reporting.
(a) A separate certification
for the principal executive officer and the principal financial officer of the registrant as required by Rule 30a-2(a) under the Investment Company Act of 1940, as amended (17 CFR 270.30a-2(a)), are filed herewith.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned,
thereunto duly authorized.
|
|
|
|
|
|
|
(Registrant)
|
|
|
|
|
|
The Advisors Inner Circle Fund
|
|
|
|
|
By (Signature and Title)
|
|
|
|
|
|
/s/ Michael Beattie
|
|
|
|
|
|
|
Michael Beattie
|
|
|
|
|
|
|
President
|
Date: March 31, 2014
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in
the capacities and on the dates indicated.
|
|
|
|
|
|
|
By (Signature and Title)
|
|
|
|
|
|
/s/ Michael Beattie
|
|
|
|
|
|
|
Michael Beattie
|
|
|
|
|
|
|
President
|
Date: March 31, 2014
|
|
|
|
|
|
|
By (Signature and Title)
|
|
|
|
|
|
/s/ Michael Lawson
|
|
|
|
|
|
|
Michael Lawson
|
|
|
|
|
|
|
Treasurer, Controller & CFO
|
Date: March 31, 2014
China Shianyun (GM) (USOTC:SAYC)
Graphique Historique de l'Action
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China Shianyun (GM) (USOTC:SAYC)
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